Australian Unity Ltd

10-Year Study

AYUPA.AU · Healthcare · AU · Preferred Stock

Executive Summary: Australian Unity Ltd has compounded at -4.2% annually over the last 10 years, with a maximum drawdown of 21.8% and an annualized volatility of 26.0%.

1Y CAGR
-20.9%
3Y CAGR
-2.7%
5Y CAGR
-4.9%
10Y CAGR
-4.2%

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 →
21.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +4.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -17.6%
% 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.
2026-3.8-1.4-12.1-1.2————————-17.6%
20250.10.42.54.0-0.71.40.90.8-2.6-2.1-0.50.04.1%
2024-0.3-0.30.2-1.00.4-8.56.61.36.0-0.4-0.5-1.01.6%
20230.6-0.0-1.74.5-7.71.1-0.10.20.10.71.52.41.1%
2022-1.4-1.5-1.7-1.4-5.9-7.51.39.4-3.8-0.0-0.13.6-9.6%
2021—1.00.2-0.20.8-1.40.90.1-1.4-0.1-1.41.4-0.0%

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 26.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.6% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-0110102.807810834593
2021-03-0110121.49355595282
2021-04-0110102.807810834593
2021-05-0110186.91780565618
2021-06-0110047.667963483129
2021-07-0110140.19137196583
2021-08-0110149.534244524943
2021-09-0110009.342872559115
2021-10-0110003.295354274725
2021-11-019859.78448624461
2021-12-019997.561679254597
2022-01-019854.992341017263
2022-02-019706.6893277598
2022-03-019539.253946277275
2022-04-019410.288506456118
2022-05-018855.594678666746
2022-06-018187.989701112573
2022-07-018297.943481656463
2022-08-019081.392836406783
2022-09-018736.79293224969
2022-10-018736.15317482639
2022-11-018728.065675324315
2022-12-019040.182801630535
2023-01-019090.68742538678
2023-02-019089.673470225327
2023-03-018937.157714689916
2023-04-019339.335786943879
2023-05-018622.529842269618
2023-06-018716.018922334657
2023-07-018710.828437579592
2023-08-018727.450059690573
2023-09-018736.805003144467
2023-10-018800.647965631748
2023-11-018929.130569661736
2023-12-019143.256172150273
2024-01-019113.284140413476
2024-02-019084.37434741725
2024-03-019100.42863747361
2024-04-019007.410322304962
2024-05-019046.025114703676
2024-06-018273.80169209803
2024-07-018823.184326184546
2024-08-018935.70920731641
2024-09-019475.157494999632
2024-10-019432.90936327237
2024-11-019381.764982092827
2024-12-019285.16161117475
2025-01-019296.532394056774
2025-02-019331.75526502253
2025-03-019569.286332487967
2025-04-019953.24942452009
2025-05-019881.83801100624
2025-06-0110023.502032135137
2025-07-0110110.146914860356
2025-08-0110188.704298083505
2025-09-019928.673082749603
2025-10-019717.070297269926
2025-11-019668.786718153055
2025-12-019669.993807630977
2026-01-019300.624427386927
2026-02-019173.880032205147
2026-03-018062.717955093858
2026-04-017967.9976437613395
Annual Return Matrix
YearAnnual Return
2022-0.09576123742358778
20230.01140169095929644
20240.015520230031037752
20250.04144593412279218
2026-0.17600798901510417
Total Factor Risk
0.2595498139836601
VTI.US Exposure
0.10506937606751034
VEA.US Exposure
-0.00012196658786692332
VWO.US Exposure
0.002474918589117449
QQQ.US Exposure
0.025327580729940253
VTV.US Exposure
-0.002248393937859493
IJR.US Exposure
-0.0017115975410754468
QUAL.US Exposure
0.0017817252640754734
SHV.US Exposure
0.7758751422959538
TLT.US Exposure
0.0034965699327447067
LQD.US Exposure
0.0015198112465746791
HYG.US Exposure
0.0010099211130439498
GLD.US Exposure
0.0010757935845870088
USO.US Exposure
0.0020031983314344934
VNQ.US Exposure
0.0009033479934095524
BTC-USD.CC Exposure
0.0011710870121329113
CPER.US Exposure
0.003475365583757112
VIX.INDX Exposure
0.0006866520844304232
UUP.US Exposure
-0.0005784189938190925
TIP.US Exposure
0.00029172190230019175
Idiosyncratic Exposure
0.07849816532960871
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
26.0%

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$0
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
$301
Avg Yield on Cost
3.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$300.953.01%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 →
-8.0%
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 →
-16.6%
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 →
23.5% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Unity Ltd a high-risk investment?

Australian Unity Ltd (AYUPA.AU) has an annualized volatility of 26.0% and experienced a maximum drawdown of 21.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AYUPA.AU has generated a Compound Annual Growth Rate (CAGR) of -4.2%. 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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