Austal Ltd

10-Year Study

ASB.AU · Industrials · AU · Common Stock

Executive Summary: Austal Ltd has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 57.8% and an annualized volatility of 59.8%.

1Y CAGR
-17.4%
3Y CAGR
+34.8%
5Y CAGR
+18.0%
10Y CAGR
+15.7%

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 →
57.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +115.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -30.8%
% 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.
20264.3-25.9-7.7-2.9————————-30.8%
202523.511.0-1.426.74.013.84.518.4-0.4-12.3-3.42.0115.8%
20240.01.07.34.53.94.25.2-10.724.413.7-3.6-2.852.7%
2023-20.29.0-2.5-4.119.020.3-7.2-11.4-2.0-9.610.38.31.4%
20223.1-4.70.66.9-2.0-9.148.9-4.1-9.99.2-2.0-14.810.5%
2021-3.7-7.8-3.97.6-6.2-9.35.4-9.5-1.70.0-2.96.8-24.1%
20202.9-11.5-15.515.5-0.6-3.32.27.3-5.9-17.47.7-8.6-28.3%
20192.811.02.718.79.716.418.84.23.6-3.70.5-9.0100.4%
20180.00.50.3-2.23.71.1-8.111.15.3-9.13.64.89.8%
2017-8.018.8-7.8-0.95.21.4-1.4-5.3-8.013.5-3.77.17.1%
2016———-0.3-12.8-11.0-4.127.21.04.822.7-7.912.7%

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 59.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.4% of variance. Idiosyncratic stock-specific factors contribute 30.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019968.079163674089
2016-05-018689.649668821323
2016-06-017731.2265581358215
2016-07-017412.018194876705
2016-08-019424.62692522544
2016-09-019517.197350570585
2016-10-019970.473226398532
2016-11-0112236.852605538264
2016-12-0111265.6611603224
2017-01-0110359.109408666507
2017-02-0112301.492299098236
2017-03-0111336.685021147554
2017-04-0111237.730428537227
2017-05-0111827.467879658447
2017-06-0111991.86018673689
2017-07-0111827.467879658447
2017-08-0111205.011571303166
2017-09-0110312.026175085786
2017-10-0111705.370680711836
2017-11-0111273.641369403877
2017-12-0112070.066235735376
2018-01-0112070.066235735376
2018-02-0112136.301971111643
2018-03-0112173.010932886442
2018-04-0111904.875907748781
2018-05-0112341.393344505625
2018-06-0112475.460857074455
2018-07-0111469.156491900088
2018-08-0112743.595882212114
2018-09-0113425.10573777033
2018-10-0112198.54760194717
2018-11-0112641.449205969195
2018-12-0113254.3292634267
2019-01-0113629.399090256162
2019-02-0115128.880376665868
2019-03-0115534.274998004947
2019-04-0118433.48495730588
2019-05-0120228.233979730267
2019-06-0123542.414811268052
2019-07-0127961.056579682383
2019-08-0129134.945335567787
2019-09-0130173.968557976215
2019-10-0129061.527412018197
2019-11-0129200.383050035907
2019-12-0126558.135823158562
2020-01-0127323.437874072297
2020-02-0124194.3978932248
2020-03-0120443.69962493017
2020-04-0123605.45846301173
2020-05-0123465.006783177716
2020-06-0122691.724523182507
2020-07-0123184.103423509696
2020-08-0124869.523581517835
2020-09-0123398.77104780145
2020-10-0119332.85452078844
2020-11-0120830.73976538185
2020-12-0119047.163035671532
2021-01-0118333.732343787404
2021-02-0116906.87096001915
2021-03-0116245.311627164629
2021-04-0117477.455909344826
2021-05-0116389.75341153938
2021-06-0114867.129518793392
2021-07-0115665.150426941185
2021-08-0114178.437475061844
2021-09-0113934.24307716862
2021-10-0113934.24307716862
2021-11-0113527.252414013246
2021-12-0114453.754688372834
2022-01-0114898.252334211154
2022-02-0114194.397893224801
2022-03-0114286.170297661798
2022-04-0115268.534035591732
2022-05-0114966.084111403718
2022-06-0113606.256483919879
2022-07-0120257.760753331735
2022-08-0119426.222967041736
2022-09-0117508.57872476259
2022-10-0119121.378980129277
2022-11-0118737.530923310187
2022-12-0115973.186497486231
2023-01-0112747.585986752852
2023-02-0113899.130157210118
2023-03-0113544.808873992497
2023-04-0112994.97246827867
2023-05-0115468.03926262868
2023-06-0118609.049557098395
2023-07-0117273.960577767135
2023-08-0115310.829143723566
2023-09-0115002.793073178515
2023-10-0113566.355438512488
2023-11-0114962.892027771126
2023-12-0116199.824435400205
2024-01-0116199.824435400205
2024-02-0116359.428617029764
2024-03-0117556.459979251456
2024-04-0118354.480887399248
2024-05-0119072.699704732262
2024-06-0119870.720612880057
2024-07-0120908.147793472188
2024-08-0118673.689250658364
2024-09-0123222.40842710079
2024-10-0126414.492059691962
2024-11-0125456.86696991461
2024-12-0124738.648152581594
2025-01-0130564.20078206049
2025-02-0133915.88859628122
2025-03-0133437.07605139254
2025-04-0142374.91022264782
2025-05-0144050.75412975819
2025-06-0150115.71303168143
2025-07-0152350.171574495245
2025-08-0162006.224563083546
2025-09-0161766.81829063921
2025-10-0154185.61966323518
2025-11-0152350.171574495245
2025-12-0153387.59875508738
2026-01-0155701.85938871599
2026-02-0141257.680951240916
2026-03-0138065.59731864974
2026-04-0136948.36804724283
Annual Return Matrix
YearAnnual Return
20170.07140327264999646
20180.09811570247933887
20191.0037329158889756
2020-0.2828124999999999
2021-0.24115971174794704
20220.10512367491166064
20230.014188649080735471
20240.5270935960591134
20251.1580645161290324
2026-0.3079222720478326
Total Factor Risk
0.5977235277299929
VTI.US Exposure
0.014000564824528624
VEA.US Exposure
0.0017591610727648735
VWO.US Exposure
0.0020248000618321885
QQQ.US Exposure
0.007816827790054616
VTV.US Exposure
0.04709352608231125
IJR.US Exposure
-0.001030164325642736
QUAL.US Exposure
0.07346297283234945
SHV.US Exposure
0.4644453705649366
TLT.US Exposure
-0.0004952285138884215
LQD.US Exposure
0.012572830487692274
HYG.US Exposure
0.0019616335992859463
GLD.US Exposure
0.0005439309001050187
USO.US Exposure
0.012931915744511632
VNQ.US Exposure
0.021671908069296218
BTC-USD.CC Exposure
0.013828798376955042
CPER.US Exposure
0.0013502703892396097
VIX.INDX Exposure
-0.0004363683924841064
UUP.US Exposure
0.012388514026629495
TIP.US Exposure
0.011016308971626414
Idiosyncratic Exposure
0.30309242743789594
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.8%

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 →18.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.9B
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
$0
Avg Yield on Cost
0.00%

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 →
-10.5%
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 →
-29.3%
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 →
47.1% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Austal Ltd a high-risk investment?

Austal Ltd (ASB.AU) has an annualized volatility of 59.8% and experienced a maximum drawdown of 57.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASB.AU has generated a Compound Annual Growth Rate (CAGR) of 15.7%. 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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