Aristocrat Leisure Ltd

10-Year Study

ALL.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: Aristocrat Leisure Ltd has compounded at 16.2% annually over the last 10 years, with a maximum drawdown of 41.0% and an annualized volatility of 21.2%.

1Y CAGR
-22.2%
3Y CAGR
+11.5%
5Y CAGR
+5.2%
10Y CAGR
+16.2%

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 →
41.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +69.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.9-10.2-5.78.4————————-15.6%
202510.5-4.6-11.04.2-6.04.47.53.8-3.8-9.5-7.1-0.3-13.6%
20249.04.8-7.8-7.213.410.89.00.97.15.010.80.969.8%
202311.37.61.81.9-1.24.11.74.0-0.1-5.76.20.635.9%
2022-7.4-7.6-1.5-8.31.21.72.71.1-7.812.6-4.8-12.9-28.9%
20210.2-2.313.18.210.85.0-3.49.72.8-0.2-5.5-0.642.5%
20207.5-8.5-35.519.40.9-0.92.78.45.6-4.512.0-3.0-7.6%
201912.8-0.0-0.46.412.55.5-0.2-2.92.93.38.3-0.756.9%
20180.83.1-2.411.512.72.94.2-1.9-10.0-6.8-10.7-6.7-6.2%
2017-1.48.68.39.311.73.5-10.24.5-0.812.1-6.68.855.3%
2016———-2.928.68.115.5-5.34.7-3.0-2.24.453.2%

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 21.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 19.1% of variance. Idiosyncratic stock-specific factors contribute 55.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019708.776028212673
2016-05-0112485.567959747523
2016-06-0113503.111031245086
2016-07-0115597.048451223072
2016-08-0114775.152182214335
2016-09-0115469.911723084526
2016-10-0115009.995732159303
2016-11-0114677.328780969923
2016-12-0115316.157146386935
2017-01-0115098.83420562007
2017-02-0116403.10878501314
2017-03-0117756.912778813537
2017-04-0119407.10707787686
2017-05-0121684.44933623846
2017-06-0122440.418697634715
2017-07-0120142.63572856533
2017-08-0121057.750623329364
2017-09-0120888.72166939958
2017-10-0123425.166782721983
2017-11-0121873.357442889555
2017-12-0123787.37168400009
2018-01-0123988.184819964506
2018-02-0124740.8971450392
2018-03-0124148.790404097126
2018-04-0126918.95595139154
2018-05-0130338.170219456857
2018-06-0131206.67580134324
2018-07-0132519.59837372807
2018-08-0131903.45695096475
2018-09-0128722.230957568678
2018-10-0126762.955142748036
2018-11-0123894.85388261192
2018-12-0122305.644780880073
2019-01-0125155.214627462432
2019-02-0125144.994272108535
2019-03-0125032.682674813
2019-04-0126636.15534940138
2019-05-0129963.049484489766
2019-06-0131609.42518924504
2019-07-0131537.4334553786
2019-08-0130611.312024079605
2019-09-0131485.994743817246
2019-10-0132535.434308946744
2019-11-0135250.342550371744
2019-12-0134990.56582582717
2020-01-0137619.78031851569
2020-02-0134408.567128641705
2020-03-0122187.380668927868
2020-04-0126489.701026527997
2020-05-0126728.812417170197
2020-06-0126500.03369347919
2020-07-0127206.81057526
2020-08-0129482.692782856757
2020-09-0131145.46598081718
2020-10-0129752.80217435252
2020-11-0133317.34764931827
2020-12-0132316.651317415035
2021-01-0132379.096565511354
2021-02-0131649.408117882253
2021-03-0135808.86812372245
2021-04-0138748.73649453042
2021-05-0142948.62867539701
2021-06-0145082.88595880411
2021-07-0143565.893214133284
2021-08-0147782.18288820503
2021-09-0149121.38637435701
2021-10-0149034.68182124486
2021-11-0146335.04795705204
2021-12-0146039.1068981783
2022-01-0142636.62705811002
2022-02-0139382.17390327725
2022-03-0138779.84680698128
2022-04-0135567.51050113435
2022-05-0135983.063411127834
2022-06-0136611.334486399064
2022-07-0137591.02854960803
2022-08-0138017.02643815001
2022-09-0135056.60504503695
2022-10-0139475.954087019025
2022-11-0137579.1235202947
2022-12-0132740.964531997575
2023-01-0136431.29899593432
2023-02-0139198.99368808823
2023-03-0139907.00599743929
2023-04-0140668.70325029762
2023-05-0140166.67041038657
2023-06-0141799.23178867449
2023-07-0142523.64159123071
2023-08-0144221.11907275546
2023-09-0144167.09719445629
2023-10-0141658.72998045778
2023-11-0144259.30501583593
2023-12-0144510.09681259686
2024-01-0148522.8778723691
2024-02-0150845.36939284351
2024-03-0146887.17176935689
2024-04-0143528.83038702576
2024-05-0149374.42440306386
2024-06-0154682.27049125093
2024-07-0159583.43628563085
2024-08-0160121.85808306565
2024-09-0164396.66209932837
2024-10-0167605.51674565916
2024-11-0174916.55248320941
2024-12-0175591.0959365664
2025-01-0183563.75929378468
2025-02-0179726.74588377996
2025-03-0170935.78022866641
2025-04-0173910.2405714414
2025-05-0169495.38399335115
2025-06-0172580.35894786495
2025-07-0178004.110604461
2025-08-0180977.78476605495
2025-09-0177937.28520407017
2025-10-0170553.47155147241
2025-11-0165522.58586221614
2025-12-0165342.88730654327
2026-01-0160154.091511489474
2026-02-0153999.41597969406
2026-03-0150910.8470540668
2026-04-0155178.6877512972
Annual Return Matrix
YearAnnual Return
20170.5530900771419354
2018-0.06229048432940831
20190.5686865889579822
2020-0.07641815573152222
20210.42462492310793376
2022-0.2888444903067161
20230.3594619904706038
20240.6982909800181174
2025-0.13557428296347362
2026-0.15555173599174965
Total Factor Risk
0.21215103851463638
VTI.US Exposure
0.06252659220151442
VEA.US Exposure
-0.03318095179953432
VWO.US Exposure
0.046140699694947065
QQQ.US Exposure
0.008610617508760922
VTV.US Exposure
-0.0456791404890619
IJR.US Exposure
0.1910404534887718
QUAL.US Exposure
0.07172663670154468
SHV.US Exposure
0.0241609308025974
TLT.US Exposure
-0.017119091313774874
LQD.US Exposure
0.11447646155659769
HYG.US Exposure
0.03822140747718052
GLD.US Exposure
0.00787864611967646
USO.US Exposure
0.013948744124027196
VNQ.US Exposure
-0.033103239287459625
BTC-USD.CC Exposure
0.006876318495615852
CPER.US Exposure
-0.004339642229468087
VIX.INDX Exposure
-0.014250139232052143
UUP.US Exposure
0.000001817394669548233
TIP.US Exposure
0.010751460248235799
Idiosyncratic Exposure
0.5513114185372116
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.2%

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 →24.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.99%
Market Cap$28.0B
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 →
+3.3%
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 →
-17.6%
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 →
32.0% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aristocrat Leisure Ltd a high-risk investment?

Aristocrat Leisure Ltd (ALL.AU) has an annualized volatility of 21.2% and experienced a maximum drawdown of 41.0% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of ALL.AU?

Over the past 10 years, ALL.AU has generated a Compound Annual Growth Rate (CAGR) of 16.2%. It has had a positive return in 50% 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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