Beacon Minerals Limited

10-Year Study

BCN.AU · Basic Materials · AU · Common Stock

Executive Summary: Beacon Minerals Limited has compounded at 50.0% annually over the last 10 years, with a maximum drawdown of 43.8% and an annualized volatility of 49.3%.

1Y CAGR
+230.9%
3Y CAGR
+45.0%
5Y CAGR
+22.8%
10Y CAGR
+50.0%

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 →
43.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
6.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
144.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +474.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -12.0%
% 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.
202656.4-6.6-14.4-4.3————————19.6%
202522.7-11.112.5-3.79.6-1.814.368.718.1-1.6-0.414.2224.4%
20240.0-8.08.720.0-10.0-7.4-4.0-4.2-4.39.1-8.30.0-12.0%
202310.7-6.410.33.1-9.1-3.3-3.5-7.1-3.88.07.7-10.7-7.3%
20220.03.02.90.6-5.9-15.611.1-16.70.00.010.15.7-8.7%
2021-7.711.12.00.05.9-2.8-5.70.0-6.17.1-3.16.45.3%
2020-17.90.0-15.648.1-5.05.3-7.5-5.411.4-5.1-2.78.30.0%
20190.00.05.3-8.416.738.120.725.79.1-22.9-10.818.2108.9%
20180.025.0-15.05.9-5.60.017.620.0-12.5-9.5-5.35.618.8%
2017433.518.715.8-4.60.04.8-11.9-5.60.0-11.813.3-5.9474.5%
2016———33.60.00.025.00.00.02.80.00.071.6%

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 49.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 29.3% of variance. Idiosyncratic stock-specific factors contribute 42.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113355.555555555557
2016-05-0113355.555555555557
2016-06-0113355.555555555557
2016-07-0116688.888888888887
2016-08-0116688.888888888887
2016-09-0116688.888888888887
2016-10-0117155.55555555556
2016-11-0117155.55555555556
2016-12-0117155.55555555556
2017-01-0191533.33333333334
2017-02-01108666.66666666667
2017-03-01125844.44444444445
2017-04-01120111.11111111111
2017-05-01120111.11111111111
2017-06-01125844.44444444445
2017-07-01110888.88888888889
2017-08-01104733.33333333334
2017-09-01104733.33333333334
2017-10-0192400
2017-11-01104733.33333333334
2017-12-0198555.55555555556
2018-01-0198555.55555555556
2018-02-01123200
2018-03-01104733.33333333334
2018-04-01110888.88888888889
2018-05-01104733.33333333334
2018-06-01104733.33333333334
2018-07-01123200
2018-08-01147844.44444444444
2018-09-01129377.77777777778
2018-10-01117044.44444444444
2018-11-01110888.88888888889
2018-12-01117044.44444444444
2019-01-01117044.44444444444
2019-02-01117044.44444444444
2019-03-01123200
2019-04-01112866.66666666667
2019-05-01131666.6666666667
2019-06-01181844.44444444444
2019-07-01219444.44444444447
2019-08-01275888.88888888893
2019-09-01300977.7777777778
2019-10-01232000.00000000003
2019-11-01206911.11111111112
2019-12-01244533.33333333337
2020-01-01200644.44444444447
2020-02-01200644.44444444447
2020-03-01169288.88888888893
2020-04-01250800.00000000003
2020-05-01238266.6666666667
2020-06-01250800.00000000003
2020-07-01232000.00000000003
2020-08-01219444.44444444447
2020-09-01244533.33333333337
2020-10-01232000.00000000003
2020-11-01225733.33333333334
2020-12-01244533.33333333337
2021-01-01225733.33333333334
2021-02-01250800.00000000003
2021-03-01255822.22222222225
2021-04-01255822.22222222225
2021-05-01270866.6666666667
2021-06-01263355.55555555556
2021-07-01248288.8888888889
2021-08-01248288.8888888889
2021-09-01233244.4444444445
2021-10-01249688.88888888888
2021-11-01241888.8888888889
2021-12-01257488.88888888893
2022-01-01257488.88888888893
2022-02-01265288.8888888889
2022-03-01273088.88888888893
2022-04-01274844.44444444444
2022-05-01258666.66666666666
2022-06-01218244.44444444447
2022-07-01242511.11111111112
2022-08-01202088.8888888889
2022-09-01202088.8888888889
2022-10-01202088.8888888889
2022-11-01222444.44444444444
2022-12-01235044.4444444445
2023-01-01260222.22222222225
2023-02-01243444.44444444444
2023-03-01268622.22222222225
2023-04-01277022.2222222222
2023-05-01251822.22222222222
2023-06-01243444.44444444444
2023-07-01235044.4444444445
2023-08-01218244.44444444447
2023-09-01209866.6666666667
2023-10-01226644.44444444447
2023-11-01244088.88888888893
2023-12-01217933.33333333334
2024-01-01217933.33333333334
2024-02-01200488.8888888889
2024-03-01217933.33333333334
2024-04-01261511.11111111112
2024-05-01235377.77777777775
2024-06-01217933.33333333334
2024-07-01209222.22222222225
2024-08-01200488.8888888889
2024-09-01191777.77777777778
2024-10-01209222.22222222225
2024-11-01191777.77777777778
2024-12-01191777.77777777778
2025-01-01235377.77777777775
2025-02-01209222.22222222225
2025-03-01235377.77777777775
2025-04-01226644.44444444447
2025-05-01248444.4444444445
2025-06-01244088.88888888893
2025-07-01278955.55555555556
2025-08-01470733.3333333334
2025-09-01555733.3333333333
2025-10-01547000
2025-11-01544822.2222222222
2025-12-01622222.2222222222
2026-01-01973333.3333333333
2026-02-01908888.8888888889
2026-03-01777777.7777777779
2026-04-01744444.4444444444
Annual Return Matrix
YearAnnual Return
20174.744818652849741
20180.18759864712514074
20191.0892348585532563
20200
20210.0529807342784443
2022-0.08716665228273057
2023-0.07279947054930513
2024-0.1200163148771286
20252.2444959443800694
20260.19642857142857162
Total Factor Risk
0.4933299517828841
VTI.US Exposure
0.007817135672560687
VEA.US Exposure
0.2928390714669373
VWO.US Exposure
0.005615834895820884
QQQ.US Exposure
0.0038117442095624288
VTV.US Exposure
-0.027701644035054495
IJR.US Exposure
0.003968538207501614
QUAL.US Exposure
-0.0031981407905319367
SHV.US Exposure
0.04146652562984806
TLT.US Exposure
0.0014552727568890992
LQD.US Exposure
-0.0008649377496019855
HYG.US Exposure
0.02123055170447913
GLD.US Exposure
0.10599302745902235
USO.US Exposure
-0.00046308264493324805
VNQ.US Exposure
0.0008265154845438218
BTC-USD.CC Exposure
0.011120956356010073
CPER.US Exposure
-0.02695114513147274
VIX.INDX Exposure
0.008683888514664976
UUP.US Exposure
0.08540598835526683
TIP.US Exposure
0.04861460138411813
Idiosyncratic Exposure
0.4203292982543691
Value Score
33
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.3%

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 →42.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.15%
Market Cap$378.6M
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
$11,111
Avg Yield on Cost
111.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$11,111.11111.11%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 →
-7.1%
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 →
+24.9%
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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beacon Minerals Limited a high-risk investment?

Beacon Minerals Limited (BCN.AU) has an annualized volatility of 49.3% and experienced a maximum drawdown of 43.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BCN.AU has generated a Compound Annual Growth Rate (CAGR) of 50.0%. 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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