Algoma Steel Group Inc

10-Year Study

ASTL.US · Basic Materials · US · Common Stock

Executive Summary: Algoma Steel Group Inc has compounded at -11.4% annually over the last 10 years, with a maximum drawdown of 66.5% and an annualized volatility of 46.9%.

1Y CAGR
-10.3%
3Y CAGR
-9.9%
5Y CAGR
-12.2%
10Y CAGR
-11.4%

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 →
66.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +62.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -57.4%
% 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.
20262.09.8-10.015.5————————16.3%
2025-16.6-10.0-25.6-5.63.930.7-22.4-9.0-27.017.32.4-4.0-57.4%
2024-16.8-2.44.9-9.90.1-9.128.120.3-3.41.24.5-9.2-0.2%
202332.6-4.00.7-8.5-7.33.69.6-0.2-11.23.120.819.162.5%
2022-16.91.923.6-14.90.3-5.92.5-0.3-29.45.7-2.0-4.2-39.9%
2021———0.91.11.41.611.0-6.97.8-4.2-0.511.7%

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 46.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 36.3% of variance. Idiosyncratic stock-specific factors contribute 42.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110093.00801247641
2021-05-0110206.584017991345
2021-06-0110351.238034965589
2021-07-0110516.573055929119
2021-08-0111673.579169821554
2021-09-0110867.811090894707
2021-10-0111714.82816684937
2021-11-0111219.049125860296
2021-12-0111167.403121362462
2022-01-019276.842926079538
2022-02-019455.1742063806
2022-03-0111689.174681026592
2022-04-019943.607535570198
2022-05-019974.79855798027
2022-06-019381.604077435106
2022-07-019611.46835128324
2022-08-019578.017109857947
2022-09-016763.366370201274
2022-10-017152.011029868794
2022-11-017007.0179800422675
2022-12-016710.703267146587
2023-01-018901.646569552591
2023-02-018546.11411845808
2023-03-018610.078316588879
2023-04-017874.829070936975
2023-05-017299.377309661307
2023-06-017565.744120605288
2023-07-018295.568840620655
2023-08-018278.165154203443
2023-09-017348.76309514392
2023-10-017575.689084272267
2023-11-019154.00002260219
2023-12-0110904.313627990552
2024-01-019066.981590516121
2024-02-018845.593137975071
2024-03-019282.94551742064
2024-04-018364.505520584946
2024-05-018375.467582808775
2024-06-017610.044413303651
2024-07-019746.855470295073
2024-08-0111723.190977205693
2024-09-0111324.71436482195
2024-10-0111457.502231966278
2024-11-0111978.36970402432
2024-12-0110877.304010758644
2025-01-019075.570422773968
2025-02-018163.572050131659
2025-03-016076.259789573611
2025-04-015734.288652570434
2025-05-015955.677105111486
2025-06-017786.454507441771
2025-07-016046.085865720389
2025-08-015503.633302066972
2025-09-014017.539299558128
2025-10-014712.556646739069
2025-11-014825.567597500198
2025-12-014633.448981206279
2026-01-014723.857741815183
2026-02-015187.202639935811
2026-03-014667.352266434618
2026-04-015390.622351305841
Annual Return Matrix
YearAnnual Return
2022-0.39908112976512133
20230.6249136929320824
2024-0.002476966286312332
2025-0.5740259740259741
20260.1634146341463414
Total Factor Risk
0.4693914588314344
VTI.US Exposure
-0.181761574471453
VEA.US Exposure
-0.02946300171411238
VWO.US Exposure
0.00043358678130541893
QQQ.US Exposure
0.16907539083778922
VTV.US Exposure
0.06913481488985936
IJR.US Exposure
0.3627890198688037
QUAL.US Exposure
-0.09478522380410109
SHV.US Exposure
0.01782313505927554
TLT.US Exposure
-0.0002623963225184138
LQD.US Exposure
0.0026758918913039834
HYG.US Exposure
-0.028933373570233584
GLD.US Exposure
0.011445732737793377
USO.US Exposure
0.002350532686699488
VNQ.US Exposure
0.1842872039280774
BTC-USD.CC Exposure
0.007449071211180211
CPER.US Exposure
0.01323989901351777
VIX.INDX Exposure
0.06908636143325603
UUP.US Exposure
-0.0036488115586669123
TIP.US Exposure
0.005647705620174105
Idiosyncratic Exposure
0.42341603548204954
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.9%

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 →3.33%
Market Cap$437.1M
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 →
+8.4%
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 →
+4.8%
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 →
32.9% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Algoma Steel Group Inc a high-risk investment?

Algoma Steel Group Inc (ASTL.US) has an annualized volatility of 46.9% and experienced a maximum drawdown of 66.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ASTL.US has generated a Compound Annual Growth Rate (CAGR) of -11.4%. 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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