Novozymes A/S B

10-Year Study

0Q4U.LSE · · GB · Common Stock

Executive Summary: Novozymes A/S B has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 45.4% and an annualized volatility of 38.8%.

1Y CAGR
-18.2%
3Y CAGR
+5.7%
5Y CAGR
-1.6%
10Y CAGR
+3.4%

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 →
45.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +55.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.3%
% 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.
2026-4.7-4.02.9-0.3————————-6.2%
20250.84.8-7.46.79.1-1.9-5.4-4.6-5.60.94.50.51.0%
2024-4.49.54.2-3.85.54.62.66.34.5-11.6-3.5-0.811.5%
20230.6-3.64.70.3-3.5-5.66.3-12.4-3.712.111.35.29.2%
2022-16.4-4.07.67.1-11.5-2.18.2-7.7-10.31.85.2-14.6-34.3%
20215.63.46.98.41.06.43.53.8-13.17.26.47.555.9%
20207.6-2.3-9.68.39.74.5-1.2-3.911.0-4.1-7.4-1.78.7%
2019-5.811.92.40.62.3-3.02.5-7.8-0.39.23.41.015.6%
2018-5.3-5.7-0.1-6.312.4-1.84.15.2-0.2-7.3-5.6-5.8-17.0%
201710.61.82.46.32.0-5.02.67.93.07.6-2.94.247.3%
2016———5.72.40.81.9-11.50.9-14.1-5.02.3-17.2%

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 38.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110569.725216314935
2016-05-0110820.577104252548
2016-06-0110909.863835378768
2016-07-0111118.196923267842
2016-08-019834.181785051305
2016-09-019923.468516177527
2016-10-018520.407021198138
2016-11-018095.238656253548
2016-12-018278.061249535129
2017-01-019153.908474031801
2017-02-019315.599298304314
2017-03-019539.97069591891
2017-04-0110144.038473093224
2017-05-0110346.834338476667
2017-06-019824.744944142778
2017-07-0110083.631695375792
2017-08-0110881.863554197824
2017-09-0111209.788866883991
2017-10-0112059.799646795893
2017-11-0111705.98683711887
2017-12-0112193.55695072618
2018-01-0111546.342036197726
2018-02-0110883.591481788233
2018-03-0110871.60987479201
2018-04-0110183.710119725749
2018-05-0111447.484942485537
2018-06-0111246.18923241922
2018-07-0111703.037578890697
2018-08-0112312.171325591433
2018-09-0112284.167117302328
2018-10-0111382.719074710483
2018-11-0110742.082066350064
2018-12-0110115.445198580115
2019-01-019525.566063187956
2019-02-0110656.00770969874
2019-03-0110914.08547665079
2019-04-0110976.38119339319
2019-05-0111227.339113251124
2019-06-0110892.725935368439
2019-07-0111163.264416512233
2019-08-0110291.136163443101
2019-09-0110262.656775066635
2019-10-0111205.983499076932
2019-11-0111581.532852419668
2019-12-0111693.663571712726
2020-01-0112581.81049896658
2020-02-0112296.18799538015
2020-03-0111120.21938397025
2020-04-0112043.294011199327
2020-05-0113213.8432133484
2020-06-0113804.53526012968
2020-07-0113640.154366767554
2020-08-0113109.071894747218
2020-09-0114550.579778613204
2020-10-0113949.048913310267
2020-11-0112923.00943723362
2020-12-0112708.04739077043
2021-01-0113425.192320304368
2021-02-0113884.016002180331
2021-03-0114848.553037362899
2021-04-0116102.407984910478
2021-05-0116268.980204625897
2021-06-0117310.500341069343
2021-07-0117909.05445838699
2021-08-0118597.30372607949
2021-09-0116157.320738312043
2021-10-0117319.654430190352
2021-11-0118427.07144155894
2021-12-0119812.716211848634
2022-01-0116565.512214680868
2022-02-0115901.061222438082
2022-03-0117104.15044280108
2022-04-0118324.42076136417
2022-05-0116223.260811426942
2022-06-0115878.319339083406
2022-07-0117182.040706046922
2022-08-0115859.77553435179
2022-09-0114224.095714621762
2022-10-0114474.456714039372
2022-11-0115229.242975287103
2022-12-0113011.247630481115
2023-01-0113090.991488778485
2023-02-0112618.089124148848
2023-03-0113207.072878880525
2023-04-0113244.824169622798
2023-05-0112774.827865031577
2023-06-0112065.1130241364
2023-07-0112823.90100859919
2023-08-0111232.71139721403
2023-09-0110821.22900420711
2023-10-0112126.069596996234
2023-11-0113497.242973716258
2023-12-0114205.811099028706
2024-01-0113581.503006397652
2024-02-0114872.2452808923
2024-03-0115490.80408717709
2024-04-0114899.055648300759
2024-05-0115715.230464305925
2024-06-0116437.08399652372
2024-07-0116862.495842174234
2024-08-0117916.90474759887
2024-09-0118721.11366504045
2024-10-0116542.397256050986
2024-11-0115968.238334623387
2024-12-0115838.714453289602
2025-01-0115958.56979433342
2025-02-0116727.98453347722
2025-03-0115496.53766509072
2025-04-0116535.13996017127
2025-05-0118039.045665591817
2025-06-0117705.060825014734
2025-07-0116751.935966145185
2025-08-0115977.439549042316
2025-09-0115076.784782298795
2025-10-0115213.617011918379
2025-11-0115902.82449400193
2025-12-0115989.220873522376
2026-01-0115235.216106798493
2026-02-0114628.477896075367
2026-03-0115048.67846919753
2026-04-0115003.5167253573
Annual Return Matrix
YearAnnual Return
20170.47299670576983655
2018-0.17042703458421993
20190.15602065377746732
20200.08674645142960369
20210.559068486496058
2022-0.3432880433274478
20230.09181006329855101
20240.11494615427995791
20250.009502439145338215
2026-0.06164804126243395
Total Factor Risk
0.3877598782068998
VTI.US Exposure
-0.08297108634515234
VEA.US Exposure
-0.006594636731876009
VWO.US Exposure
0.009116921337212956
QQQ.US Exposure
0.14951943294796874
VTV.US Exposure
0.06253228501190562
IJR.US Exposure
-0.020463850825168665
QUAL.US Exposure
0.1131638093742106
SHV.US Exposure
0.48989386190749357
TLT.US Exposure
-0.0032169091012768385
LQD.US Exposure
0.008397524119981308
HYG.US Exposure
0.03356312466484873
GLD.US Exposure
-0.0001776241739530435
USO.US Exposure
0.008230415834525618
VNQ.US Exposure
0.05629976939332256
BTC-USD.CC Exposure
0.0016574298631561965
CPER.US Exposure
0.007179535564149223
VIX.INDX Exposure
0.011713306348502605
UUP.US Exposure
0.0006234380529078733
TIP.US Exposure
0.007580622512929338
Idiosyncratic Exposure
0.15395263024431194
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.8%

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 →0.19%
Market Cap$93.3B
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
$167
Avg Yield on Cost
1.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$166.91.67%Solid

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 →
+2.0%
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 →
-4.5%
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 →
21.2% 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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Novozymes A/S B a high-risk investment?

Novozymes A/S B (0Q4U.LSE) has an annualized volatility of 38.8% and experienced a maximum drawdown of 45.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0Q4U.LSE?

Over the past 10 years, 0Q4U.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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