Algonquin Power & Utilities Corp

10-Year Study

AQN.US · Utilities · US · Common Stock

Executive Summary: Algonquin Power & Utilities Corp has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 66.2% and an annualized volatility of 41.9%.

1Y CAGR
+24.3%
3Y CAGR
-3.6%
5Y CAGR
-11.2%
10Y CAGR
+1.9%

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 →
66.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +47.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.7%
% 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.
20266.56.6-12.04.4————————4.2%
2025-0.27.78.94.72.05.63.0-1.7-6.33.910.42.046.3%
2024-6.2-1.310.0-3.33.3-5.46.5-13.31.9-11.22.3-8.8-25.0%
202312.04.511.61.4-1.1-0.70.0-8.5-20.4-15.022.34.53.0%
2022-1.11.38.4-6.90.8-6.54.2-2.0-19.21.4-31.7-11.2-51.7%
20211.0-7.03.51.9-5.3-1.57.3-2.8-4.5-1.6-6.28.1-8.2%
20208.2-2.5-9.23.41.1-6.46.60.36.34.23.56.021.5%
20199.90.52.81.22.25.22.85.05.90.11.72.447.0%
2018-2.8-9.01.7-1.80.10.51.65.41.3-3.76.1-3.9-5.3%
20172.64.56.7-1.39.23.21.81.1-1.51.12.82.637.6%
2016———3.71.45.71.4-4.21.3-1.3-6.33.54.6%

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 41.9%. The dominant macroeconomic risk driver is QQQ.US, accounting for 19.3% of variance. Idiosyncratic stock-specific factors contribute 17.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110369.07028399175
2016-05-0110511.859432016501
2016-06-0111105.82262414723
2016-07-0111262.494050452167
2016-08-0110792.678089798508
2016-09-0110933.28573695066
2016-10-0110786.92686022529
2016-11-0110104.315405362526
2016-12-0110460.49500237982
2017-01-0110731.992701887992
2017-02-0111212.914485165795
2017-03-0111962.16087577344
2017-04-0111812.4305886086
2017-05-0112898.619704902427
2017-06-0113305.76709503411
2017-07-0113545.533872759004
2017-08-0113697.049024274154
2017-09-0113492.979533555452
2017-10-0113646.081231159766
2017-11-0114029.0337934317
2017-12-0114396.715849595432
2018-01-0113996.906235126133
2018-02-0112732.627320323658
2018-03-0112949.58749801682
2018-04-0112714.580358559417
2018-05-0112727.669363795017
2018-06-0112793.11438997303
2018-07-0112991.432651118515
2018-08-0113692.686022528955
2018-09-0113877.320323655402
2018-10-0113368.435665556084
2018-11-0114185.506901475488
2018-12-0113635.7686815802
2019-01-0114978.978264318579
2019-02-0115046.803109630335
2019-03-0115465.056322386166
2019-04-0115643.344439155957
2019-05-0115986.43503093765
2019-06-0116810.249087736
2019-07-0117282.246549262258
2019-08-0118142.74948437252
2019-09-0119213.07313977471
2019-10-0119241.23433285737
2019-11-0119577.78042202126
2019-12-0120042.440107885137
2020-01-0121685.506901475488
2020-02-0121133.190544185312
2020-03-0119196.41440583849
2020-04-0119840.94875456132
2020-05-0120055.92574964303
2020-06-0118766.857052197367
2020-07-0119999.60336347771
2020-08-0120057.51229573219
2020-09-0121317.428208789464
2020-10-0122211.64524829446
2020-11-0122988.656195462478
2020-12-0124359.630334761223
2021-01-0124596.422338568937
2021-02-0122879.581151832463
2021-03-0123672.655878153262
2021-04-0124121.053466603207
2021-05-0122835.75281611931
2021-06-0122487.902586070126
2021-07-0124135.13406314454
2021-08-0123470.172933523718
2021-09-0122412.938283357136
2021-10-0122061.320006346185
2021-11-0120685.387910518803
2021-12-0122356.615897191812
2022-01-0122108.916389021102
2022-02-0122403.022370299856
2022-03-0124278.518165952722
2022-04-0122604.712041884817
2022-05-0122776.653974297955
2022-06-0121288.077106139932
2022-07-0122175.74964302713
2022-08-0121731.913374583535
2022-09-0117565.44502617801
2022-10-0117806.99666825321
2022-11-0112155.719498651437
2022-12-0110793.867999365382
2023-01-0112085.118197683641
2023-02-0112631.485007139458
2023-03-0114092.495636998254
2023-04-0114293.788672060922
2023-05-0114142.86847532921
2023-06-0114043.11438997303
2023-07-0114043.11438997303
2023-08-0112853.006504838966
2023-09-0110233.618911629383
2023-10-018695.065841662701
2023-11-0110631.048706964939
2023-12-0111112.565445026179
2024-01-0110426.780897985087
2024-02-0110286.173250832937
2024-03-0111317.428208789466
2024-04-0110941.416785657624
2024-05-0111299.579565286373
2024-06-0110688.561002697128
2024-07-0111381.683325400601
2024-08-019867.721719815961
2024-09-0110058.90052356021
2024-10-018933.047755037285
2024-11-019136.125654450263
2024-12-018334.126606377915
2025-01-018315.484689830238
2025-02-018952.284626368397
2025-03-019748.532444867526
2025-04-0110203.672854196415
2025-05-0110412.303664921466
2025-06-0110992.186260510867
2025-07-0111318.419800095195
2025-08-0111126.447723306363
2025-09-0110427.177534507377
2025-10-0110834.919879422498
2025-11-0111961.169284467715
2025-12-0112196.573060447407
2026-01-0112989.846105029352
2026-02-0113842.614627954943
2026-03-0112176.741234332858
2026-04-0112712.20053942567
Annual Return Matrix
YearAnnual Return
20170.3762939369810032
2018-0.05285560790147947
20190.4698430705237284
20200.21540242623340133
2021-0.08222679942359823
2022-0.5171958023968561
20230.02952578683374041
2024-0.25002676946139846
20250.46344945745288424
20260.042276422764227606
Total Factor Risk
0.41906500094843585
VTI.US Exposure
-0.04079833729972452
VEA.US Exposure
0.06613141752411078
VWO.US Exposure
-0.006795018233085519
QQQ.US Exposure
0.19304327533749227
VTV.US Exposure
0.1349562707079171
IJR.US Exposure
-0.038539891670411185
QUAL.US Exposure
0.01877440105351153
SHV.US Exposure
0.0023809959993334033
TLT.US Exposure
0.06578542186675065
LQD.US Exposure
0.07997780565367596
HYG.US Exposure
0.1264933232386054
GLD.US Exposure
0.00984848354693787
USO.US Exposure
-0.000031583457534544796
VNQ.US Exposure
0.05872949822603907
BTC-USD.CC Exposure
0.015068007479140567
CPER.US Exposure
0.001834748300446472
VIX.INDX Exposure
0.016680654522780145
UUP.US Exposure
0.002580651246185983
TIP.US Exposure
0.12429613102371266
Idiosyncratic Exposure
0.16958374493411585
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.9%

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 →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.17%
Market Cap$4.8B
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
$129
Avg Yield on Cost
1.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$128.911.29%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 →
-0.9%
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 →
+7.5%
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 →
8.2% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Algonquin Power & Utilities Corp a high-risk investment?

Algonquin Power & Utilities Corp (AQN.US) has an annualized volatility of 41.9% and experienced a maximum drawdown of 66.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of AQN.US?

Over the past 10 years, AQN.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. 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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