Australian United Investment Company Ltd

10-Year Study

AUI.AU · Financial Services · AU · Common Stock

Executive Summary: Australian United Investment Company Ltd has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 26.2% and an annualized volatility of 17.2%.

1Y CAGR
+3.7%
3Y CAGR
+8.0%
5Y CAGR
+6.7%
10Y CAGR
+8.3%

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 →
26.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -4.9%
% 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.
20261.8-1.4-6.45.0————————-1.4%
20251.9-0.0-4.34.43.01.92.62.6-0.51.9-4.20.69.9%
20240.60.22.90.10.41.80.44.43.4-0.4-2.6-2.09.3%
20238.1-3.2-2.73.0-1.30.81.8-1.80.7-3.23.53.89.4%
2022-2.0-1.27.21.1-3.7-4.04.3-1.0-0.5-2.15.0-1.60.6%
20210.5-2.20.75.41.76.70.21.2-3.12.4-3.01.111.9%
20202.6-8.4-19.53.04.21.31.24.9-4.50.510.13.5-4.4%
20196.30.80.61.16.00.94.4-1.31.42.83.30.730.3%
20184.0-2.8-4.43.6-1.82.91.32.6-3.4-2.0-1.3-3.3-4.9%
20170.72.80.44.10.6-1.24.9-1.20.62.12.30.918.1%
2016———0.92.8-1.43.53.4-3.50.71.44.512.6%

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 17.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.2% of variance. Idiosyncratic stock-specific factors contribute 14.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110085.871881659772
2016-05-0110371.902553173708
2016-06-0110228.782750407421
2016-07-0110586.47779031382
2016-08-0110944.172830220217
2016-09-0110555.764489574192
2016-10-0110628.891396097113
2016-11-0110775.563077180226
2016-12-0111259.45426434332
2017-01-0111332.790104884878
2017-02-0111644.519660691152
2017-03-0111689.440474698093
2017-04-0112167.690443357986
2017-05-0112242.488822030002
2017-06-0112093.100998704609
2017-07-0112690.861226024821
2017-08-0112543.771676904435
2017-09-0112620.241527725544
2017-10-0112879.946512891229
2017-11-0113170.155864777902
2017-12-0113292.591199699134
2018-01-0113827.253353391001
2018-02-0113443.650495173624
2018-03-0112852.367222431156
2018-04-0113319.125820066023
2018-05-0113085.74652124859
2018-06-0113459.111612552755
2018-07-0113630.228573816388
2018-08-0113988.132547741423
2018-09-0113511.345117211984
2018-10-0113240.984497095817
2018-11-0113066.315657515357
2018-12-0112636.956249216497
2019-01-0113431.74125611132
2019-02-0113537.461869541597
2019-03-0113618.528268772721
2019-04-0113764.364213781288
2019-05-0114591.116125527558
2019-06-0114720.864151101083
2019-07-0115369.395344950062
2019-08-0115174.877773599099
2019-09-0115390.079812795118
2019-10-0115820.274957168527
2019-11-0116349.713760394468
2019-12-0116465.672140737955
2020-01-0116895.867285111362
2020-02-0115480.966110902178
2020-03-0112468.973298232417
2020-04-0112839.204379257031
2020-05-0113377.62734528436
2020-06-0113545.819230287076
2020-07-0113714.22004930843
2020-08-0114387.19652333793
2020-09-0113737.411725377127
2020-10-0113806.15101750867
2020-11-0115200.576657891437
2020-12-0115734.19414149012
2021-01-0115820.274957168527
2021-02-0115469.26580585851
2021-03-0115574.359617232878
2021-04-0116416.363712339644
2021-05-0116696.96209936902
2021-06-0117819.355647486525
2021-07-0117854.456562617528
2021-08-0118065.062053403537
2021-09-0117510.96903597844
2021-10-0117939.91057624002
2021-11-0117403.785884417703
2021-12-0117600.39279595504
2022-01-0117243.115624085913
2022-02-0117039.822823952196
2022-03-0118258.32602064268
2022-04-0118458.27587647821
2022-05-0117767.33107684593
2022-06-0117058.00008357361
2022-07-0117785.50833646734
2022-08-0117607.28761857005
2022-09-0117514.520914295263
2022-10-0117143.454097196103
2022-11-0117996.9495633279
2022-12-0117700.263256863484
2023-01-0119128.745142284068
2023-02-0118509.255777025613
2023-03-0118018.67870126614
2023-04-0118565.876896076217
2023-05-0118320.588358196477
2023-06-0118471.64765367097
2023-07-0118811.165433955954
2023-08-0118467.67790731687
2023-09-0118602.440349337678
2023-10-0118007.396264259747
2023-11-0118646.52542727007
2023-12-0119362.960177176046
2024-01-0119479.127491538173
2024-02-0119517.15348293009
2024-03-0120088.170155864776
2024-04-0120108.018887635284
2024-05-0120186.787012661403
2024-06-0120541.13910826961
2024-07-0120619.907233295726
2024-08-0121525.009402030842
2024-09-0122252.517654924573
2024-10-0122171.66018971209
2024-11-0121585.600267435544
2024-12-0121161.046341565336
2025-01-0121565.33366762776
2025-02-0121563.453261460032
2025-03-0120639.338097028958
2025-04-0121542.768793614978
2025-05-0122179.390748401656
2025-06-0122590.155029041824
2025-07-0123185.825916175676
2025-08-0123797.58472274456
2025-09-0123672.224311562408
2025-10-0124131.87915256362
2025-11-0123108.10246124274
2025-12-0123258.117086624046
2026-01-0123669.717103338764
2026-02-0123337.92988174335
2026-03-0121854.498349421254
2026-04-0122940.955246333207
Annual Return Matrix
YearAnnual Return
20170.18057153460753383
2018-0.04932333663413013
20190.30297769621215864
2020-0.044424423916353595
20210.1186078319412538
20220.0056743313667066975
20230.09393628197410209
20240.09286215268411113
20250.09910052230921895
2026-0.013636608634722158
Total Factor Risk
0.17197369684540742
VTI.US Exposure
0.07089236141038115
VEA.US Exposure
0.1094225417371093
VWO.US Exposure
0.02914629771704298
QQQ.US Exposure
-0.061940087100906614
VTV.US Exposure
-0.030320039275394707
IJR.US Exposure
0.00046226017429693673
QUAL.US Exposure
0.05356832196486978
SHV.US Exposure
0.5922020249370056
TLT.US Exposure
-0.001607895155540207
LQD.US Exposure
0.03452971206847801
HYG.US Exposure
0.006014253983418631
GLD.US Exposure
0.005725595654023116
USO.US Exposure
-0.0005710846319903603
VNQ.US Exposure
0.00929235579514051
BTC-USD.CC Exposure
0.004471389634377607
CPER.US Exposure
-0.004500969983537368
VIX.INDX Exposure
-0.00168079911413617
UUP.US Exposure
0.03556131810613933
TIP.US Exposure
0.009393132555295228
Idiosyncratic Exposure
0.13993930952392733
Value Score
39.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.2%

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 →25.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.46%
Market Cap$1.3B
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
$355
Avg Yield on Cost
3.55%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$355.193.55%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 →
+0.4%
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 →
-1.4%
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 →
4.9% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian United Investment Company Ltd a high-risk investment?

Australian United Investment Company Ltd (AUI.AU) has an annualized volatility of 17.2% and experienced a maximum drawdown of 26.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUI.AU has generated a Compound Annual Growth Rate (CAGR) of 8.3%. 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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