Algoma Steel Group Inc

10-Year Study

ASTL.TO · Basic Materials · CA · Common Stock

Executive Summary: Algoma Steel Group Inc has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 76.1% and an annualized volatility of 206.1%.

1Y CAGR
-10.6%
3Y CAGR
-9.5%
5Y CAGR
+29.2%
10Y CAGR
+13.9%

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 →
76.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
286.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +1110.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -59.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.99.6-8.214.1————————15.9%
2025-15.9-10.5-25.7-9.63.729.6-21.4-9.7-26.018.60.7-4.2-59.2%
2024-15.7-1.35.0-8.9-0.3-9.529.118.3-3.14.34.4-6.38.3%
202330.5-1.1-0.1-8.9-6.80.89.52.3-10.95.318.416.559.8%
2022-16.62.022.2-12.7-0.6-5.12.62.2-25.83.7-2.6-4.1-35.5%
20212.953.62.513.3-1.3-11.9-6.44.9-5.3741.8-0.9-2.11110.9%
2020-0.5-21.7-39.444.5-26.28.30.011.1-13.4-27.658.1-10.5-46.2%
2019————-9.6-8.10.016.019.3-23.1-10.5-8.4-27.6%

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 206.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.2% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019036.54509445775
2019-06-018305.6504578245
2019-07-018305.6504578245
2019-08-019634.554494813812
2019-09-0111495.02032791189
2019-10-018837.211347368051
2019-11-017906.97843081901
2019-12-017242.526412324355
2020-01-017209.3048766137545
2020-02-015647.84147728066
2020-03-013421.925832811605
2020-04-014943.132976980678
2020-05-013650.3136353029554
2020-06-013954.5063815845415
2020-07-013954.5063815845415
2020-08-014391.783581850057
2020-09-013802.4101217644006
2020-10-012752.944841127165
2020-11-014353.759516895022
2020-12-013897.470284151989
2021-01-014011.5424790170946
2021-02-016159.904415389633
2021-03-016312.000675209774
2021-04-017148.5310107857695
2021-05-017053.470848398181
2021-06-016216.940512822187
2021-07-015817.6873775117065
2021-08-016102.868317957081
2021-09-015779.663312556672
2021-10-0148656.020159109445
2021-11-0148204.29383664384
2021-12-0147196.2749133641
2022-01-0139376.618497955606
2022-02-0140162.576670124305
2022-03-0149076.186477564406
2022-04-0142854.302795321324
2022-05-0142609.42758347969
2022-06-0140416.19742524599
2022-07-0141470.60575201126
2022-08-0142394.971652612185
2022-09-0131442.889778894183
2022-10-0132608.708722227148
2022-11-0131758.109577988453
2022-12-0130440.95471180926
2023-01-0139733.28456737711
2023-02-0139284.21993199673
2023-03-0139248.097035839965
2023-04-0135735.430565354014
2023-05-0133298.08567730303
2023-06-0133549.04474533949
2023-07-0136752.95551393816
2023-08-0137593.2881508481
2023-09-0133484.78401428167
2023-10-0135266.59339734047
2023-11-0141768.33446454541
2023-12-0148644.61292874416
2024-01-0141000.247619949005
2024-02-0140463.72755176805
2024-03-0142486.989977558886
2024-04-0138698.26853223284
2024-05-0138587.61839768949
2024-06-0134909.16684589461
2024-07-0145058.94018392033
2024-08-0153298.3826767716
2024-09-0151622.28029509786
2024-10-0153819.6931044655
2024-11-0156203.04376878744
2024-12-0152685.81440615536
2025-01-0144303.78153373792
2025-02-0139664.080703160995
2025-03-0129458.792177357518
2025-04-0126630.179287776977
2025-05-0127605.497484009546
2025-06-0135780.67924580301
2025-07-0128137.83490105657
2025-08-0125400.0996133862
2025-09-0118783.90600151614
2025-10-0122282.12331353939
2025-11-0122434.219718409968
2025-12-0121483.617187968863
2026-01-0121673.737694057083
2026-02-0123765.063261027506
2026-03-0121825.834098927662
2026-04-0124905.786297556824
Annual Return Matrix
YearAnnual Return
2020-0.4618631590324891
202111.1094636963045
2022-0.3550136156362289
20230.5979989257653924
20240.08307603317413292
2025-0.5922314681832288
20260.1592920353982299
Total Factor Risk
2.060863660040357
VTI.US Exposure
-0.02537694096331657
VEA.US Exposure
-0.002064727525254663
VWO.US Exposure
-0.0018991905826765563
QQQ.US Exposure
0.03346900434604302
VTV.US Exposure
0.0033160851703663155
IJR.US Exposure
0.07093008492716524
QUAL.US Exposure
0.024122854578997238
SHV.US Exposure
0.762482649592498
TLT.US Exposure
0.010283837036510068
LQD.US Exposure
-0.001314477350848512
HYG.US Exposure
-0.0009275426378660069
GLD.US Exposure
0.005390037501876195
USO.US Exposure
-0.00013556089813461484
VNQ.US Exposure
0.0004551435210802658
BTC-USD.CC Exposure
-0.00006618067583317033
CPER.US Exposure
0.0007030941178166202
VIX.INDX Exposure
-0.0024045094365999792
UUP.US Exposure
0.00026979255997724695
TIP.US Exposure
-0.0009791862261365766
Idiosyncratic Exposure
0.12374573294433656
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
206.1%

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 →2.40%
Market Cap$605.5M
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 →
+7.0%
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 →
32.3% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Algoma Steel Group Inc a high-risk investment?

Algoma Steel Group Inc (ASTL.TO) has an annualized volatility of 206.1% and experienced a maximum drawdown of 76.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASTL.TO has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 57% 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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