Thales

10-Year Study

0IW5.LSE · · GB · Common Stock

Executive Summary: Thales has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 52.9% and an annualized volatility of 45.1%.

1Y CAGR
+0.9%
3Y CAGR
+29.7%
5Y CAGR
+28.8%
10Y CAGR
+15.2%

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 →
52.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +68.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -17.9%
% 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.
202611.5-0.0-0.95.7————————16.7%
202512.822.628.7-0.810.1-6.2-5.5-4.717.7-6.8-8.82.268.0%
20240.71.116.1-0.37.3-10.4-1.83.5-6.13.6-4.4-1.65.4%
20232.09.03.41.1-4.15.2-0.6-1.3-1.34.8-1.5-1.815.3%
20228.527.011.16.4-4.92.04.5-0.8-6.614.2-5.4-1.762.7%
2021-1.36.18.1-0.41.02.32.8-2.9-1.9-5.5-8.53.52.1%
20207.7-8.9-14.9-10.0-0.74.9-14.210.0-5.3-13.238.7-2.6-17.9%
2019-5.212.4-1.5-0.3-6.210.4-5.62.50.9-16.91.34.1-7.4%
20180.71.28.65.65.21.51.97.11.0-7.0-4.9-5.315.3%
2017-5.57.3-2.56.32.9-4.2-0.8-0.42.8-6.6-5.26.3-0.8%
2016———-2.14.4-3.48.4-4.55.44.87.30.321.5%

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 45.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 26.3% of variance. Idiosyncratic stock-specific factors contribute 18.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019787.163228506159
2016-05-0110218.837015253746
2016-06-019869.729082743987
2016-07-0110696.15328122705
2016-08-0110215.555631947549
2016-09-0110771.75010234791
2016-10-0111293.115032798207
2016-11-0112117.570401297553
2016-12-0112149.352942463289
2017-01-0111475.153678118175
2017-02-0112317.734782975558
2017-03-0112008.690978070987
2017-04-0112768.737479960124
2017-05-0113140.205695856395
2017-06-0112587.401988205771
2017-07-0112491.148077890664
2017-08-0112444.36492732517
2017-09-0112795.285433470735
2017-10-0111956.391978424124
2017-11-0111333.413544925264
2017-12-0112047.22379346661
2018-01-0112133.91481528937
2018-02-0112283.108376277787
2018-03-0113342.198276804995
2018-04-0114095.525755733826
2018-05-0114835.196429854965
2018-06-0115056.252285249087
2018-07-0115341.9357661405
2018-08-0116426.870466612705
2018-09-0116586.705084894074
2018-10-0115423.564082290844
2018-11-0114675.346185938804
2018-12-0113895.189492073117
2019-01-0113174.285205336466
2019-02-0114803.99203717651
2019-03-0114578.498501501623
2019-04-0114540.918849828275
2019-05-0113640.132255372875
2019-06-0115056.205408344715
2019-07-0114205.858362995996
2019-08-0114556.403853906566
2019-09-0114688.299837180884
2019-10-0112208.777231575032
2019-11-0112365.658604880822
2019-12-0112868.475906833717
2020-01-0113865.235150177978
2020-02-0112633.60699028398
2020-03-0110744.920887411052
2020-04-019667.080225134147
2020-05-019602.78073796748
2020-06-0110072.502945432158
2020-07-018646.554391272146
2020-08-019507.714375896521
2020-09-019007.22529352755
2020-10-017814.754974420835
2020-11-0110837.190260854346
2020-12-0110560.366514889667
2021-01-0110419.845181210485
2021-02-0111053.605302715423
2021-03-0111947.329110245104
2021-04-0111902.358533315415
2021-05-0112019.144527746439
2021-06-0112293.311915796581
2021-07-0112637.450896442668
2021-08-0112264.748255397877
2021-09-0112031.98879954498
2021-10-0111375.133989818336
2021-11-0110411.25108207521
2021-12-0110778.984771256333
2022-01-0111693.068780919224
2022-02-0114852.040864160108
2022-03-0116500.279698862767
2022-04-0117558.30705622416
2022-05-0116695.75639010335
2022-06-0117036.19209530387
2022-07-0117808.567223043436
2022-08-0117658.48300087191
2022-09-0116501.748508533157
2022-10-0118848.15633135096
2022-11-0117830.536865560163
2022-12-0117532.087241044166
2023-01-0117885.523474391146
2023-02-0119494.41696068903
2023-03-0120153.428108016888
2023-04-0120378.01535687387
2023-05-0119534.512339563793
2023-06-0120559.694612593634
2023-07-0120443.705525536974
2023-08-0120174.31958173301
2023-09-0119912.418316994128
2023-10-0120877.723157503275
2023-11-0120574.663970723814
2023-12-0120206.461512498947
2024-01-0120345.701544125233
2024-02-0120560.225884176543
2024-03-0123872.14168075578
2024-04-0123808.17033191973
2024-05-0125541.100107191858
2024-06-0122892.19562044708
2024-07-0122490.851190829628
2024-08-0123282.070834127637
2024-09-0121856.32541321991
2024-10-0122632.27881132671
2024-11-0121646.09812273624
2024-12-0121292.083740901977
2025-01-0124006.959657736094
2025-02-0129432.85195961086
2025-03-0137877.38251866482
2025-04-0137585.13627116101
2025-05-0141392.77533149785
2025-06-0138825.65541725132
2025-07-0136694.178200989416
2025-08-0134951.65428595537
2025-09-0141151.62490976195
2025-10-0138366.68364652314
2025-11-0135006.10962320344
2025-12-0135774.89085494098
2026-01-0139876.619987687
2026-02-0139868.80717029129
2026-03-0139501.604752693085
2026-04-0141743.883345260896
Annual Return Matrix
YearAnnual Return
2017-0.008406138950801667
20180.15339348967757083
2019-0.07388985848844432
2020-0.17936151947242962
20210.020701767884516276
20220.6265063559414175
20230.15254169310735755
20240.053726488813071294
20250.6801967947466605
20260.16684865691198958
Total Factor Risk
0.45088965456869845
VTI.US Exposure
0.26331478924812945
VEA.US Exposure
0.050187939767497365
VWO.US Exposure
0.010190795958161417
QQQ.US Exposure
-0.003653299877513094
VTV.US Exposure
0.031963248386171955
IJR.US Exposure
-0.00006587328209596205
QUAL.US Exposure
0.007295367851065772
SHV.US Exposure
0.25581690767861764
TLT.US Exposure
0.005153793574384847
LQD.US Exposure
0.011935171966168499
HYG.US Exposure
0.023010615382034756
GLD.US Exposure
0.00637202472533169
USO.US Exposure
0.000007765504503046565
VNQ.US Exposure
0.022097549382613133
BTC-USD.CC Exposure
0.007583491130194382
CPER.US Exposure
0.0012429353514737378
VIX.INDX Exposure
-0.0004310462095103806
UUP.US Exposure
0.006070606704802224
TIP.US Exposure
0.12021758793924128
Idiosyncratic Exposure
0.18168962881872827
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.1%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.22%
Market Cap$16.9B
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 →
+5.6%
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 →
+9.0%
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 →
1.8% 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 →
0.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Thales a high-risk investment?

Thales (0IW5.LSE) has an annualized volatility of 45.1% and experienced a maximum drawdown of 52.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0IW5.LSE?

Over the past 10 years, 0IW5.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.2%. 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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