Sandvik AB

10-Year Study

0HC0.LSE · · GB · Common Stock

Executive Summary: Sandvik AB has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 38.4% and an annualized volatility of 27.5%.

1Y CAGR
+99.8%
3Y CAGR
+30.3%
5Y CAGR
+14.9%
10Y CAGR
+19.3%

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 →
38.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +55.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.613.5-12.012.7————————32.4%
202516.21.0-9.6-0.73.52.811.10.18.710.5-1.35.155.4%
20241.75.13.4-3.11.3-7.83.2-0.53.7-8.2-3.4-1.4-6.8%
202313.0-0.01.8-2.9-7.38.91.9-3.0-2.7-6.49.85.016.9%
2022-4.3-15.2-2.6-3.96.5-17.712.0-9.5-8.713.011.0-0.6-23.2%
20214.18.64.6-8.53.0-0.83.2-2.6-8.78.04.312.328.2%
2020-4.2-10.0-11.211.6-0.812.0-6.14.73.1-8.820.63.910.3%
201914.93.80.021.1-18.016.8-12.7-5.79.910.51.85.448.3%
20187.6-0.5-4.35.20.62.72.0-0.1-1.7-8.1-7.8-5.7-10.9%
20174.63.59.08.1-3.2-3.3-3.82.76.79.3-5.20.030.6%
2016———1.40.30.410.21.50.410.75.33.838.8%

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 27.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 72.3% of variance. Idiosyncratic stock-specific factors contribute 17.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110140.999541548796
2016-05-0110174.75688082185
2016-06-0110218.317115560658
2016-07-0111258.50014225254
2016-08-0111426.652967181673
2016-09-0111472.674981684062
2016-10-0112703.093145196359
2016-11-0113378.136742284089
2016-12-0113884.423125398933
2017-01-0114528.790293217133
2017-02-0115035.061935135787
2017-03-0116385.14912931125
2017-04-0117705.591777950413
2017-05-0117143.00876658937
2017-06-0116580.440496424522
2017-07-0115955.354813221675
2017-08-0116392.902998506714
2017-09-0117486.81768530789
2017-10-0119112.03456515682
2017-11-0118127.52903647119
2017-12-0118127.52903647119
2018-01-0119499.595354164605
2018-02-0119393.326070837342
2018-03-0118568.217096544515
2018-04-0119528.38491032193
2018-05-0119652.992241708445
2018-06-0120180.18164101944
2018-07-0120579.564869370886
2018-08-0120560.40131432505
2018-09-0120212.140554357422
2018-10-0118582.63398641746
2018-11-0117138.453736966938
2018-12-0116157.55980134764
2019-01-0118566.669270944658
2019-02-0119272.772568402837
2019-03-0119282.369087121944
2019-04-0123357.83811513169
2019-05-0119143.949254906238
2019-06-0122357.500541738955
2019-07-0119516.63617695921
2019-08-0118405.135243104432
2019-09-0120226.02676116756
2019-10-0122341.15255516524
2019-11-0122733.445268149724
2019-12-0123969.1702622901
2020-01-0122972.090493255168
2020-02-0120677.166329338957
2020-03-0118352.8187378293
2020-04-0120484.292518400693
2020-05-0120330.64503052165
2020-06-0122775.94413676292
2020-07-0121393.102004655266
2020-08-0122406.529760263926
2020-09-0123106.117449006517
2020-10-0121082.53448334318
2020-11-0125433.737586070158
2020-12-0126437.347705016866
2021-01-0127519.42521127819
2021-02-0129886.271671401046
2021-03-0131259.29616684675
2021-04-0128592.186281548
2021-05-0129438.62576672646
2021-06-0129192.02029567891
2021-07-0130138.43457341189
2021-08-0129345.31399484942
2021-09-0126806.01028051022
2021-10-0128945.429565827548
2021-11-0130185.09045935041
2021-12-0133904.073139919004
2022-01-0132451.13661993216
2022-02-0127505.819087195643
2022-03-0126779.34345660413
2022-04-0125737.47993354668
2022-05-0127416.015720011612
2022-06-0122564.643830588277
2022-07-0125276.905999814262
2022-08-0122868.28298969148
2022-09-0120879.282870287792
2022-10-0123588.13982319409
2022-11-0126187.80873592768
2022-12-0126041.119092649886
2023-01-0129415.231488374353
2023-02-0129408.406314538795
2023-03-0129926.986855275354
2023-04-0129072.867206882365
2023-05-0126944.81338382684
2023-06-0129331.457270431663
2023-07-0129890.546618295884
2023-08-0128982.017214768908
2023-09-0128195.79551602294
2023-10-0126396.205026453074
2023-11-0128982.017214768908
2023-12-0130442.648639166473
2024-01-0130959.814025068874
2024-02-0132532.25742256081
2024-03-0133650.45085948544
2024-04-0132607.201663986227
2024-05-0133044.071754246565
2024-06-0130465.851281968127
2024-07-0131447.01055911883
2024-08-0131303.770355749286
2024-09-0132471.125681964582
2024-10-0129814.142998447747
2024-11-0128790.013134405803
2024-12-0128385.382040211032
2025-01-0132986.77272465951
2025-02-0133323.37319844156
2025-03-0130129.25080818608
2025-04-0129906.201768648716
2025-05-0130941.77080093341
2025-06-0131811.501376090662
2025-07-0135334.647265286985
2025-08-0135386.24145194886
2025-09-0138467.151455472005
2025-10-0142513.60980938158
2025-11-0141975.55614847922
2025-12-0144098.28839971047
2026-01-0151844.78699708566
2026-02-0158861.596383100106
2026-03-0151777.257577343364
2026-04-0158375.136908859604
Annual Return Matrix
YearAnnual Return
20170.30560188729125515
2018-0.10867279435383215
20190.48346474077669366
20200.10297300305842749
20210.28243095783338434
2022-0.23191768183189754
20230.16902228859123491
2024-0.06757843653290507
20250.5535562754533434
20260.32375062677586497
Total Factor Risk
0.27517658684189245
VTI.US Exposure
0.12374097780524118
VEA.US Exposure
0.723172109624673
VWO.US Exposure
-0.044643881761860675
QQQ.US Exposure
-0.09188319539898149
VTV.US Exposure
0.13410849080251597
IJR.US Exposure
0.023091317065346596
QUAL.US Exposure
0.02343803147330425
SHV.US Exposure
0.005631649340804375
TLT.US Exposure
0.07215759729585278
LQD.US Exposure
-0.050178744992524116
HYG.US Exposure
0.05731035866208202
GLD.US Exposure
-0.006012434854384632
USO.US Exposure
-0.0016282023697099645
VNQ.US Exposure
-0.10837304212978527
BTC-USD.CC Exposure
-0.004357764541833846
CPER.US Exposure
0.02918828996757623
VIX.INDX Exposure
-0.05722454530071628
UUP.US Exposure
-0.008052003533298201
TIP.US Exposure
0.004982135940547038
Idiosyncratic Exposure
0.17553285690515114
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.5%

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 →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 →3.46%
Market Cap$218.9B
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 →
+6.0%
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 →
+32.9%
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 →
1.6% 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 →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sandvik AB a high-risk investment?

Sandvik AB (0HC0.LSE) has an annualized volatility of 27.5% and experienced a maximum drawdown of 38.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0HC0.LSE?

Over the past 10 years, 0HC0.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 70% 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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