Roche Holding AG Participation

10-Year Study

0QOK.LSE · · GB · Common Stock

Executive Summary: Roche Holding AG Participation has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 41.9% and an annualized volatility of 27.4%.

1Y CAGR
+26.1%
3Y CAGR
+4.1%
5Y CAGR
+0.6%
10Y CAGR
+2.3%

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 →
41.9%
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 →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.1%
% 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.
20267.43.9-11.50.0————————-1.3%
202513.23.0-2.0-7.5-3.0-0.4-1.00.9-0.4-0.218.86.728.5%
20241.4-6.4-0.9-4.14.98.014.50.2-4.9-1.3-5.70.84.5%
2023-2.2-4.6-4.06.53.7-4.8-1.6-3.5-3.9-6.81.13.5-16.2%
2022-5.7-2.35.8-2.1-9.9-2.72.1-2.62.42.8-7.4-5.2-23.1%
20210.8-4.02.5-1.65.010.8-0.15.2-7.03.60.36.923.4%
20203.8-4.80.38.5-2.4-1.3-3.7-0.81.7-8.42.42.9-2.9%
20198.45.1-1.3-1.8-1.83.9-2.71.56.52.93.82.930.3%
2018-7.0-3.7-0.80.8-4.44.010.7-0.9-1.32.85.7-5.8-1.3%
20170.35.05.11.52.6-4.9—-4.11.4-6.67.6-0.66.4%
2016———3.06.6-2.5-3.1-2.0-0.2-5.1-0.82.5-2.1%

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 27.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 14.7% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110303.587166854355
2016-05-0110979.824806970451
2016-06-0110707.747482494884
2016-07-0110373.226459627802
2016-08-0110170.57243303841
2016-09-0110147.134870172249
2016-10-019633.837843744217
2016-11-019556.791196895434
2016-12-019792.632202635392
2017-01-019823.095952128755
2017-02-0110313.179880965641
2017-03-0110835.087056527555
2017-04-0110995.393379629648
2017-05-0111278.198450173155
2017-06-0110725.725880465041
2017-08-0110283.169297216164
2017-09-0110431.070737478543
2017-10-019744.554281844528
2017-11-0110484.273242849826
2017-12-0110423.02386912912
2018-01-019692.249637573284
2018-02-019335.31173356226
2018-03-019258.41331849886
2018-04-019332.359803436182
2018-05-018918.246782205579
2018-06-019275.315977226515
2018-07-0110270.455245224077
2018-08-0110175.379378078722
2018-09-0110045.490217337443
2018-10-0110331.730030107992
2018-11-0110923.606843565069
2018-12-0110285.244542211542
2019-01-0111153.620222542495
2019-02-0111717.7438105818
2019-03-0111564.980367758824
2019-04-0111353.631488158184
2019-05-0111146.509332037927
2019-06-0111581.887261680346
2019-07-0111271.206145096894
2019-08-0111438.170192959667
2019-09-0112186.342600925727
2019-10-0112545.635272727426
2019-11-0113027.5113958479
2019-12-0113399.484238090741
2020-01-0113906.720702093498
2020-02-0113234.633551968158
2020-03-0113278.967561379604
2020-04-0114413.419296475005
2020-05-0114067.54795404137
2020-06-0113883.61348434905
2020-07-0113365.649274278356
2020-08-0113255.712111849776
2020-09-0113475.582201513063
2020-10-0112350.151429356754
2020-11-0112644.72186846589
2020-12-0113008.355613982407
2021-01-0113117.233977943959
2021-02-0112598.210969406231
2021-03-0112919.120079181183
2021-04-0112713.988464178943
2021-05-0113350.415281934738
2021-06-0114794.942500890449
2021-07-0114782.757848131876
2021-08-0115555.130153860357
2021-09-0114462.899066436214
2021-10-0114976.920311015698
2021-11-0115023.49050278951
2021-12-0116057.974721821876
2022-01-0115144.964333314838
2022-02-0114803.315479167715
2022-03-0115666.04564607247
2022-04-0115334.10809146494
2022-05-0113812.669751864227
2022-06-0113438.172734075988
2022-07-0113726.29720811785
2022-08-0113366.7588950718
2022-09-0113683.991856569231
2022-10-0114063.143352418529
2022-11-0113021.895528778778
2022-12-0112343.84099049326
2023-01-0112068.570329841134
2023-02-0111510.367542829455
2023-03-0111045.457606344657
2023-04-0111764.43682297779
2023-05-0112195.24497843651
2023-06-0111611.101628982618
2023-07-0111429.682864447961
2023-08-0111034.403750348873
2023-09-0110604.607806224632
2023-10-019881.69409448802
2023-11-019994.78224115448
2023-12-0110347.607771919562
2024-01-0110492.553046861996
2024-02-019816.47634411289
2024-03-019726.58011906824
2024-04-019323.131315997556
2024-05-019780.163791887655
2024-06-0110564.83086541528
2024-07-0112100.308872688804
2024-08-0112120.82415178596
2024-09-0111521.391752468166
2024-10-0111376.323656903556
2024-11-0110731.71020940069
2024-12-0110817.455944454587
2025-01-0112244.258877072227
2025-02-0112610.344799838384
2025-03-0112361.717743810583
2025-04-0111440.469903230054
2025-05-0111091.972740598187
2025-06-0111042.560733738866
2025-07-0110928.019915575644
2025-08-0111024.209638708318
2025-09-0110979.905275653946
2025-10-0110963.269434139984
2025-11-0113024.309589283603
2025-12-0113897.127987982214
2026-01-0114920.587997375873
2026-02-0115502.92715424195
2026-03-0113717.792938830671
2026-04-0113717.792938830671
Annual Return Matrix
YearAnnual Return
20170.06437407771978587
2018-0.013218748095325084
20190.3027871319051374
2020-0.029189826799189134
20210.23443540431516952
2022-0.2312952782446045
2023-0.1617189673871462
20240.045406453635598254
20250.2846946693696848
2026-0.012904468412943126
Total Factor Risk
0.274142066297786
VTI.US Exposure
-0.023630469306076554
VEA.US Exposure
0.05337032869624853
VWO.US Exposure
0.009066543536921214
QQQ.US Exposure
0.07198138909798397
VTV.US Exposure
0.12538950381169287
IJR.US Exposure
-0.008361285524848347
QUAL.US Exposure
0.05698218746345592
SHV.US Exposure
0.14721193558339726
TLT.US Exposure
0.05463959053187236
LQD.US Exposure
0.047211286484571464
HYG.US Exposure
0.1453822782243686
GLD.US Exposure
0.006406235401559934
USO.US Exposure
0.0026732722099565955
VNQ.US Exposure
0.051255371814501266
BTC-USD.CC Exposure
-0.0010138502386832827
CPER.US Exposure
-0.0018491459329801568
VIX.INDX Exposure
0.010890850435927819
UUP.US Exposure
0.015973509705484064
TIP.US Exposure
-0.0024588671299539855
Idiosyncratic Exposure
0.2388793351346004
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.4%

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 →3.00%
Market Cap$301.2B
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 →
-4.5%
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 →
+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 →
13.1% 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 →
0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Roche Holding AG Participation a high-risk investment?

Roche Holding AG Participation (0QOK.LSE) has an annualized volatility of 27.4% and experienced a maximum drawdown of 41.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0QOK.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.3%. 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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