AltaGas Ltd

10-Year Study

ATGFF.US · Energy · US · Common Stock

Executive Summary: AltaGas Ltd has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 54.5% and an annualized volatility of 31.2%.

1Y CAGR
+35.0%
3Y CAGR
+34.0%
5Y CAGR
+17.0%
10Y CAGR
+10.2%

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 →
54.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +58.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -51.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.112.51.94.3————————18.2%
2025-1.26.212.97.9-5.34.32.00.35.0-5.04.60.134.9%
20241.41.93.4-0.31.42.35.56.2-1.6-3.01.5-3.116.0%
20237.7-6.5-3.06.5-3.87.39.50.0-1.3-3.99.93.726.9%
2022-5.06.83.22.35.6-12.13.5-1.2-9.7-6.8-7.54.4-17.4%
20210.93.39.812.86.55.90.6-4.8-0.75.2-7.814.153.3%
20206.2-6.7-39.233.8-10.48.28.94.1-6.35.513.53.22.6%
20191.631.7-1.20.48.85.82.8-11.69.5-1.52.53.458.9%
2018-1.1-7.5-9.55.22.66.4-1.4-7.6-13.1-20.9-12.5-6.1-51.1%
2017-5.4-1.4-0.2-2.6-0.63.92.2-4.25.8-0.50.10.8-2.6%
2016———-3.9-4.25.05.80.81.6-3.7-0.74.24.4%

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 31.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.8% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019605.039429114619
2016-05-019202.045761872247
2016-06-019661.538873492122
2016-07-0110225.127525404667
2016-08-0110307.80147541203
2016-09-0110469.199769717903
2016-10-0110078.791286768152
2016-11-0110013.05378158011
2016-12-0110437.402096638149
2017-01-019868.725817032842
2017-02-019734.30533799253
2017-03-019712.348207950088
2017-04-019455.289124526382
2017-05-019402.404573509526
2017-06-019773.5336252025
2017-07-019993.2388105662
2017-08-019571.233481945617
2017-09-0110128.328714302928
2017-10-0110077.452437375321
2017-11-0110083.34337470378
2017-12-0110168.962793375373
2018-01-0110054.357285348971
2018-02-019295.564391961549
2018-03-018411.05354058722
2018-04-018848.723407103935
2018-05-019082.754280970932
2018-06-019659.597541872514
2018-07-019522.030766759046
2018-08-018802.533103051237
2018-09-017649.315178535566
2018-10-016052.536450174719
2018-11-015296.086543224753
2018-12-014973.557724491572
2019-01-015054.691997697179
2019-02-016655.755044115088
2019-03-016576.428217589803
2019-04-016603.8746301428555
2019-05-017186.34105849433
2019-06-017603.99512658821
2019-07-017817.139949927034
2019-08-016913.081897417359
2019-09-017570.992489054906
2019-10-017459.867989449867
2019-11-017645.030860478504
2019-12-017902.826311068268
2020-01-018390.502202407251
2020-02-017832.20200559639
2020-03-014759.944303865258
2020-04-016369.843756275855
2020-05-015706.778594475907
2020-06-016176.915558768794
2020-07-016729.458703190478
2020-08-017004.45836847813
2020-09-016563.776090827542
2020-10-016921.583591061842
2020-11-017854.627732926322
2020-12-018109.812427200064
2021-01-018179.968135384451
2021-02-018450.147942857908
2021-03-019281.908128154664
2021-04-0110471.810526033927
2021-05-0111153.084039576386
2021-06-0111809.789666760385
2021-07-0111875.192459600219
2021-08-0111307.453374569895
2021-09-0111231.07201670884
2021-10-0111819.897979676265
2021-11-0110896.22578356161
2021-12-0112435.634815439611
2022-01-0111815.07812186207
2022-02-0112613.835669625523
2022-03-0113016.159912171479
2022-04-0113317.802680376484
2022-05-0114061.399633155264
2022-06-0112365.746877133792
2022-07-0112800.002677698785
2022-08-0112644.026723433879
2022-09-0111422.594422353432
2022-10-0110642.580766089623
2022-11-019845.028182779719
2022-12-0110275.334377635862
2023-01-0111066.259656451244
2023-02-0110342.27684727745
2023-03-0110035.077854092193
2023-04-0110688.30247285483
2023-05-0110277.0079393769
2023-06-0111028.972700860879
2023-07-0112078.295912492802
2023-08-0112078.295912492802
2023-09-0111916.429020899437
2023-10-0111446.492884015477
2023-11-0112576.883426383367
2023-12-0113043.606324724533
2024-01-0113227.89894364783
2024-02-0113474.648886746729
2024-03-0113930.19239265775
2024-04-0113884.135973544337
2024-05-0114074.721184613942
2024-06-0114397.785543104255
2024-07-0115194.467874308819
2024-08-0116144.113748644413
2024-09-0115882.43563481544
2024-10-0115400.382910926352
2024-11-0115625.376551391733
2024-12-0115134.018824222463
2025-01-0114951.065054691997
2025-02-0115878.619914045868
2025-03-0117932.280997710568
2025-04-0119355.678729699695
2025-05-0118325.434121915623
2025-06-0119105.514720649073
2025-07-0119481.396687686603
2025-08-0119548.6738696764
2025-09-0120532.393461059568
2025-10-0119495.856261129185
2025-11-0120399.512658821008
2025-12-0120410.758993720796
2026-01-0120183.15459693939
2026-02-0122700.191455463173
2026-03-0123142.01175509767
2026-04-0124126.06605882904
Annual Return Matrix
YearAnnual Return
2017-0.025718976884989364
2018-0.5109080615643885
20190.5889684505222355
20200.026191403933792934
20210.5334059729582488
2022-0.17371854914246943
20230.2694094270171665
20240.16026338479224833
20250.3486674776069887
20260.18202689406362738
Total Factor Risk
0.3124506385739155
VTI.US Exposure
0.04241418234358938
VEA.US Exposure
0.008974326142131738
VWO.US Exposure
0.003636549561322944
QQQ.US Exposure
0.007644117920659963
VTV.US Exposure
0.005003836029767372
IJR.US Exposure
-0.021950760610840656
QUAL.US Exposure
0.0018712085464088642
SHV.US Exposure
0.5382003939259827
TLT.US Exposure
0.035759518294422594
LQD.US Exposure
0.04299112522345881
HYG.US Exposure
0.06017630885542791
GLD.US Exposure
-0.0016896168558194432
USO.US Exposure
0.018237791845308174
VNQ.US Exposure
0.045957830885687015
BTC-USD.CC Exposure
-0.0009847072648853017
CPER.US Exposure
-0.0002786276665930806
VIX.INDX Exposure
0.006271677332357444
UUP.US Exposure
0.007099064644315646
TIP.US Exposure
0.05235988151237017
Idiosyncratic Exposure
0.14830589933492774
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.2%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.89%
Market Cap$10.3B
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
$163
Avg Yield on Cost
1.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$162.671.63%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 →
+5.7%
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 →
+17.2%
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 →
0.0% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AltaGas Ltd a high-risk investment?

AltaGas Ltd (ATGFF.US) has an annualized volatility of 31.2% and experienced a maximum drawdown of 54.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATGFF.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 70% 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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