Panasonic Corp

10-Year Study

0QYR.LSE · · GB · Common Stock

Executive Summary: Panasonic Corp has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 50.3% and an annualized volatility of 40.2%.

1Y CAGR
+98.1%
3Y CAGR
+29.4%
5Y CAGR
+21.4%
10Y CAGR
+9.5%

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 →
50.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +44.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.019.41.913.0————————44.3%
2025-1.419.1-5.4-10.6-0.3-4.80.20.69.99.3-3.416.528.5%
2024-0.41.92.7-5.51.6-4.8-5.4-2.74.10.418.69.519.0%
20237.4-1.31.07.215.819.1-0.3-3.71.2-23.718.9-8.327.8%
2022-1.7-4.23.0-5.95.2-7.7-1.13.6-8.23.819.7-12.1-8.9%
202113.51.05.0-9.6-2.02.32.7-2.18.00.9-10.00.37.9%
20207.0-6.5-18.6-0.917.9-2.4-4.27.8-7.47.716.37.019.0%
20195.9-0.2-8.58.2-14.93.83.0-11.38.64.512.8-0.27.9%
2018——-7.73.3-8.0-1.4-2.4-7.11.0-7.0-5.5-15.7-41.2%

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 40.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 18.4% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-019234.439876393928
2018-04-019538.224192753818
2018-05-018777.561019302253
2018-06-018653.416812217296
2018-07-018449.498320569663
2018-08-017852.182184602982
2018-09-017932.850732231626
2018-10-017376.588293250929
2018-11-016973.82524967531
2018-12-015878.342962067267
2019-01-016226.697120336781
2019-02-016216.0626987325895
2019-03-015689.347485332975
2019-04-016156.299699941779
2019-05-015237.548300416499
2019-06-015436.197232298804
2019-07-015600.324600295579
2019-08-014966.828787675221
2019-09-015392.64561780644
2019-10-015636.287876752206
2019-11-016355.881588965023
2019-12-016340.484929911774
2020-01-016786.997357696269
2020-02-016346.643736844463
2020-03-015167.323570244973
2020-04-015121.763446638899
2020-05-016037.2645438667205
2020-06-015890.564557302164
2020-07-015642.991983519191
2020-08-016083.029602758744
2020-09-015633.1987997671185
2020-10-016064.4507143177025
2020-11-017051.0048815441805
2020-12-017545.367548927404
2021-01-018565.78261453715
2021-02-018654.514577455328
2021-03-019085.55582426441
2021-04-018216.214608804694
2021-05-018048.3919566483055
2021-06-018234.583546061176
2021-07-018456.874557750012
2021-08-018278.52066818935
2021-09-018942.781136638452
2021-10-019023.443951811547
2021-11-018118.312866675623
2021-12-018143.0742084285
2022-01-018002.64696135071
2022-02-017664.754534461909
2022-03-017898.213086121187
2022-04-017434.9382417484
2022-05-017819.5243853284965
2022-06-017220.214071386986
2022-07-017143.981011240988
2022-08-017398.656814008688
2022-09-016795.199068475973
2022-10-017053.821666890591
2022-11-018442.056160150476
2022-12-017421.588069326885
2023-01-017970.308029916252
2023-02-017865.558153074477
2023-03-017945.083792377626
2023-04-018516.108020959291
2023-05-019861.7181244122
2023-06-0111745.077701643602
2023-07-0111708.587755833221
2023-08-0111273.883469927
2023-09-0111405.100094048099
2023-10-018702.64785704689
2023-11-0110345.653455148014
2023-12-019482.357830623852
2024-01-019448.949079672177
2024-02-019631.953423798646
2024-03-019890.858345649156
2024-04-019343.681848716915
2024-05-019494.663263021184
2024-06-019038.28814546106
2024-07-018551.030140176452
2024-08-018321.12714407273
2024-09-018665.2041739442
2024-10-018696.574320390524
2024-11-0110310.407452192216
2024-12-0111286.375923686684
2025-01-0111133.009091316226
2025-02-0113259.225581082896
2025-03-0112541.373818800663
2025-04-0111210.423753862691
2025-05-0111175.025840834789
2025-06-0110640.522370012091
2025-07-0110661.760401271888
2025-08-0110725.47664472211
2025-09-0111790.944511621658
2025-10-0112887.276635765147
2025-11-0112450.176899995522
2025-12-0114499.529759505576
2026-01-0115219.669488109634
2026-02-0118179.049666353174
2026-03-0118517.243047158405
2026-04-0120921.51730932868
Annual Return Matrix
YearAnnual Return
20190.07861772795951039
20200.19003004223407194
20210.07921504891912945
2022-0.0886011990845964
20230.2776723447928946
20240.19024994893534242
20250.2846931430908175
20260.4429100568322215
Total Factor Risk
0.40222349251269424
VTI.US Exposure
0.12824089509279238
VEA.US Exposure
0.18372313283156197
VWO.US Exposure
-0.019764519346360043
QQQ.US Exposure
0.11066894833927061
VTV.US Exposure
0.05667616046052211
IJR.US Exposure
-0.03390994775897876
QUAL.US Exposure
-0.02607846859205515
SHV.US Exposure
0.1661105717835158
TLT.US Exposure
-0.005413366031577715
LQD.US Exposure
0.14428970374781858
HYG.US Exposure
0.024632243203412427
GLD.US Exposure
0.003059041577909117
USO.US Exposure
0.005884115550410196
VNQ.US Exposure
0.009790156703584381
BTC-USD.CC Exposure
-0.0006639541231583391
CPER.US Exposure
0.006055748072226882
VIX.INDX Exposure
-0.001605020673366016
UUP.US Exposure
0.04713985923152694
TIP.US Exposure
0.015727842004009705
Idiosyncratic Exposure
0.18543685792693482
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.2%

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 →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 →2.02%
Market Cap$2.9T
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
$143
Avg Yield on Cost
1.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$143.311.43%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 →
+41.4%
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 →
+86.4%
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 →
1.9% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Panasonic Corp a high-risk investment?

Panasonic Corp (0QYR.LSE) has an annualized volatility of 40.2% and experienced a maximum drawdown of 50.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0QYR.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 88% 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 Panasonic Corp

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

Start a Free Backtest