Athabasca Oil Corp

10-Year Study

ATH.TO · Energy · CA · Common Stock

Executive Summary: Athabasca Oil Corp has compounded at 23.3% annually over the last 10 years, with a maximum drawdown of 94.4% and an annualized volatility of 56.3%.

1Y CAGR
+133.9%
3Y CAGR
+60.3%
5Y CAGR
+72.5%
10Y CAGR
+23.3%

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 →
94.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +600.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -71.2%
% 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.
202613.710.427.60.0————————60.0%
2025-8.8-2.117.2-18.613.79.33.92.710.63.513.2-9.931.9%
20244.113.46.3-8.24.43.49.3-4.2-11.47.7-0.63.727.8%
202321.61.78.43.4-15.01.118.510.316.0-5.3-5.87.573.0%
20220.864.23.021.25.3-3.9-2.87.0-17.829.10.7-13.0102.5%
202132.488.924.713.228.327.3-19.4-7.626.010.916.70.0600.0%
2020-32.2-10.0-61.13.6-10.338.5-5.65.9-27.8-11.534.89.7-71.2%
2019-1.0-3.1-10.517.6-19.0-8.6-4.1-19.712.3-36.7-6.255.3-40.4%
20181.9-3.713.327.715.12.9-2.8-14.36.0-19.5-19.5-3.9-7.5%
2017-19.00.6-8.4-9.8-10.9-17.93.0-10.620.43.68.6-15.1-47.8%
2016———30.15.21.4-14.00.84.0-2.37.950.799.0%

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 56.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.7% of variance. Idiosyncratic stock-specific factors contribute 21.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113009.708737864079
2016-05-0113689.320388349513
2016-06-0113883.495145631066
2016-07-0111941.747572815533
2016-08-0112038.83495145631
2016-09-0112524.271844660196
2016-10-0112233.009708737864
2016-11-0113203.883495145632
2016-12-0119902.91262135922
2017-01-0116116.504854368932
2017-02-0116213.592233009707
2017-03-0114854.368932038835
2017-04-0113398.058252427183
2017-05-0111941.747572815533
2017-06-019805.825242718447
2017-07-0110097.087378640777
2017-08-019029.126213592233
2017-09-0110873.786407766993
2017-10-0111262.135922330097
2017-11-0112233.009708737864
2017-12-0110388.349514563106
2018-01-0110582.52427184466
2018-02-0110194.174757281553
2018-03-0111553.398058252427
2018-04-0114757.28155339806
2018-05-0116990.29126213592
2018-06-0117475.728155339806
2018-07-0116990.29126213592
2018-08-0114563.106796116504
2018-09-0115436.893203883496
2018-10-0112427.184466019417
2018-11-0110000
2018-12-019611.650485436894
2019-01-019514.563106796115
2019-02-019223.300970873786
2019-03-018252.42718446602
2019-04-019708.73786407767
2019-05-017864.077669902912
2019-06-017184.466019417476
2019-07-016893.2038834951445
2019-08-015533.980582524272
2019-09-016213.592233009708
2019-10-013932.038834951456
2019-11-013689.320388349515
2019-12-015728.155339805825
2020-01-013883.4951456310678
2020-02-013495.145631067961
2020-03-011359.223300970874
2020-04-011407.7669902912621
2020-05-011262.1359223300972
2020-06-011747.5728155339805
2020-07-011650.485436893204
2020-08-011747.5728155339805
2020-09-011262.1359223300972
2020-10-011116.504854368932
2020-11-011504.8543689320388
2020-12-011650.485436893204
2021-01-012184.4660194174758
2021-02-014126.21359223301
2021-03-015145.631067961165
2021-04-015825.242718446601
2021-05-017475.728155339806
2021-06-019514.563106796115
2021-07-017669.902912621359
2021-08-017087.378640776699
2021-09-018932.038834951456
2021-10-019902.912621359223
2021-11-0111553.398058252427
2021-12-0111553.398058252427
2022-01-0111650.485436893203
2022-02-0119126.21359223301
2022-03-0119708.737864077666
2022-04-0123883.495145631066
2022-05-0125145.631067961163
2022-06-0124174.7572815534
2022-07-0123495.14563106796
2022-08-0125145.631067961163
2022-09-0120679.611650485436
2022-10-0126699.029126213594
2022-11-0126893.203883495145
2022-12-0123398.05825242719
2023-01-0128446.601941747573
2023-02-0128932.038834951458
2023-03-0131359.223300970873
2023-04-0132427.184466019415
2023-05-0127572.815533980578
2023-06-0127864.077669902912
2023-07-0133009.70873786408
2023-08-0136407.76699029126
2023-09-0142233.00970873786
2023-10-0140000
2023-11-0137669.90291262136
2023-12-0140485.43689320388
2024-01-0142135.922330097084
2024-02-0147766.99029126213
2024-03-0150776.69902912621
2024-04-0146601.94174757281
2024-05-0148640.77669902913
2024-06-0150291.26213592233
2024-07-0154951.45631067961
2024-08-0152621.35922330096
2024-09-0146601.94174757281
2024-10-0150194.17475728155
2024-11-0149902.91262135922
2024-12-0151747.57281553398
2025-01-0147184.46601941748
2025-02-0146213.59223300971
2025-03-0154174.7572815534
2025-04-0144077.66990291262
2025-05-0150097.08737864078
2025-06-0154757.281553398054
2025-07-0156893.203883495145
2025-08-0158446.60194174756
2025-09-0164660.19417475728
2025-10-0166893.20388349514
2025-11-0175728.15533980582
2025-12-0168252.42718446603
2026-01-0177572.81553398058
2026-02-0185631.06796116506
2026-03-01109223.30097087378
2026-04-01109223.30097087378
Annual Return Matrix
YearAnnual Return
2017-0.47804878048780475
2018-0.07476635514018692
2019-0.4040404040404041
2020-0.711864406779661
20215.999999999999999
20221.0252100840336138
20230.7302904564315351
20240.2781774580335732
20250.31894934333958735
20260.6002844950213371
Total Factor Risk
0.563371682623547
VTI.US Exposure
0.009340219579365906
VEA.US Exposure
-0.0004023251133605905
VWO.US Exposure
-0.00045359463875116295
QQQ.US Exposure
0.040097921375327764
VTV.US Exposure
-0.01094422768796044
IJR.US Exposure
0.06427337115884434
QUAL.US Exposure
0.009863883128579415
SHV.US Exposure
0.3472196812870062
TLT.US Exposure
-0.0012550179161951408
LQD.US Exposure
0.09434885999352088
HYG.US Exposure
0.000283627078569069
GLD.US Exposure
0.0027129703026026043
USO.US Exposure
0.14121342103811407
VNQ.US Exposure
-0.0007251893836200921
BTC-USD.CC Exposure
0.0013840466883888642
CPER.US Exposure
-0.0004244293842883489
VIX.INDX Exposure
0.003010260266333321
UUP.US Exposure
-0.0004543419398330915
TIP.US Exposure
0.09016425019696508
Idiosyncratic Exposure
0.2107466139703915
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
56.3%

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 →22.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$5.2B
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
$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 →
+19.0%
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 →
+53.2%
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 Athabasca Oil Corp a high-risk investment?

Athabasca Oil Corp (ATH.TO) has an annualized volatility of 56.3% and experienced a maximum drawdown of 94.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATH.TO has generated a Compound Annual Growth Rate (CAGR) of 23.3%. 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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