AngloGold Ashanti plc

10-Year Study

AU.US · Basic Materials · US · Common Stock

Executive Summary: AngloGold Ashanti plc has compounded at 24.9% annually over the last 10 years, with a maximum drawdown of 63.3% and an annualized volatility of 62.2%.

1Y CAGR
+164.4%
3Y CAGR
+68.8%
5Y CAGR
+38.0%
10Y CAGR
+24.9%

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 →
63.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +288.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.1%
% 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.
20268.937.6-23.87.1————————22.2%
202530.9-2.428.713.64.24.01.524.324.1-3.327.3-0.5288.2%
2024-5.75.620.33.65.23.911.76.4-10.24.4-10.3-7.525.4%
20238.2-20.746.59.9-9.0-12.95.3-23.3-7.112.97.9-2.9-2.7%
2022-11.425.12.5-13.8-15.9-13.9-0.5-6.62.5-5.640.55.9-5.1%
20213.7-14.912.5-6.315.5-21.87.9-14.5-6.415.613.30.2-4.9%
2020-8.9-14.3-4.146.70.720.19.2-8.3-10.6-12.3-6.44.41.9%
201913.9-0.8-7.1-9.912.634.0-4.233.4-19.720.9-13.817.378.9%
201810.7-17.22.3-5.4-4.0-4.88.3-11.08.59.75.426.524.0%
201720.9-13.3-1.46.1-0.3-14.73.11.2-8.40.112.4-2.5-2.2%
2016———20.2-18.434.521.3-26.6-1.1-13.7-20.4-3.9-23.2%

