Auna S.A.

10-Year Study

AUNA.US · Healthcare · US · Common Stock

Executive Summary: Auna S.A. has compounded at -27.1% annually over the last 10 years, with a maximum drawdown of 56.5% and an annualized volatility of 108.8%.

1Y CAGR
-14.9%
3Y CAGR
-27.1%
5Y CAGR
-27.1%
10Y CAGR
-27.1%

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 →
56.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +12.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -28.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.410.13.20.2————————12.2%
202526.1-0.2-17.6-2.8-7.4-3.11.50.06.8-12.1-21.76.3-28.3%
2024———-36.229.4-9.110.0-25.25.0-2.26.4-4.6-35.6%

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 108.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 22.6% of variance. Idiosyncratic stock-specific factors contribute 4.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-016384.976525821597
2024-05-018262.910798122066
2024-06-017511.737089201877
2024-07-018262.910798122066
2024-08-016178.403755868544
2024-09-016488.262910798122
2024-10-016347.417840375587
2024-11-016751.173708920189
2024-12-016441.31455399061
2025-01-018122.06572769953
2025-02-018103.286384976525
2025-03-016676.056338028169
2025-04-016488.262910798122
2025-05-016009.389671361502
2025-06-015821.596244131455
2025-07-015906.103286384976
2025-08-015906.103286384976
2025-09-016309.859154929577
2025-10-015549.295774647888
2025-11-014347.417840375587
2025-12-014619.718309859155
2026-01-014553.9906103286385
2026-02-015014.084507042254
2026-03-015173.7089201877925
2026-04-015183.098591549296
Annual Return Matrix
YearAnnual Return
2025-0.282798833819242
20260.12195121951219501
Total Factor Risk
1.0880907138820182
VTI.US Exposure
-0.03052701903372396
VEA.US Exposure
-0.012645728034525223
VWO.US Exposure
-0.004967490397455389
QQQ.US Exposure
0.2260357439315331
VTV.US Exposure
0.11409658763214824
IJR.US Exposure
0.0038112495732079135
QUAL.US Exposure
0.02547432513457853
SHV.US Exposure
0.19134620352728762
TLT.US Exposure
0.057027139256456805
LQD.US Exposure
0.025780807037299108
HYG.US Exposure
0.11925981299903178
GLD.US Exposure
0.010923313386632563
USO.US Exposure
0.005014019172857999
VNQ.US Exposure
0.0039522390478034
BTC-USD.CC Exposure
0.0760160764060403
CPER.US Exposure
0.0022609855203701346
VIX.INDX Exposure
-0.0050303460869490155
UUP.US Exposure
0.017631810713101628
TIP.US Exposure
0.13209980403104182
Idiosyncratic Exposure
0.042440466183262575
Value Score
43.9
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
108.8%

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 →15.3x
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$418.9M
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 →
+4.1%
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 →
-2.1%
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 →
22.9% 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 →
1.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Auna S.A. a high-risk investment?

Auna S.A. (AUNA.US) has an annualized volatility of 108.8% and experienced a maximum drawdown of 56.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, AUNA.US has generated a Compound Annual Growth Rate (CAGR) of -27.1%. It has had a positive return in 50% 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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