Hexagon AB (publ)

10-Year Study

0GRX.LSE · · GB · Common Stock

Executive Summary: Hexagon AB (publ) has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 37.7% and an annualized volatility of 30.1%.

1Y CAGR
+2.0%
3Y CAGR
-7.1%
5Y CAGR
-2.6%
10Y CAGR
+9.1%

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 →
37.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +45.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.4%
% 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.
2026-7.20.0-11.310.4————————-9.1%
202521.5-4.9-12.9-12.66.6-2.114.3-2.84.74.2-4.5-1.15.1%
2024-5.86.34.6-7.5-0.63.9-9.4-3.24.6-9.3-7.014.2-11.6%
20239.5-2.71.3-1.210.24.4-22.9-3.8-4.6-2.415.015.512.5%
2022-14.04.33.2-3.3-5.8-12.012.6-6.4-5.93.68.9-7.8-23.4%
2021-3.0-3.913.63.91.06.612.44.9-9.01.5-3.98.334.3%
20200.0-2.4-17.414.96.15.34.69.29.4-6.512.17.045.1%
20198.39.50.28.8-15.216.8-8.9-7.28.93.89.9-3.030.4%
201813.04.21.42.5-1.01.66.21.3-3.9-14.11.6-10.6-0.6%
20176.05.2-1.37.10.19.4—-6.53.56.3-4.41.028.3%
2016———1.62.7-6.09.74.27.0-15.23.10.15.1%

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 30.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.9% of variance. Idiosyncratic stock-specific factors contribute 34.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110160.237788289625
2016-05-0110438.422158995983
2016-06-019811.110917165592
2016-07-0110765.007019442484
2016-08-0111217.143897324135
2016-09-0112003.645621638338
2016-10-0110178.98954938421
2016-11-0110498.343012600086
2016-12-0110510.486772777032
2017-01-0111141.114482992502
2017-02-0111716.758638402709
2017-03-0111567.367945959022
2017-04-0112392.295819005607
2017-05-0112400.175548401738
2017-06-0113563.08396649619
2017-08-0112684.668689795502
2017-09-0113134.960314590715
2017-10-0113964.950165698741
2017-11-0113348.635634829403
2017-12-0113486.630642671726
2018-01-0115238.523897274263
2018-02-0115877.804348313963
2018-03-0116095.444469103233
2018-04-0116500.82662351102
2018-05-0116343.007612915775
2018-06-0116609.522004643055
2018-07-0117642.689182079102
2018-08-0117871.22627041935
2018-09-0117182.049178488338
2018-10-0114760.378925214885
2018-11-0114991.933251709977
2018-12-0113408.057771383117
2019-01-0114523.463390428124
2019-02-0115908.74974129053
2019-03-0115935.007193993453
2019-04-0117330.54218024133
2019-05-0114696.318720092562
2019-06-0117170.678429739495
2019-07-0115642.110670300654
2019-08-0114519.822755960295
2019-09-0115805.290889187567
2019-10-0116411.381720523954
2019-11-0118029.89310000025
2019-12-0117483.723122267966
2020-01-0117490.380994890642
2020-02-0117070.7854045468
2020-03-0114106.610743861416
2020-04-0116208.25426590097
2020-05-0117203.992728705405
2020-06-0118116.470379947583
2020-07-0118942.37075124243
2020-08-0120687.40664640213
2020-09-0122628.71263674198
2020-10-0121146.97440833456
2020-11-0123704.59492954375
2020-12-0125363.62706936406
2021-01-0124597.473000705686
2021-02-0123643.152988935966
2021-03-0126864.740455179053
2021-04-0127914.639589655613
2021-05-0128192.549665984257
2021-06-0130065.331933600813
2021-07-0133784.1153632281
2021-08-0135443.69609180384
2021-09-0132236.07270297161
2021-10-0132722.172211984675
2021-11-0131445.68098566438
2021-12-0134056.763974675145
2022-01-0129275.239446523814
2022-02-0130524.251363367737
2022-03-0131495.47788314561
2022-04-0130460.41558091809
2022-05-0128694.68292816729
2022-06-0125262.138149610128
2022-07-0128435.399933670637
2022-08-0126626.12928242097
2022-09-0125052.402694069508
2022-10-0125965.827907707422
2022-11-0128270.698627780035
2022-12-0126078.6875762102
2023-01-0128546.339541529418
2023-02-0127784.3746960943
2023-03-0128138.812903804963
2023-04-0127808.437793775513
2023-05-0130647.90825601141
2023-06-0132010.428173523615
2023-07-0124678.040740195847
2023-08-0123739.23082869319
2023-09-0122642.552034890246
2023-10-0122090.397452553305
2023-11-0125400.956040585595
2023-12-0129326.008842253304
2024-01-0127623.712998311843
2024-02-0129373.985422500617
2024-03-0130719.399345184516
2024-04-0128427.27084574931
2024-05-0128243.294125861223
2024-06-0129334.31248114226
2024-07-0126579.89821185002
2024-08-0125724.59847043481
2024-09-0126919.399843901567
2024-10-0124413.795511047832
2024-11-0122698.832254026518
2024-12-0125914.98370442038
2025-01-0131487.84751227468
2025-02-0129952.073291457727
2025-03-0126080.73231611679
2025-04-0122798.027075348662
2025-05-0124300.836099134976
2025-06-0123782.968314012203
2025-07-0127173.79541130442
2025-08-0126417.69049121136
2025-09-0127672.188295609547
2025-10-0128833.775113520467
2025-11-0127539.10565071354
2025-12-0127224.913908969178
2026-01-0125252.737333210316
2026-02-0125260.8165494266
2026-03-0122397.23311780445
2026-04-0124736.689865321463
Annual Return Matrix
YearAnnual Return
20170.28315947055878854
2018-0.00582598229093656
20190.3039713447225414
20200.45069942437260035
20210.34274029031956754
2022-0.23425820504841566
20230.12452011845126032
2024-0.1163139913167549
20250.050547213129266355
2026-0.09139511154993873
Total Factor Risk
0.30148295866051694
VTI.US Exposure
0.4286116670542221
VEA.US Exposure
0.36128958440140435
VWO.US Exposure
-0.08139804733638145
QQQ.US Exposure
0.027283914661004303
VTV.US Exposure
-0.0908414081840317
IJR.US Exposure
-0.03223837659122793
QUAL.US Exposure
-0.07068044508375278
SHV.US Exposure
0.03467390500385819
TLT.US Exposure
-0.00011835770732347166
LQD.US Exposure
0.052263657841242615
HYG.US Exposure
-0.025705507725821725
GLD.US Exposure
-0.005031252950683525
USO.US Exposure
-0.004819675533884865
VNQ.US Exposure
0.04136002867053624
BTC-USD.CC Exposure
0.0005028594540892951
CPER.US Exposure
0.03838867273445313
VIX.INDX Exposure
-0.018285855932361057
UUP.US Exposure
0.006471416880043361
TIP.US Exposure
-0.001949003638739701
Idiosyncratic Exposure
0.34022222398335455
Value Score
48.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.1%

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 →3.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.14%
Market Cap$37.0B
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 →
+2.8%
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 →
-6.0%
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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hexagon AB (publ) a high-risk investment?

Hexagon AB (publ) (0GRX.LSE) has an annualized volatility of 30.1% and experienced a maximum drawdown of 37.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0GRX.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.1%. 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.

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