Banco de Sabadell SA

10-Year Study

0H00.LSE · · Unknown · Common Stock

Executive Summary: Banco de Sabadell SA has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 73.9% and an annualized volatility of 42.5%.

1Y CAGR
-9.2%
3Y CAGR
+44.1%
5Y CAGR
+44.0%
10Y CAGR
+19.5%

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 →
73.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +93.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -64.5%
% 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.
2026-3.2-0.1-6.58.4-12.6-1.1——————-15.2%
202522.815.10.21.08.0-2.819.52.31.4-2.8-0.67.793.7%
20249.2-0.619.127.78.2-7.69.2-2.02.3-6.3-1.05.877.6%
202334.64.1-17.9-3.6-4.315.26.9-5.42.26.513.8-15.030.1%
202216.314.7-0.6-0.911.4-6.9-17.87.92.014.610.22.359.2%
20211.815.78.612.923.5-9.11.82.519.6-4.3-13.5-2.164.0%
2020-19.7-6.2-40.3-15.7-27.913.1-5.315.5-12.4-11.925.78.2-64.5%
2019————-4.0-8.7-11.3-2.614.59.83.14.12.2%

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 42.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.5% of variance. Idiosyncratic stock-specific factors contribute 31.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019602.865401533241
2019-06-018772.150307904989
2019-07-017776.800301621215
2019-08-017576.976247329396
2019-09-018677.893678522056
2019-10-019527.460098026895
2019-11-019825.311046876965
2019-12-0110223.702400402162
2020-01-018207.867286665829
2020-02-017696.367977881112
2020-03-014590.92622847807
2020-04-013870.8055799924596
2020-05-012792.5097398517028
2020-06-013159.4822169159233
2020-07-012992.333794143522
2020-08-013457.3331657659924
2020-09-013028.7796908382556
2020-10-012668.0909890662306
2020-11-013353.0224959155457
2020-12-013629.5086087721506
2021-01-013694.859871810984
2021-02-014276.737463868292
2021-03-014643.709940932512
2021-04-015243.182103807969
2021-05-016476.058816136735
2021-06-015884.127183611915
2021-07-015988.43785346236
2021-08-016136.734950358175
2021-09-017340.7062963428425
2021-10-017027.774286791505
2021-11-016076.410707553098
2021-12-015950.735201709186
2022-01-016923.463616941058
2022-02-017940.1784592182985
2022-03-017888.651501822295
2022-04-017819.529973608143
2022-05-018710.569310041474
2022-06-018109.840392107578
2022-07-016663.315319844163
2022-08-017189.89568933015
2022-09-017333.165765992209
2022-10-018406.43458589921
2022-11-019264.798290813122
2022-12-019475.93314063089
2023-01-0112757.320598215407
2023-02-0113281.387457584517
2023-03-0110898.579866783964
2023-04-0110508.98579866784
2023-05-0110061.580997863517
2023-06-0111588.538393867037
2023-07-0112382.807590800552
2023-08-0111719.240919944703
2023-09-0111974.362196807842
2023-10-0112751.036822923212
2023-11-0114505.46688450421
2023-12-0112332.537388462988
2024-01-0113466.130451175064
2024-02-0113388.211637551842
2024-03-0115951.991956767628
2024-04-0120378.283272590175
2024-05-0122053.537765489506
2024-06-0120369.4859871811
2024-07-0122252.105064722888
2024-08-0121803.443508860124
2024-09-0122299.86175694357
2024-10-0120899.836621842405
2024-11-0120694.98554731683
2024-12-0121901.470403418374
2025-01-0126890.78798542164
2025-02-0130948.85006912153
2025-03-0130999.120271459098
2025-04-0131301.99824054292
2025-05-0133805.454316953634
2025-06-0132870.42855347493
2025-07-0139292.44690209878
2025-08-0140204.85107452558
2025-09-0140747.76925977128
2025-10-0139616.68970717607
2025-11-0139382.9332663064
2025-12-0142415.48322231998
2026-01-0141051.90398391354
2026-02-0141007.91755686816
2026-03-0138343.59683297726
2026-04-0141573.45733316577
2026-05-0136345.35629005907
2026-06-0135962.04599723514
Annual Return Matrix
YearAnnual Return
2020-0.6449907805777504
20210.6395429362880884
20220.5923970432946146
20230.3014588859416445
20240.7759095077957812
20250.9366500258220005
2026-0.15214814814814814
Total Factor Risk
0.42475139125599753
VTI.US Exposure
0.038596705607428825
VEA.US Exposure
0.06189656373736448
VWO.US Exposure
0.036572773599219136
QQQ.US Exposure
0.014522388590448737
VTV.US Exposure
-0.011167166344766315
IJR.US Exposure
0.01199938319027878
QUAL.US Exposure
0.007990555961646141
SHV.US Exposure
0.3951524882753747
TLT.US Exposure
0.004830357241079077
LQD.US Exposure
0.014441343404546255
HYG.US Exposure
0.006274327897895124
GLD.US Exposure
-0.002417600111956985
USO.US Exposure
0.0008920630629662685
VNQ.US Exposure
-0.0013382765083587288
BTC-USD.CC Exposure
0.032688050066847024
CPER.US Exposure
0.0035683069846087706
VIX.INDX Exposure
0.011480163458943288
UUP.US Exposure
0.02556567130235779
TIP.US Exposure
0.03008261159561034
Idiosyncratic Exposure
0.3183692889884672
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.5%

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 →0.00%
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 →Low
Market Cap$4.7B
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
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
$5,090
Avg Yield on Cost
50.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5,089.8650.90%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 →
-9.7%
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 →
-10.6%
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 →
16.7% 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 →
1.00
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 →
27
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-7.7%
50.0% retracement-4.5%
61.8% retracement-1.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Banco de Sabadell SA a high-risk investment?

Banco de Sabadell SA (0H00.LSE) has an annualized volatility of 42.5% and experienced a maximum drawdown of 73.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0H00.LSE?

Over the past 10 years, 0H00.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.5%. 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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