AUB Group Ltd

10-Year Study

AUB.AU · Financial Services · AU · Common Stock

Executive Summary: AUB Group Ltd has compounded at 13.6% annually over the last 10 years, with a maximum drawdown of 34.8% and an annualized volatility of 35.2%.

1Y CAGR
-29.1%
3Y CAGR
+1.5%
5Y CAGR
+8.0%
10Y CAGR
+13.6%

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 →
34.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +63.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -19.8%
% 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.
2026-1.9-16.1-4.11.6————————-19.8%
20252.4-2.90.23.58.12.9-4.4-1.2-0.512.90.8-17.31.4%
202410.5-0.8-1.6-4.94.57.21.9-3.20.33.92.6-4.915.3%
20234.617.4-7.37.7-8.016.3-2.47.5-4.0-7.64.5-1.425.8%
2022-10.5-6.36.52.2-18.2-5.69.514.7-13.09.011.6-2.4-8.5%
20210.217.42.05.9-5.015.52.93.72.3-9.75.412.563.1%
20208.17.2-29.420.217.07.7-11.321.27.50.50.1-3.039.6%
2019-4.74.66.8-3.4-7.4-10.814.0-6.27.75.7-4.01.10.3%
2018-1.9-1.410.70.31.9-5.0-3.510.6-6.01.1-8.31.9-1.4%
2017-0.37.44.04.29.7-1.8-0.7-1.20.75.50.9-1.130.1%
2016———7.610.94.70.93.84.9-8.52.23.833.3%

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 35.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 65.6% of variance. Idiosyncratic stock-specific factors contribute 27.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110761.02721610784
2016-05-0111936.012285641158
2016-06-0112492.790717515569
2016-07-0112604.044023547478
2016-08-0113086.426072860677
2016-09-0113729.54526064329
2016-10-0112565.480761027216
2016-11-0112844.808463441686
2016-12-0113327.019878849926
2017-01-0113288.968518044536
2017-02-0114278.986434604554
2017-03-0114850.09811449535
2017-04-0115473.253135398001
2017-05-0116974.319597303987
2017-06-0116666.325398856752
2017-07-0116550.976879105878
2017-08-0116358.501834314478
2017-09-0116474.02098797031
2017-10-0117373.773568808123
2017-11-0117531.439296988312
2017-12-0117334.357136763076
2018-01-0117006.22813753093
2018-02-0116769.729545260645
2018-03-0118568.893439126354
2018-04-0118621.61931575804
2018-05-0118966.470437675966
2018-06-0118011.60310553707
2018-07-0117388.27745072946
2018-08-0119231.806159883967
2018-09-0118080.539203139662
2018-10-0118284.105451753265
2018-11-0116774.33666069448
2018-12-0117090.521286579642
2019-01-0116279.32770241447
2019-02-0117035.577169183518
2019-03-0118189.403634502178
2019-04-0117564.03037283508
2019-05-0116257.827830389899
2019-06-0114507.12396553195
2019-07-0116535.96109546967
2019-08-0115507.550550294345
2019-09-0116706.9362682365
2019-10-0117665.216278474534
2019-11-0116964.252196911526
2019-12-0117150.243153314565
2020-01-0118537.66743451924
2020-02-0119867.92935756335
2020-03-0114034.638682706252
2020-04-0116867.502772800955
2020-05-0119729.374626738336
2020-06-0121246.992577425135
2020-07-0118847.538605920996
2020-08-0122836.95930381367
2020-09-0124539.37377356881
2020-10-0124657.62306970395
2020-11-0124672.468219435203
2020-12-0123933.282143161847
2021-01-0123977.64695845064
2021-02-0128146.233256548076
2021-03-0128711.884651480246
2021-04-0130411.398344851124
2021-05-0128905.724767511307
2021-06-0133377.86878252709
2021-07-0134361.91451241362
2021-08-0135629.04189062367
2021-09-0136447.06083098712
2021-10-0132900.94701817251
2021-11-0134689.19034212098
2021-12-0139038.477945567785
2022-01-0134931.66112106475
2022-02-0132719.051275488444
2022-03-0134857.4353724085
2022-04-0135636.37914853681
2022-05-0129155.703438273184
2022-06-0127521.201262690895
2022-07-0130136.336490060574
2022-08-0134572.818018940365
2022-09-0130064.670249978666
2022-10-0132774.84856240935
2022-11-0136578.44893780394
2022-12-0135706.68031737906
2023-01-0137355.003839262856
2023-02-0143868.78252708813
2023-03-0140679.46420953843
2023-04-0143804.96544663425
2023-05-0140312.77194778602
2023-06-0146882.68919034212
2023-07-0145734.49364388704
2023-08-0149163.04069618634
2023-09-0147182.663595256374
2023-10-0143604.299974404916
2023-11-0145579.72869209112
2023-12-0144932.00238887467
2024-01-0149660.09726132583
2024-02-0149252.96476409862
2024-03-0148470.608309871175
2024-04-0146107.499360122856
2024-05-0148161.078406279325
2024-06-0151648.83542359867
2024-07-0152610.357478030885
2024-08-0150948.04197594062
2024-09-0151123.62426414128
2024-10-0153116.62827403805
2024-11-0154478.62810340414
2024-12-0151821.17566760516
2025-01-0153083.52529647641
2025-02-0151538.77655490146
2025-03-0151643.20450473509
2025-04-0153435.03114068765
2025-05-0157755.310980291775
2025-06-0159413.19000085317
2025-07-0156817.50703864858
2025-08-0156147.76896169269
2025-09-0155848.47709239825
2025-10-0163032.164491084375
2025-11-0163561.12959645081
2025-12-0152555.242726729804
2026-01-0151548.502687484004
2026-02-0143238.63151608225
2026-03-0141464.03890453033
2026-04-0142146.57452435799
Annual Return Matrix
YearAnnual Return
20170.300692675057296
2018-0.014066622041973398
20190.003494443834303418
20200.3955068700315394
20210.6311376647820848
2022-0.0853465043599887
20230.25836403691119614
20240.15332442162507043
20250.014165387984115707
2026-0.19805194805194815
Total Factor Risk
0.3523388222927418
VTI.US Exposure
0.6564856340696564
VEA.US Exposure
0.10837417126952002
VWO.US Exposure
-0.002835060972118881
QQQ.US Exposure
-0.04557446393507909
VTV.US Exposure
-0.021440119101210683
IJR.US Exposure
-0.02751925473787509
QUAL.US Exposure
-0.028247983652850035
SHV.US Exposure
0.02444098909488743
TLT.US Exposure
-0.0017359553884820334
LQD.US Exposure
0.01195636219376583
HYG.US Exposure
0.007809784856970117
GLD.US Exposure
0.0020162327446918895
USO.US Exposure
0.004352719616888135
VNQ.US Exposure
0.03840335504285896
BTC-USD.CC Exposure
0.0020215612934143634
CPER.US Exposure
-0.0010772359741569283
VIX.INDX Exposure
-0.011020216739086855
UUP.US Exposure
0.002173274339507438
TIP.US Exposure
0.009602689798192716
Idiosyncratic Exposure
0.27181351618050614
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.2%

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 →14.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.59%
Market Cap$3.1B
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
$461
Avg Yield on Cost
4.61%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$460.714.61%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 →
+0.5%
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 →
-20.4%
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 →
37.1% 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 →
0.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AUB Group Ltd a high-risk investment?

AUB Group Ltd (AUB.AU) has an annualized volatility of 35.2% and experienced a maximum drawdown of 34.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AUB.AU has generated a Compound Annual Growth Rate (CAGR) of 13.6%. 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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