ASX Limited ADR

10-Year Study

ASXFY.US · Financial Services · US · Common Stock

Executive Summary: ASX Limited ADR has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 43.6% and an annualized volatility of 60.7%.

1Y CAGR
-5.0%
3Y CAGR
+2.5%
5Y CAGR
-3.3%
10Y CAGR
+6.5%

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 →
43.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
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 →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +40.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.0-3.9-4.316.5————————25.3%
2025-1.77.0-2.511.51.4-0.4-1.3-7.6-5.1-4.83.1-10.0-11.9%
20240.9-1.32.8-4.70.4-3.45.9-0.46.8-4.01.0-6.4-3.3%
20235.4-5.6-3.33.9-3.6-3.9-0.2-10.90.9-3.68.411.7-3.1%
2022-13.21.94.30.3-5.9-3.19.6-12.7-12.8-6.29.0-2.3-29.6%
2021-0.9-5.05.14.24.5-1.0-3.113.5-7.66.62.85.325.1%
20201.0-16.70.313.29.60.40.89.0-8.9-3.71.6-2.20.8%
201910.16.91.65.70.110.15.9-5.0-3.24.7-3.42.840.8%
20183.33.7-4.62.93.73.72.60.2-4.2-9.05.0-4.21.9%
20173.26.40.5-3.00.76.72.83.9-3.40.63.40.223.8%
2016———4.7-3.45.710.91.8-3.1-2.8-1.93.315.2%

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 60.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.7% of variance. Idiosyncratic stock-specific factors contribute 6.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110471.61006542077
2016-05-0110117.668073324849
2016-06-0110691.22736508362
2016-07-0111852.814432759506
2016-08-0112062.116239087234
2016-09-0111693.169893049322
2016-10-0111371.022841449527
2016-11-0111149.351374282716
2016-12-0111521.378971576574
2017-01-0111892.781387456182
2017-02-0112658.896554803849
2017-03-0112716.591868176034
2017-04-0112330.720968138075
2017-05-0112422.801259293992
2017-06-0113259.785205528391
2017-07-0113629.937258579499
2017-08-0114157.143814053186
2017-09-0113680.442985687812
2017-10-0113763.59211378302
2017-11-0114237.479625784268
2017-12-0114269.051287203876
2018-01-0114740.259450286914
2018-02-0115281.3093085047
2018-03-0114571.147877732377
2018-04-0114996.71779757519
2018-05-0115545.359144394579
2018-06-0116121.061915287919
2018-07-0116547.65891888271
2018-08-0116575.79208252395
2018-09-0115872.775582200191
2018-10-0114451.60426016478
2018-11-0115171.813249380402
2018-12-0114541.541072186126
2019-01-0116008.17201420055
2019-02-0117105.410052024024
2019-03-0117382.27610690602
2019-04-0118371.715006586735
2019-05-0118388.907495478597
2019-06-0120252.528635541563
2019-07-0121456.717351017036
2019-08-0120374.43901132025
2019-09-0119717.909214727486
2019-10-0120641.838033357893
2019-11-0119931.051421171323
2019-12-0120481.70227967937
2020-01-0120682.206890392303
2020-02-0117238.305758367384
2020-03-0117291.62480183982
2020-04-0119566.74927992498
2020-05-0121451.537276441828
2020-06-0121543.171009444704
2020-07-0121722.017549735414
2020-08-0123672.047692410746
2020-09-0121568.982070690156
2020-10-0120770.04487909438
2020-11-0121103.57916359658
2020-12-0120635.98812155313
2021-01-0120458.43659990622
2021-02-0119438.85502489562
2021-03-0120432.625538660774
2021-04-0121285.596266773842
2021-05-0122248.42030053364
2021-06-0122028.26713108715
2021-07-0121339.942393998255
2021-08-0124220.510415968918
2021-09-0122369.169625114428
2021-10-0123839.551655614356
2021-11-0124513.586531806104
2021-12-0125822.627101614307
2022-01-0122407.796905352
2022-02-0122840.556411458685
2022-03-0123815.392859535135
2022-04-0123878.982740527386
2022-05-0122471.610065420773
2022-06-0121783.86585393083
2022-07-0123877.419786991766
2022-08-0120851.050528055017
2022-09-0118185.09835443321
2022-10-0117062.94237167035
2022-11-0118601.290553062274
2022-12-0118181.168642686494
2023-01-0119155.469220979303
2023-02-0118084.578114184922
2023-03-0117478.866635407598
2023-04-0118162.011297921275
2023-05-0117514.993189988167
2023-06-0116832.250429812222
2023-07-0116798.937191595774
2023-08-0114970.638801437919
2023-09-0115098.265121575456
2023-10-0114555.161095853706
2023-11-0115771.987407060085
2023-12-0117622.74767231563
2024-01-0117776.720923482262
2024-02-0117539.598544220422
2024-03-0118024.203451894522
2024-04-0117180.655100810505
2024-05-0117247.59416795052
2024-06-0116667.381159711524
2024-07-0117646.90646839485
2024-08-0117572.867126621564
2024-09-0118763.346506798847
2024-10-0118017.10317726126
2024-11-0118206.175899256483
2024-12-0117046.598343269252
2025-01-0116751.289436666888
2025-02-0117919.08366266997
2025-03-0117463.05847679014
2025-04-0119469.98012816219
2025-05-0119740.147810748655
2025-06-0119667.894701587516
2025-07-0119403.308995913994
2025-08-0117927.791546654164
2025-09-0117007.167258356218
2025-10-0116185.544912586243
2025-11-0116687.029718445083
2025-12-0115024.002500725657
2026-01-0117575.233884832654
2026-02-0116888.829347801817
2026-03-0116165.405139884344
2026-04-0118826.891731975793
Annual Return Matrix
YearAnnual Return
20170.23848467465620682
20180.01909655936457466
20190.40849598938692266
20200.0075328622478234575
20210.25133950211204215
2022-0.29592103192514085
2023-0.03071425062632005
2024-0.032693501590077
2025-0.11865099428134318
20260.2531209130900012
Total Factor Risk
0.6067979783735206
VTI.US Exposure
-0.02021550768646459
VEA.US Exposure
0.03172332682498874
VWO.US Exposure
0.002960740865436473
QQQ.US Exposure
0.010799787573817117
VTV.US Exposure
-0.002490439605812883
IJR.US Exposure
0.021747101135390443
QUAL.US Exposure
0.008523949700128668
SHV.US Exposure
0.8372995158315706
TLT.US Exposure
-0.010914492758602977
LQD.US Exposure
0.06038626260520936
HYG.US Exposure
-0.003921376810521214
GLD.US Exposure
0.004799275395485149
USO.US Exposure
-0.00027790608486562713
VNQ.US Exposure
0.005730023970725035
BTC-USD.CC Exposure
0.0022237207225113235
CPER.US Exposure
-0.004605808461364894
VIX.INDX Exposure
-0.005711098551271159
UUP.US Exposure
-0.0012104655649902625
TIP.US Exposure
0.0008085443314918094
Idiosyncratic Exposure
0.06234484656713889
Value Score
42.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
70.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.7%

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 →19.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.91%
Market Cap$7.2B
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
$324
Avg Yield on Cost
3.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$323.753.24%Solid

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 →
+13.1%
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 →
+10.4%
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 →
8.3% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASX Limited ADR a high-risk investment?

ASX Limited ADR (ASXFY.US) has an annualized volatility of 60.7% and experienced a maximum drawdown of 43.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASXFY.US has generated a Compound Annual Growth Rate (CAGR) of 6.5%. It has had a positive return in 60% 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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