Autosports Group Ltd

10-Year Study

ASG.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: Autosports Group Ltd has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 68.1% and an annualized volatility of 48.4%.

1Y CAGR
+17.1%
3Y CAGR
+9.7%
5Y CAGR
+4.5%
10Y CAGR
+5.0%

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 →
68.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +130.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -44.2%
% 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.
2026-1.8-17.8-26.73.9————————-38.5%
2025-3.79.8-3.08.410.316.72.932.1-1.527.08.0-12.4130.4%
20242.6-2.914.2-2.3-12.8-0.5-2.84.3-5.912.4-16.2-7.7-20.0%
20234.40.52.36.4-5.4-3.815.810.2-4.24.1-4.8-0.824.8%
2022-16.16.44.25.5-8.7-17.820.717.2-0.9-4.11.32.52.8%
202122.88.77.521.62.9-1.2-4.7-5.45.2-3.3-9.74.453.4%
20207.9-14.3-45.9-2.631.223.211.10.00.811.8-1.70.7-2.5%
2019-2.017.39.6-5.20.56.4-4.420.816.6-3.0-0.6-5.057.5%
201811.6-4.20.5-7.8-7.40.0-11.88.0-13.6-13.4-1.7-13.0-44.2%
20171.62.0-2.3-9.5-15.27.210.04.30.4-3.5-10.1-7.3-22.8%
2016———————————6.86.8%

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 48.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.5% of variance. Idiosyncratic stock-specific factors contribute 25.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-11-0110000
2016-12-0110680.59387728288
2017-01-0110851.399290500593
2017-02-0111063.592169228747
2017-03-0110808.697937196162
2017-04-019787.150177374853
2017-05-018297.858362895808
2017-06-018893.706477466823
2017-07-019787.150177374853
2017-08-0110212.849822625147
2017-09-0110255.551175929575
2017-10-019892.261200893445
2017-11-018894.363421363816
2017-12-018243.98896334253
2018-01-019198.52844567074
2018-02-018807.646826960978
2018-03-018851.005124162397
2018-04-018157.2723689396935
2018-05-017552.227039810799
2018-06-017552.227039810799
2018-07-016664.038891078701
2018-08-017196.820391538562
2018-09-016219.287872815662
2018-10-015384.969123636842
2018-11-015292.996978058073
2018-12-014602.548942320326
2019-01-014510.576796741559
2019-02-015292.996978058073
2019-03-015799.500722638287
2019-04-015499.934305610301
2019-05-015529.496780974905
2019-06-015880.961765865195
2019-07-015622.7828143476545
2019-08-016794.77072657995
2019-09-017919.458678228879
2019-10-017679.017211930101
2019-11-017631.060307449744
2019-12-017250.03284719485
2020-01-017822.230981474183
2020-02-016701.4846932072005
2020-03-013625.016423597425
2020-04-013529.7595585337012
2020-05-014630.797529890947
2020-06-015703.586913677572
2020-07-016337.537774274077
2020-08-016337.537774274077
2020-09-016386.151622651426
2020-10-017141.637104191302
2020-11-017019.445539350939
2020-12-017068.71633162528
2021-01-018676.91499145973
2021-02-019433.057416896596
2021-03-0110139.929050059127
2021-04-0112333.46472211273
2021-05-0112686.243594797004
2021-06-0112539.088161870977
2021-07-0111949.15254237288
2021-08-0111309.289186703456
2021-09-0111899.88175009854
2021-10-0111501.773748521875
2021-11-0110386.939955327814
2021-12-0110842.859019839705
2022-01-019094.731309946132
2022-02-019677.440546577323
2022-03-0110082.774931020891
2022-04-0110640.520299566417
2022-05-019718.828012087768
2022-06-017985.1530679279995
2022-07-019639.994744448824
2022-08-0111294.83642096965
2022-09-0111190.382341348048
2022-10-0110733.149389042175
2022-11-0110870.450663513337
2022-12-0111144.396268558665
2023-01-0111638.418079096045
2023-02-0111693.601366443307
2023-03-0111968.203915385628
2023-04-0112736.828274865326
2023-05-0112047.03718302457
2023-06-0111590.461174615688
2023-07-0113417.422152148209
2023-08-0114787.807121271842
2023-09-0114159.76875574826
2023-10-0114735.251609512547
2023-11-0114022.467481277099
2023-12-0113903.560635921693
2024-01-0114260.281171987912
2024-02-0113843.778741295493
2024-03-0115804.756273814217
2024-04-0115448.035737747998
2024-05-0113475.233215083434
2024-06-0113413.480488766258
2024-07-0113042.307186966233
2024-08-0113598.738667717776
2024-09-0112795.296281697543
2024-10-0114381.158849034293
2024-11-0112048.351070818553
2024-12-0111121.403232163973
2025-01-0110706.214689265536
2025-02-0111760.609643936408
2025-03-0111409.144659046118
2025-04-0112367.625804756275
2025-05-0113642.753908816188
2025-06-0115916.43673630272
2025-07-0116371.041913020628
2025-08-0121633.162527920118
2025-09-0121308.632242806463
2025-10-0127066.088556037317
2025-11-0129234.003416108266
2025-12-0125620.81198265668
2026-01-0125160.951254762844
2026-02-0120693.732755222703
2026-03-0115175.40402049665
2026-04-0115766.653527788725
Annual Return Matrix
YearAnnual Return
2017-0.22813384180095952
2018-0.44170850266953543
20190.5752212389380529
2020-0.025009061254077425
20210.5339219330855018
20220.027809754619812166
20230.24758311718934234
2024-0.2001039501039501
20251.3037391458444088
2026-0.3846153846153846
Total Factor Risk
0.48433147237752683
VTI.US Exposure
0.6346041342832262
VEA.US Exposure
0.10541621232368502
VWO.US Exposure
0.0065725359923148804
QQQ.US Exposure
-0.04746136547621256
VTV.US Exposure
-0.03014635542507825
IJR.US Exposure
-0.02806914392704192
QUAL.US Exposure
-0.031157501347788948
SHV.US Exposure
0.00416587573729183
TLT.US Exposure
0.025426147315201444
LQD.US Exposure
0.021216053181336438
HYG.US Exposure
-0.00023313104748776017
GLD.US Exposure
0.0015715313111939761
USO.US Exposure
0.011323638527266998
VNQ.US Exposure
0.0027442557070475023
BTC-USD.CC Exposure
-0.002108633881202412
CPER.US Exposure
-0.0022419498476790064
VIX.INDX Exposure
-0.008071907657851462
UUP.US Exposure
0.0481951512576133
TIP.US Exposure
0.03799023825716903
Idiosyncratic Exposure
0.25026421471699584
Value Score
45.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.4%

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 →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.96%
Market Cap$532.6M
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 →
-15.6%
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 →
-27.6%
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 →
47.8% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Autosports Group Ltd a high-risk investment?

Autosports Group Ltd (ASG.AU) has an annualized volatility of 48.4% and experienced a maximum drawdown of 68.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ASG.AU has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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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