Arizona Sonoran Copper Company Inc.

10-Year Study

ASCUF.US · Basic Materials · US · Common Stock

Executive Summary: Arizona Sonoran Copper Company Inc. has compounded at 38.2% annually over the last 10 years, with a maximum drawdown of 48.9% and an annualized volatility of 119.0%.

1Y CAGR
+340.7%
3Y CAGR
+76.1%
5Y CAGR
+38.2%
10Y CAGR
+38.2%

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 →
48.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +247.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -24.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.929.3-4.910.118.2———————87.1%
202511.98.029.3-3.6-1.312.7-4.721.712.228.61.721.8247.1%
2024-12.8-22.914.03.24.9-11.25.622.7-9.4-13.04.0-2.9-24.1%
20235.0-12.65.3-7.7-2.60.82.4-9.5-1.7-6.2-3.828.4-7.5%
2022————-9.7-11.4-2.9-6.3-3.5-7.38.816.0-17.8%

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 119.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.0% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-04-0110000
2022-05-019028.57142857143
2022-06-017999.999999999999
2022-07-017771.4285714285725
2022-08-017285.714285714285
2022-09-017028.571428571428
2022-10-016514.285714285714
2022-11-017085.714285714285
2022-12-018217.142857142857
2023-01-018628.57142857143
2023-02-017542.857142857143
2023-03-017942.857142857142
2023-04-017331.428571428571
2023-05-017142.857142857143
2023-06-017200
2023-07-017371.4285714285725
2023-08-016674.285714285714
2023-09-016559.999999999999
2023-10-016154.285714285715
2023-11-015920
2023-12-017600
2024-01-016628.571428571428
2024-02-015111.428571428572
2024-03-015828.571428571428
2024-04-016014.285714285715
2024-05-016308.571428571429
2024-06-015599.999999999999
2024-07-015914.285714285714
2024-08-017257.142857142858
2024-09-016571.428571428572
2024-10-015714.285714285714
2024-11-015942.857142857143
2024-12-015771.428571428572
2025-01-016457.142857142857
2025-02-016971.428571428572
2025-03-019011.42857142857
2025-04-018685.714285714286
2025-05-018571.42857142857
2025-06-019657.142857142857
2025-07-019200
2025-08-0111199.999999999998
2025-09-0112571.428571428574
2025-10-0116171.428571428572
2025-11-0116445.714285714286
2025-12-0120034.28571428571
2026-01-0123428.571428571424
2026-02-0130285.714285714286
2026-03-0128811.428571428572
2026-04-0131714.285714285714
2026-05-0137485.71428571428
Annual Return Matrix
YearAnnual Return
2023-0.07510431154381081
2024-0.24060150375939848
20252.4712871287128713
20260.8710781517398745
Total Factor Risk
1.1895547549517713
VTI.US Exposure
0.07856802996126888
VEA.US Exposure
0.0003990892386116934
VWO.US Exposure
-0.0009628882195313458
QQQ.US Exposure
-0.000004123885151676995
VTV.US Exposure
-0.005829999146354615
IJR.US Exposure
0.001023653915699745
QUAL.US Exposure
0.007625011898452215
SHV.US Exposure
0.669925724601808
TLT.US Exposure
0.003929738040452138
LQD.US Exposure
0.002449783775744067
HYG.US Exposure
0.06278317414295166
GLD.US Exposure
0.03222024182525938
USO.US Exposure
0.0044461063958364765
VNQ.US Exposure
0.017070651224582047
BTC-USD.CC Exposure
0.012142626868375691
CPER.US Exposure
0.00313874892654528
VIX.INDX Exposure
0.005595874147841583
UUP.US Exposure
0.026281615290592565
TIP.US Exposure
0.010250358510023148
Idiosyncratic Exposure
0.06894658248699302
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
119.0%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$1.1B
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+19.4%
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 →
+82.7%
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 →
1.9% 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 →
0.97
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
64
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+40.8%
50.0% retracement+62.8%
61.8% retracement+92.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

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

Arizona Sonoran Copper Company Inc. (ASCUF.US) has an annualized volatility of 119.0% and experienced a maximum drawdown of 48.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASCUF.US has generated a Compound Annual Growth Rate (CAGR) of 38.2%. It has had a positive return in 50% 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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