Akzo Nobel N.V.

10-Year Study

0A00.LSE · · GB · Common Stock

Executive Summary: Akzo Nobel N.V. has compounded at 2.1% annually over the last 10 years, with a maximum drawdown of 47.5% and an annualized volatility of 26.1%.

1Y CAGR
-18.9%
3Y CAGR
-11.3%
5Y CAGR
-12.3%
10Y CAGR
+2.1%

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 →
47.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +37.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.0%
% 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.
2026-0.61.4-17.01.1-2.4———————-17.5%
2025-4.27.9-7.53.08.4-0.9-7.77.22.6-3.2-4.36.46.0%
2024-4.8-5.62.7-8.23.1-10.60.90.010.1-7.1-5.95.1-20.1%
20238.12.23.66.2-5.95.94.2-3.5-8.7-6.911.26.322.4%
2022-5.1-7.0-7.47.5-2.1-24.06.6-4.3-8.28.89.2-7.9-33.0%
2021-5.42.611.36.04.70.9-1.30.4-9.75.8-5.93.010.9%
2020-6.3-15.3-16.116.96.48.30.44.33.5-3.67.0-0.10.1%
20196.1—10.2-2.3-0.29.43.4-4.70.41.45.34.637.8%
20183.25.9-3.6-0.20.4-2.17.61.80.0-7.3-0.2-5.2-0.8%
20176.9-0.122.84.7-6.92.30.00.71.61.0-2.81.433.1%
2016————-1.4-7.93.04.5-0.6-1.90.40.5-3.7%

