Nintendo Co. Ltd.

10-Year Study

0R1E.LSE · · GB · Common Stock

Executive Summary: Nintendo Co. Ltd. has compounded at -38.2% annually over the last 10 years, with a maximum drawdown of 99.2% and an annualized volatility of 273.7%.

1Y CAGR
-28.8%
3Y CAGR
+17.1%
5Y CAGR
-57.9%
10Y CAGR
-38.2%

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 →
99.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +50.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -98.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-14.7-1.21.4————————-15.0%
202510.411.4-10.613.18.07.2-1.42.0-3.51.91.8-20.215.7%
202416.51.1-0.1-6.510.80.0-2.0-5.8-2.96.18.55.532.5%
20230.1-8.92.611.53.99.5-1.0-2.70.7-0.711.73.231.7%
20225.62.96.4-2.9-3.82.01.6-4.5-99.03.7-2.9-4.6-98.9%
2021-8.06.9-4.51.38.7-4.8-12.9-5.92.3-7.92.14.6-18.9%
2020-7.0-10.213.77.3-0.88.9-2.519.85.8-4.54.011.150.2%
201912.8-5.5-3.424.54.31.50.31.7-0.7-3.510.33.050.6%
2018——-5.6-2.6-6.7-14.23.34.75.8-15.3-2.8-15.0-41.1%

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 273.7%. The dominant macroeconomic risk driver is TIP.US, accounting for 22.4% of variance. Idiosyncratic stock-specific factors contribute 24.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-019438.534536390003
2018-04-019191.696123355752
2018-05-018578.747761695531
2018-06-017360.82477125475
2018-07-017601.409271761076
2018-08-017961.765029498448
2018-09-018424.042683573549
2018-10-017131.470841858385
2018-11-016931.300928159721
2018-12-015891.073050330698
2019-01-016645.539336267917
2019-02-016278.451264620841
2019-03-016063.976296579484
2019-04-017550.630743756127
2019-05-017871.9403341833495
2019-06-017991.809377867186
2019-07-018018.118195547485
2019-08-018153.709794194232
2019-09-018099.600768261221
2019-10-017816.25641786129
2019-11-018617.716155139015
2019-12-018872.726072236721
2020-01-018251.392387029426
2020-02-017411.16709308963
2020-03-018423.127467802435
2020-04-019038.515768394278
2020-05-018969.037619370492
2020-06-019771.313702032918
2020-07-019528.31224676666
2020-08-0111415.048267095071
2020-09-0112078.634319244344
2020-10-0111536.047332217742
2020-11-0111997.651187954627
2020-12-0113327.79915707604
2021-01-0112264.89552468622
2021-02-0113109.144680002815
2021-03-0112516.648505804103
2021-04-0112681.77673309689
2021-05-0113782.510778507794
2021-06-0113115.801285819152
2021-07-0111421.112706287786
2021-08-0110751.088255673374
2021-09-0110999.17697853995
2021-10-0110124.939878502868
2021-11-0110336.53277130467
2021-12-0110812.373243683343
2022-01-0111413.309880850184
2022-02-0111744.119593403926
2022-03-0112492.481186893954
2022-04-0112135.958294477789
2022-05-0111672.073397093012
2022-06-0111902.166384582826
2022-07-0112095.444331158395
2022-08-0111548.505804624428
2022-09-01118.66940503316093
2022-10-01123.09010558791626
2022-11-01119.52110099059446
2022-12-01113.96480944628055
2023-01-01114.06620177044618
2023-02-01103.90670479120584
2023-03-01106.57990015648015
2023-04-01118.8352381887574
2023-05-01123.47832977438608
2023-06-01135.19129696338686
2023-07-01133.8129656640213
2023-08-01130.17662033268795
2023-09-01131.09719277778441
2023-10-01130.19518839805133
2023-11-01145.44844137387207
2023-12-01150.0989206513937
2024-01-01174.866399924113
2024-02-01176.76026004713697
2024-03-01176.54372964335187
2024-04-01165.022108236023
2024-05-01182.87100210382957
2024-06-01182.89237883888356
2024-07-01179.30122202694128
2024-08-01168.91252630545077
2024-09-01163.9441460220951
2024-10-01173.9061780993864
2024-11-01188.61305901803277
2024-12-01198.8971388532379
2025-01-01219.63706181710646
2025-02-01244.75684341189287
2025-03-01218.90108826423187
2025-04-01247.58990703951517
2025-05-01267.40142890742504
2025-06-01286.77991386209317
2025-07-01282.66604472249657
2025-08-01288.18728980371117
2025-09-01278.0430938834811
2025-10-01283.3650124773446
2025-11-01288.4697099041116
2025-12-01230.14582653870957
2026-01-01229.0597207032272
2026-02-01195.3904398032744
2026-03-01193.06617331534218
2026-04-01195.70541049556428
Annual Return Matrix
YearAnnual Return
20190.5061307161585182
20200.502108714792797
2021-0.1887352805776038
2022-0.9894597784521674
20230.31706376188121155
20240.32510705600061285
20250.1571097898423235
2026-0.14964605946201037
Total Factor Risk
2.736795235285086
VTI.US Exposure
0.0054669904644054235
VEA.US Exposure
0.008847592928075082
VWO.US Exposure
0.009228472990986804
QQQ.US Exposure
0.09902063838259073
VTV.US Exposure
0.06653008492329482
IJR.US Exposure
-0.007881195287390182
QUAL.US Exposure
0.00568519855109701
SHV.US Exposure
0.12596315437277197
TLT.US Exposure
-0.0015205570353118143
LQD.US Exposure
0.09813494845866155
HYG.US Exposure
0.01511710368786136
GLD.US Exposure
0.010208817726949721
USO.US Exposure
0.002713380215689802
VNQ.US Exposure
0.09682357143433722
BTC-USD.CC Exposure
-0.0003229554357529294
CPER.US Exposure
-0.000896011015837065
VIX.INDX Exposure
0.000596933370884265
UUP.US Exposure
0.0013184231821073038
TIP.US Exposure
0.2239748775161648
Idiosyncratic Exposure
0.24099053056841405
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
273.7%

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 →1.41%
Market Cap$7.6T
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.020.03%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 →
-11.6%
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 →
-13.3%
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 →
36.8% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nintendo Co. Ltd. a high-risk investment?

Nintendo Co. Ltd. (0R1E.LSE) has an annualized volatility of 273.7% and experienced a maximum drawdown of 99.2% over the last 10 years. Its primary macro risk driver is TIP.US.

What is the 10-year return of 0R1E.LSE?

Over the past 10 years, 0R1E.LSE has generated a Compound Annual Growth Rate (CAGR) of -38.2%. It has had a positive return in 63% 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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