Alphabet Inc Class A

10-Year Study

0RIH.LSE · · GB · Common Stock

Executive Summary: Alphabet Inc Class A has compounded at 23.6% annually over the last 10 years, with a maximum drawdown of 40.7% and an annualized volatility of 27.3%.

1Y CAGR
+110.0%
3Y CAGR
+40.9%
5Y CAGR
+23.7%
10Y CAGR
+23.6%

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 →
40.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +67.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.0%
% 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.
20267.6-8.8-6.916.8————————6.6%
20256.5-18.0-9.23.38.14.18.611.312.916.114.3-1.764.1%
20241.2-3.710.19.63.28.2-6.7-5.51.55.4-3.415.137.6%
202311.6-7.511.25.217.5-3.210.62.6-3.3-6.87.36.260.2%
2022-8.71.74.1-17.5-2.7-3.43.9-4.0-9.6-4.01.0-8.6-40.0%
20214.510.72.513.40.92.311.18.3-6.27.7-2.51.567.1%
20207.0-9.3-11.115.27.0-1.54.811.3-9.510.38.4-1.330.6%
20197.70.63.81.6-6.9-3.314.8-3.62.9-1.17.72.728.3%
2018—-5.1-10.12.66.73.08.8-0.3-2.2-8.1-1.4-4.3-11.4%

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 27.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 44.8% of variance. Idiosyncratic stock-specific factors contribute 30.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019491.583442444782
2018-03-018537.495828091705
2018-04-018760.630878111815
2018-05-019351.355977167894
2018-06-019630.61282123694
2018-07-0110476.564572582647
2018-08-0110449.470702506569
2018-09-0110217.692314275202
2018-10-019386.750875031023
2018-11-019258.846585025633
2018-12-018863.221312247011
2019-01-019547.722352014925
2019-02-019606.120510384842
2019-03-019969.945144754522
2019-04-0110133.860491386615
2019-05-019438.86763711672
2019-06-019123.8051226755
2019-07-0110477.078038218959
2019-08-0110099.543871359741
2019-09-0110393.14352220311
2019-10-0110280.540508159826
2019-11-0111073.656645528998
2019-12-0111370.25151258419
2020-01-0112164.394581225986
2020-02-0111029.669756018246
2020-03-019807.45038638289
2020-04-0111299.75268071851
2020-05-0112095.607301481348
2020-06-0111912.984690166277
2020-07-0112482.058654891189
2020-08-0113891.983945641105
2020-09-0112578.025382317957
2020-10-0113878.394221800041
2020-11-0115040.298494689912
2020-12-0114844.103275054982
2021-01-0115515.938829127195
2021-02-0117173.86802221595
2021-03-0117598.96622251889
2021-04-0119959.744294113116
2021-05-0120129.615842126434
2021-06-0120596.749762522144
2021-07-0122889.989987420093
2021-08-0124801.04062368959
2021-09-0123272.196691569756
2021-10-0125072.8351005109
2021-11-0124437.93484121075
2021-12-0124798.918299059504
2022-01-0122637.313547790814
2022-02-0123028.009550460836
2022-03-0123981.4125439655
2022-04-0119785.62809683962
2022-05-0119254.773090977556
2022-06-0118609.278324048166
2022-07-0119336.311434023948
2022-08-0118554.9194286839
2022-09-0116778.071594225225
2022-10-0116108.786252813363
2022-11-0116263.356524864574
2022-12-0114871.282722737114
2023-01-0116593.754546310323
2023-02-0115353.700803573722
2023-03-0117078.73995532849
2023-04-0117963.766441597563
2023-05-0121106.364406562094
2023-06-0120426.878214508826
2023-07-0122592.727615037697
2023-08-0123187.269475323697
2023-09-0122422.856067024382
2023-10-0120894.02925042575
2023-11-0122422.856067024382
2023-12-0123824.274943732726
2024-01-0124121.554431636327
2024-02-0123229.73308344672
2024-03-0125565.45403198891
2024-04-0128020.076506379814
2024-05-0128920.38715308978
2024-06-0131284.348711629144
2024-07-0129192.489709292873
2024-08-0127576.83585359383
2024-09-0127976.99673949321
2024-10-0129492.490565068932
2024-11-0128479.320171497526
2024-12-0132793.099021847964
2025-01-0134915.64615371449
2025-02-0128641.746467784316
2025-03-0126019.340538967765
2025-04-0126872.72042651879
2025-05-0129057.362669336686
2025-06-0130236.673427297545
2025-07-0132844.27443026709
2025-08-0136569.58743036122
2025-09-0141268.96185806099
2025-10-0147893.01087691372
2025-11-0154764.156675481165
2025-12-0153819.75644613318
2026-01-0157910.366015421096
2026-02-0152813.36379896109
2026-03-0149152.35381205447
2026-04-0157390.05417062464
Annual Return Matrix
YearAnnual Return
20190.2828576780400389
20200.305521101149439
20210.6706242094618982
2022-0.4003253471220515
20230.6020322784467769
20240.37645737800195267
20250.6411915327147484
20260.06633805056447772
Total Factor Risk
0.2731168321859486
VTI.US Exposure
-0.1257406469286809
VEA.US Exposure
-0.008564706310410423
VWO.US Exposure
0.05195759538676078
QQQ.US Exposure
0.4482079531537564
VTV.US Exposure
-0.010572339116430574
IJR.US Exposure
0.052607304619776446
QUAL.US Exposure
0.05141846556457702
SHV.US Exposure
0.1230843516534505
TLT.US Exposure
-0.03877108793306099
LQD.US Exposure
0.13402220402454657
HYG.US Exposure
0.00031166977464000306
GLD.US Exposure
0.022059546444788213
USO.US Exposure
-0.0021919051420668106
VNQ.US Exposure
-0.00960236586802051
BTC-USD.CC Exposure
-0.004055282808584642
CPER.US Exposure
-0.0008170118553066668
VIX.INDX Exposure
-0.004138775645162987
UUP.US Exposure
0.005645269377199849
TIP.US Exposure
0.008488862544608677
Idiosyncratic Exposure
0.30665089906362003
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.3%

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 →0.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.27%
Market Cap$0
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
$36
Avg Yield on Cost
0.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$35.940.36%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 →
+8.8%
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 →
+24.3%
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 →
2.5% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alphabet Inc Class A a high-risk investment?

Alphabet Inc Class A (0RIH.LSE) has an annualized volatility of 27.3% and experienced a maximum drawdown of 40.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, 0RIH.LSE has generated a Compound Annual Growth Rate (CAGR) of 23.6%. 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.

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