APA Group

10-Year Study

APA.AU · Utilities · AU · Common Stock

Executive Summary: APA Group has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 95.3% and an annualized volatility of 117.3%.

1Y CAGR
+410.5%
3Y CAGR
+35.3%
5Y CAGR
+39.7%
10Y CAGR
+6.8%

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 →
95.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
82.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +466.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -69.3%
% 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.
2026-1.23.88.2-2.1————————8.6%
2025-5.7-6.0-2.0-33.24.710.420.53.77.64.0166.6-0.2149.5%
2024-2.51.413.54.3-1.8-4.98.2-6.4-15.4-2.71.3-6.4-13.6%
20231.3-14.6-3.60.6-16.10.923.13.49.30.2-12.8-15.8-27.3%
202220.722.7-5.920.66.1-10.310.1-1.0-14.126.5-7.2-11.555.5%
202110.161.86.511.537.019.5-10.92.358.320.3-11.36.2466.7%
2020-23.0-13.9-72.632.4-6.764.3-10.18.1-31.3-13.065.04.5-63.1%
20198.09.0-0.3-62.0-23.2-2.9-1.0-14.414.0-25.0-2.029.9-69.3%
2018-3.2-0.4-1.56.04.116.2-2.03.6-0.2-3.8-8.3-1.07.6%
2017-1.80.55.92.24.6-1.9-6.02.8-5.82.59.1-8.62.1%
2016———-0.70.28.15.1-4.8-7.8-6.60.110.12.2%

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 117.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.2% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019931.9834258463
2016-05-019954.655617230866
2016-06-0110757.173012274257
2016-07-0111304.237354389805
2016-08-0110757.173012274257
2016-09-019918.888280822453
2016-10-019266.867328590415
2016-11-019278.594324134157
2016-12-0110215.581268079119
2017-01-0110036.744586037059
2017-02-0110084.43436791494
2017-03-0110680.361191462749
2017-04-0110918.810100852163
2017-05-0111419.552810569932
2017-06-0111201.821593307795
2017-07-0110529.864748651396
2017-08-0110823.039637244938
2017-09-0110199.945274020796
2017-10-0110456.57102650301
2017-11-0111409.389414432026
2017-12-0110428.230787272301
2018-01-0110090.102415761083
2018-02-0110052.96692987257
2018-03-019902.079587209757
2018-04-0110492.729262762881
2018-05-0110919.982800406538
2018-06-0112684.895629739662
2018-07-0112427.292627628804
2018-08-0112878.000156359942
2018-09-0112852.396216089439
2018-10-0112362.989602063952
2018-11-0111332.773043546245
2018-12-0111223.125635212262
2019-01-0112120.827144085686
2019-02-0113216.714877648348
2019-03-0113177.233992651083
2019-04-015004.617254725279
2019-05-013845.4597582148663
2019-06-013735.0637174064586
2019-07-013698.265037136989
2019-08-013164.6846392186194
2019-09-013606.268336463316
2019-10-012704.701368844721
2019-11-012649.503581434985
2019-12-013440.6742752507043
2020-01-012649.503581434985
2020-02-012281.5167787402916
2020-03-01625.5771568406599
2020-04-01827.9697235768903
2020-05-01772.7716449240693
2020-06-011269.5537703132884
2020-07-011140.7583893701458
2020-08-011232.754973546585
2020-09-01846.369063711625
2020-10-01735.9731394004509
2020-11-011214.3556334118505
2020-12-011269.5537703132884
2021-01-011398.3489182619633
2021-02-012263.1176716000246
2021-03-012410.311926688966
2021-04-012686.3017957155184
2021-05-013679.8654640077866
2021-06-014397.4392632735035
2021-07-013919.056885759337
2021-08-014011.0538194274786
2021-09-016347.768851566442
2021-10-017635.721263031061
2021-11-016770.952509693
2021-12-017194.136633808494
2022-01-018684.480155793919
2022-02-0110653.210715182868
2022-03-0110027.632684612952
2022-04-0112088.359711681107
2022-05-0112824.332385092623
2022-06-0111499.580827369598
2022-07-0112658.738556874478
2022-08-0112529.942010958997
2022-09-0110763.607221980212
2022-10-0113615.504243880681
2022-11-0112640.33851775634
2022-12-0111186.791346095706
2023-01-0111333.985135195711
2023-02-019678.04685301427
2023-03-019328.459157459843
2023-04-019383.655546902773
2023-05-017874.911985799208
2023-06-017948.512142271762
2023-07-019788.442427833743
2023-08-0110119.631016247904
2023-09-0111064.925919610989
2023-10-0111083.397721025236
2023-11-019661.028005101778
2023-12-018134.18636571046
2024-01-017929.903340110394
2024-02-018041.332478389422
2024-03-019129.039192393559
2024-04-019521.082207908867
2024-05-019353.065237224675
2024-06-018894.670989121782
2024-07-019626.512204628687
2024-08-019007.26230380664
2024-09-017623.464356053287
2024-10-017415.895176478113
2024-11-017510.2448882829985
2024-12-017026.779503457365
2025-01-016627.961940793714
2025-02-016229.144844118998
2025-03-016105.345563550802
2025-04-014076.6100748906288
2025-05-014268.000584604518
2025-06-014709.744116054187
2025-07-015674.856130889113
2025-08-015887.180261564967
2025-09-016336.6918285740585
2025-10-016589.382250811699
2025-11-0117567.430224376516
2025-12-0117531.858337893835
2026-01-0117316.8634195919
2026-02-0117981.393167070597
2026-03-0119447.267610038307
2026-04-0119036.82276600735
Annual Return Matrix
YearAnnual Return
20170.02081619377427435
20180.07622528347858704
2019-0.6934299421494776
2020-0.6310159960664157
20214.6666655655185
20220.5549873342026792
2023-0.27287583060630094
2024-0.1361423026796328
20251.495006187296426
20260.08584169453734658
Total Factor Risk
1.1726405030864149
VTI.US Exposure
0.06515624166817319
VEA.US Exposure
-0.00007793923290744641
VWO.US Exposure
0.0006852203964958203
QQQ.US Exposure
0.03152357741477154
VTV.US Exposure
-0.001982271645171397
IJR.US Exposure
0.00730303263577558
QUAL.US Exposure
0.004978360581504024
SHV.US Exposure
0.7322406628454128
TLT.US Exposure
0.007849893673791658
LQD.US Exposure
-0.0016301104133796898
HYG.US Exposure
0.0001300427028405083
GLD.US Exposure
0.00205003164028091
USO.US Exposure
0.036944682588308526
VNQ.US Exposure
0.0014847392574817886
BTC-USD.CC Exposure
0.002907702799865024
CPER.US Exposure
0.0018000858400328541
VIX.INDX Exposure
-0.00025464109754476583
UUP.US Exposure
0.013259866217956969
TIP.US Exposure
0.0014355400184620781
Idiosyncratic Exposure
0.09419528210785003
Value Score
17.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
70.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
117.3%

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 →82.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.87%
Market Cap$13.1B
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
$537
Avg Yield on Cost
5.37%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$537.495.37%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 →
+4.1%
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 →
+58.7%
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 →
3.0% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is APA Group a high-risk investment?

APA Group (APA.AU) has an annualized volatility of 117.3% and experienced a maximum drawdown of 95.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APA.AU has generated a Compound Annual Growth Rate (CAGR) of 6.8%. 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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