Givaudan SA

10-Year Study

0QPS.LSE · · GB · Common Stock

Executive Summary: Givaudan SA has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 43.8% and an annualized volatility of 38.3%.

1Y CAGR
-34.2%
3Y CAGR
-1.9%
5Y CAGR
-6.9%
10Y CAGR
+4.1%

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 →
43.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.93.8-13.35.1————————-10.0%
20250.71.4-5.84.34.3-7.3-10.9-1.3-4.62.32.2-6.9-20.7%
20243.72.78.0-1.46.61.31.11.16.6-12.7-4.62.414.0%
20233.1-1.91.26.9-3.4-1.7-0.21.10.91.97.26.422.9%
2022-20.31.0-0.31.3-9.2-5.0-1.7-5.2-4.1-0.45.9-10.5-40.9%
2021-2.4-6.05.75.05.37.54.22.0-7.51.93.86.327.7%
20205.1-5.5-1.18.86.42.66.60.25.7-6.5-0.61.524.1%
20196.33.51.93.80.53.7-3.71.04.04.11.43.033.4%
2018-0.2-3.90.92.2-0.82.32.42.12.21.40.7-7.80.9%
2017-5.03.3-1.26.63.7-1.1—-0.67.45.90.40.521.0%
2016———-1.21.12.41.13.6-4.1-2.1-4.61.4-2.8%

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 38.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.1% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019879.962429729334
2016-05-019984.831865282815
2016-06-0110225.43000881087
2016-07-0110341.51885412666
2016-08-0110711.595872343041
2016-09-0110267.273392055355
2016-10-0110052.826970016784
2016-11-019593.07485351855
2016-12-019723.050004588067
2017-01-019239.097208804329
2017-02-019540.509384995128
2017-03-019428.002428871987
2017-04-0110050.606565553104
2017-05-0110421.814486019339
2017-06-0110311.592392643812
2017-08-0110254.653193732413
2017-09-0111013.643722504676
2017-10-0111658.101837695194
2017-11-0111709.139697294466
2017-12-0111766.690987877704
2018-01-0111737.915342586084
2018-02-0111285.350062721056
2018-03-0111387.82563290043
2018-04-0111634.620680554752
2018-05-0111544.706090925274
2018-06-0111807.803843904254
2018-07-0112088.689462993842
2018-08-0112340.299492053002
2018-09-0112612.435030111192
2018-10-0112790.370288734855
2018-11-0112874.104219821822
2018-12-0111874.529172849814
2019-01-0112628.135600734699
2019-02-0113067.73900096682
2019-03-0113313.707620053947
2019-04-0113814.13658207277
2019-05-0113876.951441792937
2019-06-0114395.178226893055
2019-07-0113865.435419114314
2019-08-0114007.8169556625
2019-09-0114573.154885552744
2019-10-0115164.66602302712
2019-11-0115384.519604200981
2019-12-0115839.93048147875
2020-01-0116646.060453799946
2020-02-0115735.238175193317
2020-03-0115555.26959834471
2020-04-0116927.02363245069
2020-05-0118010.81368940928
2020-06-0118471.55573841445
2020-07-0119691.474354328446
2020-08-0119722.888596852685
2020-09-0120838.092896335515
2020-10-0119487.28203994642
2020-11-0119372.096134656815
2020-12-0119654.82431737498
2021-01-0119178.375409133234
2021-02-0118036.992661555385
2021-03-0119071.78446575271
2021-04-0120024.84997858465
2021-05-0121080.574479477084
2021-06-0122669.344882161608
2021-07-0123632.695421664343
2021-08-0124113.815721312567
2021-09-0122315.145039785697
2021-10-0122739.986968945628
2021-11-0123608.627851355424
2021-12-0125095.03325864033
2022-01-0120003.04473682652
2022-02-0120198.9470870332
2022-03-0120138.489933162
2022-04-0120403.151978641356
2022-05-0118517.21368953505
2022-06-0117582.318600108614
2022-07-0117284.9117463903
2022-08-0116390.234957781657
2022-09-0115720.609289046613
2022-10-0115660.152659226505
2022-11-0116583.640728600807
2022-12-0114837.863571579011
2023-01-0115302.990880096117
2023-02-0115015.938751843416
2023-03-0115190.903688895183
2023-04-0116241.5763372906
2023-05-0115691.99033503058
2023-06-0115417.93834214027
2023-07-0115380.796221214332
2023-08-0115543.384119648412
2023-09-0115684.650999530502
2023-10-0115988.495296824896
2023-11-0117141.007841428847
2023-12-0118230.656265510275
2024-01-0118908.33921973719
2024-02-0119419.839809111247
2024-03-0120974.365569340367
2024-04-0120675.358787647634
2024-05-0122037.64845908804
2024-06-0122320.58521413959
2024-07-0122566.845205632144
2024-08-0122823.584122698387
2024-09-0124337.821359263802
2024-10-0121256.4014805701
2024-11-0120285.6026029408
2024-12-0120780.150663639957
2025-01-0120926.85876597812
2025-02-0121220.27497065445
2025-03-0119997.78955250701
2025-04-0120865.5762316419
2025-05-0121767.33714287032
2025-06-0120183.827689067282
2025-07-0117977.572604789126
2025-08-0117744.369870227656
2025-09-0116934.79478604802
2025-10-0117318.054309405736
2025-11-0117697.205272226463
2025-12-0116484.750191920608
2026-01-0115671.747813619551
2026-02-0116274.406565857054
2026-03-0114112.695824135582
2026-04-0114833.266071376072
Annual Return Matrix
YearAnnual Return
20170.2101851767012708
20180.009164699326531967
20190.3339417715773958
20200.24084031431557706
20210.2767874621222728
2022-0.4087330581054214
20230.22865776313174502
20240.13984655083168618
2025-0.20670689742568704
2026-0.10018253848662817
Total Factor Risk
0.38268976965722407
VTI.US Exposure
-0.005388859499219651
VEA.US Exposure
0.09219352718376553
VWO.US Exposure
-0.01352569664847435
QQQ.US Exposure
-0.049433571734686314
VTV.US Exposure
-0.013894407129011872
IJR.US Exposure
-0.009440534420388799
QUAL.US Exposure
0.230898597991476
SHV.US Exposure
0.40069904962661057
TLT.US Exposure
-0.02326846100305668
LQD.US Exposure
0.17153056833681596
HYG.US Exposure
0.013118324280615197
GLD.US Exposure
0.007386635910981251
USO.US Exposure
0.0035430877721121306
VNQ.US Exposure
0.02702413904043928
BTC-USD.CC Exposure
0.0010242671635477445
CPER.US Exposure
0.0003086831627192582
VIX.INDX Exposure
-0.010268373484271811
UUP.US Exposure
0.07769336439416041
TIP.US Exposure
-0.004626328951461383
Idiosyncratic Exposure
0.10442598800732758
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.3%

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 →0.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.19%
Market Cap$30.4B
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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.770.04%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 →
-2.3%
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 →
-13.6%
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 →
32.9% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Givaudan SA a high-risk investment?

Givaudan SA (0QPS.LSE) has an annualized volatility of 38.3% and experienced a maximum drawdown of 43.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0QPS.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 70% 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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