Alkane Resources Limited

10-Year Study

ALK.TO · Basic Materials · CA · Common Stock

Executive Summary: Alkane Resources Limited has compounded at -39.6% annually over the last 10 years, with a maximum drawdown of 99.3% and an annualized volatility of 541.9%.

1Y CAGR
+48.4%
3Y CAGR
-72.8%
5Y CAGR
-55.7%
10Y CAGR
-39.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
99.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
600.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
18856.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3259.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +50.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -98.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.221.9-16.830.2————————50.8%
20258.0-0.70.58.9-98.78026.9-3.5-99.05.2-11.83.329.0-98.5%
2024-1.9-16.04.45.4-1.3-9.219.31.46.0-1.1-1.9-10.6-9.7%
20237.5-1.9-12.112.6-3.43.8-88.0792.6-91.311.2849.79.112.5%
20224.36.94.8-13.5-3.5-12.48.4-4.5-5.4-25.017.14.1-23.4%
2021-5.49.6-3.112.6-6.0-1.5-1.19.7-6.62.31.71.712.2%
2020—9.5—-25.33.511.1————41.9—33.5%
2019——————4.0—6.66.26.8-2.023.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 541.9%. The dominant macroeconomic risk driver is TIP.US, accounting for 17.3% of variance. Idiosyncratic stock-specific factors contribute 62.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110403.483118156122
2019-09-0111086.107810160662
2019-10-0111774.267356845052
2019-11-0112576.550048003652
2019-12-0112326.185824487906
2020-02-0113493.485602261206
2020-04-0110082.893915285302
2020-05-0110438.164582032534
2020-06-0111593.63800546503
2020-11-0116449.83920454927
2021-01-0115559.126400666008
2021-02-0117052.951721081994
2021-03-0116517.507569806712
2021-04-0118602.603610680308
2021-05-0117486.526079746487
2021-06-0117228.90826938441
2021-07-0117033.155417698912
2021-08-0118693.01697919394
2021-09-0117451.99433355489
2021-10-0117849.38535183656
2021-11-0118151.467300449152
2021-12-0118461.601777813587
2022-01-0119256.381128857916
2022-02-0120593.065989915878
2022-03-0121588.066896278542
2022-04-0118680.675676582945
2022-05-0118024.396597447416
2022-06-0115791.5594137512
2022-07-0117120.70870846677
2022-08-0116346.327217063788
2022-09-0115467.767729460815
2022-10-0111600.398799573002
2022-11-0113587.143077739061
2022-12-0114146.57428481272
2023-01-0115212.399041269713
2023-02-0114923.29352051401
2023-03-0113111.508120338107
2023-04-0114768.447837150126
2023-05-0114269.75232800929
2023-06-0114818.010433241356
2023-07-011777.581622993414
2023-08-0115866.45719618388
2023-09-011381.7616333326619
2023-10-011536.4639771193781
2023-11-0114591.160614178198
2023-12-0115919.352521366662
2024-01-0115614.830778733374
2024-02-0113119.348493088146
2024-03-0113692.481218151423
2024-04-0114437.254862467858
2024-05-0114243.077067681794
2024-06-0112928.291271391836
2024-07-0115423.227053918508
2024-08-0115636.489489549975
2024-09-0116567.211155645968
2024-10-0116380.163413831766
2024-11-0116075.558420109166
2024-12-0114371.091730615588
2025-01-0115514.997952291757
2025-02-0115401.82615292688
2025-03-0115473.056859151242
2025-04-0116853.91716516613
2025-05-01221.75769736886275
2025-06-0118021.940690312662
2025-07-0117398.36720444185
2025-08-01170.71823366700906
2025-09-01179.5181339671158
2025-10-01158.39835226624237
2025-11-01163.67830293661504
2025-12-01211.19780861648775
2026-01-01241.1174981704902
2026-02-01293.9169503246121
2026-03-01244.63746164743162
2026-04-01318.55669466320234
Annual Return Matrix
YearAnnual Return
20200.3345441516765939
20210.12229679258554427
2022-0.23372985426359338
20230.1253150197964985
2024-0.0972565177304181
2025-0.9853039829836615
20260.5083333333333335
Total Factor Risk
5.419445628517792
VTI.US Exposure
0.0003359312841317511
VEA.US Exposure
0.0063680286194039825
VWO.US Exposure
0.02717987157023155
QQQ.US Exposure
-0.014530502340377087
VTV.US Exposure
-0.0020878980739033014
IJR.US Exposure
0.020831487920673585
QUAL.US Exposure
0.015110354604589905
SHV.US Exposure
0.0019898549874015673
TLT.US Exposure
0.009878645775015859
LQD.US Exposure
-0.00010965983790748426
HYG.US Exposure
0.0006868909661504136
GLD.US Exposure
0.022664765481987828
USO.US Exposure
0.016308016982167464
VNQ.US Exposure
-0.0016109961651883226
BTC-USD.CC Exposure
-0.00041904319558619337
CPER.US Exposure
0.0009177701874363087
VIX.INDX Exposure
0.03891949054625885
UUP.US Exposure
0.06199450845669306
TIP.US Exposure
0.17326169784766482
Idiosyncratic Exposure
0.6223107843831555
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
541.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+20.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-85.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
98.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alkane Resources Limited a high-risk investment?

Alkane Resources Limited (ALK.TO) has an annualized volatility of 541.9% and experienced a maximum drawdown of 99.3% over the last 10 years. Its primary macro risk driver is TIP.US.

What is the 10-year return of ALK.TO?

Over the past 10 years, ALK.TO has generated a Compound Annual Growth Rate (CAGR) of -39.6%. It has had a positive return in 57% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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