Als Ltd

10-Year Study

ALQ.AU · Industrials · AU · Common Stock

Executive Summary: Als Ltd has compounded at 21.8% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 44.5%.

1Y CAGR
+45.7%
3Y CAGR
+28.6%
5Y CAGR
+15.8%
10Y CAGR
+21.8%

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 →
42.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -3.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.84.0-18.86.9————————0.9%
20259.0-1.3-5.011.6-6.56.47.91.97.29.03.7-1.349.2%
2024-1.4-5.810.1-0.27.60.710.21.5-8.0-2.211.8-3.220.4%
20236.7-2.8-2.66.1-11.9-1.75.20.6-2.9-6.515.95.08.6%
2022-10.30.913.3-2.2-2.4-15.49.02.2-14.912.97.70.9-3.7%
20213.7-0.9-2.08.917.56.6-2.30.2-0.54.1-5.86.439.5%
20205.1-13.4-33.522.55.0-7.529.42.85.51.53.00.66.5%
20196.98.7-3.74.6-10.65.1-1.66.24.60.613.61.439.5%
2018-0.33.33.15.1-4.01.9-1.219.10.8-8.7-9.9-6.4-0.4%
2017-2.02.01.71.88.011.7-0.47.4-1.90.1-12.73.418.4%
2016———17.3-13.522.14.35.910.44.5-1.9-0.354.4%

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 44.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.7% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111729.463624955759
2016-05-0110150.583995624056
2016-06-0112396.151742334052
2016-07-0112928.343897808809
2016-08-0113688.986132114935
2016-09-0115108.594227613501
2016-10-0115792.979182084366
2016-11-0115488.915344766563
2016-12-0115444.83413237234
2017-01-0115138.196209659256
2017-02-0115444.83413237234
2017-03-0115700.633868528588
2017-04-0115981.852697963255
2017-05-0117260.52961807008
2017-06-0119277.003764599893
2017-07-0119199.45944206699
2017-08-0120622.606904984077
2017-09-0120234.24177097075
2017-10-0120260.304385597996
2017-11-0117690.08011840793
2017-12-0118291.772579555327
2018-01-0118239.647350300846
2018-02-0118841.339811448244
2018-03-0119417.291418642813
2018-04-0120411.53190257087
2018-05-0119600.373242382317
2018-06-0119963.96280446604
2018-07-0119725.53814472795
2018-08-0123485.31162521317
2018-09-0123670.645773673543
2018-10-0121605.585765307766
2018-11-0119463.3031950835
2018-12-0118226.776923324433
2019-01-0119490.33109173397
2019-02-0121183.757521155767
2019-03-0120404.13140705943
2019-04-0121345.281379709773
2019-05-0119086.843206023364
2019-06-0120056.951639370636
2019-07-0119729.077512146465
2019-08-0120958.846809742914
2019-09-0121915.119534090547
2019-10-0122051.867820714953
2019-11-0125057.43428038225
2019-12-0125417.48447504746
2020-01-0126718.684642363012
2020-02-0123147.141156407866
2020-03-0115394.317706489914
2020-04-0118855.4972811223
2020-05-0119796.969014447055
2020-06-0118315.582869461698
2020-07-0123704.10888381222
2020-08-0124374.01460793462
2020-09-0125714.147816853823
2020-10-0126105.087036262434
2020-11-0126890.826603172558
2020-12-0127059.750957238008
2021-01-0128073.618842305095
2021-02-0127820.07143086972
2021-03-0127256.99025065157
2021-04-0129678.561086264042
2021-05-0134859.55146561987
2021-06-0137152.418031468194
2021-07-0136297.499919559836
2021-08-0136354.77331960488
2021-09-0136155.28170147045
2021-10-0137636.66784645581
2021-11-0135471.540268348406
2021-12-0137749.60584317385
2022-01-0133853.40583673864
2022-02-0134142.02516168474
2022-03-0138673.380739406035
2022-04-0137807.522764567715
2022-05-0136912.706329032466
2022-06-0131238.135075131122
2022-07-0134045.81872003603
2022-08-0134806.46095434216
2022-09-0129629.33170307925
2022-10-0133460.85781395798
2022-11-0136038.48257665948
2022-12-0136365.39142186042
2023-01-0138803.69381254223
2023-02-0137733.19604877892
2023-03-0136752.14775250169
2023-04-0138982.27098683998
2023-05-0134343.447343865635
2023-06-0133745.29425013675
2023-07-0135499.2116863477
2023-08-0135710.93021010972
2023-09-0134682.90485536858
2023-10-0132445.05936484443
2023-11-0137614.46635992149
2023-12-0139489.04404903633
2024-01-0138935.937449724894
2024-02-0136661.733002992376
2024-03-0140349.43209240967
2024-04-0140287.97580359729
2024-05-0143361.11200489077
2024-06-0143646.513723092765
2024-07-0148101.6120209788
2024-08-0148818.1730428907
2024-09-0144923.903600501944
2024-10-0143927.08903117861
2024-11-0149116.76694874353
2024-12-0147540.4614048071
2025-01-0151796.38984523311
2025-02-0151134.52813797098
2025-03-0148580.71366517584
2025-04-0154192.541587567175
2025-05-0150661.53994658773
2025-06-0153908.74867273722
2025-07-0158164.99887383765
2025-08-0159281.18665336722
2025-09-0163522.31410277036
2025-10-0169262.20277357702
2025-11-0171849.15859583642
2025-12-0170916.05264004634
2026-01-0179281.83017471606
2026-02-0182435.08478393771
2026-03-0166926.2202773577
2026-04-0171559.57398886708
Annual Return Matrix
YearAnnual Return
20170.18432949313555969
2018-0.0035532727048849244
20190.394513389941215
20200.06461168428381558
20210.39504631446271654
2022-0.03666831455311037
20230.08589630153955063
20240.2038899028746497
20250.4916988717504449
20260.00907441016333932
Total Factor Risk
0.44530323874700733
VTI.US Exposure
0.3866398022194707
VEA.US Exposure
0.1888496814481829
VWO.US Exposure
-0.012688899033835572
QQQ.US Exposure
-0.07849536054281461
VTV.US Exposure
-0.10299956603650225
IJR.US Exposure
0.028453772786895846
QUAL.US Exposure
0.12340417012845212
SHV.US Exposure
0.2417343190906333
TLT.US Exposure
-0.002753279132495433
LQD.US Exposure
0.004574108820980732
HYG.US Exposure
-0.006591277115495131
GLD.US Exposure
0.044347099866164384
USO.US Exposure
0.0014766123259660653
VNQ.US Exposure
0.025889914831535722
BTC-USD.CC Exposure
0.0019206431344895422
CPER.US Exposure
-0.005441491086995846
VIX.INDX Exposure
0.020448717231145535
UUP.US Exposure
0.02040165700538482
TIP.US Exposure
0.01710971535721921
Idiosyncratic Exposure
0.10371965870161787
Value Score
33.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.5%

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 →40.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.84%
Market Cap$10.9B
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
$624
Avg Yield on Cost
6.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$624.226.24%Solid

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 →
-2.5%
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 →
+5.4%
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 →
14.6% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Als Ltd a high-risk investment?

Als Ltd (ALQ.AU) has an annualized volatility of 44.5% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALQ.AU has generated a Compound Annual Growth Rate (CAGR) of 21.8%. It has had a positive return in 80% 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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