Accent Group Ltd

10-Year Study

AX1.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: Accent Group Ltd has compounded at -1.9% annually over the last 10 years, with a maximum drawdown of 71.4% and an annualized volatility of 54.5%.

1Y CAGR
-67.0%
3Y CAGR
-24.8%
5Y CAGR
-21.2%
10Y CAGR
-1.9%

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 →
71.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +63.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -58.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.121.7-33.8-8.7————————-28.0%
2025-6.4-7.8-8.63.32.4-26.66.8-3.7-7.0-3.0-21.5-6.0-58.0%
20244.10.04.8-6.9-0.52.913.2-3.715.0-0.84.7-5.328.3%
202330.46.96.87.2-30.1-5.65.416.1-1.6-4.3-3.77.525.3%
2022-17.1-7.9-7.7-15.6-6.6-7.55.617.6-14.715.621.6-6.7-28.5%
20210.4-6.97.930.7-5.40.4-2.2-21.25.710.72.0-3.211.5%
2020-9.1-2.7-50.850.314.83.3-0.714.46.20.930.76.431.4%
20198.817.2-3.112.1-8.0-6.79.45.68.9-11.412.99.463.6%
20188.518.523.4-0.826.73.8-13.315.01.4-23.63.2-6.654.2%
2017-8.1-16.8-1.4-23.9-27.743.36.4-2.7-11.0-2.026.7-13.7-41.3%
2016———-13.30.77.226.4-11.50.2-10.7-6.59.2-4.4%

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 54.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 36.0% of variance. Idiosyncratic stock-specific factors contribute 32.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018671.469435321538
2016-05-018735.035491047782
2016-06-019367.51774552389
2016-07-0111835.999576226295
2016-08-0110475.685983684712
2016-09-0110498.993537451002
2016-10-019371.755482572307
2016-11-018759.402479076174
2016-12-019564.572518275241
2017-01-018792.244941201398
2017-02-017311.155842779956
2017-03-017207.33128509376
2017-04-015487.869477698909
2017-05-013967.581311579617
2017-06-015685.983684712363
2017-07-016050.429070876154
2017-08-015885.157325987923
2017-09-015237.842991842356
2017-10-015135.077868418265
2017-11-016504.926369318784
2017-12-015613.94215488929
2018-01-016093.865875622419
2018-02-017223.2227990253205
2018-03-018915.139315605467
2018-04-018844.157220044497
2018-05-0111205.636190274396
2018-06-0111628.350460853904
2018-07-0110077.338701133596
2018-08-0111592.329695942368
2018-09-0111757.601440830596
2018-10-018980.824239855918
2018-11-019268.990359148216
2018-12-018655.577921389977
2019-01-019413.073418794364
2019-02-0111036.126708337748
2019-03-0110696.048310202354
2019-04-0111994.914715541901
2019-05-0111029.770102765124
2019-06-0110287.106685030194
2019-07-0111252.251297806972
2019-08-0111883.674118020977
2019-09-0112946.286682911326
2019-10-0111465.197584489884
2019-11-0112946.286682911326
2019-12-0114161.457781544656
2020-01-0112870.007416039836
2020-02-0112528.869583642338
2020-03-016162.72910265918
2020-04-019263.693187837694
2020-05-0110637.779425786632
2020-06-0110990.571035067276
2020-07-0110912.172899671576
2020-08-0112482.254476109758
2020-09-0113255.641487445706
2020-10-0113376.416993325563
2020-11-0117485.962496027125
2020-12-0118613.200550905814
2021-01-0118694.776989087826
2021-02-0117405.445492107217
2021-03-0118775.293993007737
2021-04-0124532.25977328107
2021-05-0123197.37260302998
2021-06-0123281.0679097362
2021-07-0122779.95550376099
2021-08-0117940.459794469753
2021-09-0118970.229897234876
2021-10-0121003.284246212523
2021-11-0121425.99851679204
2021-12-0120749.020023307556
2022-01-0117191.4397711622
2022-02-0115836.423349931138
2022-03-0114614.895645725182
2022-04-0112337.111982201504
2022-05-0111520.288166119293
2022-06-0110661.086979552918
2022-07-0111262.845640428011
2022-08-0113245.047144824664
2022-09-0111303.104142387965
2022-10-0113069.181057315396
2022-11-0115894.69223434686
2022-12-0114835.257972242824
2023-01-0119338.913020447082
2023-02-0120682.275664795
2023-03-0122079.669456510223
2023-04-0123663.52367835576
2023-05-0116536.709397181905
2023-06-0115605.466680792459
2023-07-0116443.479182116753
2023-08-0119098.421442949464
2023-09-0118784.82890136667
2023-10-0117970.123953808667
2023-11-0117299.502065896813
2023-12-0118593.07129992584
2024-01-0119360.10170568916
2024-02-0119360.10170568916
2024-03-0120288.1661192923
2024-04-0118889.71289331497
2024-05-0118789.06663841509
2024-06-0119338.913020447082
2024-07-0121887.911855069393
2024-08-0121088.038987180844
2024-09-0124261.044602182435
2024-10-0124057.63322385846
2024-11-0125178.51467316453
2024-12-0123853.16241127238
2025-01-0122324.398771056258
2025-02-0120591.16431825405
2025-03-0118820.84966627821
2025-04-0119450.153617968008
2025-05-0119921.601864604305
2025-06-0114626.549422608328
2025-07-0115622.41762898612
2025-08-0115043.966521877317
2025-09-0113984.532259773281
2025-10-0113560.758554931666
2025-11-0110647.314334145565
2025-12-0110011.653776883144
2026-01-019799.766924462338
2026-02-0111929.22979129145
2026-03-017892.785252675072
2026-04-017204.152982307449
Annual Return Matrix
YearAnnual Return
2017-0.4130482941958352
20180.5418003396867332
20190.6361077111383111
20200.3143562504675692
20210.11474756673686604
2022-0.2850140413581822
20230.25330286367207
20240.282905982905983
2025-0.580279813457695
2026-0.28042328042328035
Total Factor Risk
0.5450073379253584
VTI.US Exposure
0.35963536479704894
VEA.US Exposure
0.08801979553411518
VWO.US Exposure
0.01424686765644716
QQQ.US Exposure
0.030150688340344838
VTV.US Exposure
-0.02823305367934141
IJR.US Exposure
-0.014379415053021991
QUAL.US Exposure
0.08697647532369727
SHV.US Exposure
0.05590707503451706
TLT.US Exposure
0.01810214837906929
LQD.US Exposure
-0.007040347816474421
HYG.US Exposure
-0.007673605014401828
GLD.US Exposure
-0.006454406871035927
USO.US Exposure
0.042294379392378546
VNQ.US Exposure
-0.015769278708715858
BTC-USD.CC Exposure
0.02299104469087602
CPER.US Exposure
-0.0026658964529851633
VIX.INDX Exposure
-0.006247677695204094
UUP.US Exposure
0.004464810235988391
TIP.US Exposure
0.040421808195243915
Idiosyncratic Exposure
0.32525322371145393
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
76.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.5%

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 →11.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.36%
Market Cap$429.8M
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
$344
Avg Yield on Cost
3.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$344.323.44%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 →
-21.4%
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 →
-40.5%
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 →
65.4% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Accent Group Ltd a high-risk investment?

Accent Group Ltd (AX1.AU) has an annualized volatility of 54.5% and experienced a maximum drawdown of 71.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AX1.AU?

Over the past 10 years, AX1.AU has generated a Compound Annual Growth Rate (CAGR) of -1.9%. It has had a positive return in 60% 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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