Intesa Sanpaolo SpA

10-Year Study

0HBC.LSE · · GB · Common Stock

Executive Summary: Intesa Sanpaolo SpA has compounded at 19.9% annually over the last 10 years, with a maximum drawdown of 48.8% and an annualized volatility of 32.8%.

1Y CAGR
+24.2%
3Y CAGR
+44.9%
5Y CAGR
+30.2%
10Y CAGR
+19.9%

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 →
48.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.6%
% 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.
2026-0.3-1.9-11.111.10.4———————-2.9%
20259.213.0-0.4-1.99.6-0.58.71.14.4-0.83.66.565.1%
20248.92.414.15.86.3-4.78.6-0.12.62.0-3.36.258.9%
202314.97.3-8.30.9-6.912.58.9-5.6-0.90.014.1-0.438.5%
202214.5-11.7-9.0-7.48.9-11.6-3.6-0.2-1.813.314.3-1.3-1.0%
2021-5.116.98.50.44.9-3.10.62.22.33.2-10.17.629.1%
2020-6.1-3.1-32.7-2.27.89.61.75.7-11.7-12.236.9-0.9-20.0%
20192.59.10.07.1-13.72.84.61.48.53.92.04.435.3%
201813.9-0.7-5.57.1-17.70.34.1-18.74.8-11.23.3-4.4-26.6%
2017-10.01.714.17.5-1.17.75.2-2.44.7-3.8-1.6-2.418.8%
2016————0.7-26.415.96.9-5.87.4-0.814.55.5%

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 32.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.1% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110072.537243584746
2016-06-017408.938460338507
2016-07-018589.033616722565
2016-08-019179.471180095157
2016-09-018645.971453084783
2016-10-019284.767178847203
2016-11-019214.56984634584
2016-12-0110549.879104594027
2017-01-019494.579205990172
2017-02-019652.913189298806
2017-03-0111013.96146946416
2017-04-0111841.510022619139
2017-05-0111715.93479447781
2017-06-0112623.04032446767
2017-07-0113275.875516730364
2017-08-0112959.207550113095
2017-09-0113570.704313236098
2017-10-0113049.684112003742
2017-11-0112840.6520552219
2017-12-0112537.243584743781
2018-01-0114284.37719366664
2018-02-0114179.081194914594
2018-03-0113405.350596677326
2018-04-0114352.234615084626
2018-05-0111810.31120817409
2018-06-0111840.730052258015
2018-07-0112328.991498323063
2018-08-0110018.719288667031
2018-09-0110497.621090398565
2018-10-019322.205756181265
2018-11-019625.614226659387
2018-12-019204.430231651197
2019-01-019431.401606738944
2019-02-0110290.9289447001
2019-03-0110295.608766866859
2019-04-0111024.881054519929
2019-05-019516.418376101707
2019-06-019780.04835816239
2019-07-0110233.211137976756
2019-08-0110375.16574370174
2019-09-0111257.312222135559
2019-10-0111691.755713282897
2019-11-0111931.206614148661
2019-12-0112456.906637547774
2020-01-0111697.995476171905
2020-02-0111330.62943608143
2020-03-017623.430309648234
2020-04-017454.176741283831
2020-05-018036.81460104516
2020-06-018809.7652289213
2020-07-018957.179627174168
2020-08-019464.940332267373
2020-09-018361.282271273692
2020-10-017344.200920365026
2020-11-0110057.717806723345
2020-12-019966.46127447157
2021-01-019462.600421183995
2021-02-0111064.65954293737
2021-03-0112003.743857733405
2021-04-0112057.561812651118
2021-05-0112651.899227829344
2021-06-0112260.354106543951
2021-07-0112332.891350128693
2021-08-0112605.880976522893
2021-09-0112889.790187972858
2021-10-0113301.614538647531
2021-11-0111960.84548787146
2021-12-0112868.730988222447
2022-01-0114728.96029950862
2022-02-0113001.325949613916
2022-03-0111831.370407924498
2022-04-0110951.563840574057
2022-05-0111928.866703065283
2022-06-0110545.979252788395
2022-07-0110166.913657281024
2022-08-0110146.634427891739
2022-09-019963.341393027065
2022-10-0111290.850947663988
2022-11-0112903.049684112004
2022-12-0112737.695967553233
2023-01-0114638.483737617971
2023-02-0115714.062865611108
2023-03-0114404.492629280088
2023-04-0114540.987442477186
2023-05-0113537.165587707666
2023-06-0115223.461508462678
2023-07-0116578.270025739024
2023-08-0115655.565088526637
2023-09-0115516.73036424616
2023-10-0115516.73036424616
2023-11-0117710.00701973325
2023-12-0117646.829420482023
2024-01-0119212.229935262458
2024-02-0119672.412448326966
2024-03-0122451.446845019887
2024-04-0123762.57702207316
2024-05-0125252.320411824352
2024-06-0124066.765462912408
2024-07-0126139.926682786056
2024-08-0126112.627720146633
2024-09-0126780.28234927073
2024-10-0127315.342017003353
2024-11-0126400.43678340223
2024-12-0128042.274393573043
2025-01-0130627.09617034553
2025-02-0134594.025427033775
2025-03-0134462.99040636456
2025-04-0133792.99586615709
2025-05-0137050.15209422042
2025-06-0136862.95920755011
2025-07-0140076.43709539038
2025-08-0140503.08088292644
2025-09-0142267.37383979409
2025-10-0141924.186880898524
2025-11-0143448.24896653927
2025-12-0146287.34108103892
2026-01-0146131.34700881367
2026-02-0145277.279463380386
2026-03-0140254.27033772716
2026-04-0144739.09991420326
2026-05-0144930.1926526792
Annual Return Matrix
YearAnnual Return
20170.188377938784563
2018-0.265833022271992
20190.35335988475552926
2020-0.19992486381566588
20210.29120363124119564
2022-0.010182435299109005
20230.3854019962035393
20240.5890828729281767
20250.6506272077434427
2026-0.029320077512848486
Total Factor Risk
0.3279611505064739
VTI.US Exposure
0.5412479283751808
VEA.US Exposure
0.3661021082667892
VWO.US Exposure
0.014127888291116575
QQQ.US Exposure
-0.027713839276751345
VTV.US Exposure
-0.03307324645822049
IJR.US Exposure
-0.03402792872579206
QUAL.US Exposure
-0.03561445088778411
SHV.US Exposure
0.000035253027173692186
TLT.US Exposure
0.006163128323510021
LQD.US Exposure
0.047546822771298056
HYG.US Exposure
-0.007336230571466651
GLD.US Exposure
-0.009548277072521972
USO.US Exposure
0.0010994618857812978
VNQ.US Exposure
-0.018376789183881227
BTC-USD.CC Exposure
0.00030838724368291827
CPER.US Exposure
0.012626932551258817
VIX.INDX Exposure
-0.028797545751036324
UUP.US Exposure
-0.01100698286562754
TIP.US Exposure
0.03809400438405992
Idiosyncratic Exposure
0.17814337567323058
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
32.8%

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
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$29.1B
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: 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 →
+4.9%
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 →
+4.3%
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 →
5.8% 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 →
0.77
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 →
49
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+4.2%
50.0% retracement+7.7%
61.8% retracement+11.5%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Intesa Sanpaolo SpA a high-risk investment?

Intesa Sanpaolo SpA (0HBC.LSE) has an annualized volatility of 32.8% and experienced a maximum drawdown of 48.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0HBC.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.9%. 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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