Ausgold Ltd

10-Year Study

AUC.AU · Basic Materials · AU · Common Stock

Executive Summary: Ausgold Ltd has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 77.8% and an annualized volatility of 69.5%.

1Y CAGR
+65.2%
3Y CAGR
+29.9%
5Y CAGR
+14.9%
10Y CAGR
+8.8%

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 →
77.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
89.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +261.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -45.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.6-1.8-23.720.5————————-6.4%
202511.9-4.322.2-6.426.2-1.5-14.856.021.2-24.311.526.4161.9%
2024-15.6-3.723.1-12.525.02.9-8.331.89.216.8-24.30.031.3%
202319.6-10.9-2.04.2-4.0-4.2-10.9-14.6-8.6-9.413.8-3.0-30.4%
2022-10.64.845.57.8-14.5-22.06.50.0-14.34.8-4.59.5-2.1%
20212.10.04.2-6.010.6-17.3-11.60.0-5.327.84.3-2.1-0.0%
202030.85.9-38.927.3-7.1223.1-16.78.60.031.6-4.0-2.1261.5%
2019-8.30.0-13.6-21.16.7-12.50.042.90.0-5.0-26.3-7.1-45.8%
201818.834.2-23.5-15.4-9.5-3.4-3.6-18.54.521.7-10.7-4.0-22.7%
201710.0-6.1-19.412.0-25.019.18.00.03.74.217.8-3.011.1%
2016———0.020.08.30.0-11.5-6.5-14.0-13.5-6.2-25.0%

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 69.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 32.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-0112002.68456375839
2016-06-0113004.026845637583
2016-07-0113004.026845637583
2016-08-0111503.355704697986
2016-09-0110751.677852348994
2016-10-019251.006711409396
2016-11-018002.684563758388
2016-12-017503.355704697987
2017-01-018252.348993288591
2017-02-017753.020134228188
2017-03-016252.3489932885905
2017-04-017001.342281879194
2017-05-015251.006711409396
2017-06-016252.3489932885905
2017-07-016751.677852348993
2017-08-016751.677852348993
2017-09-017001.342281879194
2017-10-017296.644295302012
2017-11-018598.657718120805
2017-12-018338.255033557047
2018-01-019903.355704697988
2018-02-0113288.590604026846
2018-03-0110163.758389261746
2018-04-018598.657718120805
2018-05-017785.234899328859
2018-06-017516.778523489933
2018-07-017248.322147651007
2018-08-015906.040268456376
2018-09-016174.496644295302
2018-10-017516.778523489933
2018-11-016711.4093959731545
2018-12-016442.953020134228
2019-01-015906.040268456376
2019-02-015906.040268456376
2019-03-015100.6711409395975
2019-04-014026.8456375838923
2019-05-014295.302013422819
2019-06-013758.3892617449665
2019-07-013758.3892617449665
2019-08-015369.127516778523
2019-09-015369.127516778523
2019-10-015100.6711409395975
2019-11-013758.3892617449665
2019-12-013489.93288590604
2020-01-014563.758389261746
2020-02-014832.214765100671
2020-03-012953.020134228188
2020-04-013758.3892617449665
2020-05-013489.93288590604
2020-06-0111275.167785234898
2020-07-019395.973154362417
2020-08-0110201.342281879195
2020-09-0110201.342281879195
2020-10-0113422.818791946309
2020-11-0112885.906040268455
2020-12-0112617.44966442953
2021-01-0112885.906040268455
2021-02-0112885.906040268455
2021-03-0113422.818791946309
2021-04-0112617.44966442953
2021-05-0113959.73154362416
2021-06-0111543.624161073825
2021-07-0110201.342281879195
2021-08-0110201.342281879195
2021-09-019664.429530201342
2021-10-0112348.993288590604
2021-11-0112885.906040268455
2021-12-0112617.44966442953
2022-01-0111275.167785234898
2022-02-0111812.080536912752
2022-03-0117181.208053691276
2022-04-0118523.489932885903
2022-05-0115838.926174496644
2022-06-0112348.993288590604
2022-07-0113154.362416107382
2022-08-0113154.362416107382
2022-09-0111275.167785234898
2022-10-0111812.080536912752
2022-11-0111275.167785234898
2022-12-0112348.993288590604
2023-01-0114765.10067114094
2023-02-0113154.362416107382
2023-03-0112885.906040268455
2023-04-0113422.818791946309
2023-05-0112885.906040268455
2023-06-0112348.993288590604
2023-07-0111006.711409395974
2023-08-019395.973154362417
2023-09-018590.604026845638
2023-10-017785.234899328859
2023-11-018859.060402684565
2023-12-018590.604026845638
2024-01-017248.322147651007
2024-02-016979.86577181208
2024-03-018590.604026845638
2024-04-017516.778523489933
2024-05-019395.973154362417
2024-06-019664.429530201342
2024-07-018859.060402684565
2024-08-0111677.852348993289
2024-09-0112751.677852348992
2024-10-0114899.328859060404
2024-11-0111275.167785234898
2024-12-0111275.167785234898
2025-01-0112617.44966442953
2025-02-0112080.536912751679
2025-03-0114765.10067114094
2025-04-0113825.503355704697
2025-05-0117449.664429530203
2025-06-0117181.208053691276
2025-07-0114630.872483221478
2025-08-0122818.791946308724
2025-09-0127651.006711409394
2025-10-0120939.597315436244
2025-11-0123355.704697986577
2025-12-0129530.20134228188
2026-01-0130604.026845637578
2026-02-0130067.11409395973
2026-03-0122953.020134228187
2026-04-0127651.006711409394
Annual Return Matrix
YearAnnual Return
20170.11127012522361346
2018-0.22730199613651003
2019-0.45833333333333326
20202.615384615384615
20210
2022-0.02127659574468077
2023-0.30434782608695654
20240.3125
20251.6190476190476195
2026-0.06363636363636371
Total Factor Risk
0.694882842820079
VTI.US Exposure
0.22872984132757163
VEA.US Exposure
0.23349286916465198
VWO.US Exposure
-0.015721006272949537
QQQ.US Exposure
-0.00823448480528742
VTV.US Exposure
-0.025601829927340624
IJR.US Exposure
-0.03494972281442199
QUAL.US Exposure
-0.03584085729418498
SHV.US Exposure
0.2697151600517529
TLT.US Exposure
-0.0030099906056409243
LQD.US Exposure
-0.0008756747790550715
HYG.US Exposure
-0.0019142577389193699
GLD.US Exposure
0.03277499866444038
USO.US Exposure
0.0017139179929813455
VNQ.US Exposure
0.010369571847045152
BTC-USD.CC Exposure
0.016608541745167897
CPER.US Exposure
0.009878688554496105
VIX.INDX Exposure
-0.009484637999628533
UUP.US Exposure
-0.009708581945093123
TIP.US Exposure
0.020218568127398542
Idiosyncratic Exposure
0.32183888670701566
Value Score
50
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
69.5%

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 →N/A
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$495.8M
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 →
+0.7%
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 →
+13.4%
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 →
20.8% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ausgold Ltd a high-risk investment?

Ausgold Ltd (AUC.AU) has an annualized volatility of 69.5% and experienced a maximum drawdown of 77.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUC.AU has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 40% 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.

Run a Full Backtest on Ausgold Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest