AXA SA

10-Year Study

0HAR.LSE · · GB · Common Stock

Executive Summary: AXA SA has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 42.8% and an annualized volatility of 24.2%.

1Y CAGR
+2.6%
3Y CAGR
+21.8%
5Y CAGR
+19.1%
10Y CAGR
+12.1%

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 →
42.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +42.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.48.3-5.78.5————————3.7%
20256.82.15.25.94.90.42.7-7.12.1-7.43.25.425.8%
20245.85.35.9-0.72.2-8.57.15.30.20.2-6.36.023.4%
20239.44.9-5.94.6-3.61.73.2-0.91.2-0.72.33.120.2%
20226.6-12.99.7-4.3-1.6-8.43.85.9-4.911.18.1-3.46.4%
2021-6.413.710.12.73.1-6.42.39.01.24.0-3.88.542.3%
2020-3.9-13.0-24.76.0-1.312.0-4.32.7-9.8-12.643.0-0.8-19.0%
20197.010.60.45.8-1.14.6-0.9-8.912.30.84.61.541.2%
20186.6-2.4-16.39.8-4.6-2.02.80.76.8-4.6-2.8-12.3-19.8%
2017-4.2-2.39.01.31.21.5—1.14.71.6-1.3-2.99.4%
2016———6.47.9-21.12.43.8-0.49.08.37.021.1%

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 24.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110640.98587416691
2016-05-0111482.416062371633
2016-06-019058.305738357714
2016-07-019279.03759902754
2016-08-019627.866035125959
2016-09-019585.362786603513
2016-10-0110450.266169258499
2016-11-0111314.415056377582
2016-12-0112109.653351217674
2017-01-0111605.231169048915
2017-02-0111333.696608961729
2017-03-0112348.82843609842
2017-04-0112506.769501613782
2017-05-0112652.89013706669
2017-06-0112846.124827094774
2017-08-0112993.502955107517
2017-09-0113601.039527182798
2017-10-0113821.6875550153
2017-11-0113644.045772729178
2017-12-0113246.091293959844
2018-01-0114124.407930586409
2018-02-0113787.232258875803
2018-03-0111534.89541853544
2018-04-0112661.021922286962
2018-05-0112072.93456847047
2018-06-0111828.142683489123
2018-07-0112154.923083371757
2018-08-0112239.007419206102
2018-09-0113067.69501613782
2018-10-0112461.332103785053
2018-11-0112112.0006706627
2018-12-0110618.602506601836
2019-01-0111366.559081192103
2019-02-0112576.686087940647
2019-03-0112624.554638051726
2019-04-0113362.032107976696
2019-05-0113208.869514188707
2019-06-0113819.004904220987
2019-07-0113699.37544536195
2019-08-0112484.972963909964
2019-09-0114016.431236115188
2019-10-0114129.102569476463
2019-11-0114773.190258624303
2019-12-0114994.508949155383
2020-01-0114405.24793561638
2020-02-0112535.859496164647
2020-03-019444.775118413883
2020-04-0110007.293456847048
2020-05-019875.508236576266
2020-06-0111061.407553338642
2020-07-0110589.344846376327
2020-08-0110876.556147042797
2020-09-019807.268306995851
2020-10-018570.147126629501
2020-11-0112254.097329924132
2020-12-0112152.156599740118
2021-01-0111376.36752315882
2021-02-0112930.54449427841
2021-03-0114235.989437062497
2021-04-0114624.554638051726
2021-05-0115072.89265205181
2021-06-0114105.880873538166
2021-07-0114436.349918262986
2021-08-0115731.06425786981
2021-09-0115927.06543152953
2021-10-0116557.907532380435
2021-11-0115934.610386888546
2021-12-0117290.438864903383
2022-01-0118424.61332103785
2022-02-0116042.251750010479
2022-03-0117600.536530158864
2022-04-0116844.699668860292
2022-05-0116571.236953514694
2022-06-0115181.875340570903
2022-07-0115752.106300037725
2022-08-0116684.99811376116
2022-09-0115865.699794609549
2022-10-0117621.243240977492
2022-11-0119042.377499266462
2022-12-0118398.708974305235
2023-01-0120134.048706878486
2023-02-0121110.868927358846
2023-03-0119865.951293121514
2023-04-0120781.741208031188
2023-05-0120040.74275893868
2023-06-0120381.774741166115
2023-07-0121039.19185144821
2023-08-0120851.490128683407
2023-09-0121111.37192438278
2023-10-0120964.07762920736
2023-11-0121444.43978706459
2023-12-0122110.99467661483
2024-01-0123402.523368403406
2024-02-0124652.97396990401
2024-03-0126107.892861633904
2024-04-0125930.670243534394
2024-05-0126506.350337427168
2024-06-0124256.779980718446
2024-07-0125969.233348702688
2024-08-0127343.50505092845
2024-09-0127401.601207192856
2024-10-0127469.25430691202
2024-11-0125746.489499937128
2024-12-0127286.247223037266
2025-01-0129152.282348996097
2025-02-0129772.896843693678
2025-03-0131331.097791004737
2025-04-0133168.46208659932
2025-05-0134790.62748878736
2025-06-0134933.14331223541
2025-07-0135888.83765771053
2025-08-0133357.08597057468
2025-09-0134069.6650878149
2025-10-0131558.871610009646
2025-11-0132564.865657878192
2025-12-0134325.355241648154
2026-01-0132137.31818753406
2026-02-0134803.20241438572
2026-03-0132807.98088611309
2026-04-0135603.806010814435
Annual Return Matrix
YearAnnual Return
20170.09384562132225671
2018-0.19835955596622912
20190.4120981494347249
2020-0.18955954870235148
20210.42282883889705225
20220.06409728047166285
20230.20176881473009867
20240.23405788034926878
20250.2579727421317177
20260.03724508486994749
Total Factor Risk
0.2420741522155573
VTI.US Exposure
0.21139182413628235
VEA.US Exposure
0.48840026219206806
VWO.US Exposure
-0.05764095312547104
QQQ.US Exposure
-0.07182795462859624
VTV.US Exposure
-0.018462884054008206
IJR.US Exposure
-0.03732572308786862
QUAL.US Exposure
-0.05896804110647004
SHV.US Exposure
0.2753595759844625
TLT.US Exposure
0.017666474664603624
LQD.US Exposure
-0.024670315572337054
HYG.US Exposure
0.03175869930616491
GLD.US Exposure
-0.013201579219504668
USO.US Exposure
0.0021054191809762915
VNQ.US Exposure
0.012029816410135724
BTC-USD.CC Exposure
0.01603405831015369
CPER.US Exposure
0.011733528509250298
VIX.INDX Exposure
-0.002404262630340353
UUP.US Exposure
-0.004166837083869651
TIP.US Exposure
-0.0029121297804525015
Idiosyncratic Exposure
0.22510102159482093
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
24.2%

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 →0.1x
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%
Market Cap$50.5B
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 →
+8.1%
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 →
+6.6%
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 →
2.2% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AXA SA a high-risk investment?

AXA SA (0HAR.LSE) has an annualized volatility of 24.2% and experienced a maximum drawdown of 42.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0HAR.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 80% 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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