REalloys Inc.

10-Year Study

ALOY.US · Basic Materials · US · Common Stock

Executive Summary: REalloys Inc. has compounded at -10.7% annually over the last 10 years, with a maximum drawdown of 98.1% and an annualized volatility of 194.1%.

1Y CAGR
+244.4%
3Y CAGR
+47.0%
5Y CAGR
+1.6%
10Y CAGR
-10.7%

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 →
98.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
111.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +268.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -91.6%
% 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.
202638.464.7-47.119.8————————44.4%
202539.12.09.0-4.415.756.626.5-15.4-6.060.5-26.516.0268.0%
202414.9-17.6-5.63.213.8-8.8-19.45.09.48.3-5.8-13.7-22.0%
2023139.741.9-24.5-2.326.2-21.1-7.7-2.31.7-29.1103.6-29.0135.0%
2022-41.7-22.165.492.5-69.8-5.1-11.5-9.2-37.8-31.1-18.8-27.5-91.6%
20219.0-23.511.60.0-3.29.3-6.88.7150.8-9.3-55.016.719.0%
2020-59.60.010.50.00.011.312.2-20.36.86.430.0-7.7-39.4%
20199.10.00.00.0-26.70.0-24.4-4.80.00.00.04.2-40.0%
20180.0-47.547.20.00.00.0-33.35.80.00.00.00.0-45.5%
20170.00.04.60.02.50.80.0-0.813.923.00.0-3.844.3%
2016————————-5.50.40.027.320.7%

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 194.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-08-0110000
2016-09-019448.275862068967
2016-10-019482.758620689656
2016-11-019482.758620689656
2016-12-0112068.96551724138
2017-01-0112068.96551724138
2017-02-0112068.96551724138
2017-03-0112620.689655172415
2017-04-0112620.689655172415
2017-05-0112931.034482758621
2017-06-0113034.482758620692
2017-07-0113034.482758620692
2017-08-0112931.034482758621
2017-09-0114724.137931034484
2017-10-0118103.448275862072
2017-11-0118103.448275862072
2017-12-0117413.79310344828
2018-01-0117413.79310344828
2018-02-019137.931034482759
2018-03-0113448.275862068966
2018-04-0113448.275862068966
2018-05-0113448.275862068966
2018-06-0113448.275862068966
2018-07-018965.51724137931
2018-08-019482.758620689656
2018-09-019482.758620689656
2018-10-019482.758620689656
2018-11-019482.758620689656
2018-12-019482.758620689656
2019-01-0110344.827586206897
2019-02-0110344.827586206897
2019-03-0110344.827586206897
2019-04-0110344.827586206897
2019-05-017586.206896551725
2019-06-017586.206896551725
2019-07-015735.632183908047
2019-08-015459.770114942529
2019-09-015459.770114942529
2019-10-015459.770114942529
2019-11-015459.770114942529
2019-12-015689.6551724137935
2020-01-012298.8505747126437
2020-02-012298.8505747126437
2020-03-012540.229885057471
2020-04-012540.229885057471
2020-05-012540.229885057471
2020-06-012827.5862068965516
2020-07-013172.4137931034484
2020-08-012528.7356321839084
2020-09-012701.1494252873567
2020-10-012873.563218390805
2020-11-013735.6321839080465
2020-12-013448.2758620689656
2021-01-013758.6206896551726
2021-02-012873.563218390805
2021-03-013206.896551724138
2021-04-013206.896551724138
2021-05-013103.4482758620697
2021-06-013390.8045977011498
2021-07-013160.919540229885
2021-08-013436.781609195403
2021-09-018620.689655172415
2021-10-017816.091954022989
2021-11-013517.241379310345
2021-12-014103.44827586207
2022-01-012390.8045977011498
2022-02-011862.0689655172418
2022-03-013080.459770114943
2022-04-015931.034482758621
2022-05-011793.1034482758623
2022-06-011701.1494252873565
2022-07-011505.7471264367816
2022-08-011367.816091954023
2022-09-01850.5747126436783
2022-10-01586.2068965517242
2022-11-01475.86206896551727
2022-12-01344.82758620689657
2023-01-01826.4367816091954
2023-02-011172.4137931034484
2023-03-01885.0574712643679
2023-04-01864.9425287356322
2023-05-011091.9540229885058
2023-06-01862.0689655172414
2023-07-01795.977011494253
2023-08-01777.2988505747128
2023-09-01790.2298850574713
2023-10-01560.3448275862069
2023-11-011140.8045977011495
2023-12-01810.3448275862069
2024-01-01931.0344827586209
2024-02-01767.2413793103449
2024-03-01724.1379310344828
2024-04-01747.1264367816093
2024-05-01850.5747126436783
2024-06-01775.8620689655174
2024-07-01625.5747126436783
2024-08-01656.609195402299
2024-09-01718.3908045977013
2024-10-01778.16091954023
2024-11-01732.7586206896552
2024-12-01632.1839080459771
2025-01-01879.3103448275863
2025-02-01896.5517241379312
2025-03-01977.0114942528736
2025-04-01933.9080459770116
2025-05-011080.4597701149426
2025-06-011692.528735632184
2025-07-012140.8045977011498
2025-08-011810.344827586207
2025-09-011701.1494252873565
2025-10-012729.8850574712646
2025-11-012005.7471264367819
2025-12-012326.1494252873567
2026-01-013219.827586206897
2026-02-015304.597701149426
2026-03-012804.5977011494256
2026-04-013359.1954022988507
Annual Return Matrix
YearAnnual Return
20170.44285714285714284
2018-0.4554455445544554
2019-0.4
2020-0.3939393939393939
20210.18999999999999995
2022-0.9159663865546218
20231.35
2024-0.21985815602836867
20252.6795454545454547
20260.4441012970969733
Total Factor Risk
1.9406517553993343
VTI.US Exposure
0.11113774488332004
VEA.US Exposure
0.08539142717989585
VWO.US Exposure
-0.016382405187123222
QQQ.US Exposure
-0.007421493066573992
VTV.US Exposure
-0.006968192750911255
IJR.US Exposure
0.0036004669887402052
QUAL.US Exposure
-0.01769800838406226
SHV.US Exposure
0.4963126833739222
TLT.US Exposure
-0.0025295654034700426
LQD.US Exposure
0.03670822577038741
HYG.US Exposure
0.005416118908225981
GLD.US Exposure
0.002316399482377411
USO.US Exposure
0.002319858419064033
VNQ.US Exposure
0.08199161676957599
BTC-USD.CC Exposure
-0.0018499532669874136
CPER.US Exposure
0.013469344477848824
VIX.INDX Exposure
-0.005360162795218623
UUP.US Exposure
0.029955195959026352
TIP.US Exposure
0.005767077618420532
Idiosyncratic Exposure
0.18382362102354208
Value Score
50
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
194.1%

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 →N/A
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$549.8M
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 →
-10.2%
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 →
+25.3%
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 →
54.8% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is REalloys Inc. a high-risk investment?

REalloys Inc. (ALOY.US) has an annualized volatility of 194.1% and experienced a maximum drawdown of 98.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALOY.US?

Over the past 10 years, ALOY.US has generated a Compound Annual Growth Rate (CAGR) of -10.7%. 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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