Antofagasta PLC

10-Year Study

ANTO.LSE · Basic Materials · GB · Common Stock

Executive Summary: Antofagasta PLC has compounded at 24.5% annually over the last 10 years, with a maximum drawdown of 40.9% and an annualized volatility of 43.3%.

1Y CAGR
+128.0%
3Y CAGR
+42.6%
5Y CAGR
+19.9%
10Y CAGR
+24.5%

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 →
40.9%
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 →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +106.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.318.6-23.113.3————————15.0%
20258.50.5-3.7-2.18.42.23.714.328.31.4-1.118.9106.3%
20243.34.812.28.4-0.3-4.2-4.3-8.38.6-14.0-1.7-6.6-5.3%
202312.1-9.40.7-7.6-8.49.214.8-13.7-1.3-5.94.719.28.7%
2022-0.414.110.0-7.2-4.7-21.80.3-5.01.35.419.89.715.5%
2021-0.724.7-5.210.4-17.2-7.14.1-2.6-6.44.7-3.2-3.0-7.1%
2020-10.3-8.52.85.27.87.09.64.5-4.70.621.814.957.2%
201911.17.73.1-6.0-13.818.81.0-7.83.8-3.50.15.617.1%
2018-7.4-6.65.95.68.4-6.11.3-19.76.1-8.22.0-2.1-22.0%
201723.7-2.82.80.4-4.4-0.218.39.4-8.30.6-4.710.548.9%
2016———2.9-11.28.57.5-1.25.93.626.9-2.043.8%

