Safran SA

10-Year Study

0IU8.LSE · · GB · Common Stock

Executive Summary: Safran SA has compounded at 18.1% annually over the last 10 years, with a maximum drawdown of 45.3% and an annualized volatility of 25.8%.

1Y CAGR
+15.9%
3Y CAGR
+32.1%
5Y CAGR
+20.6%
10Y CAGR
+18.1%

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 →
45.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +42.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -15.1%
% 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.
20261.513.7-18.37.3————————1.1%
202513.64.0-2.7-3.913.65.65.0-1.74.83.0-5.92.242.3%
20248.711.68.5-2.86.3-8.22.8-1.86.4-1.95.8-4.133.4%
202312.81.72.32.7-2.56.05.1-1.80.3-1.69.9-0.938.1%
2022-1.18.7-6.8-4.2-5.8-2.513.6-4.4-7.820.53.6-0.59.5%
2021-10.48.12.57.4-0.2-5.5-5.7-4.14.75.1-14.77.9-7.9%
20206.1-14.8-34.53.61.84.60.713.5-17.06.834.9-4.8-15.1%
20199.25.01.66.3-8.19.90.61.39.7-1.54.6-7.533.2%
20185.20.1-5.312.96.52.12.15.57.6-5.3-3.1-5.323.2%
2017-7.86.74.18.74.12.6-0.62.45.35.0-0.9-3.428.2%
2016———-2.36.2-3.50.03.32.0-2.23.56.113.2%

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 25.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 46.8% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019767.004539832615
2016-05-0110369.87556026727
2016-06-0110003.010929493768
2016-07-0110007.951017405696
2016-08-0110335.312974401691
2016-09-0110540.9576558742
2016-10-0110313.929966140568
2016-11-0110674.213822870805
2016-12-0111321.978342943066
2017-01-0110442.04772052805
2017-02-0111145.829952798722
2017-03-0111607.818320153756
2017-04-0112622.357323409888
2017-05-0113135.026665657015
2017-06-0113480.07557973915
2017-07-0113396.130144272205
2017-08-0113715.180493503967
2017-09-0114448.170544815976
2017-10-0115167.710575754625
2017-11-0115031.695892515227
2017-12-0114513.653753925928
2018-01-0115272.678429124162
2018-02-0115292.817400648342
2018-03-0114483.436281880695
2018-04-0116350.735424036233
2018-05-0117413.95412569459
2018-06-0117776.563790237375
2018-07-0118143.428421010878
2018-08-0119133.158807599804
2018-09-0120583.615495288886
2018-10-0119491.495476393953
2018-11-0118894.24966555244
2018-12-0117887.48138452274
2019-01-0119529.89834957793
2019-02-0120506.827778438863
2019-03-0120839.56253177703
2019-04-0122153.499709724765
2019-05-0120367.67595908021
2019-06-0122385.82807772886
2019-07-0122524.420982031785
2019-08-0122810.242929724547
2019-09-0125027.60319194586
2019-10-0124642.168157707798
2019-11-0125763.83855648468
2019-12-0123827.973157653712
2020-01-0125270.136267096488
2020-02-0121523.999091312297
2020-03-0114092.376038049497
2020-04-0114598.212193002384
2020-05-0114854.591937920764
2020-06-0115533.655701113865
2020-07-0115649.729737526279
2020-08-0117769.207746923264
2020-09-0114741.997598468213
2020-10-0115748.45937769316
2020-11-0121251.158396526796
2020-12-0120229.10108429521
2021-01-0118115.68099292161
2021-02-0119575.152439574074
2021-03-0120055.873476054996
2021-04-0121544.787125481842
2021-05-0121498.01855597985
2021-06-0120321.159802829196
2021-07-0119163.430368198817
2021-08-0118372.493446270237
2021-09-0119236.449915802154
2021-10-0120222.087601821706
2021-11-0117254.735452883462
2021-12-0118624.54610688619
2022-01-0118412.464887513837
2022-02-0120015.216913130178
2022-03-0118655.84535000703
2022-04-0117866.639261799417
2022-05-0116837.67664420189
2022-06-0116414.86641930168
2022-07-0118641.54794229112
2022-08-0117823.90930431302
2022-09-0116429.72274207332
2022-10-0119798.14151729211
2022-11-0120509.20767480519
2022-12-0120399.137467862383
2023-01-0123004.060247437104
2023-02-0123397.157826794028
2023-03-0123940.51340855248
2023-04-0124581.69715458148
2023-05-0123964.384490287495
2023-06-0125393.56634682302
2023-07-0126699.227976042373
2023-08-0126212.250696840867
2023-09-0126296.93534254281
2023-10-0125866.42651348788
2023-11-0128416.01670254541
2023-12-0128167.22738467419
2024-01-0130623.298464245665
2024-02-0134164.49410975649
2024-03-0137070.509838707934
2024-04-0136029.4854736174
2024-05-0138302.26847394554
2024-06-0135155.720946333335
2024-07-0136145.14483111751
2024-08-0135494.441499623186
2024-09-0137767.44085416644
2024-10-0137036.524197416016
2024-11-0139175.81664701449
2024-12-0137571.351817195115
2025-01-0142669.991309772355
2025-02-0144381.425269451145
2025-03-0143204.81892955146
2025-04-0141529.04735633179
2025-05-0147192.263173267274
2025-06-0149824.57279057273
2025-07-0152312.64626446418
2025-08-0151438.21464501682
2025-09-0153917.273359944906
2025-10-0155557.95949127912
2025-11-0152285.60198757406
2025-12-0153457.52065281279
2026-01-0154241.8046826264
2026-02-0161678.98082741065
2026-03-0150374.47308733859
2026-04-0154034.465226468776
Annual Return Matrix
YearAnnual Return
20170.2819008581633806
20180.2324588754698793
20190.3321033098751969
2020-0.15103559373460684
2021-0.07931914377820304
20220.09528239511405112
20230.38080482221613354
20240.3338675938561748
20250.42282665028696464
20260.010792580101180338
Total Factor Risk
0.2584565641061191
VTI.US Exposure
0.28646977505321586
VEA.US Exposure
0.4683668673143866
VWO.US Exposure
0.016030851990588027
QQQ.US Exposure
-0.1156780106430862
VTV.US Exposure
-0.033872381148012415
IJR.US Exposure
-0.018246258872255883
QUAL.US Exposure
-0.06683125222208539
SHV.US Exposure
0.01639515209873542
TLT.US Exposure
-0.010908896838830135
LQD.US Exposure
-0.004899354306757701
HYG.US Exposure
0.014565747950910878
GLD.US Exposure
0.007849902435932333
USO.US Exposure
0.010015062347010738
VNQ.US Exposure
-0.0339035500873884
BTC-USD.CC Exposure
0.03021405330316748
CPER.US Exposure
-0.01497517490108354
VIX.INDX Exposure
0.030186359483142997
UUP.US Exposure
0.08819085541690172
TIP.US Exposure
0.027022212811093772
Idiosyncratic Exposure
0.30400803881441385
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.8%

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 →3.25%
Market Cap$45.4B
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 →
-4.0%
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 →
+0.0%
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 →
14.0% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Safran SA a high-risk investment?

Safran SA (0IU8.LSE) has an annualized volatility of 25.8% and experienced a maximum drawdown of 45.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0IU8.LSE?

Over the past 10 years, 0IU8.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.1%. 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.

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