EQT AB

10-Year Study

0AAZ.LSE · · GB · Common Stock

Executive Summary: EQT AB has compounded at 0.5% annually over the last 10 years, with a maximum drawdown of 44.5% and an annualized volatility of 65.0%.

1Y CAGR
+12.2%
3Y CAGR
+16.7%
5Y CAGR
+0.5%
10Y CAGR
+0.5%

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 →
44.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +29.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.7-16.91.58.9————————-14.3%
202519.1-8.9-8.7-8.62.812.44.52.4-4.50.50.711.520.8%
2024-1.88.313.0-12.26.1-1.19.40.01.2-10.03.2-4.68.6%
20234.91.0-11.34.7-5.70.920.7-11.8-1.7-6.623.714.329.5%
2022——16.0-22.61.2-28.431.8-12.2-10.60.99.7-5.6-29.7%

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 65.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.6% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-0111595.51363802308
2022-04-018978.98757262671
2022-05-019083.642066765004
2022-06-016501.652672024413
2022-07-018568.463514338711
2022-08-017525.592268867393
2022-09-016730.68240047542
2022-10-016788.377762025052
2022-11-017449.0045495547865
2022-12-017028.667597641894
2023-01-017370.638918584416
2023-02-017447.344510493117
2023-03-016608.576213637532
2023-04-016922.34979020315
2023-05-016524.736055426314
2023-06-016581.200303194512
2023-07-017945.107386846402
2023-08-017009.470735672341
2023-09-016888.739729122226
2023-10-016437.117425662502
2023-11-017961.648841165041
2023-12-019099.574512670486
2024-01-018931.452174012695
2024-02-019674.285274602222
2024-03-0110935.004723089442
2024-04-019599.64572736396
2024-05-0110180.891869901398
2024-06-0110071.76476558906
2024-07-0111018.599313392127
2024-08-0111018.897269121146
2024-09-0111153.402998220452
2024-10-0110040.155264402967
2024-11-0110361.505429506458
2024-12-019880.552495051807
2025-01-0111768.86493601319
2025-02-0110725.302826159204
2025-03-019789.554850866609
2025-04-018951.533080452959
2025-05-019205.388087337045
2025-06-0110349.98010899941
2025-07-0110814.411234568104
2025-08-0111076.235738643712
2025-09-0110580.62403716916
2025-10-0110632.406123481369
2025-11-0110706.760811945735
2025-12-0111940.065059124567
2026-01-0111139.07165507859
2026-02-019252.825258787649
2026-03-019390.611775144927
2026-04-0110228.721950005649
Annual Return Matrix
YearAnnual Return
20230.2946371963476233
20240.08582576924820673
20250.20844103253377466
2026-0.14332778763304266
Total Factor Risk
0.6496085795077812
VTI.US Exposure
0.486201032042139
VEA.US Exposure
0.07343529098840999
VWO.US Exposure
-0.030197018089472272
QQQ.US Exposure
-0.13232063432839827
VTV.US Exposure
-0.07501846875735918
IJR.US Exposure
-0.030455582392999045
QUAL.US Exposure
0.02181566076403745
SHV.US Exposure
0.444692676537946
TLT.US Exposure
0.03258893593394293
LQD.US Exposure
-0.0034455142289990803
HYG.US Exposure
-0.0012682587559276694
GLD.US Exposure
0.0026924702183731487
USO.US Exposure
-0.0009965853952570594
VNQ.US Exposure
0.026237223740224403
BTC-USD.CC Exposure
0.015821483381651787
CPER.US Exposure
0.04973881372869274
VIX.INDX Exposure
0.004902524156673839
UUP.US Exposure
-0.004051758233830121
TIP.US Exposure
0.01631974452803553
Idiosyncratic Exposure
0.10330796416211589
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.0%

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 →0.19%
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
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 →
+8.6%
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 →
-3.4%
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 →
17.0% 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 →
1.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EQT AB a high-risk investment?

EQT AB (0AAZ.LSE) has an annualized volatility of 65.0% and experienced a maximum drawdown of 44.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0AAZ.LSE has generated a Compound Annual Growth Rate (CAGR) of 0.5%. It has had a positive return in 75% 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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