Sampo Oyj A

10-Year Study

0HAG.LSE · · Unknown · Common Stock

Executive Summary: Sampo Oyj A has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 34.8% and an annualized volatility of 20.4%.

1Y CAGR
-1.0%
3Y CAGR
+9.4%
5Y CAGR
+9.5%
10Y CAGR
+7.5%

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 →
34.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +36.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.5-0.4-1.21.2————————-8.9%
20251.46.64.23.77.5-3.93.54.1-0.7-0.64.71.536.5%
2024-2.06.0-3.80.35.20.01.5-0.63.9-2.8-0.8-3.13.2%
2023-2.0-4.4-5.75.8-2.4-4.3-2.51.51.7-1.58.2-1.4-7.6%
2022-0.6-3.36.23.1-5.0-1.21.47.0-3.05.95.11.016.9%
20210.36.34.32.73.0-0.95.18.2-2.37.2-7.43.432.9%
20205.4-10.1-27.513.06.2-0.20.211.9-1.6-4.111.8-4.6-7.0%
2019————-4.97.1-9.2-2.70.90.7-0.16.0-3.1%

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 20.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.3% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019509.429289176664
2019-06-0110181.686303647879
2019-07-019249.371970420692
2019-08-018999.221597141139
2019-09-019083.784453171991
2019-10-019148.533418250008
2019-11-019138.626472773592
2019-12-019688.815766196087
2020-01-0110215.47606411209
2020-02-019187.45356119308
2020-03-016664.543749778863
2020-04-017529.986201040229
2020-05-017998.089374800978
2020-06-017981.459859179846
2020-07-017994.5511799879705
2020-08-018948.448501574498
2020-09-018807.805257757493
2020-10-018445.494108905637
2020-11-019443.795775395392
2020-12-019011.074549764711
2021-01-019039.733927750061
2021-02-019610.621660828647
2021-03-0110027.597919541451
2021-04-0110298.800551958391
2021-05-0110606.800410430598
2021-06-0110507.90786540707
2021-07-0111044.652018540142
2021-08-0111946.184056894173
2021-09-0111668.96649329512
2021-10-0112509.287761384143
2021-11-0111583.872908042318
2021-12-0111979.973817358385
2022-01-0111911.686657467362
2022-02-0111517.7086650391
2022-03-0112235.431482857446
2022-04-0112617.025793440189
2022-05-0111983.512012171392
2022-06-0111836.500017690974
2022-07-0111996.957152460815
2022-08-0112841.701164066093
2022-09-0112460.106853483352
2022-10-0113190.390262887877
2022-11-0113865.300923468849
2022-12-0114000.990694547643
2023-01-0113715.812192619327
2023-02-0113109.36560167003
2023-03-0112368.644517567138
2023-04-0113091.497717864346
2023-05-0112774.121643137672
2023-06-0112220.74797438347
2023-07-0111914.694123058416
2023-08-0112095.495878003045
2023-09-0112304.072462229771
2023-10-0112123.801436507096
2023-11-0113116.795810777341
2023-12-0112932.278951279059
2024-01-0112669.037257191383
2024-02-0113422.849662102397
2024-03-0112909.280684994517
2024-04-0112954.038849379049
2024-05-0113626.118954109614
2024-06-0113626.295863850264
2024-07-0113833.103350670488
2024-08-0113754.7323355624
2024-09-0114285.992286735309
2024-10-0113885.999363124934
2024-11-0113779.14587977214
2024-12-0113348.901390510564
2025-01-0113540.317729894208
2025-02-0114439.196122138484
2025-03-0115044.935074125184
2025-04-0115599.900930545236
2025-05-0116765.736121430848
2025-06-0116109.400983618158
2025-07-0116668.435764073172
2025-08-0117351.307362983407
2025-09-0117235.962212079397
2025-10-0117139.015674203023
2025-11-0117950.14683508474
2025-12-0118226.126030499243
2026-01-0116682.588543325197
2026-02-0116615.362841878075
2026-03-0116410.147542723702
2026-04-0116608.28645225206
Annual Return Matrix
YearAnnual Return
2020-0.06995088283090178
20210.32947227893827535
20220.16869960719454213
2023-0.07633115160091986
20240.032215701563590216
20250.36536524597116204
2026-0.08876486289735508
Total Factor Risk
0.2038277523806296
VTI.US Exposure
0.31175171397473006
VEA.US Exposure
0.10181180756991198
VWO.US Exposure
0.018025069907753842
QQQ.US Exposure
-0.01929130108645609
VTV.US Exposure
-0.028212280638429364
IJR.US Exposure
-0.03283752194960721
QUAL.US Exposure
-0.021655788962209117
SHV.US Exposure
0.3131005018959397
TLT.US Exposure
0.0010865930312628815
LQD.US Exposure
0.00006773055187448661
HYG.US Exposure
0.022568425234918435
GLD.US Exposure
0.0025529684314065243
USO.US Exposure
0.021934084090238257
VNQ.US Exposure
0.013267684456111508
BTC-USD.CC Exposure
0.008330233949160827
CPER.US Exposure
0.00594172340144929
VIX.INDX Exposure
0.02489614819045493
UUP.US Exposure
-0.0009222325066381866
TIP.US Exposure
0.05747544010025088
Idiosyncratic Exposure
0.20010900035787646
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.4%

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 →0.89%
Market Cap$24.3B
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 →
+1.6%
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 →
-2.7%
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 →
9.3% 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

Frequently Asked Questions & Methodology

Is Sampo Oyj A a high-risk investment?

Sampo Oyj A (0HAG.LSE) has an annualized volatility of 20.4% and experienced a maximum drawdown of 34.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0HAG.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.5%. It has had a positive return in 57% 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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