Aurelia Metals Ltd

10-Year Study

AMI.AU · Basic Materials · AU · Common Stock

Executive Summary: Aurelia Metals Ltd has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 88.6% and an annualized volatility of 71.1%.

1Y CAGR
-9.1%
3Y CAGR
+37.0%
5Y CAGR
-8.5%
10Y CAGR
+9.3%

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 →
88.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
64.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +156.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -69.5%
% 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.
202624.0-1.6-18.010.0————————10.0%
202511.85.330.013.51.7-36.7-7.922.916.3-2.0-4.16.447.1%
20244.517.414.829.0-7.52.7-10.5-8.812.95.7-8.10.054.5%
202316.0-24.213.68.1-14.8-15.2-1.1-1.1-2.26.715.80.0-7.7%
20222.57.18.9-8.2-24.5-25.07.8-1.8-25.9-47.547.6-19.4-69.5%
2021-4.7-4.9-5.113.55.9-7.9-9.7-4.1-15.526.713.2-4.7-4.7%
20201.1-10.2-39.237.5-1.553.89.0-1.8-4.7-7.0-8.13.63.8%
201920.67.31.1-16.3-16.8-20.23.05.9-12.53.3-8.51.2-33.6%
201815.024.60.01.355.8-5.00.98.716.80.7-2.7-4.9156.6%
201725.953.0-15.4-13.60.0-2.72.8-2.737.9-3.9-6.115.396.4%
2016———16.164.73.844.5-25.6-3.5-10.84.13.898.5%

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 71.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 23.2% of variance. Idiosyncratic stock-specific factors contribute 27.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111613.445378151258
2016-05-0119126.050420168067
2016-06-0119848.73949579832
2016-07-0128672.268907563026
2016-08-0121327.731092436978
2016-09-0120588.23529411765
2016-10-0118369.74789915966
2016-11-0119126.050420168067
2016-12-0119848.73949579832
2017-01-0124991.59663865546
2017-02-0138235.29411764706
2017-03-0132352.941176470587
2017-04-0127949.579831932777
2017-05-0127949.579831932777
2017-06-0127193.27731092437
2017-07-0127949.579831932777
2017-08-0127193.27731092437
2017-09-0137495.79831932773
2017-10-0136016.80672268908
2017-11-0133815.12605042017
2017-12-0138974.78991596639
2018-01-0144840.336134453784
2018-02-0155882.352941176476
2018-03-0155882.352941176476
2018-04-0156621.8487394958
2018-05-0188235.29411764706
2018-06-0183831.93277310925
2018-07-0184571.42857142858
2018-08-0191915.96638655463
2018-09-01107361.34453781514
2018-10-01108084.03361344538
2018-11-01105159.66386554623
2018-12-01100016.80672268907
2019-01-01120588.23529411767
2019-02-01129411.76470588235
2019-03-01130890.75630252103
2019-04-01109563.02521008406
2019-05-0191193.27731092437
2019-06-0172789.91596638656
2019-07-0175008.40336134454
2019-08-0179411.76470588235
2019-09-0169478.99159663866
2019-10-0171764.70588235294
2019-11-0165680.67226890755
2019-12-0166436.97478991597
2020-01-0167193.27731092437
2020-02-0160319.32773109244
2020-03-0136655.46218487395
2020-04-0150403.361344537814
2020-05-0149630.252100840335
2020-06-0176352.94117647059
2020-07-0183243.6974789916
2020-08-0181714.28571428572
2020-09-0177865.54621848739
2020-10-0172420.16806722688
2020-11-0166537.81512605041
2020-12-0168941.17647058824
2021-01-0165731.0924369748
2021-02-0162521.008403361346
2021-03-0159327.731092436974
2021-04-0167344.53781512605
2021-05-0171344.53781512605
2021-06-0165731.0924369748
2021-07-0159327.731092436974
2021-08-0156907.56302521009
2021-09-0148100.84033613446
2021-10-0160924.36974789916
2021-11-0168941.17647058824
2021-12-0165731.0924369748
2022-01-0167344.53781512605
2022-02-0172151.2605042017
2022-03-0178554.6218487395
2022-04-0172151.2605042017
2022-05-0154504.20168067227
2022-06-0140890.756302521004
2022-07-0144084.033613445376
2022-08-0143294.11764705882
2022-09-0132067.226890756305
2022-10-0116840.33613445378
2022-11-0124857.14285714286
2022-12-0120033.613445378152
2023-01-0123243.6974789916
2023-02-0117630.252100840335
2023-03-0120033.613445378152
2023-04-0121647.05882352941
2023-05-0118436.974789915967
2023-06-0115630.252100840336
2023-07-0115462.18487394958
2023-08-0115294.117647058825
2023-09-0114957.98319327731
2023-10-0115966.38655462185
2023-11-0118487.394957983193
2023-12-0118487.394957983193
2024-01-0119327.731092436978
2024-02-0122689.075630252104
2024-03-0126050.420168067227
2024-04-0133613.445378151264
2024-05-0131092.436974789918
2024-06-0131932.7731092437
2024-07-0128571.428571428576
2024-08-0126050.420168067227
2024-09-0129411.76470588235
2024-10-0131092.436974789918
2024-11-0128571.428571428576
2024-12-0128571.428571428576
2025-01-0131932.7731092437
2025-02-0133613.445378151264
2025-03-0143697.47899159665
2025-04-0149579.83193277311
2025-05-0150420.16806722689
2025-06-0131932.7731092437
2025-07-0129411.76470588235
2025-08-0136134.4537815126
2025-09-0142016.80672268908
2025-10-0141176.4705882353
2025-11-0139495.798319327725
2025-12-0142016.80672268908
2026-01-0152100.84033613445
2026-02-0151260.50420168068
2026-03-0142016.80672268908
2026-04-0146218.487394957985
Annual Return Matrix
YearAnnual Return
20170.9635901778154108
20181.5661923242777056
2019-0.33574189211897154
20200.03769289147482935
2021-0.04656265236470014
2022-0.6952186141651752
2023-0.07718120805369122
20240.5454545454545456
20250.47058823529411753
20260.10000000000000009
Total Factor Risk
0.7108500912407675
VTI.US Exposure
0.23220561161061692
VEA.US Exposure
0.04791891634255677
VWO.US Exposure
0.0517786437384046
QQQ.US Exposure
-0.018156410513634896
VTV.US Exposure
0.03806989988275221
IJR.US Exposure
0.0060814832849275585
QUAL.US Exposure
-0.006442802837071649
SHV.US Exposure
0.0036511132084339187
TLT.US Exposure
0.08958020681394181
LQD.US Exposure
-0.004966429937072664
HYG.US Exposure
0.03879612196401099
GLD.US Exposure
0.1391605236068647
USO.US Exposure
-0.0031053182204960534
VNQ.US Exposure
0.012220756208532801
BTC-USD.CC Exposure
0.010328398521493016
CPER.US Exposure
0.025080927634200483
VIX.INDX Exposure
-0.00032001306735666334
UUP.US Exposure
0.060459324218853513
TIP.US Exposure
-0.0016144762946697228
Idiosyncratic Exposure
0.2792735238347123
Value Score
46.4
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
71.1%

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 →9.0x
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$457.2M
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 →
-2.3%
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 →
+11.7%
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 →
21.4% 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 →
1.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurelia Metals Ltd a high-risk investment?

Aurelia Metals Ltd (AMI.AU) has an annualized volatility of 71.1% and experienced a maximum drawdown of 88.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMI.AU has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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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