Aurizon Holdings Ltd

10-Year Study

AZJ.AU · Industrials · AU · Common Stock

Executive Summary: Aurizon Holdings Ltd has compounded at 4.2% annually over the last 10 years, with a maximum drawdown of 35.1% and an annualized volatility of 16.0%.

1Y CAGR
+46.0%
3Y CAGR
+9.2%
5Y CAGR
+7.5%
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 →
35.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -21.2%
% 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.
20261.19.1-1.43.0————————12.1%
20250.9-0.9-1.8-1.3-3.62.76.90.00.57.54.42.017.9%
2024-0.33.15.0-4.2-3.9-0.81.9-7.14.4-4.30.0-3.8-10.4%
2023-1.1-8.41.51.84.110.1-2.8-2.1-4.4-2.03.27.66.4%
20220.92.45.49.2-0.2-5.55.8-4.6-7.54.95.2-2.113.2%
2021-5.13.06.4-3.8-3.52.83.81.50.3-11.10.03.6-3.6%
20203.4-8.4-12.410.91.33.6-9.60.7-2.3-11.312.7-8.2-21.2%
20192.85.30.74.68.84.26.74.8-0.20.0-2.0-9.527.9%
2018-5.60.7-7.46.4-4.20.55.1-4.8-2.12.20.21.7-8.3%
2017-0.84.92.5-1.96.8-2.5-6.30.6-1.25.71.7-5.92.6%
2016———7.85.66.97.9-13.17.13.82.01.431.3%

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 16.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 10.8% of variance. Idiosyncratic stock-specific factors contribute 67.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110782.787056804385
2016-05-0111388.92377244757
2016-06-0112171.710829251959
2016-07-0113131.566829921721
2016-08-0111416.132948218845
2016-09-0112222.361756456945
2016-10-0112690.359579722885
2016-11-0112950.31185901461
2016-12-0113132.404035330068
2017-01-0113028.171961990873
2017-02-0113661.517853405332
2017-03-0114008.539495165138
2017-04-0113741.889572606638
2017-05-0114675.792205617649
2017-06-0114301.97999079074
2017-07-0113394.867930846833
2017-08-0113469.37921218971
2017-09-0113306.542760266231
2017-10-0114066.72527104525
2017-11-0114311.189250282556
2017-12-0113469.37921218971
2018-01-0112708.778098706516
2018-02-0112792.917242245383
2018-03-0111841.014692954917
2018-04-0112597.011176692202
2018-05-0112064.967139687724
2018-06-0112121.059902046967
2018-07-0112736.82447988614
2018-08-0112119.804093934448
2018-09-0111859.851814642723
2018-10-0112119.804093934448
2018-11-0112148.687680522416
2018-12-0112350.454183934027
2019-01-0112696.638620285488
2019-02-0113369.333165892253
2019-03-0113458.076939177026
2019-04-0114079.283352170456
2019-05-0115321.696178157312
2019-06-0115972.20478044288
2019-07-0117037.13005986019
2019-08-0117852.149524885932
2019-09-0117822.01013018544
2019-10-0117822.01013018544
2019-11-0117459.500188371214
2019-12-0115798.066055506719
2020-01-0116341.830968228054
2020-02-0114964.628071497342
2020-03-0113105.613462262965
2020-04-0114530.955669973626
2020-05-0114716.815270626646
2020-06-0115243.417472476873
2020-07-0113787.517267361547
2020-08-0113885.888902842315
2020-09-0113566.495039557954
2020-10-0112034.409142283057
2020-11-0113566.495039557954
2020-12-0112449.244422118967
2021-01-0111810.875298254427
2021-02-0112162.082967055967
2021-03-0112938.17238059358
2021-04-0112440.872368035498
2021-05-0112009.292980032651
2021-06-0112341.244924442211
2021-07-0112805.475323370587
2021-08-0113003.893005148811
2021-09-0113038.218426891037
2021-10-0111593.201892084222
2021-11-0111593.201892084222
2021-12-0112005.944158399265
2022-01-0112109.339026330108
2022-02-0112399.012097618152
2022-03-0113072.125245929086
2022-04-0114276.863828540332
2022-05-0114241.282598685588
2022-06-0113461.844363514589
2022-07-0114241.282598685588
2022-08-0113589.099585583324
2022-09-0112568.96479551258
2022-10-0113188.07819498514
2022-11-0113880.447067688057
2022-12-0113589.099585583324
2023-01-0113443.007241826781
2023-02-0112316.128762191805
2023-03-0112501.988362844824
2023-04-0112725.522206873457
2023-05-0113246.263970865253
2023-06-0114585.792624220352
2023-07-0114176.3991795387
2023-08-0113882.958683913099
2023-09-0113274.310352044873
2023-10-0113008.079032190548
2023-11-0113426.681736364017
2023-12-0114453.514169701535
2024-01-0114415.421323621751
2024-02-0114856.628573820588
2024-03-0115597.136757503453
2024-04-0114934.488676796851
2024-05-0114349.700699066516
2024-06-0114232.491941897944
2024-07-0114505.420905019046
2024-08-0113472.309431118925
2024-09-0114070.492695382813
2024-10-0113472.309431118925
2024-11-0113472.309431118925
2024-12-0112954.079283352168
2025-01-0113073.799656745783
2025-02-0112954.079283352168
2025-03-0112716.312947381639
2025-04-0112552.220687345642
2025-05-0112100.96697224664
2025-06-0112429.15149231864
2025-07-0113290.635857507637
2025-08-0113290.635857507637
2025-09-0113353.426263133659
2025-10-0114358.072753149987
2025-11-0114985.97680941019
2025-12-0115278.998702331617
2026-01-0115446.439784001004
2026-02-0116848.758842982126
2026-03-0116618.527355686718
2026-04-0117120.850600694877
Annual Return Matrix
YearAnnual Return
20170.0256598240469208
2018-0.08307175933119915
20190.2791485900216919
2020-0.21197668256491786
2021-0.03560860793544052
20220.13186430040793562
20230.06361088007885884
2024-0.10374189063948103
20250.1794739223162929
20260.1205479452054794
Total Factor Risk
0.16007323081694166
VTI.US Exposure
-0.030271267179272122
VEA.US Exposure
0.1078189264238321
VWO.US Exposure
-0.005538424662782171
QQQ.US Exposure
0.052018207613171864
VTV.US Exposure
0.06190766490901172
IJR.US Exposure
-0.020751331195714887
QUAL.US Exposure
0.011840959912116821
SHV.US Exposure
0.0000031479278729908666
TLT.US Exposure
0.01003551575039284
LQD.US Exposure
-0.006090901322376251
HYG.US Exposure
-0.007251140686263478
GLD.US Exposure
-0.0007617322323397655
USO.US Exposure
0.006067795450893978
VNQ.US Exposure
0.0688793115328491
BTC-USD.CC Exposure
0.04622281606122822
CPER.US Exposure
0.03281052281012565
VIX.INDX Exposure
0.005343268276137949
UUP.US Exposure
-0.007154464612921563
TIP.US Exposure
0.0010420058405394002
Idiosyncratic Exposure
0.6738291193834975
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

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 →22.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.79%
Market Cap$6.8B
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
$523
Avg Yield on Cost
5.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$523.255.23%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 →
+3.5%
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 →
2.2% 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 →
0.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurizon Holdings Ltd a high-risk investment?

Aurizon Holdings Ltd (AZJ.AU) has an annualized volatility of 16.0% and experienced a maximum drawdown of 35.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AZJ.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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