Coloplast A/S

10-Year Study

0QBO.LSE · · GB · Common Stock

Executive Summary: Coloplast A/S has compounded at 1.1% annually over the last 10 years, with a maximum drawdown of 57.7% and an annualized volatility of 44.8%.

1Y CAGR
-33.6%
3Y CAGR
-19.3%
5Y CAGR
-12.8%
10Y CAGR
+1.1%

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 →
57.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +39.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -28.6%
% 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.
20260.1-9.8-10.2—————————-19.0%
20255.2-8.0-5.32.9-13.8-4.4-0.00.9-11.58.0-0.5-4.3-28.6%
20241.317.11.5-8.4-3.22.67.12.7-4.6-1.02.0-9.54.9%
20231.3-1.110.87.6-9.2-2.7-1.3-6.7-4.9-1.49.6-2.4-2.4%
2022-17.64.12.7-6.4-12.9-3.76.00.0-8.68.4-0.8-0.9-28.6%
2021-1.21.81.67.5-5.16.611.1-4.2-8.44.82.19.427.0%
20204.34.89.39.24.8-8.95.2-3.3-3.6-6.3-1.01.615.1%
2019-1.69.812.0-1.8-0.14.16.51.92.7-2.4-0.74.739.9%
20187.8-3.2-1.32.617.14.89.0-1.2-4.4-6.42.2-2.225.1%
20172.70.49.67.8-2.02.9—-12.3-0.110.1-13.23.76.6%
2016———-1.84.8-1.74.2-2.51.3-8.0-5.39.7-0.6%

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 44.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.3% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019822.653018683694
2016-05-0110291.38840694645
2016-06-0110111.852440457253
2016-07-0110539.041517055539
2016-08-0110276.13603889811
2016-09-0110409.29059640181
2016-10-019574.226710947903
2016-11-019068.035644410591
2016-12-019944.099901312815
2017-01-0110211.976308806774
2017-02-0110251.863902589637
2017-03-0111239.046584634578
2017-04-0112113.755133535931
2017-05-0111866.261364829643
2017-06-0112211.515002384896
2017-08-0110704.748739505018
2017-09-0110694.963610080615
2017-10-0111773.62915456586
2017-11-0110224.397101762732
2017-12-0110599.706184901854
2018-01-0111429.51180406336
2018-02-0111068.000119114227
2018-03-0110928.046124373017
2018-04-0111216.145829251842
2018-05-0113137.322510656284
2018-06-0113772.598398540536
2018-07-0115009.887003436026
2018-08-0114830.165574002587
2018-09-0114177.202790407544
2018-10-0113266.85923467018
2018-11-0113560.240715228701
2018-12-0113261.258776184886
2019-01-0113050.045216388238
2019-02-0114326.550091451518
2019-03-0116049.636675480075
2019-04-0115768.602847561475
2019-05-0115753.478475066206
2019-06-0116403.60968356887
2019-07-0117469.467836284803
2019-08-0117794.532134459067
2019-09-0118282.33886012907
2019-10-0117849.815764768206
2019-11-0117717.13661931876
2019-12-0118553.744287871927
2020-01-0119342.40064279889
2020-02-0120271.933082879998
2020-03-0122150.440226337934
2020-04-0124180.036977654065
2020-05-0125333.663509617167
2020-06-0123066.91973216016
2020-07-0124273.392754615805
2020-08-0123473.114925901024
2020-09-0122637.87341396531
2020-10-0121218.917324798902
2020-11-0121015.885031782076
2020-12-0121349.705270647904
2021-01-0121096.007635848993
2021-02-0121482.454944259243
2021-03-0121830.349469654342
2021-04-0123463.619745586635
2021-05-0122274.28767862563
2021-06-0123755.504461820492
2021-07-0126393.52415641788
2021-08-0125288.66654232813
2021-09-0123156.495722075157
2021-10-0124275.98401152691
2021-11-0124794.413020230088
2021-12-0127121.46621256979
2022-01-0122344.29863400011
2022-02-0123267.083879926588
2022-03-0123897.966124540195
2022-04-0122356.72465126436
2022-05-0119469.090118795546
2022-06-0118747.68889662086
2022-07-0119877.49519494245
2022-08-0119878.184803636537
2022-09-0118160.70390240156
2022-10-0119692.818509097346
2022-11-0119536.023956588087
2022-12-0119367.200434244503
2023-01-0119620.022997405085
2023-02-0119407.218635734578
2023-03-0121509.038836985386
2023-04-0123154.014175638105
2023-05-0121030.69333362589
2023-06-0120459.75741446893
2023-07-0120202.993110704658
2023-08-0118855.228670585944
2023-09-0117927.73893504565
2023-10-0117674.490590759557
2023-11-0119374.117418418507
2023-12-0118903.27140960719
2024-01-0119151.112594814662
2024-02-0122422.83566050146
2024-03-0122761.248066352895
2024-04-0120845.18337060877
2024-05-0120170.04862263724
2024-06-0120686.31476770897
2024-07-0122157.555734226895
2024-08-0122752.021937915364
2024-09-0121694.810015416933
2024-10-0121469.049369190896
2024-11-0121907.4942179968
2024-12-0119825.173747432906
2025-01-0120862.872878473707
2025-02-0119190.025855101718
2025-03-0118168.699706237145
2025-04-0118702.03366648747
2025-05-0116125.911576492494
2025-06-0115412.537504003125
2025-07-0115405.612683366691
2025-08-0115542.907505189043
2025-09-0113757.889358554203
2025-10-0114860.41693114727
2025-11-0114785.947028648541
2025-12-0114152.651153605633
2026-01-0114160.487616038417
2026-02-0112766.903380075219
2026-03-0111467.356693305415
Annual Return Matrix
YearAnnual Return
20170.06592917308709723
20180.2510968271058427
20190.3990937512803461
20200.15069524185496186
20210.2703438229593289
2022-0.2859087970226135
2023-0.023954366879841205
20240.04876945994422832
2025-0.2861272575006707
2026-0.18973791066814316
Total Factor Risk
0.44833333949801246
VTI.US Exposure
0.31472580633204245
VEA.US Exposure
0.01965640210499205
VWO.US Exposure
-0.011930917221108468
QQQ.US Exposure
-0.06388742503694392
VTV.US Exposure
-0.03350770872031298
IJR.US Exposure
-0.03049563516971388
QUAL.US Exposure
0.03510766864169447
SHV.US Exposure
0.5131557088951666
TLT.US Exposure
-0.018733144941744342
LQD.US Exposure
0.10563787580442802
HYG.US Exposure
-0.008843403401893579
GLD.US Exposure
0.002150561227751142
USO.US Exposure
0.006611579728105607
VNQ.US Exposure
0.058892415257663804
BTC-USD.CC Exposure
0.011503539489925293
CPER.US Exposure
0.0012071029180397684
VIX.INDX Exposure
-0.005104297407501082
UUP.US Exposure
-0.004140941910099967
TIP.US Exposure
-0.001572947373152433
Idiosyncratic Exposure
0.10956776078266153
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.8%

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 →2.64%
Market Cap$190.2B
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 →
-8.9%
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 →
-20.4%
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 →
38.7% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Coloplast A/S a high-risk investment?

Coloplast A/S (0QBO.LSE) has an annualized volatility of 44.8% and experienced a maximum drawdown of 57.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0QBO.LSE has generated a Compound Annual Growth Rate (CAGR) of 1.1%. 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.

Run a Full Backtest on Coloplast A/S

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest