Argo Investments Ltd

10-Year Study

ARG.AU · Financial Services · AU · Common Stock

Executive Summary: Argo Investments Ltd has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 22.2% and an annualized volatility of 9.4%.

1Y CAGR
+3.6%
3Y CAGR
+4.6%
5Y CAGR
+3.9%
10Y CAGR
+5.9%

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 →
22.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +25.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.2%
% 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.
2026-0.32.8-7.03.1————————-1.8%
20250.32.0-3.9-0.12.23.32.34.7-2.9-1.4-1.61.05.6%
20241.7-0.6-1.1-1.0-0.60.04.10.61.0-2.14.3-1.64.4%
20235.4-3.2-0.9-1.2-1.00.91.0-0.50.5-4.03.14.34.0%
2022-2.5-0.2-2.40.3-1.5-6.56.40.4-4.40.92.9-2.4-9.2%
20214.5-2.81.62.20.91.84.92.4-5.46.6-0.87.725.4%
20200.5-5.1-18.010.01.2-3.52.84.1-2.00.89.82.1-0.4%
20192.9-0.20.02.21.52.52.6-1.31.72.22.31.819.7%
20183.2-2.0-3.0-1.31.21.92.8-0.0-1.1-2.6-0.8-1.2-3.1%
20172.00.90.11.1-0.30.94.2-0.5-0.11.91.31.213.4%
2016———-0.1-0.41.91.9-0.7-1.10.60.12.54.7%

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 9.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 19.0% of variance. Idiosyncratic stock-specific factors contribute 44.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019986.168464098144
2016-05-019944.874313434631
2016-06-0110137.51353085034
2016-07-0110330.152748266046
2016-08-0110261.596439882935
2016-09-0110149.340496331639
2016-10-0110205.468468107283
2016-11-0110219.500461051197
2016-12-0110472.076334041616
2017-01-0110682.756685242353
2017-02-0110777.372409092732
2017-03-0110791.604859078698
2017-04-0110906.266287134667
2017-05-0110877.600930120676
2017-06-0110977.82945114862
2017-07-0111435.673335204267
2017-08-0111378.54307821834
2017-09-0111363.909714148256
2017-10-0111583.009261115343
2017-11-0111729.142444774085
2017-12-0111875.075171390772
2018-01-0112254.941266086678
2018-02-0112011.786874072886
2018-03-0111654.572425129294
2018-04-0111505.833299923826
2018-05-0111639.73860401716
2018-06-0111863.047748867419
2018-07-0112190.39409854468
2018-08-0112188.589985166178
2018-09-0112052.07873952612
2018-10-0111733.35204265726
2018-11-0111642.14408852183
2018-12-0111505.63284288177
2019-01-0111839.594274946878
2019-02-0111818.54628553101
2019-03-0111818.54628553101
2019-04-0112081.74638175039
2019-05-0112267.5700597362
2019-06-0112577.4766467546
2019-07-0112902.818426011307
2019-08-0112729.423084632963
2019-09-0112950.727659062664
2019-10-0113235.376658782023
2019-11-0113535.8617648238
2019-12-0113773.002445575912
2020-01-0113836.346870865575
2020-02-0113135.549051838192
2020-03-0110769.354127410495
2020-04-0111847.813013671172
2020-05-0111992.743455077576
2020-06-0111574.189151264884
2020-07-0111896.12316080664
2020-08-0112389.247484264122
2020-09-0112143.487150703604
2020-10-0112241.911558353044
2020-11-0113438.239185342582
2020-12-0113716.674016758208
2021-01-0114339.49404642585
2021-02-0113932.365794010344
2021-03-0114148.658942388647
2021-04-0114464.980154752839
2021-05-0114598.083630677946
2021-06-0114864.49103957022
2021-07-0115596.760614200375
2021-08-0115963.997915246764
2021-09-0115102.433548490559
2021-10-0116099.10596159243
2021-11-0115963.997915246764
2021-12-0117197.209637974585
2022-01-0116774.846650362826
2022-02-0116737.36118349838
2022-03-0116342.460810648277
2022-04-0116393.978270456642
2022-05-0116153.630277031634
2022-06-0115106.442689331676
2022-07-0116067.83466303171
2022-08-0116128.974060858756
2022-09-0115412.540592551017
2022-10-0115552.459607906027
2022-11-0116006.695265204668
2022-12-0115622.218658541477
2023-01-0116461.131379545364
2023-02-0115933.929358938381
2023-03-0115791.805316120757
2023-04-0115596.15924307421
2023-05-0115435.994066471556
2023-06-0115578.318566331234
2023-07-0115738.283285891834
2023-08-0115662.510523994708
2023-09-0115735.07597321894
2023-10-0115099.827606943833
2023-11-0115571.70348394339
2023-12-0116243.234574830614
2024-01-0116515.455237942508
2024-02-0116416.429459166902
2024-03-0116231.608066391374
2024-04-0116065.228721484988
2024-05-0115972.818025097222
2024-06-0115972.818025097222
2024-07-0116619.893356853627
2024-08-0116714.909994788115
2024-09-0116884.697109409455
2024-10-0116526.279918213528
2024-11-0117243.114300605383
2024-12-0116960.269414264523
2025-01-0117016.798300124286
2025-02-0117360.78258429219
2025-03-0116687.848294110572
2025-04-0116668.604418073206
2025-05-0117033.837148699036
2025-06-0117591.30818265646
2025-07-0117995.22912239907
2025-08-0118837.349156075852
2025-09-0118287.295032674498
2025-10-0118031.912761095296
2025-11-0117737.240909273143
2025-12-0117914.044020366437
2026-01-0117855.109650002003
2026-02-0118361.86505231929
2026-03-0117078.939983161607
2026-04-0117600.128292506917
Annual Return Matrix
YearAnnual Return
20170.13397523018318958
2018-0.03111073598919656
20190.19706604874819234
2020-0.004089771205682102
20210.2537448667923481
2022-0.09158410071103862
20230.039752094748052746
20240.04414359936320689
20250.05623581694402424
2026-0.01752344292012631
Total Factor Risk
0.09388138232317446
VTI.US Exposure
0.041165899100190154
VEA.US Exposure
0.18982439431259338
VWO.US Exposure
-0.03637994627475628
QQQ.US Exposure
-0.10100089096518071
VTV.US Exposure
0.042853188692725794
IJR.US Exposure
-0.002132948833528377
QUAL.US Exposure
0.1426538472665383
SHV.US Exposure
0.12681198547682193
TLT.US Exposure
0.04495571922791575
LQD.US Exposure
0.017206200870416286
HYG.US Exposure
-0.031028838899480632
GLD.US Exposure
-0.003781585746133055
USO.US Exposure
0.006138246530270684
VNQ.US Exposure
0.0755544338172523
BTC-USD.CC Exposure
0.03109878131042361
CPER.US Exposure
-0.0068270861210095605
VIX.INDX Exposure
0.01364329748176314
UUP.US Exposure
0.010033962771362656
TIP.US Exposure
-0.0022875194476250495
Idiosyncratic Exposure
0.4414988594294396
Value Score
40.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.4%

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 →24.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.49%
Market Cap$6.5B
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
$371
Avg Yield on Cost
3.71%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$370.853.71%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 →
-1.0%
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 →
-2.0%
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 →
6.6% 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 →
0.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Argo Investments Ltd a high-risk investment?

Argo Investments Ltd (ARG.AU) has an annualized volatility of 9.4% and experienced a maximum drawdown of 22.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ARG.AU has generated a Compound Annual Growth Rate (CAGR) of 5.9%. 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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