Caixabank SA

10-Year Study

0ILK.LSE · · GB · Common Stock

Executive Summary: Caixabank SA has compounded at 20.4% annually over the last 10 years, with a maximum drawdown of 65.6% and an annualized volatility of 91.1%.

1Y CAGR
+628.3%
3Y CAGR
+68.1%
5Y CAGR
+28.3%
10Y CAGR
+20.4%

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 →
65.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
186.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +532.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026565.7-5.3-3.23.7————————532.6%
202512.227.7-19.3-1.81.842.7-1.6-27.1-0.62.3-3.4-2.912.8%
2024-10.222.87.71.0-0.92.4-16.85.6-6.95.1-12.5-8.1-15.9%
202317.23.89.3-8.5-6.1-6.514.7-4.8-13.5-5.9-21.816.6-13.3%
2022-3.116.2-11.5-9.0-3.19.5-6.7-4.1-3.9-9.7-2.9-13.6-37.3%
202117.0-9.57.3-10.412.712.98.9-4.5-9.13.3-9.14.220.0%
20203.9-9.6-27.61.6-11.62.30.017.314.37.6-4.3-13.5-25.4%
20194.1-4.8-11.1108.4-6.5-11.711.0-6.36.5-8.7-16.220.354.6%
201811.4-8.1-2.75.8-10.21.96.9-2.62.1-9.23.3-13.0-16.2%
20178.0-3.723.53.31.9-2.7—6.9-4.0-2.40.8-3.727.9%
2016————-6.2-20.015.06.7-7.625.10.614.222.3%

