AB Volvo (publ)

10-Year Study

0HTP.LSE · · GB · Common Stock

Executive Summary: AB Volvo (publ) has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 28.3% and an annualized volatility of 24.7%.

1Y CAGR
+20.0%
3Y CAGR
+19.5%
5Y CAGR
+13.5%
10Y CAGR
+18.4%

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 →
28.3%
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 →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +48.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.4%
% 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.
20269.58.3-13.74.0————————6.4%
202515.47.8-11.4-7.61.30.45.92.8-7.0-3.48.44.314.5%
2024-4.514.15.2-1.8-0.5-4.31.6-1.1-1.53.1-1.9-1.35.8%
20239.51.31.85.1-4.611.34.0-4.32.4-2.910.07.748.1%
2022-0.5-11.9-3.9-2.98.6-8.014.0-5.8-7.014.46.2-1.6-2.4%
20216.74.62.50.55.4-1.7-1.5-3.81.01.5-2.98.021.4%
20205.6-10.9-19.15.65.69.53.49.54.70.112.5-0.523.5%
201912.14.56.112.8-12.711.0-2.0-6.12.04.62.46.044.8%
20185.7-3.4-3.21.31.4-5.58.01.7-0.2-12.9-7.5-8.4-22.4%
20175.65.512.112.3-1.72.5—-7.015.56.2-4.0-3.748.9%
2016———10.3-2.1-10.810.01.04.21.30.88.123.1%

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 24.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 65.6% of variance. Idiosyncratic stock-specific factors contribute 25.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111034.940753113273
2016-05-0110800.990100821242
2016-06-019630.63311934813
2016-07-0110597.737696460556
2016-08-0110707.907451551468
2016-09-0111159.78273397352
2016-10-0111305.425613461859
2016-11-0111390.367189829698
2016-12-0112311.735402324506
2017-01-0113002.153268046199
2017-02-0113720.781323464038
2017-03-0115376.78531899285
2017-04-0117272.996701493383
2017-05-0116975.19808419516
2017-06-0117403.875882483157
2017-08-0116182.257583546618
2017-09-0118686.579670002982
2017-10-0119839.5934220131
2017-11-0119040.140063043007
2017-12-0118328.756647780596
2018-01-0119366.222048220763
2018-02-0118716.308307004434
2018-03-0118126.034785249474
2018-04-0118368.34604499361
2018-05-0118622.98782863865
2018-06-0117592.126759249266
2018-07-0118997.294236669226
2018-08-0119326.724123736993
2018-09-0119279.560784543304
2018-10-0116788.30100382173
2018-11-0115536.551587875107
2018-12-0114229.57093801625
2019-01-0115953.795295008702
2019-02-0116665.581190279743
2019-03-0117684.184913951605
2019-04-0119954.922239032876
2019-05-0117427.750264813552
2019-06-0119344.469833208626
2019-07-0118950.624850213408
2019-08-0117788.774832559167
2019-09-0118149.799400304786
2019-10-0118983.390381825466
2019-11-0119436.36333699834
2019-12-0120598.213354652577
2020-01-0121761.472052337038
2020-02-0119392.82231788237
2020-03-0115688.249962038815
2020-04-0116561.28398440573
2020-05-0117493.391095312756
2020-06-0119154.096789124258
2020-07-0119810.52338866214
2020-08-0121700.990283766703
2020-09-0122718.423156504352
2020-10-0122731.558640422532
2020-11-0125573.81757776554
2020-12-0125442.535916767134
2021-01-0127149.19750974642
2021-02-0128396.39158377713
2021-03-0129120.16040657799
2021-04-0129269.462195235737
2021-05-0130841.01856713458
2021-06-0130330.52755981859
2021-07-0129866.522993499948
2021-08-0128745.506402176325
2021-09-0129023.985979060068
2021-10-0129454.054162832435
2021-11-0128586.4170314904
2021-12-0130882.931371670165
2022-01-0130720.53068818593
2022-02-0127072.104293546967
2022-03-0126014.44171449166
2022-04-0125272.012454926815
2022-05-0127447.947443428693
2022-06-0125258.63914191262
2022-07-0128800.40833426331
2022-08-0127117.60282906857
2022-09-0125210.7989045226
2022-10-0128832.40549494979
2022-11-0130611.092714928902
2022-12-0130134.72103561765
2023-01-0132988.688482302765
2023-02-0133425.70859349702
2023-03-0134042.47261763851
2023-04-0135790.66282969059
2023-05-0134161.588405648625
2023-06-0138035.00112511457
2023-07-0139570.64530351567
2023-08-0137881.125699995064
2023-09-0138802.29267248555
2023-10-0137684.34956486423
2023-11-0141437.01828173967
2023-12-0144637.57589949709
2024-01-0142623.07198354955
2024-02-0148626.793094174835
2024-03-0151164.70396680637
2024-04-0150224.8765575519
2024-05-0149975.50360311081
2024-06-0147813.69200400285
2024-07-0148570.61054387856
2024-08-0148045.90467443941
2024-09-0147327.642509938516
2024-10-0148795.74322507231
2024-11-0147848.963888395956
2024-12-0147231.1204860495
2025-01-0154496.96402011668
2025-02-0158729.16937273491
2025-03-0152009.893690394085
2025-04-0148041.47739434443
2025-05-0148645.19740729696
2025-06-0148852.45631719816
2025-07-0151748.79393206503
2025-08-0153172.676729886516
2025-09-0149470.84855592002
2025-10-0147804.19713470823
2025-11-0151834.92465391293
2025-12-0154060.91351985233
2026-01-0159182.83752064998
2026-02-0164091.52029505444
2026-03-0155292.063277175184
2026-04-0157518.052143114575
Annual Return Matrix
YearAnnual Return
20170.48872243017178985
2018-0.22364777865391716
20190.44756391070243917
20200.2351816868146166
20210.21383070746960042
2022-0.024227309481990256
20230.4812672679709835
20240.058102272228936824
20250.14460366308311756
20260.06394894940117335
Total Factor Risk
0.24747745072441482
VTI.US Exposure
-0.03198403909112374
VEA.US Exposure
0.6559491613668487
VWO.US Exposure
-0.02653360586085774
QQQ.US Exposure
-0.07502971361368124
VTV.US Exposure
0.031742204042622284
IJR.US Exposure
0.15667785297214412
QUAL.US Exposure
0.05970493368462693
SHV.US Exposure
0.008352930156740159
TLT.US Exposure
0.009795257655277674
LQD.US Exposure
-0.02497736448400895
HYG.US Exposure
0.11124669404940273
GLD.US Exposure
-0.018633106987283574
USO.US Exposure
0.007487159146547564
VNQ.US Exposure
-0.07376010229132651
BTC-USD.CC Exposure
-0.0066541134681848794
CPER.US Exposure
0.04057102298843912
VIX.INDX Exposure
-0.05906664559173167
UUP.US Exposure
-0.021748937743993058
TIP.US Exposure
0.0008343203999805376
Idiosyncratic Exposure
0.25602609266956156
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.7%

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 →4.79%
Market Cap$422.6B
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
$1,555
Avg Yield on Cost
15.55%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,555.0415.55%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 →
-4.1%
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 →
+7.2%
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 →
11.0% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AB Volvo (publ) a high-risk investment?

AB Volvo (publ) (0HTP.LSE) has an annualized volatility of 24.7% and experienced a maximum drawdown of 28.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0HTP.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.4%. 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.

Run a Full Backtest on AB Volvo (publ)

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest