EssilorLuxottica SA

10-Year Study

0OMK.LSE · · GB · Common Stock

Executive Summary: EssilorLuxottica SA has compounded at 7.3% annually over the last 10 years, with a maximum drawdown of 37.4% and an annualized volatility of 49.4%.

1Y CAGR
-17.1%
3Y CAGR
+8.7%
5Y CAGR
+9.4%
10Y CAGR
+7.3%

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 →
37.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +47.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -23.2%
% 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.
2026-4.0-12.4-12.24.1————————-23.2%
202513.47.7-6.9-4.5-1.6-5.012.2-1.06.515.0-2.5-13.017.1%
20240.37.76.6-4.24.4-2.26.01.0-0.80.67.21.731.1%
2023-0.8-2.31.27.1-4.43.05.9-4.6-5.22.73.03.88.9%
2022-11.8-5.36.3-1.9-6.6-5.06.8-2.1-5.513.610.9-4.4-8.0%
2021-8.514.83.3-0.73.99.62.03.80.67.5-1.06.047.6%
2020-1.0-9.1-19.113.24.8-2.4-1.2-0.02.7-8.414.26.4-4.9%
2019-0.3-3.1-8.911.7-3.411.66.98.8-1.03.62.6-3.425.5%
2018-0.7-5.81.64.33.53.74.0-1.52.9-5.5-7.8-0.6-2.9%
20172.3-0.95.14.31.3-6.0-3.4-1.4-1.44.1-0.56.59.6%
2016———3.85.21.3-4.20.00.7-10.6-2.46.4-0.9%

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 49.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.3% of variance. Idiosyncratic stock-specific factors contribute 9.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110379.748983440204
2016-05-0110924.459584721802
2016-06-0111063.925013204142
2016-07-0110599.05439257768
2016-08-0110599.05439257768
2016-09-0110668.78710681885
2016-10-019541.471609505285
2016-11-019313.681611562799
2016-12-019913.372348300854
2017-01-0110145.807658614083
2017-02-0110052.827171047189
2017-03-0110564.193338325098
2017-04-0111017.440072288695
2017-05-0111155.87674437843
2017-06-0110485.116970662413
2017-07-0110132.073230485976
2017-08-019990.868461298609
2017-09-019849.653086375234
2017-10-0110249.754477211454
2017-11-0110202.686220815667
2017-12-0110861.684233300739
2018-01-0110791.07124297105
2018-02-0110165.025252257432
2018-03-0110325.065808591919
2018-04-0110772.150609935878
2018-05-0111153.882866009253
2018-06-0111569.023190502352
2018-07-0112027.106140084803
2018-08-0111845.779871585748
2018-09-0112184.569502569768
2018-10-0111509.376531203137
2018-11-0110607.517769910679
2018-12-0110543.10913514465
2019-01-0110514.473647927745
2019-02-0110190.001760552177
2019-03-019284.802192417746
2019-04-0110368.931132713817
2019-05-0110020.394830340043
2019-06-0111182.666833530246
2019-07-0111951.03119571189
2019-08-0113003.8944262615
2019-09-0112879.881555140282
2019-10-0113344.30673485448
2019-11-0113696.88382264664
2019-12-0113230.02992938701
2020-01-0113096.291598348049
2020-02-0111899.975182577744
2020-03-019621.131292648317
2020-04-0110890.881824525975
2020-05-0111413.659763746624
2020-06-0111141.336280313844
2020-07-0111007.597949274885
2020-08-0111002.72991644801
2020-09-0111294.514925452282
2020-10-0110346.213646188404
2020-11-0111819.73218395437
2020-12-0112579.028641850658
2021-01-0111509.312896787098
2021-02-0113214.481920401831
2021-03-0113651.204917667672
2021-04-0113551.107981240573
2021-05-0114080.44026531309
2021-06-0115435.28061716899
2021-07-0115748.775567778077
2021-08-0116349.060225732483
2021-09-0116450.917714336625
2021-10-0117682.13760730353
2021-11-0117508.086873704775
2021-12-0118567.239305706098
2022-01-0116384.663681505506
2022-02-0115509.457134796785
2022-03-0116483.551564027886
2022-04-0116164.128006991301
2022-05-0115098.771219426315
2022-06-0114342.200435683637
2022-07-0115319.964449572906
2022-08-0114993.201723219985
2022-09-0114168.76483477324
2022-10-0116101.670827650427
2022-11-0117861.141219617217
2022-12-0117076.921282106214
2023-01-0116946.216191565047
2023-02-0116559.138644544517
2023-03-0116757.699234053744
2023-04-0117954.651993984426
2023-05-0117166.571568567142
2023-06-0117674.183305298837
2023-07-0118713.95905761672
2023-08-0117855.31867054978
2023-09-0116933.234770693383
2023-10-0117393.76764529328
2023-11-0117912.632067927618
2023-12-0118595.238448762626
2024-01-0118654.598753189675
2024-02-0120089.416960268787
2024-03-0121409.597766856226
2024-04-0120514.12365863954
2024-05-0121410.658340456852
2024-06-0120930.462431301345
2024-07-0122188.376961796017
2024-08-0122418.033569275605
2024-09-0122240.56778868283
2024-10-0122376.278786618954
2024-11-0123983.906856184098
2024-12-0124380.593200026302
2025-01-0127658.476210273562
2025-02-0129788.065577386875
2025-03-0127721.113687126544
2025-04-0126468.417178746953
2025-05-0126052.99049938169
2025-06-0124748.484970611506
2025-07-0127771.119732396073
2025-08-0127500.673464236395
2025-09-0129298.345717297743
2025-10-0133683.817555886926
2025-11-0132840.66154338913
2025-12-0128555.94419685943
2026-01-0127399.918972176914
2026-02-0124006.08345017319
2026-03-0121073.597444441853
2026-04-0121927.359192945914
Annual Return Matrix
YearAnnual Return
20170.09565986746804933
2018-0.029330174889394378
20190.25485089453221277
2020-0.04920633520944073
20210.47604714436634277
2022-0.08026599964927905
20230.08891047405877317
20240.311120223986622
20250.1712571536950389
2026-0.2321262766945218
Total Factor Risk
0.49426942062087825
VTI.US Exposure
0.0656290799129317
VEA.US Exposure
-0.0012961884571481268
VWO.US Exposure
0.009943008292017204
QQQ.US Exposure
-0.03989891655854342
VTV.US Exposure
-0.010262904813714396
IJR.US Exposure
-0.008696653157494964
QUAL.US Exposure
0.06736310278819789
SHV.US Exposure
0.7932353601169307
TLT.US Exposure
0.0010010118377122017
LQD.US Exposure
-0.0003684814211970795
HYG.US Exposure
0.027128147805540365
GLD.US Exposure
0.005116008655834601
USO.US Exposure
0.008732557710380848
VNQ.US Exposure
-0.0066965272190329965
BTC-USD.CC Exposure
0.0031886213465313162
CPER.US Exposure
-0.00406400875905814
VIX.INDX Exposure
0.0015472925843037812
UUP.US Exposure
-0.0007037718426419672
TIP.US Exposure
-0.00044312977975741945
Idiosyncratic Exposure
0.08954639095820775
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.4%

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 →2.58%
Market Cap$76.9B
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 →
-5.5%
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 →
-21.0%
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 →
35.5% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EssilorLuxottica SA a high-risk investment?

EssilorLuxottica SA (0OMK.LSE) has an annualized volatility of 49.4% and experienced a maximum drawdown of 37.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0OMK.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.3%. 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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