Atlas Arteria

10-Year Study

ALX.AU · Industrials · AU · Common Stock

Executive Summary: Atlas Arteria has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 32.9% and an annualized volatility of 39.8%.

1Y CAGR
-17.8%
3Y CAGR
-7.0%
5Y CAGR
+0.3%
10Y CAGR
+3.5%

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 →
32.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +32.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -15.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.8-3.4-10.8-0.2————————-12.5%
20256.7-0.2-0.26.62.7-4.11.43.3-4.3-1.02.5-2.011.2%
2024-6.2-0.42.5-2.62.5-3.92.5-2.7-0.0-0.2-1.6-1.0-11.0%
20233.8-0.3-5.14.0-2.1-3.01.1-3.2-5.9-4.09.2-0.3-6.6%
2022-5.9-0.23.86.33.312.1-3.83.2-13.95.86.7-6.08.7%
2021-2.6-12.39.61.51.83.6-1.69.4-3.2-4.54.76.611.4%
20203.8-1.4-31.313.46.6-0.6-0.3-1.5-5.0-7.114.90.3-15.5%
20196.27.13.6-3.01.110.74.53.8-6.52.9-3.22.432.3%
2018-8.7-3.54.313.73.4-3.31.75.21.6-2.1-1.9-6.61.8%
2017-0.6-2.46.54.39.6-4.1-0.92.2-1.79.82.52.930.6%
2016———1.57.6-1.112.4-4.8-9.9-5.4-0.47.45.3%

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 39.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.5% of variance. Idiosyncratic stock-specific factors contribute 8.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110145.791439241599
2016-05-0110916.762424590634
2016-06-0110791.798333812123
2016-07-0112125.107727664463
2016-08-0111541.582878483194
2016-09-0110402.183280666475
2016-10-019839.126687733411
2016-11-019797.47199080724
2016-12-0110527.147371444988
2017-01-0110464.66532605573
2017-02-0110214.378052283826
2017-03-0110883.00775639184
2017-04-0111350.904912381498
2017-05-0112435.004309106576
2017-06-0111924.734271760988
2017-07-0111818.442976156275
2017-08-0112073.398448721631
2017-09-0111868.356794024703
2017-10-0113026.788279230106
2017-11-0113354.639471416258
2017-12-0113747.845446710713
2018-01-0112545.963803504737
2018-02-0112108.589485779949
2018-03-0112633.22321172077
2018-04-0114362.970410801492
2018-05-0114854.2085607584
2018-06-0114362.970410801492
2018-07-0114608.589485779949
2018-08-0115368.0695202528
2018-09-0115606.865843148518
2018-10-0115271.473714449869
2018-11-0114980.968112611317
2018-12-0113997.055443837975
2019-01-0114869.290433783393
2019-02-0115919.994254524561
2019-03-0116491.669060614764
2019-04-0115988.939959781672
2019-05-0116171.717897155988
2019-06-0117907.928756104568
2019-07-0118707.26802642919
2019-08-0119415.397874174087
2019-09-0118162.525136455042
2019-10-0118698.290721057165
2019-11-0118093.579431197933
2019-12-0118519.462798046538
2020-01-0119229.02901465096
2020-02-0118968.687158862394
2020-03-0113032.174662453317
2020-04-0114782.390117782244
2020-05-0115752.298190175237
2020-06-0115657.49784544671
2020-07-0115610.097673082448
2020-08-0115373.814995690893
2020-09-0114612.539500143637
2020-10-0113577.635736857223
2020-11-0115599.683998850904
2020-12-0115647.802355644928
2021-01-0115238.437230680836
2021-02-0113360.744039069232
2021-03-0114648.807813846593
2021-04-0114870.367710428036
2021-05-0115141.123240448147
2021-06-0115682.634300488366
2021-07-0115436.656133295028
2021-08-0116889.18414248779
2021-09-0116345.877621373165
2021-10-0115615.48405630566
2021-11-0116345.877621373165
2021-12-0117428.899741453606
2022-01-0116396.15053145648
2022-02-0116371.014076414822
2022-03-0116996.911806952023
2022-04-0118060.90203964378
2022-05-0118657.71330077564
2022-06-0120915.326055731108
2022-07-0120110.95949439816
2022-08-0120759.480034472854
2022-09-0117864.11950588911
2022-10-0118896.15053145648
2022-11-0120158.000574547543
2022-12-0118953.605285837402
2023-01-0119670.35334673944
2023-02-0119612.898592358517
2023-03-0118612.10858948578
2023-04-0119351.838552140187
2023-05-0118937.805228382647
2023-06-0118375.466819879344
2023-07-0118582.663027865558
2023-08-0117990.87905774203
2023-09-0116933.352484918127
2023-10-0116259.695489801778
2023-11-0117760.341855788567
2023-12-0117698.937087043952
2024-01-0116596.523987359953
2024-02-0116535.47831083022
2024-03-0116956.334386670496
2024-04-0116510.700948003447
2024-05-0116924.375179546107
2024-06-0116256.104567652974
2024-07-0116669.778799195632
2024-08-0116224.504452743464
2024-09-0116224.14536052858
2024-10-0116190.749784544669
2024-11-0115925.380637747772
2024-12-0115759.480034472852
2025-01-0116821.315713875323
2025-02-0116787.920137891408
2025-03-0116756.320022981898
2025-04-0117861.964952599825
2025-05-0118345.66216604424
2025-06-0117585.463947141623
2025-07-0117827.13300775639
2025-08-0118414.60787130135
2025-09-0117631.427750646366
2025-10-0117451.881643205976
2025-11-0117882.792301062913
2025-12-0117523.70008618213
2026-01-0117846.883079574833
2026-02-0117236.426314277505
2026-03-0115369.146796897443
2026-04-0115333.237575409363
Annual Return Matrix
YearAnnual Return
20170.305942147632692
20180.018127203865743846
20190.3230970522589087
2020-0.15506175712097425
20210.11382412337066294
20220.08748145706279864
2023-0.06619680951839646
2024-0.10958042525564027
20250.11194659010640962
2026-0.1250000000000001
Total Factor Risk
0.3984197820301439
VTI.US Exposure
0.004306346342010938
VEA.US Exposure
0.006670730406944907
VWO.US Exposure
0.020566411934919013
QQQ.US Exposure
0.0007351453131733642
VTV.US Exposure
-0.002432792776299305
IJR.US Exposure
-0.0011176629446199406
QUAL.US Exposure
-0.0034183562471650068
SHV.US Exposure
0.8251888233990202
TLT.US Exposure
-0.0013778452277906626
LQD.US Exposure
0.0007889566866411125
HYG.US Exposure
0.002961609953800177
GLD.US Exposure
0.0013915036012705018
USO.US Exposure
0.009386370913494488
VNQ.US Exposure
0.007787410539502476
BTC-USD.CC Exposure
0.0007999535810428544
CPER.US Exposure
0.002467051429303034
VIX.INDX Exposure
0.0008057959597113686
UUP.US Exposure
-0.00021482023789423107
TIP.US Exposure
0.043509608740997574
Idiosyncratic Exposure
0.08119575863193713
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.8%

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 →23.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.37%
Market Cap$6.2B
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
$718
Avg Yield on Cost
7.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$718.187.18%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 →
-6.1%
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 →
-11.9%
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 →
19.3% 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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atlas Arteria a high-risk investment?

Atlas Arteria (ALX.AU) has an annualized volatility of 39.8% and experienced a maximum drawdown of 32.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALX.AU has generated a Compound Annual Growth Rate (CAGR) of 3.5%. It has had a positive return in 60% 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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