Australian Mines Ltd

10-Year Study

AUZ.AU · Basic Materials · AU · Common Stock

Executive Summary: Australian Mines Ltd has compounded at -10.0% annually over the last 10 years, with a maximum drawdown of 99.4% and an annualized volatility of 158.2%.

1Y CAGR
+188.7%
3Y CAGR
+22.6%
5Y CAGR
-33.7%
10Y CAGR
-10.0%

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 →
99.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
236.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +1494.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -81.1%
% 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.
20265.90.0-16.780.07.4———————70.6%
202521.1-21.7-11.137.5-18.222.2-36.414.3175.0-22.70.00.078.9%
2024-10.077.8-31.3-9.1-10.0-16.76.70.0-12.5128.6-37.5-5.0-5.0%
20231.9-20.4-34.9-10.7-24.0-15.843.8-26.1-23.50.07.7-28.6-81.1%
2022-5.3-11.128.1-4.9-43.3-45.520.113.8-15.8-7.3-8.9-8.6-71.8%
202168.8-11.1-14.85.0-14.322.2-4.514.3-4.24.3-8.3-13.621.4%
20200.0-20.0-33.412.50.0-11.1212.5-24.0-31.611.6-3.514.36.7%
201913.2-20.9-29.4-4.247.8-38.3-14.322.213.78.0-44.50.0-60.5%
2018-16.75.0-4.8-16.019.0-11.0-9.0-3.7-46.1-14.38.3-2.6-68.3%
20170.086.042.9-35.00.015.46.712.5-16.7633.4-16.430.41494.7%
2016————8.3-30.844.5-23.10.010.1-18.2-11.1-33.4%

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 158.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.9% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110831.80987202925
2016-06-017495.429616087752
2016-07-0110831.80987202925
2016-08-018327.239488117002
2016-09-018327.239488117002
2016-10-019168.19012797075
2016-11-017495.429616087752
2016-12-016663.619744058502
2017-01-016663.619744058502
2017-02-0112394.881170018281
2017-03-0117714.808043875684
2017-04-0111508.22669104205
2017-05-0111508.22669104205
2017-06-0113281.535648994519
2017-07-0114168.19012797075
2017-08-0115941.499085923218
2017-09-0113281.535648994519
2017-10-0197404.02193784279
2017-11-0181471.66361974407
2017-12-01106261.42595978064
2018-01-0188555.75868372944
2018-02-0192979.89031078611
2018-03-0188555.75868372944
2018-04-0174387.56855575868
2018-05-0188555.75868372944
2018-06-0178811.70018281536
2018-07-0171727.60511882998
2018-08-0169067.64168190128
2018-09-0137193.78427787934
2018-10-0131882.998171846437
2018-11-0134533.82084095064
2018-12-0133647.16636197441
2019-01-0138080.438756855576
2019-02-0130109.68921389397
2019-03-0121252.285191956125
2019-04-0120365.630712979888
2019-05-0130109.68921389397
2019-06-0118592.321755027424
2019-07-0115941.499085923218
2019-08-0119478.976234003658
2019-09-0122138.93967093236
2019-10-0123912.248628884827
2019-11-0113281.535648994519
2019-12-0113281.535648994519
2020-01-0113281.535648994519
2020-02-0110630.712979890312
2020-03-017084.095063985375
2020-04-017970.749542961609
2020-05-017970.749542961609
2020-06-017084.095063985375
2020-07-0122138.93967093236
2020-08-0116828.153564899454
2020-09-0111508.22669104205
2020-10-0112842.778793418647
2020-11-0112394.881170018281
2020-12-0114168.19012797075
2021-01-0123912.248628884827
2021-02-0121252.285191956125
2021-03-0118098.72029250457
2021-04-0119003.6563071298
2021-05-0116288.848263254114
2021-06-0119908.592321755026
2021-07-0119003.6563071298
2021-08-0121718.464351005485
2021-09-0120813.528336380255
2021-10-0121718.464351005485
2021-11-0119908.592321755026
2021-12-0117193.784277879342
2022-01-0116288.848263254114
2022-02-0114478.976234003658
2022-03-0118546.61791590494
2022-04-0117641.68190127971
2022-05-0110009.140767824498
2022-06-015457.0383912248635
2022-07-016553.930530164534
2022-08-017458.866544789763
2022-09-016279.707495429616
2022-10-015822.669104204754
2022-11-015301.645338208409
2022-12-014844.606946983547
2023-01-014936.014625228519
2023-02-013930.530164533821
2023-03-012559.414990859232
2023-04-012285.191956124315
2023-05-011736.7458866544791
2023-06-011462.5228519195612
2023-07-012102.3765996343695
2023-08-011553.930530164534
2023-09-011188.2998171846434
2023-10-011188.2998171846434
2023-11-011279.707495429616
2023-12-01914.0767824497258
2024-01-01822.6691042047532
2024-02-011462.5228519195612
2024-03-011005.4844606946983
2024-04-01914.0767824497258
2024-05-01822.6691042047532
2024-06-01685.5575868372943
2024-07-01731.2614259597806
2024-08-01731.2614259597806
2024-09-01639.853747714808
2024-10-011462.5228519195612
2024-11-01914.0767824497258
2024-12-01868.3729433272396
2025-01-011051.1882998171848
2025-02-01822.6691042047532
2025-03-01731.2614259597806
2025-04-011005.4844606946983
2025-05-01822.6691042047532
2025-06-011005.4844606946983
2025-07-01639.853747714808
2025-08-01731.2614259597806
2025-09-012010.9689213893967
2025-10-011553.930530164534
2025-11-011553.930530164534
2025-12-011553.930530164534
2026-01-011645.3382084095065
2026-02-011645.3382084095065
2026-03-011371.1151736745885
2026-04-012468.0073126142597
2026-05-012650.8226691042046
Annual Return Matrix
YearAnnual Return
201714.946502057613168
2018-0.6833548387096775
2019-0.6052703069817984
20200.06675843083275979
20210.21354838709677404
2022-0.7182349813928761
2023-0.8113207547169812
2024-0.050000000000000044
20250.7894736842105265
20260.7058823529411764
Total Factor Risk
1.5816751854288145
VTI.US Exposure
0.13217464802487572
VEA.US Exposure
0.0008631836033134381
VWO.US Exposure
-0.0017848517944292865
QQQ.US Exposure
-0.0076701862364121996
VTV.US Exposure
-0.0036421808179892363
IJR.US Exposure
-0.0033208216940025237
QUAL.US Exposure
-0.007776879721817863
SHV.US Exposure
0.6289466513104469
TLT.US Exposure
-0.0006391048112440523
LQD.US Exposure
0.001160731262269004
HYG.US Exposure
0.009681536550632855
GLD.US Exposure
0.027274250293434346
USO.US Exposure
0.0004534982758178869
VNQ.US Exposure
0.004928106130232087
BTC-USD.CC Exposure
-0.0001006398796406091
CPER.US Exposure
-0.0004940258368242181
VIX.INDX Exposure
-0.000617466939350369
UUP.US Exposure
0.001621197879618617
TIP.US Exposure
0.0731861884940153
Idiosyncratic Exposure
0.14575616590705423
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
158.2%

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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$32.8M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+69.4%
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 →
+86.7%
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 →
0.0% 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 →
0.81
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
75
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+40.8%
50.0% retracement+61.1%
61.8% retracement+88.3%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Australian Mines Ltd a high-risk investment?

Australian Mines Ltd (AUZ.AU) has an annualized volatility of 158.2% and experienced a maximum drawdown of 99.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUZ.AU has generated a Compound Annual Growth Rate (CAGR) of -10.0%. 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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