Societe Generale SA

10-Year Study

0J6Y.LSE · · GB · Common Stock

Executive Summary: Societe Generale SA has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 73.2% and an annualized volatility of 41.8%.

1Y CAGR
+57.2%
3Y CAGR
+54.2%
5Y CAGR
+28.2%
10Y CAGR
+11.7%

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 →
73.2%
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 →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +162.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -44.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.90.7-16.816.8————————4.6%
202515.325.83.67.812.11.115.3-5.87.2-2.19.814.4162.8%
2024-0.3-6.410.32.611.5-19.69.2-9.01.317.8-4.18.316.3%
202315.70.4-23.94.87.910.23.36.5-12.8-7.78.94.110.6%
20228.4-22.0-3.3-5.715.3-16.24.11.4-7.813.43.6-2.0-16.5%
2021-9.833.08.76.113.3-5.80.86.12.96.0-4.49.479.8%
2020-5.8-12.4-40.4-6.5-5.49.7-11.98.7-20.12.843.42.6-44.8%
2019-2.4-1.1-3.99.5-12.6-1.10.53.29.20.512.98.622.5%
20188.50.5-6.02.7-14.1-1.75.3-7.85.1-12.1-0.2-14.3-31.7%
20170.1-9.613.64.50.0-1.2—-0.25.0-2.9-10.81.3-2.3%
2016———8.910.6-24.17.68.1-8.018.613.813.950.6%

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 41.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 25.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110892.660071834182
2016-05-0112045.719044083713
2016-06-019145.113068603647
2016-07-019838.222605694566
2016-08-0110638.330958926099
2016-09-019789.76463270261
2016-10-0111612.607099143206
2016-11-0113214.93067399723
2016-12-0115057.93888075125
2017-01-0115067.419788510546
2017-02-0113624.11461364047
2017-03-0115481.469590866223
2017-04-0116185.063306378795
2017-05-0116187.772137167167
2017-06-0115999.909705640388
2017-08-0115973.323033087867
2017-09-0116766.1576740173
2017-10-0116282.079579428939
2017-11-0114520.787768124084
2017-12-0114714.820314224373
2018-01-0115972.721070690452
2018-02-0116049.42111282782
2018-03-0115094.056624596184
2018-04-0115495.465216606137
2018-05-0113317.916407488412
2018-06-0113086.662519814596
2018-07-0113784.989064349782
2018-08-0112710.837329694805
2018-09-0113359.501976443207
2018-10-0111736.962497742643
2018-11-0111717.097738627928
2018-12-0110043.993418544456
2019-01-019807.321869293897
2019-02-019694.90539157654
2019-03-019314.063848144951
2019-04-0110197.594156951664
2019-05-018911.300840740816
2019-06-018816.090454882918
2019-07-018863.695647811866
2019-08-019147.370427593956
2019-09-019987.65977085298
2019-10-0110040.632461825551
2019-11-0111331.590986616371
2019-12-0112305.616309167888
2020-01-0111595.401007283745
2020-02-0110153.199430142266
2020-03-016052.230270682425
2020-04-015657.8445733089875
2020-05-015351.495876557578
2020-06-015872.093023255815
2020-07-015170.606176134197
2020-08-015618.165218612678
2020-09-014490.58932118707
2020-10-014618.305676505408
2020-11-016620.382446776492
2020-12-016793.396472500352
2021-01-016125.218211369063
2021-02-018147.561049019806
2021-03-018853.76326825451
2021-04-019391.416016212854
2021-05-0110639.986355518991
2021-06-0110018.96181551859
2021-07-0110100.628047434637
2021-08-0110713.977566867989
2021-09-0111019.724301221984
2021-10-0111684.240624435663
2021-11-0111171.067680638884
2021-12-0112217.679635612096
2022-01-0113238.758352228266
2022-02-0110322.451190882275
2022-03-019977.426410096918
2022-04-019410.578485863916
2022-05-0110850.77352168068
2022-06-019091.538415233663
2022-07-019463.551176836489
2022-08-019599.193370387464
2022-09-018850.251820936253
2022-10-0110033.459076589683
2022-11-0110399.050905953409
2022-12-0110195.88859682565
2023-01-0111791.590585308104
2023-02-0111843.409515018964
2023-03-019011.577743443628
2023-04-019448.100808636153
2023-05-0110190.220117583322
2023-06-0111224.993478740695
2023-07-0111598.661636936413
2023-08-0112357.234584746273
2023-09-0110780.093103517467
2023-10-019949.585649216446
2023-11-0110833.567429821218
2023-12-0111273.852759997593
2024-01-0111239.791721010495
2024-02-0110520.998454963183
2024-03-0111605.985512771635
2024-04-0111903.956899492345
2024-05-0113268.756145032807
2024-06-0110663.763870216906
2024-07-0111648.975660653734
2024-08-0110595.390974577122
2024-09-0110729.578425667676
2024-10-0112635.642193550977
2024-11-0112111.332945402011
2024-12-0113116.359331420434
2025-01-0115120.141661817526
2025-02-0119022.964865461403
2025-03-0119716.475710817263
2025-04-0121251.379497160742
2025-05-0123819.902883399885
2025-06-0124082.809960471135
2025-07-0127758.442522623758
2025-08-0126151.303248590408
2025-09-0128026.315789473687
2025-10-0127439.452615526618
2025-11-0130123.201637337723
2025-12-0134472.37995866525
2026-01-0136855.147781768566
2026-02-0137115.99815398198
2026-03-0130875.654634107188
2026-04-0136062.563958504725
Annual Return Matrix
YearAnnual Return
2017-0.022786555932000185
2018-0.31742330493596105
20190.2251716818579097
2020-0.44794341853165376
20210.7984640945172603
2022-0.16548077041513898
20230.10572537674720683
20240.16343184629486274
20251.6281972830742868
20260.04612922002328301
Total Factor Risk
0.41802217601964414
VTI.US Exposure
0.4078918281275936
VEA.US Exposure
0.4027322512658656
VWO.US Exposure
0.0007115826188642625
QQQ.US Exposure
-0.028363239171806498
VTV.US Exposure
-0.016047927809945624
IJR.US Exposure
-0.017511141825708232
QUAL.US Exposure
-0.10254313096649241
SHV.US Exposure
0.056139368667897295
TLT.US Exposure
-0.000017073730699044163
LQD.US Exposure
-0.007218533095359381
HYG.US Exposure
0.07853491543246705
GLD.US Exposure
-0.012802651006624529
USO.US Exposure
0.015289313661072869
VNQ.US Exposure
-0.01651799913113605
BTC-USD.CC Exposure
-0.004386332723870858
CPER.US Exposure
0.021162985257333594
VIX.INDX Exposure
-0.03030412242000218
UUP.US Exposure
-0.008174869983793196
TIP.US Exposure
0.011152152301574703
Idiosyncratic Exposure
0.25027262453276894
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
94.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.8%

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 →0.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.87%
Market Cap$17.6B
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
$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 →
+4.4%
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 →
+17.8%
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 →
6.1% 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 →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Societe Generale SA a high-risk investment?

Societe Generale SA (0J6Y.LSE) has an annualized volatility of 41.8% and experienced a maximum drawdown of 73.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0J6Y.LSE?

Over the past 10 years, 0J6Y.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 60% 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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