Iberdrola

10-Year Study

0HIT.LSE · · GB · Common Stock

Executive Summary: Iberdrola has compounded at 16.1% annually over the last 10 years, with a maximum drawdown of 23.6% and an annualized volatility of 30.8%.

1Y CAGR
+25.2%
3Y CAGR
+23.8%
5Y CAGR
+15.6%
10Y CAGR
+16.1%

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 →
23.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -12.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.56.0-2.00.3————————6.9%
20254.30.98.34.23.31.3-5.74.70.29.13.51.741.1%
2024-4.8-5.08.30.23.91.33.15.17.2-0.6-1.2-1.516.0%
20230.71.15.72.5-3.14.9-2.3-3.4-3.2-1.87.75.314.0%
20222.80.4-2.611.00.3-10.37.9-0.6-7.86.74.61.112.0%
2021-3.5-6.85.42.0-0.6-8.21.33.2-17.217.6-3.71.6-12.0%
20209.14.6-12.91.76.07.07.2-2.8-1.0-1.210.71.931.8%
20194.12.46.55.72.75.4-0.49.12.0-3.4-3.02.938.7%
20183.1-6.7-2.17.2-5.59.32.4-3.7-1.1-1.35.36.412.6%
2017-4.27.56.7-1.47.4-1.22.1-4.1-4.86.1-3.1-3.26.7%
2016———5.7-1.7-0.21.4-4.01.13.9-8.49.26.0%

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 30.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.1% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110569.09427160147
2016-05-0110384.858487253317
2016-06-0110366.8328768406
2016-07-0110508.930870613573
2016-08-0110089.425755553993
2016-09-0110204.602383126155
2016-10-0110604.443195917314
2016-11-019712.292529906126
2016-12-0110604.209097080788
2017-01-0110160.357703022215
2017-02-0110923.28581126952
2017-03-0111652.737785893203
2017-04-0111487.93220497694
2017-05-0112334.667696701546
2017-06-0112186.249034342298
2017-07-0112446.332841725776
2017-08-0111936.933773439147
2017-09-0111363.157525107099
2017-10-0112060.303860289814
2017-11-0111684.809326497647
2017-12-0111314.933164782171
2018-01-0111662.569937027414
2018-02-0110885.361799751854
2018-03-0110652.433457405717
2018-04-0111420.745838893181
2018-05-0110798.277032563148
2018-06-0111806.774820329143
2018-07-0112094.950488096074
2018-08-0111648.758105672214
2018-09-0111520.471943254443
2018-10-0111371.350984385606
2018-11-0111978.603366341269
2018-12-0112741.999672261629
2019-01-0113263.571880047755
2019-02-0113587.096472130534
2019-03-0114474.799260247677
2019-04-0115295.038822257213
2019-05-0115703.004339224255
2019-06-0116556.71777195438
2019-07-0116483.1566794422
2019-08-0117987.2192001316
2019-09-0118341.120400589403
2019-10-0117710.259158471148
2019-11-0117171.717930239713
2019-12-0117675.44380597168
2020-01-0119275.484358122707
2020-02-0120154.306057349688
2020-03-0117545.182882914825
2020-04-0117849.84205429799
2020-05-0118920.046053545124
2020-06-0120242.185548223813
2020-07-0121700.70870822296
2020-08-0121099.56816123114
2020-09-0120885.93859533794
2020-10-0120640.711884045726
2020-11-0122854.961158882285
2020-12-0123290.50524838618
2021-01-0122473.76380225822
2021-02-0120946.715044797238
2021-03-0122071.90651604167
2021-04-0122523.99373049481
2021-05-0122398.417793633096
2021-06-0120554.901958195616
2021-07-0120817.74118132651
2021-08-0121490.508324505474
2021-09-0117796.09475853677
2021-10-0120927.3031053325
2021-11-0120158.603697771723
2021-12-0120489.90600723105
2022-01-0121060.942978404288
2022-02-0121143.6719983934
2022-03-0120603.651712094645
2022-04-0122864.139132791377
2022-05-0122922.933086305336
2022-06-0120553.80801336092
2022-07-0122177.780283176377
2022-08-0122044.55119755272
2022-09-0120332.936086153906
2022-10-0121702.747017680267
2022-11-0122694.658054870022
2022-12-0122955.023623150206
2023-01-0123110.948715283186
2023-02-0123372.970828598776
2023-03-0124695.699713963913
2023-04-0125320.556538463945
2023-05-0124531.904916642525
2023-06-0125724.798177912053
2023-07-0125130.10074274257
2023-08-0124268.58569730865
2023-09-0123491.893794833126
2023-10-0123080.081610620797
2023-11-0124851.553364801563
2023-12-0126169.902005746942
2024-01-0124920.945187969246
2024-02-0123672.780922061593
2024-03-0125629.216422385445
2024-04-0125668.01797591013
2024-05-0126679.93704087251
2024-06-0127026.42732321034
2024-07-0127856.33406054285
2024-08-0129275.124697637577
2024-09-0131384.442337421555
2024-10-0131193.310081935047
2024-11-0130805.104780747464
2024-12-0130355.4733608212
2025-01-0131658.687609859568
2025-02-0131936.496016902027
2025-03-0134596.52111425765
2025-04-0136060.66804372335
2025-05-0137243.25143306094
2025-06-0137722.08448245228
2025-07-0135562.70882004859
2025-08-0137224.219025477636
2025-09-0137293.686755021605
2025-10-0140674.55228969009
2025-11-0142110.25442091309
2025-12-0142828.114416686505
2026-01-0143899.38432005994
2026-02-0146550.5536437484
2026-03-0145620.01076854648
2026-04-0145766.32254137697
Annual Return Matrix
YearAnnual Return
20170.06702282661486159
20180.1261223983117472
20190.38717974106134934
20200.31767583909363784
2021-0.12024639273762383
20220.12030887867661288
20230.14005119033528346
20240.1599383656138682
20250.4108860668258705
20260.06860465758785983
Total Factor Risk
0.3078733266168347
VTI.US Exposure
0.13483956514204642
VEA.US Exposure
0.023789882370876612
VWO.US Exposure
-0.003546937919213635
QQQ.US Exposure
0.14578781473911442
VTV.US Exposure
0.1726322309536617
IJR.US Exposure
-0.0023220828435990943
QUAL.US Exposure
-0.017280242829294464
SHV.US Exposure
0.23095694409655643
TLT.US Exposure
-0.014674983814830553
LQD.US Exposure
0.012896860739652408
HYG.US Exposure
0.026087060345339884
GLD.US Exposure
0.018722203965584053
USO.US Exposure
0.0014613058465828862
VNQ.US Exposure
0.035282827408170465
BTC-USD.CC Exposure
-0.0002550146643844769
CPER.US Exposure
-0.0022104713950287054
VIX.INDX Exposure
0.007214646274256536
UUP.US Exposure
-0.005061182171591678
TIP.US Exposure
0.10269167725967156
Idiosyncratic Exposure
0.13298789649642923
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
83.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

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 →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 →6.95%
Market Cap$61.1B
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
$480
Avg Yield on Cost
4.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$479.744.80%Solid

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 →
+0.3%
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 →
+11.9%
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 →
4.0% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Iberdrola a high-risk investment?

Iberdrola (0HIT.LSE) has an annualized volatility of 30.8% and experienced a maximum drawdown of 23.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0HIT.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.1%. It has had a positive return in 90% 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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