Allianz SE VNA O.N.

10-Year Study

0M6S.LSE · · GB · Common Stock

Executive Summary: Allianz SE VNA O.N. has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 28.4% and an annualized volatility of 26.8%.

1Y CAGR
+12.0%
3Y CAGR
+27.9%
5Y CAGR
+17.0%
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 →
28.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.2%
% 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.
2026-4.82.9-6.27.5————————-1.1%
20256.06.55.23.6-0.3-1.21.04.0-1.2-2.16.45.037.7%
20242.40.911.1-3.95.3-2.00.27.25.3-2.31.01.328.9%
20238.51.1-3.96.2-3.63.02.03.40.2-1.94.34.926.2%
20229.3-10.56.7-0.3-5.0-6.7-2.9-4.4-4.212.912.0-1.32.3%
2021-7.17.18.8-0.55.2-3.40.5-6.8-1.13.2-4.38.08.3%
2020-1.2-9.8-19.512.3-1.811.6-2.44.7-11.9-8.231.61.5-2.3%
20195.65.81.47.9-2.96.6-0.8-4.66.62.4-0.80.530.3%
20185.7-5.6-4.57.1-6.50.46.8-2.94.6-3.91.1-6.1-5.2%
20172.42.85.60.83.4-0.40.63.55.35.4-0.2-3.329.0%
2016———3.74.0-13.11.34.0-2.07.75.94.014.7%

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 26.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.0% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110370.762639790079
2016-05-0110789.809697252846
2016-06-019371.05520389904
2016-07-019495.553705925444
2016-08-019873.131501897129
2016-09-019674.10852994473
2016-10-0110419.852175747115
2016-11-0111033.488384751287
2016-12-0111470.145987222433
2017-01-0111741.811039872631
2017-02-0112074.51766610951
2017-03-0112754.831276690806
2017-04-0112861.299665025437
2017-05-0113304.69304581917
2017-06-0113257.848769302997
2017-07-0113342.51092579531
2017-08-0113805.45393929635
2017-09-0114531.625273003137
2017-10-0115321.457649644271
2017-11-0115294.412479106613
2017-12-0114790.95273842274
2018-01-0115640.409226882333
2018-02-0114758.090304788298
2018-03-0114095.580014015863
2018-04-0115099.33572071694
2018-05-0114124.37149745197
2018-06-0114175.62691499085
2018-07-0115146.191336927262
2018-08-0114705.757616305573
2018-09-0115375.21913958937
2018-10-0114769.815548535023
2018-11-0114934.774079273531
2018-12-0114025.081135511613
2019-01-0114808.257111689183
2019-02-0115663.496844163119
2019-03-0115878.111895565953
2019-04-0117136.95402207612
2019-05-0116641.159914634783
2019-06-0117740.758716255903
2019-07-0117606.859607782662
2019-08-0116795.141621440187
2019-09-0117895.568220733952
2019-10-0118326.53329674392
2019-11-0118188.46118082503
2019-12-0118276.321131066452
2020-01-0118062.93076663136
2020-02-0116301.411338333382
2020-03-0113128.156687357829
2020-04-0114744.913580190914
2020-05-0114486.79946204491
2020-06-0116171.968729659422
2020-07-0115785.818124913532
2020-08-0116524.304366462628
2020-09-0114557.978722197904
2020-10-0113366.415001054593
2020-11-0117586.663612509044
2020-12-0117857.137997273938
2021-01-0116595.483626615624
2021-02-0117777.068416910657
2021-03-0119344.044052443816
2021-04-0119254.040900008844
2021-05-0120248.997004052806
2021-06-0119559.13537100077
2021-07-0119656.79281698414
2021-08-0118323.698373207477
2021-09-0118123.97234021804
2021-10-0118710.937588591358
2021-11-0117905.728586688558
2021-12-0119331.91057970784
2022-01-0121133.787979470617
2022-02-0118908.089511009708
2022-03-0120170.787133529437
2022-04-0120104.85815176593
2022-05-0119099.63962452005
2022-06-0117821.089109584536
2022-07-0117298.261171299688
2022-08-0116540.452090926206
2022-09-0115851.100744110729
2022-10-0117897.994915281146
2022-11-0120049.974032100403
2022-12-0119784.171601323567
2023-01-0121469.9645521161
2023-02-0121697.64293117486
2023-03-0120842.00630940582
2023-04-0122133.01914820753
2023-05-0121345.22791651264
2023-06-0121991.52244465662
2023-07-0122433.373627046534
2023-08-0123198.11126054308
2023-09-0123253.891216046122
2023-10-0122816.984140303768
2023-11-0123807.427046077715
2023-12-0124969.71167693665
2024-01-0125581.39745854775
2024-02-0125806.138856822752
2024-03-0128670.046651501714
2024-04-0127552.122904141026
2024-05-0129015.499093958435
2024-06-0128448.775199635318
2024-07-0128503.126353675987
2024-08-0130568.572264468883
2024-09-0132199.1862635481
2024-10-0131443.849236498394
2024-11-0131764.35435183442
2024-12-0132175.418264618565
2025-01-0134096.33977352363
2025-02-0136309.08831127007
2025-03-0138208.94066845229
2025-04-0139594.1750259112
2025-05-0139466.81892096006
2025-06-0139000.24720533238
2025-07-0139405.77734737338
2025-08-0140975.984795738084
2025-09-0140485.11211555602
2025-10-0139629.20334112748
2025-11-0142181.59839792801
2025-12-0144295.975088959894
2026-01-0142177.99237518966
2026-02-0143408.34919000565
2026-03-0140732.18137160405
2026-04-0143805.23848510758
Annual Return Matrix
YearAnnual Return
20170.28951739192331427
2018-0.05177973430485039
20190.3031169627098034
2020-0.022935859508398493
20210.08258728709264851
20220.02339453308305961
20230.26210549423591556
20240.2885778851158096
20250.37670238579834114
2026-0.011078582260956371
Total Factor Risk
0.26769526829208046
VTI.US Exposure
-0.031210852436219873
VEA.US Exposure
0.2437824522480708
VWO.US Exposure
-0.00988417331795785
QQQ.US Exposure
-0.013460953272633153
VTV.US Exposure
0.05202479764931332
IJR.US Exposure
-0.030184099506915082
QUAL.US Exposure
-0.0025053949299781763
SHV.US Exposure
0.6101934564364514
TLT.US Exposure
-0.007702558507998766
LQD.US Exposure
0.0057902200177569006
HYG.US Exposure
0.012354459155254615
GLD.US Exposure
-0.011026342286685632
USO.US Exposure
0.004600225776528125
VNQ.US Exposure
0.025305327879580782
BTC-USD.CC Exposure
-0.002503438580298019
CPER.US Exposure
0.02707219968065763
VIX.INDX Exposure
0.01780608791977018
UUP.US Exposure
-0.01341452024362822
TIP.US Exposure
-0.0009714936216185767
Idiosyncratic Exposure
0.12393459994054962
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.8%

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 →0.00%
Market Cap$90.8B
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 →
+5.3%
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 →
+6.3%
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 →
1.7% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allianz SE VNA O.N. a high-risk investment?

Allianz SE VNA O.N. (0M6S.LSE) has an annualized volatility of 26.8% and experienced a maximum drawdown of 28.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0M6S.LSE?

Over the past 10 years, 0M6S.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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