Austin Engineering Ltd

10-Year Study

ANG.AU · Industrials · AU · Common Stock

Executive Summary: Austin Engineering Ltd has compounded at 7.2% annually over the last 10 years, with a maximum drawdown of 73.4% and an annualized volatility of 101.2%.

1Y CAGR
-51.5%
3Y CAGR
-11.4%
5Y CAGR
+11.1%
10Y CAGR
+7.2%

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 →
73.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +58.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -50.8%
% 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.
20266.3-21.6-17.515.2————————-20.8%
2025-2.0-12.01.4-1.1-12.6-15.810.9-12.78.0-18.5-22.617.1-50.8%
202419.73.820.53.11.013.713.8-18.20.7-1.92.8-5.658.5%
202322.82.811.1-2.5-25.6-5.21.8-3.6-1.8-1.915.410.015.8%
202218.25.75.3-10.4-2.9-7.03.247.9-8.411.7-4.2-17.431.6%
20212.9-11.4-1.9-3.3-13.912.017.930.313.2-2.1-12.87.333.0%
2020-4.6-26.2-21.719.70.0-7.17.67.22.10.06.66.3-18.1%
20190.021.0-8.7-14.38.4-7.70.0-5.511.80.07.97.315.8%
20183.83.7-12.50.04.1-9.8-6.52.34.5-6.56.9-17.4-26.9%
2017-5.3-2.8-5.8-3.00.015.70.02.3-2.222.7-5.52.015.2%
2016———-25.20.0-11.825.114.312.544.512.9-13.749.1%

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 101.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.2% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017476.489028213166
2016-05-017476.489028213166
2016-06-016590.909090909091
2016-07-018244.514106583072
2016-08-019420.062695924766
2016-09-0110595.611285266457
2016-10-0115305.642633228843
2016-11-0117272.727272727276
2016-12-0114913.793103448275
2017-01-0114130.094043887148
2017-02-0113738.244514106585
2017-03-0112946.708463949846
2017-04-0112562.69592476489
2017-05-0112562.69592476489
2017-06-0114537.617554858934
2017-07-0114537.617554858934
2017-08-0114866.77115987461
2017-09-0114537.617554858934
2017-10-0117836.990595611285
2017-11-0116849.529780564266
2017-12-0117178.683385579938
2018-01-0117836.990595611285
2018-02-0118503.134796238246
2018-03-0116183.385579937303
2018-04-0116183.385579937303
2018-05-0116849.529780564266
2018-06-0115195.924764890284
2018-07-0114208.463949843259
2018-08-0114537.617554858934
2018-09-0115195.924764890284
2018-10-0114208.463949843259
2018-11-0115195.924764890284
2018-12-0112554.858934169279
2019-01-0112554.858934169279
2019-02-0115195.924764890284
2019-03-0113871.473354231975
2019-04-0111888.71473354232
2019-05-0112884.012539184952
2019-06-0111888.71473354232
2019-07-0111888.71473354232
2019-08-0111230.407523510972
2019-09-0112554.858934169279
2019-10-0112554.858934169279
2019-11-0113542.319749216304
2019-12-0114537.617554858934
2020-01-0113871.473354231975
2020-02-0110242.946708463951
2020-03-018017.241379310346
2020-04-019600.313479623825
2020-05-019600.313479623825
2020-06-018918.495297805643
2020-07-019600.313479623825
2020-08-0110289.968652037618
2020-09-0110509.404388714735
2020-10-0110509.404388714735
2020-11-0111206.896551724138
2020-12-0111912.225705329154
2021-01-0112257.05329153605
2021-02-0110854.231974921631
2021-03-0110650.470219435738
2021-04-0110297.80564263323
2021-05-018871.473354231975
2021-06-019937.30407523511
2021-07-0111716.30094043887
2021-08-0115266.457680250785
2021-09-0117280.564263322885
2021-10-0116920.062695924767
2021-11-0114757.05329153605
2021-12-0115838.557993730408
2022-01-0118722.57053291536
2022-02-0119796.23824451411
2022-03-0120854.23197492163
2022-04-0118675.548589341695
2022-05-0118134.796238244515
2022-06-0116865.20376175549
2022-07-0117405.956112852666
2022-08-0125744.514106583076
2022-09-0123573.667711598748
2022-10-0126332.28840125392
2022-11-0125235.10971786834
2022-12-0120846.39498432602
2023-01-0125603.44827586207
2023-02-0126332.28840125392
2023-03-0129263.322884012545
2023-04-0128526.64576802508
2023-05-0121214.73354231975
2023-06-0120117.55485893417
2023-07-0120485.893416927902
2023-08-0119749.21630094044
2023-09-0119388.71473354232
2023-10-0119020.37617554859
2023-11-0121943.573667711604
2023-12-0124137.931034482757
2024-01-0128894.98432601881
2024-02-0129992.16300940439
2024-03-0136152.03761755486
2024-04-0137257.05329153605
2024-05-0137625.391849529784
2024-06-0142797.80564263324
2024-07-0148699.05956112853
2024-08-0139843.26018808778
2024-09-0140133.22884012539
2024-10-0139388.71473354232
2024-11-0140509.40438871474
2024-12-0138260.188087774295
2025-01-0137507.83699059561
2025-02-0133009.404388714735
2025-03-0133479.62382445142
2025-04-0133103.44827586207
2025-05-0128918.495297805643
2025-06-0124349.529780564266
2025-07-0127014.1065830721
2025-08-0123589.34169278997
2025-09-0125470.219435736682
2025-10-0120768.02507836991
2025-11-0116065.830721003136
2025-12-0118808.777429467085
2026-01-0119984.32601880878
2026-02-0115673.981191222572
2026-03-0112931.034482758623
2026-04-0114890.282131661443
Annual Return Matrix
YearAnnual Return
20170.1518654755648976
2018-0.2691605839416058
20190.15792759051186
2020-0.18059299191374667
20210.32960526315789473
20220.31618010885700154
20230.1578947368421051
20240.5850649350649351
2025-0.5083981974600573
2026-0.20833333333333326
Total Factor Risk
1.0124291627116866
VTI.US Exposure
0.024481740619356627
VEA.US Exposure
-0.000039510415757496714
VWO.US Exposure
-0.0004932141043178637
QQQ.US Exposure
-0.0051298504734810495
VTV.US Exposure
-0.0019759901972668035
IJR.US Exposure
0.006574576619661899
QUAL.US Exposure
0.003760203158032815
SHV.US Exposure
0.8223385751573845
TLT.US Exposure
-0.0012716423892066735
LQD.US Exposure
0.030813452099681622
HYG.US Exposure
-0.0004035561653851733
GLD.US Exposure
0.00003224056172919646
USO.US Exposure
0.0001739512587758466
VNQ.US Exposure
0.0001018993525448684
BTC-USD.CC Exposure
0.010955573102559887
CPER.US Exposure
0.007824701134872006
VIX.INDX Exposure
0.0004914803301612604
UUP.US Exposure
0.00026078723619963267
TIP.US Exposure
0.007811721516029223
Idiosyncratic Exposure
0.09369286159842548
Value Score
47.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
84.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
101.2%

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 →5.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.06%
Market Cap$102.7M
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
$235
Avg Yield on Cost
2.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$235.112.35%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 →
-9.8%
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 →
-27.2%
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 →
55.0% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Austin Engineering Ltd a high-risk investment?

Austin Engineering Ltd (ANG.AU) has an annualized volatility of 101.2% and experienced a maximum drawdown of 73.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ANG.AU has generated a Compound Annual Growth Rate (CAGR) of 7.2%. 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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