Athabasca Oil Corp

10-Year Study

ATHOF.US · Energy · US · Common Stock

Executive Summary: Athabasca Oil Corp has compounded at 22.9% annually over the last 10 years, with a maximum drawdown of 94.1% and an annualized volatility of 53.0%.

1Y CAGR
+136.5%
3Y CAGR
+60.4%
5Y CAGR
+69.7%
10Y CAGR
+22.9%

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 →
94.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +573.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -69.7%
% 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.
202614.510.224.62.6————————61.3%
2025-9.3-2.318.0-15.214.39.92.24.09.12.913.0-7.938.4%
20241.912.76.9-10.16.61.68.6-2.6-11.34.2-1.31.417.1%
202324.0-1.49.13.3-15.83.419.57.815.3-7.0-3.510.376.5%
20222.163.23.819.05.8-5.9-2.14.3-20.629.82.0-13.191.2%
202129.682.625.716.127.728.1-20.3-7.622.718.213.4-1.7573.4%
2020-36.1-13.3-59.1-3.8-0.531.2-4.25.4-21.8-12.627.820.9-69.7%
20197.9-6.5-10.320.0-21.5-2.5-7.6-20.412.8-30.3-16.963.5-34.8%
20182.0-3.69.730.313.3-0.95.7-20.710.2-21.0-21.7-8.7-17.8%
2017-18.30.0-8.0-13.2-8.2-14.15.2-10.818.1-2.310.0-8.8-44.1%
2016———38.00.01.9-15.52.49.6-7.25.950.697.4%

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 53.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 22.8% of variance. Idiosyncratic stock-specific factors contribute 24.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113804.67036511418
2016-05-0113804.67036511418
2016-06-0114062.701586892015
2016-07-0111882.337762869309
2016-08-0112162.301638498258
2016-09-0113335.053541478519
2016-10-0112375.177396464973
2016-11-0113102.825441878467
2016-12-0119739.388466004388
2017-01-0116126.951361114694
2017-02-0116126.951361114694
2017-03-0114836.795252225518
2017-04-0112877.04812282286
2017-05-0111819.120113533738
2017-06-0110154.818733066702
2017-07-0110683.782737711263
2017-08-019530.38317636434
2017-09-0111256.612050058056
2017-10-0110997.290672171333
2017-11-0112092.633208618243
2017-12-0111030.834731002451
2018-01-0111247.580957295833
2018-02-0110838.601470777965
2018-03-0111884.918075087086
2018-04-0115481.873306670106
2018-05-0117546.123080892787
2018-06-0117391.304347826088
2018-07-0118382.144239452977
2018-08-0114578.764030447683
2018-09-0116059.863243452457
2018-10-0112695.136111469486
2018-11-019934.202038446652
2018-12-019072.377757708682
2019-01-019792.284866468843
2019-02-019156.23790478648
2019-03-018210.553476970714
2019-04-019855.502515804414
2019-05-017733.195716681719
2019-06-017543.54276867501
2019-07-016966.842988001548
2019-08-015542.510643787898
2019-09-016249.516191459167
2019-10-014355.567023609857
2019-11-013618.887885434138
2019-12-015917.946071474648
2020-01-013782.737711263063
2020-02-013280.8669849051735
2020-03-011341.7623532447426
2020-04-011290.1561088891756
2020-05-011283.7053283447297
2020-06-011683.6537221003741
2020-07-011612.6951361114693
2020-08-011699.1355954070445
2020-09-011328.8607921558507
2020-10-011161.1404980002578
2020-11-011483.679525222552
2020-12-011793.316991355954
2021-01-012323.5711521094054
2021-02-014243.323442136499
2021-03-015332.2151980389635
2021-04-016192.749322668043
2021-05-017909.947103599535
2021-06-0110135.466391433363
2021-07-018081.537866081795
2021-08-017470.003870468326
2021-09-019166.559153657592
2021-10-0110834.731002451297
2021-11-0112283.57631273384
2021-12-0112075.861179202684
2022-01-0112333.892400980518
2022-02-0120126.43529867114
2022-03-0120900.528964004647
2022-04-0124874.209779383305
2022-05-0126325.635401883632
2022-06-0124770.99729067217
2022-07-0124254.9348471165
2022-08-0125287.05973422784
2022-09-0120085.150303186685
2022-10-0126061.153399561346
2022-11-0126583.666623661466
2022-12-0123093.794349116244
2023-01-0128641.465617339698
2023-02-0128254.418784672944
2023-03-0130834.731002451295
2023-04-0131866.85588956264
2023-05-0126835.247064894855
2023-06-0127738.356341117273
2023-07-0133157.01199845181
2023-08-0135737.32421623016
2023-09-0141220.48767900916
2023-10-0138317.63643400852
2023-11-0136975.87408076377
2023-12-0140768.93304089795
2024-01-0141543.02670623146
2024-02-0146832.66675267707
2024-03-0150058.05702490001
2024-04-0145026.448200232226
2024-05-0147993.80725067733
2024-06-0148767.90091601084
2024-07-0152963.488582118436
2024-08-0151606.24435556702
2024-09-0145800.541865565734
2024-10-0147719.00399948394
2024-11-0147090.6979744549
2024-12-0147729.325248355046
2025-01-0143304.08979486518
2025-02-0142317.12037156495
2025-03-0149929.041414011095
2025-04-0142317.12037156495
2025-05-0148380.854083344086
2025-06-0153154.431686234035
2025-07-0154315.57218423429
2025-08-0156508.83756934589
2025-09-0161669.46200490259
2025-10-0163475.68055734744
2025-11-0171732.67965423815
2025-12-0166055.9927751258
2026-01-0175603.14798090569
2026-02-0183344.08463424075
2026-03-01103857.56676557865
2026-04-01106566.8945942459
Annual Return Matrix
YearAnnual Return
2017-0.4411764705882353
2018-0.17754385964912278
2019-0.34769624573378843
2020-0.696969696969697
20215.733812949640288
20220.9123931623931623
20230.7653631284916202
20240.17072784810126573
20250.38397080686579277
20260.61328125
Total Factor Risk
0.5297494331022625
VTI.US Exposure
0.016172706392781466
VEA.US Exposure
0.0014044908030107044
VWO.US Exposure
-6.952522720661654e-7
QQQ.US Exposure
0.0308952251121373
VTV.US Exposure
-0.022039304251696524
IJR.US Exposure
0.09266037698665251
QUAL.US Exposure
0.015412128486322667
SHV.US Exposure
0.22829942848550064
TLT.US Exposure
-0.0034915496961236696
LQD.US Exposure
0.09892929634709062
HYG.US Exposure
0.0018278788673570644
GLD.US Exposure
0.005179622656591435
USO.US Exposure
0.17565338361983796
VNQ.US Exposure
-0.004892439957844029
BTC-USD.CC Exposure
0.0017402610032848512
CPER.US Exposure
-0.000648826760712537
VIX.INDX Exposure
0.0010656239543011853
UUP.US Exposure
0.009201995622607819
TIP.US Exposure
0.10470583871942249
Idiosyncratic Exposure
0.24792455886174994
Value Score
41
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
53.0%

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 →22.4x
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$3.8B
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 →
+20.0%
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 →
+55.5%
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 (ATHOF.US) has an annualized volatility of 53.0% and experienced a maximum drawdown of 94.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATHOF.US has generated a Compound Annual Growth Rate (CAGR) of 22.9%. 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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