Credit Agricole SA

10-Year Study

0HAI.LSE · · GB · Common Stock

Executive Summary: Credit Agricole SA has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 50.7% and an annualized volatility of 29.5%.

1Y CAGR
+7.9%
3Y CAGR
+23.4%
5Y CAGR
+14.7%
10Y CAGR
+12.9%

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 →
50.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.5%
% 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.
20263.93.1-15.38.8————————-1.3%
20258.69.84.9-1.84.7-0.40.4-3.37.3-7.05.96.239.8%
20243.3-5.810.25.39.3-14.710.70.3-2.72.4-9.55.311.1%
202312.04.9-10.06.37.11.63.83.60.1-2.95.37.845.1%
20226.4-13.5-5.1-5.010.4-15.72.52.5-9.010.64.42.3-12.9%
2021-8.923.16.64.31.5-4.2-0.83.9-2.09.2-6.72.628.0%
2020-5.3-12.4-37.06.98.08.6-3.69.0-15.9-9.643.96.3-20.0%
20195.512.8-4.013.5-10.53.22.1-3.87.45.16.34.146.8%
201810.1-7.0-6.02.6-10.0-2.04.7-2.25.4-8.1-3.4-14.2-28.5%
20174.6-7.311.27.84.42.85.5-0.33.8-2.5-5.3-2.722.5%
2016———1.7-0.9-16.35.07.33.711.89.29.831.9%

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 29.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 49.2% of variance. Idiosyncratic stock-specific factors contribute 22.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110168.736133276243
2016-05-0110077.26441166167
2016-06-018431.162663967925
2016-07-018849.986376552099
2016-08-019492.429255381261
2016-09-019844.108831886651
2016-10-0111010.470592814603
2016-11-0112018.80035810206
2016-12-0113194.893153244324
2017-01-0113805.41823985053
2017-02-0112797.283095247363
2017-03-0114225.409676540421
2017-04-0115339.807714763925
2017-05-0116014.363006500329
2017-06-0116458.487408041725
2017-07-0117364.057452026
2017-08-0117317.34848779728
2017-09-0117977.5018488965
2017-10-0117527.7334475108
2017-11-0116604.647541940758
2017-12-0116160.523140399358
2018-01-0117784.827371453037
2018-02-0116537.308785177687
2018-03-0115541.240123000272
2018-04-0115947.21887042155
2018-05-0114354.443190222257
2018-06-0114060.371336265618
2018-07-0114725.195593787705
2018-08-0114402.903740609552
2018-09-0115173.796271067687
2018-10-0113945.73975322097
2018-11-0113467.751352613755
2018-12-0111554.046164026313
2019-01-0112188.898836168308
2019-02-0113750.924448250358
2019-03-0113199.369428982909
2019-04-0114982.48413841423
2019-05-0113406.64045774785
2019-06-0113829.161963333461
2019-07-0114120.703748394379
2019-08-0113580.242108131251
2019-09-0114579.230080572963
2019-10-0115329.298197812463
2019-11-0116298.89844692694
2019-12-0116960.41415281616
2020-01-0116053.092522673309
2020-02-0114061.73368105562
2020-03-018858.160445292126
2020-04-019468.685531898329
2020-05-0110224.786890350706
2020-06-0111099.996107586314
2020-07-0110704.332256432212
2020-08-0111664.590712700947
2020-09-019808.104005293682
2020-10-018868.669962243586
2020-11-0112758.74819975867
2020-12-0113567.007901599782
2021-01-0112360.35965902456
2021-02-0115214.666614767815
2021-03-0116223.580242108132
2021-04-0116918.5707056946
2021-05-0117166.712078159668
2021-06-0116447.588649721692
2021-07-0116322.05830835701
2021-08-0116960.41415281616
2021-09-0116614.767817523647
2021-10-0118142.345568487017
2021-11-0116933.94573975322
2021-12-0117370.09069323888
2022-01-0118483.71024872523
2022-02-0115989.062317543108
2022-03-0115174.963995173408
2022-04-0114411.272430033863
2022-05-0115905.959285352847
2022-06-0113410.727492117861
2022-07-0113751.313689618932
2022-08-0114089.564438908566
2022-09-0112820.442956677434
2022-10-0114177.92222957456
2022-11-0114796.621384920789
2022-12-0115133.315168736131
2023-01-0116942.119808493244
2023-02-0117764.58682028726
2023-03-0115995.095558755986
2023-04-0117005.176910202015
2023-05-0118216.885290568684
2023-06-0118516.79576505391
2023-07-0119213.537814798954
2023-08-0119905.21972675256
2023-09-0119918.8431746526
2023-10-0119344.71215600794
2023-11-0120373.671713829746
2023-12-0121954.575532287567
2024-01-0122683.819236308434
2024-02-0121372.0758242186
2024-03-0123545.79424701257
2024-04-0124800.513798606513
2024-05-0127116.499941613794
2024-06-0123126.19205169125
2024-07-0125607.021914289053
2024-08-0125689.15184305788
2024-09-0125000.583862052856
2024-10-0125597.874742127588
2024-11-0123153.438947491337
2024-12-0124389.474913393795
2025-01-0126487.2912693161
2025-02-0129095.792300805726
2025-03-0130527.811295784515
2025-04-0129980.537931571365
2025-05-0131397.181892491535
2025-06-0131265.812930598266
2025-07-0131392.316375384373
2025-08-0130365.692265774003
2025-09-0132580.864894320966
2025-10-0130307.306060488107
2025-11-0132102.681873029465
2025-12-0134102.40940407146
2026-01-0135425.83005721848
2026-02-0136530.302440543375
2026-03-0130939.823284418668
2026-04-0133659.647347320075
Annual Return Matrix
YearAnnual Return
20170.2247558925042037
2018-0.2850450407052362
20190.4679198881533513
2020-0.20007802997268953
20210.28031846220054524
2022-0.12877166642390558
20230.4507446179171273
20240.1109062380880621
20250.398242870138368
2026-0.012983307176487324
Total Factor Risk
0.29501739439882285
VTI.US Exposure
-0.10831400901423634
VEA.US Exposure
0.4917744875981695
VWO.US Exposure
-0.036076754381676734
QQQ.US Exposure
0.10140180496315132
VTV.US Exposure
0.04655340742998091
IJR.US Exposure
0.0380328102366658
QUAL.US Exposure
-0.0807906428282731
SHV.US Exposure
0.18959609834361213
TLT.US Exposure
-0.005857120955211411
LQD.US Exposure
-0.010673770630339438
HYG.US Exposure
0.10599206699510416
GLD.US Exposure
-0.017949316816709242
USO.US Exposure
0.011581100049050634
VNQ.US Exposure
0.013100743187655644
BTC-USD.CC Exposure
-0.0011616096415119415
CPER.US Exposure
0.041572444055273675
VIX.INDX Exposure
-0.03659340324753741
UUP.US Exposure
0.00874885566946684
TIP.US Exposure
0.027680568719873847
Idiosyncratic Exposure
0.22138224026749118
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.5%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →13.14%
Market Cap$42.6B
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 →
+0.1%
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 →
+3.0%
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 →
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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Credit Agricole SA a high-risk investment?

Credit Agricole SA (0HAI.LSE) has an annualized volatility of 29.5% and experienced a maximum drawdown of 50.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0HAI.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.9%. 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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