Alcon Inc.

10-Year Study

0A0D.LSE · · GB · Common Stock

Executive Summary: Alcon Inc. has compounded at -1.4% annually over the last 10 years, with a maximum drawdown of 40.8% and an annualized volatility of 27.6%.

1Y CAGR
-31.3%
3Y CAGR
-12.7%
5Y CAGR
-5.0%
10Y CAGR
-1.4%

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 →
40.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.28.9-11.9-3.0-13.5———————-21.2%
20259.1-0.5-0.1-3.9-10.7-1.43.7-12.6-7.21.56.4-0.9-17.4%
2024-0.516.0-0.7-4.513.3-0.53.9-0.71.9-5.8-1.4-2.018.1%
20238.5-5.3-0.5-0.810.75.4-0.70.0-3.7-9.82.4-1.13.4%
2022-12.40.54.1-5.02.8-7.812.0-13.4-10.45.45.6-1.7-21.4%
202114.1-4.76.42.9-8.13.51.514.60.5-0.5-3.710.940.6%
20203.9-0.9-27.619.113.5-5.1-0.6-2.7-2.51.1—8.7-0.8%
2019————5.71.7—-4.93.2-2.00.3—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 27.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 41.3% of variance. Idiosyncratic stock-specific factors contribute 34.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110568.562902134601
2019-06-0110745.48920801975
2019-08-0110220.592103234418
2019-09-0110547.915884409085
2019-10-0110333.962767260004
2019-11-0110367.883269936458
2020-01-0110772.317241954763
2020-02-0110671.498977850093
2020-03-017728.523514889649
2020-04-019203.99282409045
2020-05-0110446.535301810847
2020-06-019909.013239879627
2020-07-019852.599997460497
2020-08-019591.484684076773
2020-09-019356.236021397126
2020-10-019454.532921933867
2020-12-0110281.794122501991
2021-01-0111732.920482723217
2021-02-0111183.245085608456
2021-03-0111904.518319792342
2021-04-0112249.001884673919
2021-05-0111255.203713478773
2021-06-0111648.572708688183
2021-07-0111820.043570613596
2021-08-0113545.254848183076
2021-09-0113619.444610721417
2021-10-0113547.322729094902
2021-11-0113043.195129959058
2021-12-0114459.07681814801
2022-01-0112669.090077980878
2022-02-0112729.149320955072
2022-03-0113253.375271409372
2022-04-0112591.345011418693
2022-05-0112945.78705542828
2022-06-0111933.504931170402
2022-07-0113368.287776465702
2022-08-0111580.278220679173
2022-09-0110380.707759451032
2022-10-0110944.640651273652
2022-11-0111555.3185352873
2022-12-0111361.046565413058
2023-01-0112331.118524040927
2023-02-0111679.137439709482
2023-03-0111622.234436021761
2023-04-0111524.862640103465
2023-05-0112755.034110965391
2023-06-0113445.506803146805
2023-07-0113352.851226851975
2023-08-0113358.819058606286
2023-09-0112858.863499906582
2023-10-0111603.151885852974
2023-11-0111877.000992220053
2023-12-0111750.87839590487
2024-01-0111694.392596260763
2024-02-0113567.022015675986
2024-03-0113468.144657339435
2024-04-0112864.341570392298
2024-05-0114572.683293154769
2024-06-0114500.380018465812
2024-07-0115071.586772092314
2024-08-0114973.253592943085
2024-09-0115257.569079013003
2024-10-0114370.502585758104
2024-11-0114167.795838480362
2024-12-0113879.054361686882
2025-01-0115136.870135264806
2025-02-0115065.238014906881
2025-03-0115042.654578632986
2025-04-0114461.398649347257
2025-05-0112909.744253921264
2025-06-0112733.792983353558
2025-07-0113205.414945699988
2025-08-0111543.854493741033
2025-09-0110708.648277037997
2025-10-0110867.258370836347
2025-11-0111565.621661233945
2025-12-0111464.04154626702
2026-01-0111215.533050722941
2026-02-0112211.380963523668
2026-03-0110760.236463996198
2026-04-0110440.440494912833
2026-05-019036.09540549512
Annual Return Matrix
YearAnnual Return
2020-0.008303444897387768
20210.40627955061888676
2022-0.2142619678765746
20230.03431302109777401
20240.181107819694881
2025-0.17400413259324798
2026-0.21178797468354438
Total Factor Risk
0.27631524928930074
VTI.US Exposure
-0.10535766340191303
VEA.US Exposure
0.0823861797975491
VWO.US Exposure
-0.008063061194586656
QQQ.US Exposure
-0.02864844372336642
VTV.US Exposure
-0.035813262204368854
IJR.US Exposure
0.003877650948771875
QUAL.US Exposure
0.4127528976232219
SHV.US Exposure
0.12020887280119068
TLT.US Exposure
-0.026205065503025385
LQD.US Exposure
0.1485529056309996
HYG.US Exposure
-0.0031478039945101125
GLD.US Exposure
0.012061609306321927
USO.US Exposure
0.00007663213042836228
VNQ.US Exposure
0.04599459149291359
BTC-USD.CC Exposure
0.02742832608744764
CPER.US Exposure
-0.004881626737846122
VIX.INDX Exposure
0.021799207714526175
UUP.US Exposure
-0.0014112779614772846
TIP.US Exposure
-0.006807789064934649
Idiosyncratic Exposure
0.3451971202526576
Value Score
49.7
Growth Score
54.7
Profit Score
48.3
Health Score
29.4
Yield Score
5.9
Moat Score
51.1

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.6%

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 →0.8x
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 →0.49%
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 →High
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
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
1.47
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$51
Avg Yield on Cost
0.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$50.790.51%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 →
-16.9%
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 →
-20.1%
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 →
32.8% 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 →
0.70
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 →
14
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-22.5%
50.0% retracement-18.6%
61.8% retracement-14.3%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Alcon Inc. a high-risk investment?

Alcon Inc. (0A0D.LSE) has an annualized volatility of 27.6% and experienced a maximum drawdown of 40.8% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of 0A0D.LSE?

Over the past 10 years, 0A0D.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.4%. It has had a positive return in 43% 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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