DnB Bank ASA

10-Year Study

0O84.LSE · · GB · Common Stock

Executive Summary: DnB Bank ASA has compounded at 16.9% annually over the last 10 years, with a maximum drawdown of 30.1% and an annualized volatility of 27.8%.

1Y CAGR
+12.4%
3Y CAGR
+24.7%
5Y CAGR
+17.7%
10Y CAGR
+16.9%

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 →
30.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.89.4-0.81.9————————8.6%
20256.96.76.3-0.27.11.0-5.71.03.2-5.24.54.132.8%
2024-3.93.01.0-1.75.13.07.0-0.2-4.04.82.1-2.114.3%
2023-4.411.8-10.16.4-0.38.04.20.72.8-7.02.44.117.5%
20224.3-7.75.4-5.43.4-7.98.5-2.3-7.16.43.62.21.4%
2021-0.55.48.6-1.64.00.8-3.61.48.96.6-3.72.932.0%
2020-1.3-3.3-25.46.46.4-4.09.13.6-10.0-1.726.44.52.3%
20198.29.8-3.14.3-5.46.8-0.4-6.99.04.2-7.35.925.4%
20182.50.4-4.05.1-3.08.93.14.00.3-11.1-3.1-6.6-5.1%
20177.7-0.1-0.22.07.8-2.38.7-1.35.6-1.5-3.40.224.6%
2016———11.82.6-7.2-6.88.63.714.93.42.836.6%

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 27.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.3% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111179.261696137666
2016-05-0111475.20183328237
2016-06-0110650.453224236162
2016-07-019929.846019745744
2016-08-0110779.847952846405
2016-09-0111183.180618381328
2016-10-0112852.377889546142
2016-11-0113293.810211692096
2016-12-0113663.840824977067
2017-01-0114713.444187869267
2017-02-0114703.620521796589
2017-03-0114667.24308213569
2017-04-0114965.748971063242
2017-05-0116133.904125236806
2017-06-0115760.762977256192
2017-07-0117127.623305461537
2017-08-0116904.473194923325
2017-09-0117848.037199886123
2017-10-0117573.941100180306
2017-11-0116982.588035161345
2017-12-0117021.61909481683
2018-01-0117451.206782020054
2018-02-0117518.16235936693
2018-03-0116824.688858662226
2018-04-0117677.678310962085
2018-05-0117150.85566064594
2018-06-0118672.78580893233
2018-07-0119252.27666536622
2018-08-0120024.95457213453
2018-09-0120089.344397698558
2018-10-0117859.143741850225
2018-11-0117297.208954122252
2018-12-0116155.765736318039
2019-01-0117478.656811368037
2019-02-0119199.608459248484
2019-03-0118601.085348151428
2019-04-0119392.76036229821
2019-05-0118351.94382058014
2019-06-0119599.28580717497
2019-07-0119515.91644787482
2019-08-0118160.51413448054
2019-09-0119790.697919632217
2019-10-0120618.135295957713
2019-11-0119117.627417693846
2019-12-0120253.816116435926
2020-01-0119988.29595419606
2020-02-0119327.579722828516
2020-03-0114418.505748338413
2020-04-0115338.573793481584
2020-05-0116326.563966300784
2020-06-0115678.184431861719
2020-07-0117110.770182449556
2020-08-0117734.441175746968
2020-09-0115968.413135243238
2020-10-0115690.538702432545
2020-11-0119827.743157702353
2020-12-0120729.28858381046
2021-01-0120630.489566528537
2021-02-0121742.040018698353
2021-03-0123610.08305303374
2021-04-0123227.39941725802
2021-05-0124165.498019450508
2021-06-0124360.33699216567
2021-07-0123486.839099245386
2021-08-0123817.64534280904
2021-09-0125938.66095874763
2021-10-0127639.06901872296
2021-11-0126610.237701086404
2021-12-0127369.489345100646
2022-01-0128533.286235971846
2022-02-0126341.94090335551
2022-03-0127776.705785594535
2022-04-0126275.49496163674
2022-05-0127175.933248276906
2022-06-0125035.709641251666
2022-07-0127155.969590569282
2022-08-0126525.040682982035
2022-09-0124646.101990390733
2022-10-0126211.93109726308
2022-11-0127157.498497453584
2022-12-0127758.58736033348
2023-01-0126537.816720969222
2023-02-0129678.05087217987
2023-03-0126669.847495931703
2023-04-0128364.19264929688
2023-05-0128264.936717313904
2023-06-0130524.625945022617
2023-07-0131802.19459645645
2023-08-0132029.193334668933
2023-09-0132916.06476941624
2023-10-0130597.995901826605
2023-11-0131345.91254652622
2023-12-0132624.342306435115
2024-01-0131356.087685445862
2024-02-0132288.879047649174
2024-03-0132603.113346478418
2024-04-0132047.80382191574
2024-05-0133672.32889423128
2024-06-0134694.20104949792
2024-07-0137120.66414309163
2024-08-0137061.75729394026
2024-09-0135585.69435218282
2024-10-0137290.1267762559
2024-11-0138082.223557819045
2024-12-0137298.33366723254
2025-01-0139875.139271115615
2025-02-0142552.64184565422
2025-03-0145226.08490881038
2025-04-0145137.83007693741
2025-05-0148347.234084430806
2025-06-0148841.42248090624
2025-07-0146048.00416143851
2025-08-0146505.709676398954
2025-09-0148012.26288763061
2025-10-0145509.108418829106
2025-11-0147574.74948772833
2025-12-0149546.95150026185
2026-01-0148642.348260385144
2026-02-0153238.13691273281
2026-03-0152815.736845250016
2026-04-0153810.4928703733
Annual Return Matrix
YearAnnual Return
20170.2457419046994349
2018-0.05086786125783105
20190.2536586904640179
20200.023475697845834143
20210.32032940901195106
20220.01421648794125141
20230.17528827684706716
20240.14326699115940444
20250.32839584583881876
20260.0860505286604547
Total Factor Risk
0.27754466767628966
VTI.US Exposure
-0.013754852192185162
VEA.US Exposure
0.11876884491152212
VWO.US Exposure
0.014799628110414978
QQQ.US Exposure
0.009069985646450542
VTV.US Exposure
0.10974256204950313
IJR.US Exposure
0.010098190574892085
QUAL.US Exposure
-0.03522325239517033
SHV.US Exposure
0.5332609685199144
TLT.US Exposure
0.0014016866951793276
LQD.US Exposure
0.0662268895192809
HYG.US Exposure
0.02716810013186445
GLD.US Exposure
0.0020780251066446582
USO.US Exposure
0.0024183840581589126
VNQ.US Exposure
-0.0047224305930496455
BTC-USD.CC Exposure
-0.000052600391086123384
CPER.US Exposure
-0.010473194416868824
VIX.INDX Exposure
-0.00020236330256480795
UUP.US Exposure
0.004277521712961249
TIP.US Exposure
0.0025163740162603993
Idiosyncratic Exposure
0.16260153223787788
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
27.8%

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 →9.63%
Market Cap$0
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 →
+3.1%
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 →
+10.8%
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 →
2.0% 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 →
0.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DnB Bank ASA a high-risk investment?

DnB Bank ASA (0O84.LSE) has an annualized volatility of 27.8% and experienced a maximum drawdown of 30.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0O84.LSE?

Over the past 10 years, 0O84.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.9%. It has had a positive return in 90% 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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