Galp Energia Nom

10-Year Study

0B67.LSE · · GB · Common Stock

Executive Summary: Galp Energia Nom has compounded at 8.1% annually over the last 10 years, with a maximum drawdown of 51.6% and an annualized volatility of 41.6%.

1Y CAGR
+17.9%
3Y CAGR
+20.9%
5Y CAGR
+23.3%
10Y CAGR
+8.1%

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 →
51.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +56.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -39.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.07.416.2-5.7-6.42.5——————31.9%
20252.4-2.51.6-15.65.811.07.21.1-3.68.20.3-16.7-5.0%
20249.7-0.45.133.5-4.41.9-1.3-1.2-11.7-4.7-2.83.122.8%
2023-1.2-7.4-9.72.9-5.07.612.47.511.1-0.6-2.7-2.310.3%
202215.3-0.117.11.37.8-8.4-10.06.1-6.04.015.27.656.2%
2021-3.49.57.6-2.910.9-10.3-10.43.917.2-7.7-9.84.44.3%
2020-8.6-9.3-16.21.54.7-3.4-13.02.8-14.3-11.530.1-3.6-39.4%
2019————-8.00.74.3-7.48.53.33.51.04.6%

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 41.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.8% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019195.087670488621
2019-06-019256.68513995826
2019-07-019650.221806358084
2019-08-018938.433589107277
2019-09-019694.087015633837
2019-10-0110013.132966142215
2019-11-0110360.227873716702
2019-12-0110461.902280968136
2020-01-019564.367150874255
2020-02-018673.84163537843
2020-03-017264.430974062589
2020-04-017373.117183135805
2020-05-017722.191965627342
2020-06-017460.251801944267
2020-07-016490.527352763754
2020-08-016670.2130312164945
2020-09-015716.494247820322
2020-10-015058.8573155853255
2020-11-016579.278767350699
2020-12-016339.205591593712
2021-01-016125.335356077836
2021-02-016705.859966063037
2021-03-017216.548709691107
2021-04-017004.852137114432
2021-05-017771.698462337976
2021-06-016972.1115851554005
2021-07-016250.267825545286
2021-08-016492.886054830199
2021-09-017606.7179264419165
2021-10-017019.3136229480015
2021-11-016332.239284025436
2021-12-016609.521947259037
2022-01-017618.619923070967
2022-02-017609.450206320814
2022-03-018911.367132939022
2022-04-019029.862165535216
2022-05-019737.840239054805
2022-06-018918.78532092915
2022-07-018029.865227648433
2022-08-018517.85496344493
2022-09-018005.717402820555
2022-10-018326.916456365105
2022-11-019593.584960299702
2022-12-0110324.131683116777
2023-01-0110196.918376747537
2023-02-019440.807383017433
2023-03-018523.990563441956
2023-04-018767.003367887093
2023-05-018332.54899490508
2023-06-018967.72926369738
2023-07-0110083.173994084873
2023-08-0110840.725055916373
2023-09-0112049.025307490849
2023-10-0111971.235383330642
2023-11-0111653.260297558665
2023-12-0111385.114542719324
2024-01-0112487.965238890763
2024-02-0112432.638977289182
2024-03-0113069.26456351982
2024-04-0117451.424166984907
2024-05-0116689.038465828784
2024-06-0117004.530615226664
2024-07-0116778.550159382994
2024-08-0116577.66153412747
2024-09-0114638.536344877937
2024-10-0113957.238026371795
2024-11-0113568.157172147192
2024-12-0113983.283486504612
2025-01-0114319.15268702622
2025-02-0113955.956313268181
2025-03-0114179.939396404992
2025-04-0111968.990416897966
2025-05-0112669.128605692995
2025-06-0114062.87743279427
2025-07-0115074.211188699226
2025-08-0115239.06486561916
2025-09-0114697.823231203109
2025-10-0115908.958999616361
2025-11-0115956.782208947234
2025-12-0113287.936192559677
2026-01-0115540.554793672625
2026-02-0116687.289946688612
2026-03-0119384.411026582206
2026-04-0118278.958339074794
2026-05-0117109.28848299849
2026-06-0117531.287019308373
Annual Return Matrix
YearAnnual Return
2020-0.3940675967576437
20210.04264199224328458
20220.562008835964027
20230.10276727304220556
20240.22820753660724424
2025-0.04972703976258652
20260.31933859143037413
Total Factor Risk
0.4156361709224454
VTI.US Exposure
0.00015654819519698074
VEA.US Exposure
0.0027277746637403588
VWO.US Exposure
0.020092949772550803
QQQ.US Exposure
0.017633256440710583
VTV.US Exposure
0.02685526667850262
IJR.US Exposure
0.0001735417963016335
QUAL.US Exposure
0.03276172788629613
SHV.US Exposure
0.47804943232314584
TLT.US Exposure
0.05010290741709083
LQD.US Exposure
0.043596456415805444
HYG.US Exposure
0.0029573356883779607
GLD.US Exposure
0.0001276879559590933
USO.US Exposure
0.08411944239105214
VNQ.US Exposure
0.0004459650512130921
BTC-USD.CC Exposure
0.005130786588060723
CPER.US Exposure
0.001336430589317828
VIX.INDX Exposure
0.00010894461160864182
UUP.US Exposure
0.010767871417169905
TIP.US Exposure
0.008304164618574078
Idiosyncratic Exposure
0.21455150949932544
Value Score
50
Growth Score
52.4
Profit Score
52.2
Health Score
30.8
Yield Score
79.4
Moat Score
88.2

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.6%

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 →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 →6.62%
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 →Extreme
Market Cap$7.7B
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
4.0/ 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
1.54
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$303
Avg Yield on Cost
3.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$302.743.03%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 →
-2.5%
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 →
+8.7%
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 →
14.0% 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 →
-0.04
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 →
✦ Golden Cross
Bullish — 50 SMA above 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 →
46
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.0%
50.0% retracement+5.3%
61.8% retracement+11.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Galp Energia Nom a high-risk investment?

Galp Energia Nom (0B67.LSE) has an annualized volatility of 41.6% and experienced a maximum drawdown of 51.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0B67.LSE?

Over the past 10 years, 0B67.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.1%. It has had a positive return in 71% 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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