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 62.2%. The dominant macroeconomic risk driver is GLD.US, accounting for 34.2% of variance. Idiosyncratic stock-specific factors contribute 16.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112016.088529474357
2016-05-019810.087252606938
2016-06-0113192.168546499255
2016-07-0116004.426473717813
2016-08-0111753.138965737391
2016-09-0111628.942328154926
2016-10-0110036.51840817195
2016-11-017991.232177058949
2016-12-017677.122792083423
2017-01-019284.188125133007
2017-02-018049.712704830815
2017-03-017936.582251542881
2017-04-018422.983613534794
2017-05-018393.530538412428
2017-06-017162.800595871462
2017-07-017383.95403277293
2017-08-017472.31325814003
2017-09-016845.967227069588
2017-10-016853.373058097467
2017-11-017700.787401574802
2017-12-017509.172164290274
2018-01-018312.406895084061
2018-02-016882.8261332198335
2018-03-017039.114705256437
2018-04-016660.821451372632
2018-05-016393.785911896148
2018-06-016089.721217280272
2018-07-016594.083847627155
2018-08-015867.120663971057
2018-09-016364.162587784635
2018-10-016979.782932538838
2018-11-017358.076186422643
2018-12-019308.789104064694
2019-01-0110599.446690785273
2019-02-0110510.406469461586
2019-03-019764.886145988507
2019-04-018795.828899765907
2019-05-019906.5333049585
2019-06-0113275.760800170248
2019-07-0112716.748244307299
2019-08-0116958.161310917218
2019-09-0113618.642264311557
2019-10-0116458.735901255586
2019-11-0114192.636731219405
2019-12-0116652.479250904446
2020-01-0115176.590763992339
2020-02-0113007.448393275165
2020-03-0112475.335177697381
2020-04-0118296.658863587996
2020-05-0118424.175356458818
2020-06-0122122.57927218557
2020-07-0124148.031496062988
2020-08-0122137.561183230475
2020-09-0119789.487124920193
2020-10-0117358.927431368375
2020-11-0116256.224728665673
2020-12-0116968.886997233454
2021-01-0117598.978506065116
2021-02-0114973.398595445839
2021-03-0116840.77463290062
2021-04-0115775.356458821027
2021-05-0118220.557565439452
2021-06-0114242.26431155565
2021-07-0115369.0572462226
2021-08-0113140.753351776973
2021-09-0112302.10683124069
2021-10-0114217.83358161311
2021-11-0116110.49159395616
2021-12-0116141.221536497125
2022-01-0114294.786124707383
2022-02-0117879.974462651626
2022-03-0118332.070653330495
2022-04-0115801.659927644178
2022-05-0113294.488188976376
2022-06-0111444.988295381998
2022-07-0111383.102787827194
2022-08-0110634.26260906576
2022-09-0110902.48989146627
2022-10-0110295.041498191104
2022-11-0114460.438391147052
2022-12-0115320.280910832089
2023-01-0116582.506916365182
2023-02-0113142.96658863588
2023-03-0119256.352415407535
2023-04-0121158.884869121088
2023-05-0119264.26899340285
2023-06-0116788.593317727176
2023-07-0117672.185571398168
2023-08-0113561.949350925728
2023-09-0112604.639284954244
2023-10-0114232.134496701425
2023-11-0115356.96956799319
2023-12-0114910.151095977866
2024-01-0114056.607788891253
2024-02-0114846.392849542455
2024-03-0117858.6933390083
2024-04-0118494.232815492658
2024-05-0119459.54458395403
2024-06-0120215.705469248776
2024-07-0122588.89125345818
2024-08-0124041.200255373482
2024-09-0121577.867631410936
2024-10-0122525.899127473927
2024-11-0120208.46988721004
2024-12-0118701.34071078953
2025-01-0124478.740157480315
2025-02-0123879.123217705892
2025-03-0130731.049159395618
2025-04-0134903.596509895724
2025-05-0136372.760161736536
2025-06-0137834.00723558204
2025-07-0138398.55288359225
2025-08-0147737.901681208765
2025-09-0159255.330921472654
2025-10-0157292.1898276229
2025-11-0172934.66695041499
2025-12-0172594.16897212173
2026-01-0179055.11811023622
2026-02-01108763.56671632262
2026-03-0182877.20791657799
2026-04-0188725.26069376462
Annual Return Matrix
YearAnnual Return
2017-0.02187676716156428
20180.2396558369419819
20190.7888985414475791
20200.01900063897763582
2021-0.04877547130057891
2022-0.050859882184802196
2023-0.026770384775663292
20240.25426902721558386
20252.881762815552541
20260.2222091932457786
Total Factor Risk
0.6219485778802695
VTI.US Exposure
0.20120685827295656
VEA.US Exposure
0.13700111080445576
VWO.US Exposure
-0.015775872658729467
QQQ.US Exposure
-0.010549204820507467
VTV.US Exposure
-0.022082004361994423
IJR.US Exposure
-0.01986615111451541
QUAL.US Exposure
-0.01168076093566223
SHV.US Exposure
0.21481194305182488
TLT.US Exposure
0.014729011472231858
LQD.US Exposure
0.009644074313298202
HYG.US Exposure
0.0048945510124221315
GLD.US Exposure
0.3416880356734156
USO.US Exposure
-0.004936183063302488
VNQ.US Exposure
-0.031249274785908273
BTC-USD.CC Exposure
0.005276614019673173
CPER.US Exposure
-0.003554043139020292
VIX.INDX Exposure
-0.001167741722182462
UUP.US Exposure
-0.002214293641614917
TIP.US Exposure
0.027247787619604714
Idiosyncratic Exposure
0.1665755440035547
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
62.2%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.20%
Market Cap$51.1B
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
$1,473
Avg Yield on Cost
14.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,472.6514.73%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 →
-0.3%
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 →
+31.2%
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 →
18.7% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AngloGold Ashanti plc a high-risk investment?

AngloGold Ashanti plc (AU.US) has an annualized volatility of 62.2% and experienced a maximum drawdown of 63.3% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, AU.US has generated a Compound Annual Growth Rate (CAGR) of 24.9%. 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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