AAK AB

10-Year Study

0A0J.LSE · · GB · Common Stock

Executive Summary: AAK AB has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 27.9% and an annualized volatility of 21.4%.

1Y CAGR
-9.1%
3Y CAGR
+6.6%
5Y CAGR
+6.4%
10Y CAGR
+10.3%

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 →
27.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +40.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -14.9%
% 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.
2026-5.90.2-2.01.1————————-6.6%
20253.0-7.2-7.0-11.310.0-5.40.95.9-10.410.00.1-1.7-14.9%
20243.2-1.79.510.95.06.70.32.14.1-7.8-3.36.940.4%
20230.80.23.610.23.4-4.10.40.3-3.98.80.86.128.8%
2022-11.1-1.10.4-1.0-1.1-0.46.8-8.1-10.09.68.22.6-7.4%
2021-4.012.210.1-2.4-0.2-0.98.10.4-8.3-0.8-3.58.017.6%
20202.7-9.7-2.31.34.9-6.4-2.910.2-3.14.7-2.90.9-4.2%
2019———11.17.17.711.4-0.5-1.9-10.01.32.029.7%
20185.62.9-4.77.63.74.6——————20.9%
2017-2.63.1-2.38.54.1-5.9-3.2-2.04.411.30.12.818.4%
2016———-6.34.9-4.95.9-1.21.3-5.2-5.25.2-6.5%

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 21.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 18.3% of variance. Idiosyncratic stock-specific factors contribute 49.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019369.560203514418
2016-05-019828.07346840733
2016-06-019342.436284830907
2016-07-019892.684088186747
2016-08-019771.274792292643
2016-09-019896.5953742665
2016-10-019377.68037352782
2016-11-018888.142532366426
2016-12-019354.180771564952
2017-01-019109.417165231642
2017-02-019393.357403331183
2017-03-019181.871614160133
2017-04-019965.138537115237
2017-05-0110372.592513075706
2017-06-019761.039551817632
2017-07-019453.270228416983
2017-08-019260.67127447344
2017-09-019671.685796185859
2017-10-0110767.717435089126
2017-11-0110775.656920691237
2017-12-0111073.488601470774
2018-01-0111694.968576855179
2018-02-0112036.49399968327
2018-03-0111468.624151978973
2018-04-0112338.300737511254
2018-05-0112795.570468514681
2018-06-0113390.521720923361
2019-04-0114874.159703833175
2019-05-0115923.363528478754
2019-06-0117156.10739393576
2019-07-0119116.79334061031
2019-08-0119021.763968764983
2019-09-0118668.41965973937
2019-10-0116804.256074450484
2019-11-0117028.442914885953
2019-12-0117369.596340396678
2020-01-0117832.594830087568
2020-02-0116095.144159588974
2020-03-0115719.883894323004
2020-04-0115924.567446833613
2020-05-0116699.480372890113
2020-06-0115624.843893982888
2020-07-0115174.036287806886
2020-08-0116728.71936203523
2020-09-0116204.808968749037
2020-10-0116969.964936595716
2020-11-0116478.715907774425
2020-12-0116631.702461665678
2021-01-0115962.978826975546
2021-02-0117902.530325752738
2021-03-0119703.87950688036
2021-04-0119222.695662617567
2021-05-0119188.684479315354
2021-06-0119013.92013961591
2021-07-0120561.80097718381
2021-08-0120636.69997991215
2021-09-0118931.53867656109
2021-10-0118774.24758228315
2021-11-0118112.6556675917
2021-12-0119565.666560736005
2022-01-0117401.131084414694
2022-02-0117211.391195567492
2022-03-0117283.792502022072
2022-04-0117114.034183364918
2022-05-0116927.4828429523
2022-06-0116856.48449780894
2022-07-0118000.03613688226
2022-08-0116534.472991400486
2022-09-0114878.744817280234
2022-10-0116313.878582201309
2022-11-0117652.654413429314
2022-12-0118114.133028366392
2023-01-0118256.129718653116
2023-02-0118291.618262730015
2023-03-0118945.80211655845
2023-04-0120882.98346099927
2023-05-0121586.8448994385
2023-06-0120707.953408930276
2023-07-0120800.47445600707
2023-08-0120867.285174206347
2023-09-0120060.34859337186
2023-10-0121823.275765862763
2023-11-0121987.741094118515
2023-12-0123334.350126000805
2024-01-0124074.47598863602
2024-02-0123673.579793956
2024-03-0125914.491633780333
2024-04-0128751.619516892402
2024-05-0130203.206191735924
2024-06-0132213.288381886072
2024-07-0132317.437002254308
2024-08-0133004.81364528674
2024-09-0134348.34041368227
2024-10-0131682.129355158595
2024-11-0130651.048447867768
2024-12-0132765.27925838615
2025-01-0133754.68583763699
2025-02-0131317.60386962238
2025-03-0129130.47221339467
2025-04-0125828.953507775277
2025-05-0128399.33805734498
2025-06-0126879.463303527493
2025-07-0127134.547178294066
2025-08-0128728.82139558514
2025-09-0125749.016598520306
2025-10-0128335.56708865334
2025-11-0128356.82407821722
2025-12-0127878.541813029897
2026-01-0126220.49662704718
2026-02-0126263.010606174943
2026-03-0125749.579908743744
2026-04-0126029.183720972254
Annual Return Matrix
YearAnnual Return
20170.18380100533573307
20180.2092414778071694
20190.2971560557835333
2020-0.04248192440804577
20210.17640792371272895
2022-0.07418778848467766
20230.2881847610073114
20240.40416506487046844
2025-0.14914377523901334
2026-0.06633625619519634
Total Factor Risk
0.21378233544757555
VTI.US Exposure
-0.05668245888741127
VEA.US Exposure
0.15708003269734763
VWO.US Exposure
0.03655658823486224
QQQ.US Exposure
0.06770232452087037
VTV.US Exposure
-0.03797447921170607
IJR.US Exposure
-0.07569478446067075
QUAL.US Exposure
0.09006310222696814
SHV.US Exposure
0.0007567133550669027
TLT.US Exposure
-0.018992241947014866
LQD.US Exposure
-0.012061089535599737
HYG.US Exposure
0.18253186055752274
GLD.US Exposure
0.014210969784601696
USO.US Exposure
0.007395097698037455
VNQ.US Exposure
0.051542237879185764
BTC-USD.CC Exposure
-0.007741211678545667
CPER.US Exposure
-0.022849739393091498
VIX.INDX Exposure
0.0729085415262657
UUP.US Exposure
-0.010027727513310967
TIP.US Exposure
0.07079967780682289
Idiosyncratic Exposure
0.4904765863397993
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.4%

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 →3.12%
Market Cap$47.0B
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
$0
Avg Yield on Cost
0.00%

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 →
+1.3%
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 →
-3.5%
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 →
10.7% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AAK AB a high-risk investment?

AAK AB (0A0J.LSE) has an annualized volatility of 21.4% and experienced a maximum drawdown of 27.9% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of 0A0J.LSE?

Over the past 10 years, 0A0J.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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