Arizona Sonoran Copper Company Inc

10-Year Study

ASCU.TO · Basic Materials · CA · Common Stock

Executive Summary: Arizona Sonoran Copper Company Inc has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 74.2% and an annualized volatility of 153.2%.

1Y CAGR
+349.2%
3Y CAGR
+72.4%
5Y CAGR
+13.4%
10Y CAGR
+13.4%

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 →
74.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +225.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -16.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.729.4-3.018.4————————73.4%
202512.96.028.4-7.1-0.58.6-2.220.714.229.1-0.321.3225.2%
2024-10.9-22.414.52.59.2-18.111.022.0-9.9-12.34.43.5-16.0%
20235.2-9.91.6-6.5-2.3-1.27.2-11.7-0.6-5.7-5.425.0-8.9%
2022-2.96.08.5-8.7-4.3-9.0-4.40.6-3.4-6.57.013.6-6.3%
2021—————-4.9—7.52.7-5.2-58.812.0-54.1%

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 153.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.4% of variance. Idiosyncratic stock-specific factors contribute 34.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-019508.19567021035
2021-08-0110218.57970212873
2021-09-0110491.80432978965
2021-10-019945.355074467816
2021-11-014101.13517309712
2021-12-014594.167816857429
2022-01-014459.704368559163
2022-02-014728.6312651556955
2022-03-015132.021610050495
2022-04-014683.81011572294
2022-05-014482.114943275541
2022-06-014078.7245983807425
2022-07-013899.4400006497203
2022-08-013921.8505753660984
2022-09-013787.3871270678324
2022-10-013540.8708051876774
2022-11-013787.3871270678324
2022-12-014302.830345544519
2023-01-014526.936092708296
2023-02-014078.7245983807425
2023-03-014145.956322529875
2023-04-013877.0294259333427
2023-05-013787.3871270678324
2023-06-013742.5659776350767
2023-07-014011.492874231609
2023-08-013540.8708051876774
2023-09-013518.4602304713
2023-10-013316.7650580239006
2023-11-013137.4804602928784
2023-12-013921.8505753660984
2024-01-013496.049655754922
2024-02-012711.6795406817023
2024-03-013103.864598218312
2024-04-013182.301609725634
2024-05-013473.639081038544
2024-06-012846.1429889799683
2024-07-013159.8910350092565
2024-08-013854.6188512169647
2024-09-013473.639081038544
2024-10-013047.838161427368
2024-11-013182.301609725634
2024-12-013294.354483307523
2025-01-013720.155402918699
2025-02-013944.261150082476
2025-03-015064.78988590136
2025-04-014706.220690439319
2025-05-014683.81011572294
2025-06-015087.200460617739
2025-07-014975.147587035851
2025-08-016006.034023989225
2025-09-016857.635863211577
2025-10-018852.177012969194
2025-11-018829.766438252815
2025-12-0110712.254714428544
2026-01-0112505.10069173876
2026-02-0116180.434945224702
2026-03-0115687.402301464394
2026-04-0118578.366439877118
Annual Return Matrix
YearAnnual Return
2022-0.06341463414634141
2023-0.08854166666666663
2024-0.16000000000000003
20252.251700680272109
20260.7343096234309621
Total Factor Risk
1.53239078640443
VTI.US Exposure
0.33397436744953335
VEA.US Exposure
0.004429591756914356
VWO.US Exposure
-0.0024285742854694434
QQQ.US Exposure
0.04368388529691347
VTV.US Exposure
0.012958475370080708
IJR.US Exposure
-0.0004033826406810739
QUAL.US Exposure
-0.0009936013810803333
SHV.US Exposure
0.091126257008926
TLT.US Exposure
0.02976328512361277
LQD.US Exposure
-0.0011568945528713753
HYG.US Exposure
0.013541797951061899
GLD.US Exposure
0.03811854768303244
USO.US Exposure
-0.00026915400928636976
VNQ.US Exposure
0.00033787507975683245
BTC-USD.CC Exposure
0.005251112448931902
CPER.US Exposure
0.023444790714255988
VIX.INDX Exposure
0.030165196232921895
UUP.US Exposure
0.03776547437370251
TIP.US Exposure
-0.00025484108280681263
Idiosyncratic Exposure
0.34094579146255133
Value Score
50
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
153.2%

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 →0.00%
Market Cap$1.5B
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
$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 →
+19.5%
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 →
+72.9%
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 →
72.1% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arizona Sonoran Copper Company Inc a high-risk investment?

Arizona Sonoran Copper Company Inc (ASCU.TO) has an annualized volatility of 153.2% and experienced a maximum drawdown of 74.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ASCU.TO?

Over the past 10 years, ASCU.TO has generated a Compound Annual Growth Rate (CAGR) of 13.4%. It has had a positive return in 40% 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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