Zurich Insurance Group AG

10-Year Study

0QP2.LSE · · GB · Common Stock

Executive Summary: Zurich Insurance Group AG has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 25.3% and an annualized volatility of 17.2%.

1Y CAGR
-3.9%
3Y CAGR
+9.6%
5Y CAGR
+8.2%
10Y CAGR
+8.8%

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 →
25.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +35.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.3%
% 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.
2026-8.55.5-3.6-0.5————————-7.3%
20253.06.84.1-6.1-0.2-3.90.34.7-2.9-1.23.34.011.6%
2024-0.07.13.4-8.66.61.10.92.03.50.19.4-3.622.6%
20233.0-2.0-2.0-1.5-1.1-0.5-0.3-1.81.02.71.60.4-0.6%
202210.1-4.48.7-2.7-1.9-5.0-0.14.4-8.78.26.0-2.410.5%
2021-5.14.39.1-7.51.1-2.0-1.910.3-4.65.8-6.55.66.8%
20202.3-8.9-7.3-10.60.77.61.01.1-5.6-5.222.21.0-5.7%
20196.45.8-0.2-1.3-0.04.62.61.08.6—2.51.535.9%
20183.51.70.31.4-8.10.73.6-3.25.11.00.1-6.5-1.3%
20171.7-2.9-3.63.03.3-1.85.0-1.92.53.3-2.4-0.15.8%
2016———-2.911.9-1.9-1.78.2-1.54.82.45.326.3%

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 17.2%. The dominant macroeconomic risk driver is VTV.US, accounting for 46.0% of variance. Idiosyncratic stock-specific factors contribute 31.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019710.788229413281
2016-05-0110862.230201695947
2016-06-0110659.306023604571
2016-07-0110477.943583655706
2016-08-0111339.338409109485
2016-09-0111171.712263910256
2016-10-0111712.543874186016
2016-11-0111990.733193923337
2016-12-0112627.624040954206
2017-01-0112837.22219788844
2017-02-0112458.95480433908
2017-03-0112011.604053335837
2017-04-0112370.49071806684
2017-05-0112780.457253346134
2017-06-0112555.94875937597
2017-07-0113181.275289886844
2017-08-0112926.801624332658
2017-09-0113254.251049074517
2017-10-0113697.122377200822
2017-11-0113370.219333676816
2017-12-0113354.473620398714
2018-01-0113824.365983298796
2018-02-0114059.495044412666
2018-03-0114099.015113988218
2018-04-0114302.327629143523
2018-05-0113145.877914955086
2018-06-0113231.357224491789
2018-07-0113708.244170089827
2018-08-0113276.345621793116
2018-09-0113955.682613020761
2018-10-0114090.652320472002
2018-11-0114104.149291217125
2018-12-0113186.368827190458
2019-01-0114028.568061263333
2019-02-0114846.473651104438
2019-03-0114823.977194680145
2019-04-0114625.356333122756
2019-05-0114620.854332509547
2019-06-0115291.5756595747
2019-07-0115692.208558677958
2019-08-0115854.262518564543
2019-09-0117222.717176374113
2019-11-0117659.361564835806
2019-12-0117915.948506505323
2020-01-0118321.08340622179
2020-02-0116696.041806742705
2020-03-0115476.13510698009
2020-04-0113841.339925430251
2020-05-0113940.433609940706
2020-06-0115003.00058115093
2020-07-0115147.552279877233
2020-08-0115309.701066256173
2020-09-0114444.901518172144
2020-10-0113692.7016564382
2020-11-0116733.02413876096
2020-12-0116899.67944130037
2021-01-0116043.88389444276
2021-02-0116733.02413876096
2021-03-0118255.69376642248
2021-04-0116888.042876024298
2021-05-0117073.654445940094
2021-06-0116732.897703437822
2021-07-0116416.84100442027
2021-08-0118115.75695699077
2021-09-0117283.984121529633
2021-10-0118288.765634517928
2021-11-0117090.962538568416
2021-12-0118043.657213970564
2022-01-0119870.14640758865
2022-02-0118999.01606225314
2022-03-0120653.95961565468
2022-04-0120100.064527170274
2022-05-0119710.404407896607
2022-06-0118718.993430330298
2022-07-0118692.559416699667
2022-08-0119512.813091113356
2022-09-0117808.43332636434
2022-10-0119264.376712239075
2022-11-0120423.287399681474
2022-12-0119940.77859775099
2023-01-0120540.398117739285
2023-02-0120129.438162063896
2023-03-0119733.393058971695
2023-04-0119434.69412360227
2023-05-0119219.844385210497
2023-06-0119128.413584391743
2023-07-0119071.65315539669
2023-08-0118721.594385549164
2023-09-0118916.169316766092
2023-10-0119426.40357884213
2023-11-0119735.059295908777
2023-12-0119815.93726279266
2024-01-0119806.915199377214
2024-02-0121213.697822287024
2024-03-0121940.402904219372
2024-04-0120063.732433956735
2024-05-0121379.427437639166
2024-06-0121623.145069632
2024-07-0121808.192196140924
2024-08-0122249.537269295048
2024-09-0123030.279905227697
2024-10-0123053.86009299318
2024-11-0125211.20794953063
2024-12-0124302.083789591754
2025-01-0125024.896469790314
2025-02-0126722.606771243733
2025-03-0127811.08395260301
2025-04-0126115.297274280212
2025-05-0126062.695664306993
2025-06-0125043.225076098264
2025-07-0125123.339915496046
2025-08-0126307.57830749161
2025-09-0125548.966368655598
2025-10-0125235.67318455809
2025-11-0126063.738755722894
2025-12-0127116.43474063374
2026-01-0124821.96326060443
2026-02-0126194.689626117204
2026-03-0125264.486891592096
2026-04-0125129.020473942808
Annual Return Matrix
YearAnnual Return
20170.057560280309832734
2018-0.012587901102405041
20190.3586718786116774
2020-0.05672426803615471
20210.06769227645078746
20220.10514062428051174
2023-0.0062606048377874535
20240.2263908321521837
20250.11580698080908314
2026-0.07329187209529453
Total Factor Risk
0.17179447501972422
VTI.US Exposure
-0.09235705149609603
VEA.US Exposure
0.18661645753940753
VWO.US Exposure
0.013994347168049856
QQQ.US Exposure
0.012721554976945498
VTV.US Exposure
0.45963755998462236
IJR.US Exposure
-0.07765402828938862
QUAL.US Exposure
-0.031265001403299866
SHV.US Exposure
0.0883085251162972
TLT.US Exposure
0.012427035361521926
LQD.US Exposure
-0.0005586173902100632
HYG.US Exposure
-0.012670797248374562
GLD.US Exposure
-0.0010972466381471253
USO.US Exposure
0.005651769904164862
VNQ.US Exposure
-0.02538791666145569
BTC-USD.CC Exposure
0.03049855965794462
CPER.US Exposure
-0.01215371989262973
VIX.INDX Exposure
0.08556461180635973
UUP.US Exposure
-0.004317635470659655
TIP.US Exposure
0.05183224050966225
Idiosyncratic Exposure
0.3102093524652857
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.2%

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 →0.00%
Market Cap$60.0B
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
$14
Avg Yield on Cost
0.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.550.14%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 →
+0.1%
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 →
-1.8%
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 →
8.1% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Zurich Insurance Group AG a high-risk investment?

Zurich Insurance Group AG (0QP2.LSE) has an annualized volatility of 17.2% and experienced a maximum drawdown of 25.3% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of 0QP2.LSE?

Over the past 10 years, 0QP2.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.8%. 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.

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