Ansell Ltd

10-Year Study

ANN.AU · Healthcare · AU · Common Stock

Executive Summary: Ansell Ltd has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 47.5% and an annualized volatility of 29.1%.

1Y CAGR
-10.9%
3Y CAGR
+3.7%
5Y CAGR
-5.3%
10Y CAGR
+6.6%

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 →
47.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +37.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -19.9%
% 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.
2026-6.80.6-13.0-1.8————————-19.9%
20254.6-0.3-3.1-10.54.1-4.0-1.114.7-6.114.62.7-6.65.8%
2024-4.1-0.33.14.1-4.58.63.110.26.6-2.56.92.037.2%
2023-0.2-2.6-2.20.90.1-0.2-9.7-0.7-6.1-4.111.86.2-8.3%
2022-15.1-2.70.36.00.3-18.817.53.4-5.312.12.1-2.0-7.7%
20215.8-0.98.87.7-2.35.4-9.8-6.8-5.0-7.91.6-1.6-6.9%
202010.4-6.6-8.15.023.54.14.81.6-4.18.3-6.9-7.122.2%
20196.36.43.26.2-6.66.43.9-0.90.60.77.5-2.135.2%
20183.55.5-3.83.20.73.66.0-11.70.6-8.2-1.6-3.4-7.1%
2017-3.8-9.413.1-1.1-1.81.6-7.40.72.17.72.2-0.90.9%
2016———15.3-4.1-4.96.617.53.8-5.64.19.446.9%

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 29.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.3% of variance. Idiosyncratic stock-specific factors contribute 26.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111526.839325217077
2016-05-0111052.58009661254
2016-06-0110508.946441739025
2016-07-0111202.991678078584
2016-08-0113166.242795443259
2016-09-0113661.269205881024
2016-10-0112894.38834630028
2016-11-0113429.444252155723
2016-12-0114689.69616710057
2017-01-0114136.882815909466
2017-02-0112812.22253991663
2017-03-0114485.184572090715
2017-04-0114322.734044634391
2017-05-0114057.952476260702
2017-06-0114280.597733668417
2017-07-0113221.396216761223
2017-08-0113314.02085747393
2017-09-0113594.678785872296
2017-10-0114644.249145987267
2017-11-0114967.570089238687
2017-12-0114827.241125039503
2018-01-0115345.89396698319
2018-02-0116189.67359407684
2018-03-0115579.073302132396
2018-04-0116084.859520548975
2018-05-0116189.67359407684
2018-06-0116769.42408692119
2018-07-0117768.581360701868
2018-08-0115690.207822305156
2018-09-0115783.96111420445
2018-10-0114490.000150486823
2018-11-0114258.701900648595
2018-12-0113777.369791274774
2019-01-0114640.035514890673
2019-02-0115572.451881837746
2019-03-0116078.46383049164
2019-04-0117077.846834509637
2019-05-0115958.300100826173
2019-06-0116982.964891423755
2019-07-0117647.063249612496
2019-08-0117483.03261049495
2019-09-0117585.664625062076
2019-10-0117707.558953213644
2019-11-0119029.209492708913
2019-12-0118625.077124497748
2020-01-0120556.19930475087
2020-02-0119190.98282945328
2020-03-0117628.478126740003
2020-04-0118510.255677115467
2020-05-0122867.150230997275
2020-06-0123794.224315661166
2020-07-0124928.819731832475
2020-08-0125322.117048652388
2020-09-0124287.745857850146
2020-10-0126310.5897578667
2020-11-0124503.769694963208
2020-12-0122768.957577764068
2021-01-0124091.36055138372
2021-02-0123865.028366766488
2021-03-0125962.36324509789
2021-04-0127960.527305834374
2021-05-0127325.3224180223
2021-06-0128787.52765195407
2021-07-0125968.98466539254
2021-08-0124208.81551820138
2021-09-0123004.770432348643
2021-10-0121195.316850009778
2021-11-0121538.351567320282
2021-12-0121195.316850009778
2022-01-0118000.180584189853
2022-02-0117509.81926532332
2022-03-0117557.5235888098
2022-04-0118613.564882394545
2022-05-0118668.116356412997
2022-06-0115152.518397014343
2022-07-0117809.589020481257
2022-08-0118420.94174655009
2022-09-0117451.054160208274
2022-10-0119557.11727438263
2022-11-0119972.761884696996
2022-12-0119564.039668327037
2023-01-0119515.582910716166
2023-02-0119000.316022332245
2023-03-0118580.156807271524
2023-04-0118741.252953303938
2023-05-0118755.248228017637
2023-06-0118720.18479782095
2023-07-0116906.29185414817
2023-08-0116790.567485816617
2023-09-0115764.774044032443
2023-10-0115116.476802455945
2023-11-0116897.413131480338
2023-12-0117937.427578215527
2024-01-0117203.729063520488
2024-02-0117151.209161637897
2024-03-0117691.005402477014
2024-04-0118417.93201005252
2024-05-0117597.402597402597
2024-06-0119108.81702306963
2024-07-0119699.026350243035
2024-08-0121707.57400189613
2024-09-0123148.41010669516
2024-10-0122573.55043565936
2024-11-0124130.863342914326
2024-12-0124611.142044514
2025-01-0125739.11604039066
2025-02-0125657.32645106921
2025-03-0124863.80942348497
2025-04-0122262.795142285293
2025-05-0123181.216234518666
2025-06-0122255.496531278688
2025-07-0122005.688401980406
2025-08-0125249.6576424734
2025-09-0123702.20162224797
2025-10-0127161.592752554516
2025-11-0127890.62617567832
2025-12-0126044.529051481542
2026-01-0124281.50065461769
2026-02-0124424.01167777761
2026-03-0121241.21533159772
2026-04-0120857.473928157586
Annual Return Matrix
YearAnnual Return
20170.009363363024960547
2018-0.07080692388496723
20190.35186014505417673
20200.22248930436995784
2021-0.06911342877159588
2022-0.07696403848201916
2023-0.08314295604015232
20240.3720552703110842
20250.05824138531950229
2026-0.1991610258365908
Total Factor Risk
0.2907396893130275
VTI.US Exposure
0.20845489079404458
VEA.US Exposure
0.08718186065660405
VWO.US Exposure
-0.019579753222020813
QQQ.US Exposure
-0.061250791940123665
VTV.US Exposure
-0.001727732918065472
IJR.US Exposure
-0.04311733063228277
QUAL.US Exposure
-0.023579425647622745
SHV.US Exposure
0.25266119435790024
TLT.US Exposure
-0.015838070785628638
LQD.US Exposure
0.0448400485400036
HYG.US Exposure
0.1405136904329383
GLD.US Exposure
-0.000844139875655282
USO.US Exposure
0.021582742391470223
VNQ.US Exposure
-0.010247851303699578
BTC-USD.CC Exposure
-0.006126100005732148
CPER.US Exposure
0.022229376677256572
VIX.INDX Exposure
-0.003121230870544055
UUP.US Exposure
0.13431136306870053
TIP.US Exposure
0.006883305330076189
Idiosyncratic Exposure
0.2667739549523809
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.1%

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 →21.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.93%
Market Cap$4.1B
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
$284
Avg Yield on Cost
2.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$283.522.84%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 →
-8.7%
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 →
-14.6%
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 →
25.2% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ansell Ltd a high-risk investment?

Ansell Ltd (ANN.AU) has an annualized volatility of 29.1% and experienced a maximum drawdown of 47.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ANN.AU has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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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