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 43.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.0% of variance. Idiosyncratic stock-specific factors contribute 18.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110293.992231418448
2016-05-019139.326873900052
2016-06-019919.04558647407
2016-07-0110662.54695138078
2016-08-0110538.985401544061
2016-09-0111163.697796964947
2016-10-0111568.48909164166
2016-11-0114678.98308575306
2016-12-0114380.718177207576
2017-01-0117789.479216203017
2017-02-0117299.469376227593
2017-03-0117778.82743212532
2017-04-0117855.897982142775
2017-05-0117067.510007678
2017-06-0117035.548246429218
2017-07-0120157.134110362396
2017-08-0122053.52339910265
2017-09-0120222.56802422437
2017-10-0120339.769694157498
2017-11-0119380.84849385995
2017-12-0121415.890428049617
2018-01-0119838.99911683764
2018-02-0118539.128963495532
2018-03-0119625.905754142466
2018-04-0120727.645460088283
2018-05-0122477.68487553478
2018-06-0121102.805738889012
2018-07-0121379.91448663998
2018-08-0117172.14146150339
2018-09-0118226.345498072384
2018-10-0116729.8659703912
2018-11-0117062.416976542576
2018-12-0116695.757188886084
2019-01-0118541.842113471197
2019-02-0119970.104078142136
2019-03-0120592.571181732765
2019-04-0119361.89276178586
2019-05-0116692.168140099377
2019-06-0119822.483083403084
2019-07-0120027.191317236448
2019-08-0118466.296909188095
2019-09-0119171.91030967082
2019-10-0118493.74885972929
2019-11-0118510.809659497543
2019-12-0119551.50990000654
2020-01-0117534.088486288765
2020-02-0116037.015056486927
2020-03-0116484.857845895647
2020-04-0117339.06854784095
2020-05-0118692.76375129088
2020-06-0119998.10079501703
2020-07-0121915.5821543949
2020-08-0122907.38160518498
2020-09-0121831.21600818303
2020-10-0121959.195506169108
2020-11-0126737.106021782965
2020-12-0130725.810345262224
2021-01-0130501.84515561731
2021-02-0138020.65668483836
2021-03-0136047.63479548618
2021-04-0139798.5731822002
2021-05-0132950.36046440582
2021-06-0130624.953801678566
2021-07-0131883.660983578815
2021-08-0131062.30075972472
2021-09-0129060.359255238196
2021-10-0130415.22944489806
2021-11-0129444.417384155975
2021-12-0128558.952049026408
2022-01-0128430.931960607628
2022-02-0132452.869166780958
2022-03-0135696.021240332535
2022-04-0133112.15392917525
2022-05-0131543.008981594583
2022-06-0124657.987150350807
2022-07-0124732.70772794839
2022-08-0123505.14622596566
2022-09-0123816.423572701526
2022-10-0125097.45121991341
2022-11-0130072.105699195836
2022-12-0132997.11637020697
2023-01-0136989.65114873061
2023-02-0133520.20314016133
2023-03-0133755.05724746449
2023-04-0131190.137123027038
2023-05-0128563.374269852888
2023-06-0131200.8145431675
2023-07-0135824.34468882734
2023-08-0130925.192687056737
2023-09-0130519.405858609425
2023-10-0128725.4027318643
2023-11-0130081.584633402166
2023-12-0135869.37870574628
2024-01-0137054.702657989714
2024-02-0138816.669251636325
2024-03-0143547.28336779248
2024-04-0147203.42173075041
2024-05-0147053.90794004408
2024-06-0145067.518980299974
2024-07-0143145.20735942999
2024-08-0139578.25258614465
2024-09-0142997.21677811945
2024-10-0136995.12017545321
2024-11-0136365.00711614376
2024-12-0133962.0342728523
2025-01-0136845.602112069755
2025-02-0137027.160981228844
2025-03-0135638.77591218452
2025-04-0134884.46040146929
2025-05-0137821.763564574896
2025-06-0138654.88860489828
2025-07-0140096.83595440712
2025-08-0145821.90499018779
2025-09-0158770.6738823638
2025-10-0159603.84592213559
2025-11-0158920.21758181002
2025-12-0170050.5414977357
2026-01-0177933.63079711492
2026-02-0192460.73302903326
2026-03-0171075.98400822406
2026-04-0180539.96384460616
Annual Return Matrix
YearAnnual Return
20170.48920868653085003
2018-0.2204033147732818
20190.17104661255025033
20200.5715313294167601
2021-0.07052241330292308
20220.15540361262421953
20230.08704585889610272
2024-0.05317472735005624
20251.0626132385047056
20260.14974077462641056
Total Factor Risk
0.4326453469112258
VTI.US Exposure
0.43016029307862746
VEA.US Exposure
0.34236312184213136
VWO.US Exposure
-0.0018392421471394636
QQQ.US Exposure
-0.15364048783537881
VTV.US Exposure
-0.11549365981440664
IJR.US Exposure
-0.008141291767611419
QUAL.US Exposure
0.14486354214180414
SHV.US Exposure
0.032420253859963985
TLT.US Exposure
0.09551858029249835
LQD.US Exposure
-0.032720022194518285
HYG.US Exposure
-0.025333044136452834
GLD.US Exposure
0.009620943545222247
USO.US Exposure
-0.0016385597969495707
VNQ.US Exposure
-0.05118578912941672
BTC-USD.CC Exposure
0.013154277277430267
CPER.US Exposure
0.15034472901901808
VIX.INDX Exposure
-0.017147045828716838
UUP.US Exposure
-0.0171901228050763
TIP.US Exposure
0.022950397319283142
Idiosyncratic Exposure
0.18293312707968779
Value Score
36.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.3%

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 →34.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.86%
Market Cap$34.1B
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.580.08%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 →
+1.6%
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 →
+29.6%
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 →
15.4% 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 →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Antofagasta PLC a high-risk investment?

Antofagasta PLC (ANTO.LSE) has an annualized volatility of 43.3% and experienced a maximum drawdown of 40.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ANTO.LSE?

Over the past 10 years, ANTO.LSE has generated a Compound Annual Growth Rate (CAGR) of 24.5%. It has had a positive return in 70% 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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