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 26.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 45.3% of variance. Idiosyncratic stock-specific factors contribute 25.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019863.830873205034
2016-06-019084.185149909084
2016-07-019356.341115511339
2016-08-019781.345558781039
2016-09-019725.816080534834
2016-10-019537.44423126877
2016-11-019575.246202713357
2016-12-019625.603259309219
2017-01-0110290.589838356127
2017-02-0110283.138816859815
2017-03-0112630.347304188523
2017-04-0113217.838702474102
2017-05-0112299.85918252952
2017-06-0112584.593019281512
2017-07-0112590.357876891807
2017-08-0112676.625667060103
2017-09-0112881.107217237151
2017-10-0113003.60474495632
2017-11-0112634.517141906641
2017-12-0112815.77975965329
2018-01-0113221.165458249216
2018-02-0113996.800845816262
2018-03-0113491.589687968537
2018-04-0113470.694927381022
2018-05-0113522.282427893708
2018-06-0113235.930785251077
2018-07-0114242.502267206846
2018-08-0114498.183955922765
2018-09-0114501.78414367939
2018-10-0113440.981985389617
2018-11-0113411.086755410535
2018-12-0112717.161958319852
2019-01-0113495.258233720544
2019-03-0114866.155045047919
2019-04-0114516.822902662772
2019-05-0114482.302114996375
2019-06-0115847.684714696512
2019-07-0116386.55079226917
2019-08-0115623.310987864177
2019-09-0115684.67368171606
2019-10-0115908.728404569958
2019-11-0116750.89890763923
2019-12-0117527.536879138504
2020-01-0116418.95248207881
2020-02-0113904.471980057693
2020-03-0111665.10962343859
2020-04-0113633.660388364557
2020-05-0114512.356846964676
2020-06-0115710.216785989343
2020-07-0115765.381688260199
2020-08-0116451.01238191156
2020-09-0117026.313271021223
2020-10-0116414.235780397663
2020-11-0117562.969106743287
2020-12-0117546.791047836923
2021-01-0116600.351815816215
2021-02-0117025.037255107483
2021-03-0118948.631245072527
2021-04-0120084.21705030693
2021-05-0121028.058678503232
2021-06-0121217.319181709223
2021-07-0120940.287012436598
2021-08-0121017.21254323643
2021-09-0118983.94954268501
2021-10-0120080.66243454722
2021-11-0118893.352412809378
2021-12-0119455.095632835535
2022-01-0118465.5680777276
2022-02-0117168.06496743881
2022-03-0115905.264932804092
2022-04-0117094.443406415623
2022-05-0116729.183851107173
2022-06-0112709.164072860509
2022-07-0113550.400349992935
2022-08-0112969.858681237552
2022-09-0111907.59821904636
2022-10-0112953.589478337351
2022-11-0114148.806241540697
2022-12-0113032.201173023199
2023-01-0114088.901851590233
2023-02-0114398.10785068791
2023-03-0114921.889597280262
2023-04-0115843.150301003037
2023-05-0114902.475926592626
2023-06-0115783.040837066439
2023-07-0116451.445315882294
2023-08-0115878.081236641709
2023-09-0114489.297416523494
2023-10-0113493.025205871494
2023-11-0115004.557199691935
2023-12-0115951.429365683374
2024-01-0115190.445375125892
2024-02-0114345.42662224916
2024-03-0114735.181125901756
2024-04-0113530.25752735459
2024-05-0113946.967867184972
2024-06-0112470.252879010906
2024-07-0112584.638591278432
2024-08-0112588.215993036598
2024-09-0113858.854411141441
2024-10-0112877.9171774528
2024-11-0112119.530790719717
2024-12-0112739.309948822645
2025-01-0112209.69498662462
2025-02-0113172.31227755169
2025-03-0112180.96184256698
2025-04-0112552.328045462624
2025-05-0113608.481860066626
2025-06-0113491.156753997804
2025-07-0112456.19391796129
2025-08-0113358.405526971786
2025-09-0113708.330105316883
2025-10-0113263.729703371871
2025-11-0112696.358341726174
2025-12-0113507.539886890303
2026-01-0113420.95309274357
2026-02-0113607.798280112835
2026-03-0111291.009100727784
2026-04-0111415.785228292918
2026-05-0111138.93534700797
Annual Return Matrix
YearAnnual Return
20170.331426136565389
2018-0.007695029345300197
20190.378258524707362
20200.0010985096668851835
20210.10875518947003449
2022-0.3301394442375307
20230.22400116096296974
2024-0.20136875155345157
20250.06030388939070086
2026-0.17535425101214575
Total Factor Risk
0.2608095429045223
VTI.US Exposure
-0.07013677854325084
VEA.US Exposure
0.4530904210628189
VWO.US Exposure
-0.004976574732595379
QQQ.US Exposure
-0.03147166582388933
VTV.US Exposure
0.009354512090011173
IJR.US Exposure
0.06563532334530735
QUAL.US Exposure
0.1237415503966827
SHV.US Exposure
0.16029637647029502
TLT.US Exposure
-0.005841494306226173
LQD.US Exposure
-0.02738782553421912
HYG.US Exposure
0.1131770803838981
GLD.US Exposure
-0.022140282880192052
USO.US Exposure
0.006974224099967471
VNQ.US Exposure
-0.04725320022347239
BTC-USD.CC Exposure
-0.007485530139328914
CPER.US Exposure
0.04052034703207724
VIX.INDX Exposure
-0.053646164914303414
UUP.US Exposure
-0.01578836019556784
TIP.US Exposure
0.0551380259117169
Idiosyncratic Exposure
0.25820001650027075
Value Score
50
Growth Score
45.6
Profit Score
45.2
Health Score
25.5
Yield Score
36.7
Moat Score
79.5

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.1%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.06%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Medium
Market Cap$16.1B
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
3.0/ 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
1.28
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$351
Avg Yield on Cost
3.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$350.93.51%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-4.8%
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 →
-13.6%
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 →
20.6% 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 →
1.13
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
30
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-12.4%
50.0% retracement-9.5%
61.8% retracement-6.4%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Akzo Nobel N.V. a high-risk investment?

Akzo Nobel N.V. (0A00.LSE) has an annualized volatility of 26.1% and experienced a maximum drawdown of 47.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0A00.LSE?

Over the past 10 years, 0A00.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.1%. 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.

Run a Full Backtest on Akzo Nobel N.V.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest