Thungela Resources Limited

10-Year Study

TGA.LSE · Energy · GB · Common Stock

Executive Summary: Thungela Resources Limited has compounded at 65.5% annually over the last 10 years, with a maximum drawdown of 66.3% and an annualized volatility of 103.1%.

1Y CAGR
+94.1%
3Y CAGR
+68.5%
5Y CAGR
+67.5%
10Y CAGR
+65.5%

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 →
66.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
100.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +326.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -11.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.010.746.9-8.8————————60.0%
20254.4-20.7-8.328.71.2-8.512.8-0.1-1.4-9.74.919.213.6%
2024-22.0-14.118.19.12.3-15.57.9-3.7-4.717.41.31.2-11.1%
2023-22.7-8.9-4.3-19.7-24.18.4-3.66.3199.2-2.7-17.15.816.6%
202215.852.246.338.1-7.3-7.824.314.220.5-20.015.5-11.2326.8%
20218.0——-1.7-4.1-18.212.036.251.8-25.6-2.013.760.0%
2020———4.114.85.410.210.01.32.04.21.366.6%

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 103.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.4% of variance. Idiosyncratic stock-specific factors contribute 25.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-03-0110000
2020-04-0110411.311751136376
2020-05-0111953.728262318598
2020-06-0112596.402911051233
2020-07-0113881.749803265502
2020-08-0115269.925986217551
2020-09-0115475.582162442113
2020-10-0115784.06402152796
2020-11-0116452.44479031954
2020-12-0116658.1009665441
2021-01-0117994.86250412726
2021-04-0117685.176816916082
2021-05-0116966.584028255445
2021-06-0113883.24583475168
2021-07-0115550.630049847023
2021-08-0121173.6893508895
2021-09-0132140.770389628415
2021-10-0123922.450524558182
2021-11-0123448.045682932236
2021-12-0126657.24563331191
2022-01-0130864.057678881072
2022-02-0146979.79317703651
2022-03-0168746.52010606434
2022-04-0194950.26270596389
2022-05-0188043.52342476955
2022-06-0181206.55141593819
2022-07-01100950.05897254532
2022-08-01115251.90844147492
2022-09-01138857.49007560365
2022-10-01111019.30804127724
2022-11-01128188.96125976463
2022-12-01113769.80315077057
2023-01-0187931.95253597939
2023-02-0180097.27385364083
2023-03-0176680.00160430242
2023-04-0161594.06635546326
2023-05-0146774.81043645625
2023-06-0150692.14977762552
2023-07-0148875.1741900212
2023-08-0151942.38055941447
2023-09-01155408.88483123045
2023-10-01151210.90009531408
2023-11-01125357.91694968953
2023-12-01132673.2345633847
2024-01-01103495.09844986985
2024-02-0188864.46322247954
2024-03-01104991.39048823046
2024-04-01114509.62627799255
2024-05-01117107.40893049251
2024-06-0199006.15928257616
2024-07-01106820.21989165427
2024-08-01102871.63817953526
2024-09-0198050.16164717844
2024-10-01115133.08654832713
2024-11-01116587.8271791078
2024-12-01117938.68929093861
2025-01-01123134.22306983266
2025-02-0197676.07287453531
2025-03-0189612.60924165984
2025-04-01115308.0879621938
2025-05-01116695.48883076599
2025-06-01106829.5516190015
2025-07-01120549.36612075286
2025-08-01120395.23498899386
2025-09-01118695.78872419534
2025-10-01107188.76006965849
2025-11-01112390.5675436272
2025-12-01133985.95008707308
2026-01-01144704.82609403893
2026-02-01160152.61798643088
2026-03-01235184.75003519183
2026-04-01214377.52013931697
Annual Return Matrix
YearAnnual Return
20210.6002571773847423
20223.2678754105262664
20230.16615508587601946
2024-0.11105891343447005
20250.13606443222841036
20260.6000000000000001
Total Factor Risk
1.031155705956222
VTI.US Exposure
0.09978557374924774
VEA.US Exposure
0.026178972890401733
VWO.US Exposure
-0.012233388355161105
QQQ.US Exposure
-0.038908978931418266
VTV.US Exposure
0.025569464456351252
IJR.US Exposure
-0.00034767434636350983
QUAL.US Exposure
0.11894913543862591
SHV.US Exposure
0.3843825297047535
TLT.US Exposure
0.07380981704292369
LQD.US Exposure
-0.009138581210998881
HYG.US Exposure
-0.0035313290192219285
GLD.US Exposure
0.016366673817754925
USO.US Exposure
0.0038999784495225556
VNQ.US Exposure
0.01260495493587451
BTC-USD.CC Exposure
0.007026612219792508
CPER.US Exposure
0.0003680329221646681
VIX.INDX Exposure
-0.0009734320509811221
UUP.US Exposure
0.003018242140954637
TIP.US Exposure
0.03759114916953261
Idiosyncratic Exposure
0.25558224697624476
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
103.1%

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 →0.53%
Market Cap$963.2M
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
$28
Avg Yield on Cost
0.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$28.180.28%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 →
+7.9%
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 →
+51.5%
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 →
16.3% 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 →
-1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Thungela Resources Limited a high-risk investment?

Thungela Resources Limited (TGA.LSE) has an annualized volatility of 103.1% and experienced a maximum drawdown of 66.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of TGA.LSE?

Over the past 10 years, TGA.LSE has generated a Compound Annual Growth Rate (CAGR) of 65.5%. It has had a positive return in 83% 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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