Lonza Group AG

10-Year Study

0QNO.LSE · · GB · Common Stock

Executive Summary: Lonza Group AG has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 59.0% and an annualized volatility of 35.8%.

1Y CAGR
-7.3%
3Y CAGR
-2.1%
5Y CAGR
-1.5%
10Y CAGR
+13.8%

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 →
59.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +64.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.4%
% 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.
2026-2.42.0-5.85.3————————-1.1%
20258.7-2.5-4.18.1-2.8-0.62.2-1.6-7.34.6-0.5-2.10.7%
202423.86.016.8-4.5-6.21.718.0-4.2-3.2-0.5-2.22.652.7%
202314.78.5-2.91.23.1-6.4-5.6-4.2-10.8-26.57.24.1-22.0%
2022-17.31.16.1-14.50.4-12.112.7-8.6-7.26.1-5.0-7.6-40.4%
20210.23.4-10.310.00.213.35.611.5-9.57.0-0.52.134.5%
202012.9-4.45.25.113.34.713.6-2.52.6-2.42.6-0.161.1%
20192.56.511.32.8-2.06.44.02.6-3.7—0.74.340.6%
2018-2.3-6.2-6.78.510.2-0.915.32.27.3-5.51.8-21.2-2.7%
20173.1-0.43.410.76.9-1.7—22.34.24.7-3.02.764.4%
2016————3.0-7.017.02.1-0.31.1-3.3-3.08.3%

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 35.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.2% of variance. Idiosyncratic stock-specific factors contribute 24.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110304.992123745105
2016-06-019581.021062415379
2016-07-0111209.931435607674
2016-08-0111449.174866867126
2016-09-0111414.04866117675
2016-10-0111537.274052345401
2016-11-0111158.352297281868
2016-12-0110828.71229361165
2017-01-0111167.590874611002
2017-02-0111121.383979508428
2017-03-0111502.974345612447
2017-04-0112737.322521606293
2017-05-0113616.423234706792
2017-06-0113387.237875505441
2017-08-0116366.6755620368
2017-09-0117057.215440961707
2017-10-0117865.104163383436
2017-11-0117330.611490156607
2017-12-0117802.465348330785
2018-01-0117390.65874068175
2018-02-0116312.413804213602
2018-03-0115212.65187793871
2018-04-0116501.16375255742
2018-05-0118189.084750463855
2018-06-0118032.400159976576
2018-07-0120798.22989138543
2018-08-0121261.475552791217
2018-09-0122821.51334760795
2018-10-0121574.84473376577
2018-11-0121969.960265011985
2018-12-0117317.100333471313
2019-01-0117747.09692241206
2019-02-0118904.384576969114
2019-03-0121036.660832144367
2019-04-0121629.66682986519
2019-05-0121196.66542691823
2019-06-0122557.537985681956
2019-07-0123464.788692933922
2019-08-0124079.935056793787
2019-09-0123181.61474081903
2019-11-0123341.073005773582
2019-12-0124351.41895162109
2020-01-0127492.430180099724
2020-02-0126282.76490517325
2020-03-0127643.63746393698
2020-04-0129056.55844433284
2020-05-0132929.910787142195
2020-06-0134490.011620015
2020-07-0139192.5665524277
2020-08-0138199.654131199
2020-09-0139206.357878251096
2020-10-0138282.395081910945
2020-11-0139275.307503139644
2020-12-0139220.1492040745
2021-01-0139302.890154786444
2021-02-0140640.56470891477
2021-03-0136434.46948923064
2021-04-0140081.96348135368
2021-05-0140169.21515518918
2021-06-0145525.0965007575
2021-07-0148060.5711668134
2021-08-0153577.304618798364
2021-09-0148510.29866730545
2021-10-0151898.243969884614
2021-11-0151625.14209828473
2021-12-0152733.89745389292
2022-01-0143605.80482437247
2022-02-0144064.74288527984
2022-03-0146754.520704149094
2022-04-0139991.95214150783
2022-05-0140142.1928418186
2022-06-0135283.7868221045
2022-07-0139750.48136560041
2022-08-0136327.85112372338
2022-09-0133710.223862145576
2022-10-0135769.02576085182
2022-11-0133980.57307196354
2022-12-0131405.664599718846
2023-01-0136028.44837428355
2023-02-0139082.50911075016
2023-03-0137938.08121963229
2023-04-0138392.382481303954
2023-05-0139587.450944134966
2023-06-0137067.868872438296
2023-07-0134993.74172187749
2023-08-0133516.00361138019
2023-09-0129901.618607153134
2023-10-0121963.453336779414
2023-11-0123535.468362250285
2023-12-0124490.326810295377
2024-01-0130324.33780273151
2024-02-0132152.903707968497
2024-03-0137557.3173524857
2024-04-0135852.39008789606
2024-05-0133643.116349340096
2024-06-0134225.93819889067
2024-07-0140399.66127551202
2024-08-0138688.1850573191
2024-09-0137463.446682762384
2024-10-0137277.58948076954
2024-11-0136451.3636882586
2024-12-0137398.30035392366
2025-01-0140643.3313791536
2025-02-0139611.15325321897
2025-03-0137984.61731347214
2025-04-0141065.67234639551
2025-05-0139899.00602994027
2025-06-0139643.933042377685
2025-07-0140516.835013297525
2025-08-0139873.45460454476
2025-09-0136980.42108020611
2025-10-0138681.215850008644
2025-11-0138473.04317616545
2025-12-0137661.20406889639
2026-01-0136772.19937676375
2026-02-0137518.4018592024
2026-03-0135350.26395434924
2026-04-0137234.47845464307
Annual Return Matrix
YearAnnual Return
20170.6440057566986304
2018-0.027263921336882713
20190.4062064943143806
20200.610589891373192
20210.34456136766594714
2022-0.4044501522540048
2023-0.22019396429156868
20240.527064160622061
20250.00702983056675599
2026-0.011330641831649446
Total Factor Risk
0.3584465644762575
VTI.US Exposure
0.30197993478726043
VEA.US Exposure
0.16194161468831827
VWO.US Exposure
-0.03811545573035083
QQQ.US Exposure
-0.1155512724953404
VTV.US Exposure
-0.0658034929451226
IJR.US Exposure
-0.023774262973721462
QUAL.US Exposure
0.09656259892876977
SHV.US Exposure
0.09676954417267518
TLT.US Exposure
0.17799568360610948
LQD.US Exposure
-0.0137284719189976
HYG.US Exposure
0.03906148011084688
GLD.US Exposure
0.004294431476825448
USO.US Exposure
-0.0020580221917696623
VNQ.US Exposure
0.04743726319046485
BTC-USD.CC Exposure
0.0016498601130099752
CPER.US Exposure
0.00185316320914586
VIX.INDX Exposure
-0.005300825847619082
UUP.US Exposure
0.06693671293746045
TIP.US Exposure
0.023956301691971018
Idiosyncratic Exposure
0.24389321519006402
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.8%

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 →0.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.02%
Market Cap$35.6B
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 →
+4.4%
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 →
-1.6%
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 →
11.1% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lonza Group AG a high-risk investment?

Lonza Group AG (0QNO.LSE) has an annualized volatility of 35.8% and experienced a maximum drawdown of 59.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0QNO.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.8%. 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 Lonza Group AG

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

Start a Free Backtest