Algonquin Power Utilities Corp

10-Year Study

AQNB.US · · US · Common Stock

Executive Summary: Algonquin Power Utilities Corp has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 17.7% and an annualized volatility of 11.4%.

1Y CAGR
+8.8%
3Y CAGR
+10.2%
5Y CAGR
+5.4%
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 →
17.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +20.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-0.51.3-0.5————————2.0%
20250.32.2-0.5-0.21.70.53.9-2.42.10.40.41.19.8%
20242.71.90.6-0.22.20.30.01.34.4-1.2-0.61.012.9%
20238.8-0.21.9-1.55.20.8-2.84.52.80.21.7-1.920.8%
2022-1.7-0.1-0.3-2.30.5-3.74.6-4.91.4-6.4-0.8-3.5-16.4%
2021-1.1-0.80.71.10.61.50.30.10.20.9-1.0-0.32.2%
20202.8-7.9-10.716.3-1.2-1.73.41.42.9-3.33.03.05.7%
2019—————1.94.04.0-0.21.3-0.63.614.7%

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 11.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 42.4% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110187.026342081537
2019-07-0110590.077247362138
2019-08-0111008.9675171187
2019-09-0110990.935009869143
2019-10-0111131.235226746594
2019-11-0111063.125959499965
2019-12-0111466.786071106562
2020-01-0111788.020566805566
2020-02-0110856.848697516876
2020-03-019696.554329020153
2020-04-0111276.896459292833
2020-05-0111140.73884543217
2020-06-0110955.235519165632
2020-07-0111332.151473060898
2020-08-0111491.276165411702
2020-09-0111828.654628749664
2020-10-0111433.645246972246
2020-11-0111773.399614981603
2020-12-0112121.865633452737
2021-01-0111992.592051075859
2021-02-0111897.860467383094
2021-03-0111982.052781636083
2021-04-0112108.706776811172
2021-05-0112178.582742403196
2021-06-0112355.374418207959
2021-07-0112386.383020201281
2021-08-0112399.66371810805
2021-09-0112429.636669347175
2021-10-0112541.913395228696
2021-11-0112420.681336354997
2021-12-0112388.819845505275
2022-01-0112179.313789994398
2022-02-0112161.09852084704
2022-03-0112118.758681190147
2022-04-0111836.696152252845
2022-05-0111901.454784706484
2022-06-0111457.282452420985
2022-07-0111988.32760679387
2022-08-0111400.930867266126
2022-09-0111558.898067597534
2022-10-0110823.646952749958
2022-11-0110732.936130808781
2022-12-0110355.16728805712
2023-01-0111268.306650096256
2023-02-0111248.872968296904
2023-03-0111468.004483758561
2023-04-0111300.046299680776
2023-05-0111892.743134244705
2023-06-0111985.647098959475
2023-07-0111649.24336574311
2023-08-0112176.450520262202
2023-09-0112517.971586616954
2023-10-0112548.614664814679
2023-11-0112757.877037795162
2023-12-0112509.686380583378
2024-01-0112841.460145722154
2024-02-0113090.320929892536
2024-03-0113163.182006481955
2024-04-0113136.86429319882
2024-05-0113426.480980578504
2024-06-0113462.728756975413
2024-07-0113462.728756975413
2024-08-0113633.854813948386
2024-09-0114232.156346711505
2024-10-0114067.91432122231
2024-11-0113985.793308477716
2024-12-0114121.40263664498
2025-01-0114166.179301605867
2025-02-0114474.194020030704
2025-03-0114406.023832151473
2025-04-0114377.452055462145
2025-05-0114628.993347466921
2025-06-0114697.529059141749
2025-07-0115264.151862952946
2025-08-0114901.978702146846
2025-09-0115214.562468016667
2025-10-0115280.234909959305
2025-11-0115333.905987279772
2025-12-0115504.300996661548
2026-01-0115754.07559032093
2026-02-0115680.970831201112
2026-03-0115888.100982040596
2026-04-0115808.904159660795
Annual Return Matrix
YearAnnual Return
20200.05712843671138268
20210.022022535154640144
2022-0.1641522423288747
20230.20806221981668216
20240.1288374629889355
20250.09792924935289049
20260.01964636542239684
Total Factor Risk
0.1136155936472669
VTI.US Exposure
-0.058086136109339506
VEA.US Exposure
0.011393599067635507
VWO.US Exposure
-0.013631791946051854
QQQ.US Exposure
0.275371021014099
VTV.US Exposure
-0.018725991034925355
IJR.US Exposure
0.04035411463954608
QUAL.US Exposure
-0.0740815745311453
SHV.US Exposure
0.1247170615576049
TLT.US Exposure
-0.021270003040993423
LQD.US Exposure
-0.00621263048812408
HYG.US Exposure
0.4235187935639467
GLD.US Exposure
0.002485046291713571
USO.US Exposure
0.012202672592772652
VNQ.US Exposure
0.027939955614898784
BTC-USD.CC Exposure
0.010443816185721842
CPER.US Exposure
0.04839508018060222
VIX.INDX Exposure
-0.026381851143516027
UUP.US Exposure
0.004449118187277394
TIP.US Exposure
-0.0019163450332406802
Idiosyncratic Exposure
0.23903604443151777
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.4%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.50%
Market Cap$0
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
$299
Avg Yield on Cost
2.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$298.512.99%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 →
+0.3%
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 →
+2.6%
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 →
0.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Algonquin Power Utilities Corp a high-risk investment?

Algonquin Power Utilities Corp (AQNB.US) has an annualized volatility of 11.4% and experienced a maximum drawdown of 17.7% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, AQNB.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 86% 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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