Swisscom AG

10-Year Study

0QKI.LSE · · GB · Common Stock

Executive Summary: Swisscom AG has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 19.6% and an annualized volatility of 16.6%.

1Y CAGR
+18.0%
3Y CAGR
+4.6%
5Y CAGR
+5.4%
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 →
19.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +15.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.612.8-6.5-1.1————————14.4%
20251.80.1-0.67.62.8-0.70.72.2-0.12.1-2.2-0.214.1%
20242.7-2.59.2-8.6-1.81.96.7-0.22.9-4.9-3.3-0.8-0.0%
20236.47.40.64.9-5.6-3.40.6-4.21.3-0.2-6.1-1.1-0.5%
20222.94.11.53.3-1.7-7.7-2.1-0.9-8.86.42.30.5-1.3%
20211.7-6.011.1-2.32.73.82.7-1.00.1-5.50.60.67.8%
20202.5-3.01.3-3.5-1.1-0.1-2.03.8-2.5-5.63.3-0.6-7.6%
20191.6-2.95.3-2.41.12.1-1.22.0-0.3—5.1-0.210.4%
2018-1.90.7-7.61.0-8.01.24.6-7.03.23.33.9-2.3-9.7%
2017-3.02.91.6-4.87.00.2—4.02.12.12.70.315.6%
2016———-5.9-3.91.6-0.1-2.0-1.1-3.0-4.23.6-14.2%

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 16.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 29.1% of variance. Idiosyncratic stock-specific factors contribute 25.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019412.513753921101
2016-05-019045.107494763399
2016-06-019193.562637862635
2016-07-019188.38401465194
2016-08-019008.347319640838
2016-09-018911.341089001979
2016-10-018643.403877221013
2016-11-018281.293153196975
2016-12-018576.273434372068
2017-01-018323.214702230123
2017-02-018567.62578525043
2017-03-018706.09741676398
2017-04-018288.03954612875
2017-05-018867.05446926491
2017-06-018886.011450085412
2017-08-019237.4793559418
2017-09-019433.791723900802
2017-10-019628.206668847744
2017-11-019885.18482529238
2017-12-019913.671086129012
2018-01-019722.84782878268
2018-02-019795.24122475397
2018-03-019046.464439705358
2018-04-019134.851770056097
2018-05-018400.917049457385
2018-06-018498.3813448436
2018-07-018892.054454890493
2018-08-018272.877411332367
2018-09-018534.69112157441
2018-10-018817.524062294506
2018-11-019159.598765946737
2018-12-018949.38537868826
2019-01-019095.624945017855
2019-02-018830.901852823989
2019-03-019301.016194601238
2019-04-019075.755667880441
2019-05-019175.286046102012
2019-06-019366.364209772188
2019-07-019257.385048268332
2019-08-019446.663534960402
2019-09-019416.072859510392
2019-11-019895.957971505308
2019-12-019876.839997217112
2020-01-0110125.385162497032
2020-02-019819.48224117473
2020-03-019945.666621243508
2020-04-019597.742488265205
2020-05-019490.632000939895
2020-06-019484.895650358987
2020-07-019290.7605273916
2020-08-019643.64670903478
2020-09-019406.476498882725
2020-10-018884.319102085767
2020-11-019180.780906481386
2020-12-019125.314823684363
2021-01-019284.065882360157
2021-02-018731.306310579781
2021-03-019697.200036108536
2021-04-019477.725691280077
2021-05-019737.511650464781
2021-06-0110107.256148081791
2021-07-0110382.825216866824
2021-08-0110277.99547033379
2021-09-0110283.32167088987
2021-10-019716.915986133861
2021-11-019780.02542546836
2021-12-019841.29685604673
2022-01-0110122.652106724105
2022-02-0110535.908922162149
2022-03-0110691.3672811059
2022-04-0111039.946887488371
2022-05-0110854.34441830856
2022-06-0110020.177847950485
2022-07-019813.259077012948
2022-08-019727.535805234702
2022-09-018872.716072878677
2022-10-019442.811191269248
2022-11-019664.282621732622
2022-12-019712.53274731711
2023-01-0110338.178278416352
2023-02-0111108.2943642895
2023-03-0111170.480007773684
2023-04-0111715.575140538673
2023-05-0111061.008282922254
2023-06-0110688.990710868573
2023-07-0110751.852910234833
2023-08-0110302.669635846194
2023-09-0110433.289002632051
2023-10-0110412.363685010147
2023-11-019774.131914597565
2023-12-019665.925138420842
2024-01-019926.159579408399
2024-02-019678.381049688907
2024-03-0110566.938496470506
2024-04-019659.734556270378
2024-05-019484.035101942403
2024-06-019665.208334171839
2024-07-0110316.57832150127
2024-08-0110294.949615752674
2024-09-0110594.370633411549
2024-10-0110076.21699082893
2024-11-019741.839308203404
2024-12-019665.208334171839
2025-01-019837.62850489008
2025-02-019851.997171881418
2025-03-019793.769284477949
2025-04-0110541.238955896031
2025-05-0110837.87708647055
2025-06-0110764.042415645652
2025-07-0110838.310235562192
2025-08-0111077.883848196192
2025-09-0111066.087243510094
2025-10-0111296.031913505109
2025-11-0111050.789030901738
2025-12-0111028.31702603667
2026-01-0112088.884493511676
2026-02-0113641.321503379999
2026-03-0112754.899136634196
2026-04-0112615.946441306476
Annual Return Matrix
YearAnnual Return
20170.15594158255226698
2018-0.09726827721669729
20190.10363333114891438
2020-0.0760896373480282
20210.0784610773651413
2022-0.013084059002905213
2023-0.004798708031037768
2024-0.00007415785232522953
20250.14103252043160697
20260.14395935585834052
Total Factor Risk
0.1659285390101126
VTI.US Exposure
0.012689951335296828
VEA.US Exposure
0.2907183709676498
VWO.US Exposure
-0.011161002997714324
QQQ.US Exposure
0.0031683256255191404
VTV.US Exposure
0.14054919979316047
IJR.US Exposure
-0.004651136828465593
QUAL.US Exposure
0.01708096142227684
SHV.US Exposure
0.040143465130896096
TLT.US Exposure
-0.005185751190572311
LQD.US Exposure
-0.004752315959976313
HYG.US Exposure
0.011743259912409347
GLD.US Exposure
-0.018984256941217928
USO.US Exposure
-0.0003118294443797242
VNQ.US Exposure
0.008656379236078064
BTC-USD.CC Exposure
-0.0015624923587612602
CPER.US Exposure
-0.005843107404546739
VIX.INDX Exposure
0.0264931628402644
UUP.US Exposure
-0.010159491868186222
TIP.US Exposure
0.252083470895698
Idiosyncratic Exposure
0.2592848378345714
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.6%

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 →0.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.00%
Market Cap$26.8B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.980.05%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 →
-4.9%
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 →
+8.2%
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 →
9.0% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Swisscom AG a high-risk investment?

Swisscom AG (0QKI.LSE) has an annualized volatility of 16.6% and experienced a maximum drawdown of 19.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0QKI.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 50% 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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