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 91.1%. The dominant macroeconomic risk driver is UUP.US, accounting for 7.4% of variance. Idiosyncratic stock-specific factors contribute 56.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019382.031905961376
2016-06-017507.976490344248
2016-07-018633.641197872936
2016-08-019215.785054575987
2016-09-018511.614889448641
2016-10-0110644.836272040302
2016-11-0110713.685978169604
2016-12-0112234.536803806326
2017-01-0113208.5082563672
2017-02-0112714.245731877973
2017-03-0115703.890288273158
2017-04-0116222.222222222223
2017-05-0116534.564791491743
2017-06-0116081.724041421776
2017-08-0117197.8729359082
2017-09-0116518.331933949063
2017-10-0116115.309263923873
2017-11-0116246.851385390428
2017-12-0115647.91491743633
2018-01-0117436.887769381472
2018-02-0116029.107192835152
2018-03-0115603.69437447523
2018-04-0116512.17464315701
2018-05-0114827.875734676743
2018-06-0115113.350125944584
2018-07-0116153.37251609292
2018-08-0115729.079205149734
2018-09-0116059.333893087041
2018-10-0114574.867058494263
2018-11-0115062.972292191434
2018-12-0113106.633081444163
2019-01-0113645.675902602856
2019-02-0112995.24209347887
2019-03-0111548.838511055137
2019-04-0124069.410527483145
2019-05-0122502.098969641833
2019-06-0119871.25638016392
2019-07-0122054.296430005368
2019-08-0120654.912159084575
2019-09-0121998.32111255081
2019-10-0120095.157649982153
2019-11-0116848.586568504095
2019-12-0120263.08360234583
2020-01-0121046.739381266478
2020-02-0119031.626618345545
2020-03-0113769.941439389715
2020-04-0113993.84270920795
2020-05-0112370.55716846892
2020-06-0112650.433755741713
2020-07-0112650.433755741713
2020-08-0114833.473805583162
2020-09-0116960.537203413212
2020-10-0118247.970839424892
2020-11-0117464.31506050424
2020-12-0115113.350392855953
2021-01-0117688.21766487931
2021-02-0116008.955472128886
2021-03-0117184.438473231447
2021-04-0115393.226980128742
2021-05-0117352.364425595122
2021-06-0119591.37979289113
2021-07-0121326.615968539274
2021-08-0120375.035571811783
2021-09-0118527.847426697685
2021-10-0119143.57725325466
2021-11-0117408.33974304968
2021-12-0118136.020204515775
2022-01-0117576.267029970193
2022-02-0120431.01088926634
2022-03-0118080.044887061216
2022-04-0116456.75934632219
2022-05-0115952.980154674326
2022-06-0117464.31506050424
2022-07-0116288.833393958515
2022-08-0115617.128249946976
2022-09-0115001.399757946836
2022-10-0113546.040169571483
2022-11-0113154.211612832736
2022-12-0111363.000119730033
2023-01-0113322.138899753249
2023-02-0113825.916756844274
2023-03-0115113.350392855953
2023-04-0113825.916756844274
2023-05-0112986.28566046906
2023-06-0112146.655898650686
2023-07-0113937.86739175339
2023-08-0113266.162247741853
2023-09-0111474.95075463915
2023-10-0110803.246277906032
2023-11-018452.280942979327
2023-12-019851.665213900123
2024-01-018844.108832439655
2024-02-0110859.22226263901
2024-03-0111698.852024457383
2024-04-0111810.8026593665
2024-05-0111698.852024457383
2024-06-0111978.729946287012
2024-07-019963.615848809239
2024-08-0110523.369690633239
2024-09-019795.689896445565
2024-10-0110299.468420815008
2024-11-019012.034784803329
2024-12-018284.354990615651
2025-01-019291.91137207612
2025-02-0111866.777976821058
2025-03-019571.78862662733
2025-04-019403.862006985237
2025-05-019571.78862662733
2025-06-0113657.9908044806
2025-07-0113434.089534662366
2025-08-019795.689896445565
2025-09-019739.714578991006
2025-10-019963.615848809239
2025-11-019627.76394408189
2025-12-019347.886689530678
2026-01-0162230.61852784775
2026-02-0158914.07780576547
2026-03-0157027.707808564235
2026-04-0159137.979289112795
Annual Return Matrix
YearAnnual Return
20170.278995287550899
2018-0.16240386335181545
20190.5460174612680257
2020-0.2541436096574017
20210.19999998233936478
2022-0.3734568007979664
2023-0.13300491858710095
2024-0.15909089369714746
20250.12837833483955885
20265.326347467962503
Total Factor Risk
0.9105172203510113
VTI.US Exposure
0.05258863847950829
VEA.US Exposure
0.040137227675655064
VWO.US Exposure
0.058136717181023645
QQQ.US Exposure
0.02833159794047044
VTV.US Exposure
0.027856460961707127
IJR.US Exposure
0.009562775714588771
QUAL.US Exposure
0.03634098157436634
SHV.US Exposure
0.03599241114202564
TLT.US Exposure
0.011133735097224429
LQD.US Exposure
0.006438974339521861
HYG.US Exposure
0.020626130051093282
GLD.US Exposure
-0.0008774117916530782
USO.US Exposure
0.003735976231570618
VNQ.US Exposure
-0.0024545668879031213
BTC-USD.CC Exposure
0.000030302960882372634
CPER.US Exposure
0.03710728916006387
VIX.INDX Exposure
-0.0034749437549519654
UUP.US Exposure
0.07423728124071008
TIP.US Exposure
0.000633953590785076
Idiosyncratic Exposure
0.5639164690933113
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
91.1%

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
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 →17.14%
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$25.9B
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
$1,506
Avg Yield on Cost
15.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,505.7415.06%Solid

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 →
+2.0%
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 →
+93.2%
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 →
8.3% 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 →
0.06
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 →
✦ Golden Cross
Bullish — 50 SMA above 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 →
51
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+36.5%
50.0% retracement+60.8%
61.8% retracement+95.5%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Caixabank SA a high-risk investment?

Caixabank SA (0ILK.LSE) has an annualized volatility of 91.1% and experienced a maximum drawdown of 65.6% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, 0ILK.LSE has generated a Compound Annual Growth Rate (CAGR) of 20.4%. It has had a positive return in 50% 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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