Evolution Gaming Group AB

10-Year Study

0RQ6.LSE · · GB · Common Stock

Executive Summary: Evolution Gaming Group AB has compounded at 24.9% annually over the last 10 years, with a maximum drawdown of 63.4% and an annualized volatility of 34.5%.

1Y CAGR
-2.2%
3Y CAGR
-21.9%
5Y CAGR
-14.7%
10Y CAGR
+24.9%

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 →
63.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +202.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -27.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.4-5.75.79.7————————2.4%
2025-0.1-4.4-8.613.0-18.714.617.7-6.4-6.3-17.32.1-4.1-23.2%
20241.410.3-2.9-3.2-8.7-0.9-7.22.9-6.2-0.1-5.3-9.8-27.3%
202315.08.59.00.53.7-3.4-4.9-8.7-7.2-8.89.49.620.8%
2022-12.2-2.5-11.27.3-0.3-10.86.7-11.51.417.13.5-4.8-19.9%
2021-1.627.321.731.1-7.3-12.59.7-5.6-5.14.5-31.134.153.6%
20205.618.2-3.629.526.50.78.88.6-8.69.311.016.0202.0%
20195.527.65.733.2-6.22.215.6-12.96.417.411.19.7178.7%
20184.8-8.8-3.04.90.0-1.428.9-0.2-10.07.9-20.9-5.7-10.6%

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 34.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 7.0% of variance. Idiosyncratic stock-specific factors contribute 53.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-12-0110000
2018-01-0110482.753670004666
2018-02-019556.030133719376
2018-03-019271.552428922947
2018-04-019724.854336408122
2018-05-019724.854336408122
2018-06-019588.991381820068
2018-07-0112358.763145615734
2018-08-0112332.46194401573
2018-09-0111100.971489417703
2018-10-0111981.862340428077
2018-11-019475.052741985013
2018-12-018939.507236319985
2019-01-019435.610909714496
2019-02-0112043.218517322102
2019-03-0112735.653980673902
2019-04-0116966.119505960145
2019-05-0115917.949822332292
2019-06-0116264.37194166278
2019-07-0118809.29734515392
2019-08-0116379.8559515691
2019-09-0117428.015665067458
2019-10-0120452.60399842073
2019-11-0122717.717717717715
2019-12-0124916.20106161939
2020-01-0126315.23954233118
2020-02-0131111.948601988443
2020-03-0130001.59522071873
2020-04-0138853.2955266023
2020-05-0149157.32465533262
2020-06-0149495.391806148786
2020-07-0153864.741235259164
2020-08-0158493.74274673079
2020-09-0153479.734714794475
2020-10-0158457.92007146589
2020-11-0164886.58977702802
2020-12-0175245.88333353275
2021-01-0174010.29515571348
2021-02-0194214.04472201286
2021-03-01114695.36269337065
2021-04-01150392.23486434642
2021-05-01139451.34377405295
2021-06-01121969.30994739759
2021-07-01133746.96409556965
2021-08-01126288.08090959485
2021-09-01119791.93336763057
2021-10-01125145.41433864144
2021-11-0186199.98484540317
2021-12-01115590.13196463395
2022-01-01101545.12081802919
2022-02-0199016.84553078975
2022-03-0187927.49921235978
2022-04-0194342.57963142425
2022-05-0194023.0569214633
2022-06-0183830.15485605126
2022-07-0189426.43839058181
2022-08-0179174.18414430365
2022-09-0180260.579304404
2022-10-0193968.28103003402
2022-11-0197282.23243163482
2022-12-0192576.0521477653
2023-01-01106420.6936019685
2023-02-01115486.13354390248
2023-03-01125930.09344005359
2023-04-01126504.06382478095
2023-05-01131171.86908023563
2023-06-01126754.62314904547
2023-07-01120602.02632911796
2023-08-01110152.82214485403
2023-09-01102181.35466143435
2023-10-0193184.45935975817
2023-11-01101967.91412926871
2023-12-01111795.37106827945
2024-01-01113335.83583583582
2024-02-01124963.58908709507
2024-03-01121344.42211135438
2024-04-01117457.11847305474
2024-05-01107254.8345157907
2024-06-01106327.35324966401
2024-07-0198669.68562187687
2024-08-01101547.25442574048
2024-09-0195221.36678511181
2024-10-0195135.75328316363
2024-11-0190103.56970516332
2024-12-0181266.3460273022
2025-01-0181190.24402888944
2025-02-0177623.01145767282
2025-03-0170926.12532851577
2025-04-0180115.31451770496
2025-05-0165134.85597150935
2025-06-0174626.4192479332
2025-07-0187816.90056590454
2025-08-0182153.86701442477
2025-09-0176979.36980805507
2025-10-0163679.217065671255
2025-11-0165035.15467658894
2025-12-0162373.13010221377
2026-01-0158385.07830539704
2026-02-0155035.11479607098
2026-03-0158195.64584504824
2026-04-0163848.709267035956
Annual Return Matrix
YearAnnual Return
2018-0.10604927636800154
20191.7872007262758625
20202.019958104666308
20210.5361655261892861
2022-0.19910073140075712
20230.20760573036574548
2024-0.27307950901054323
2025-0.23248511651724912
20260.02365728900255748
Total Factor Risk
0.3446121920855048
VTI.US Exposure
-0.027157769790422826
VEA.US Exposure
0.053173098675527115
VWO.US Exposure
0.006076848282263191
QQQ.US Exposure
0.013472006425518943
VTV.US Exposure
-0.005541708836709102
IJR.US Exposure
0.02321625897546447
QUAL.US Exposure
0.062024786009392596
SHV.US Exposure
0.07001573382138751
TLT.US Exposure
-0.0013322780643345404
LQD.US Exposure
0.06254033348933027
HYG.US Exposure
0.03957958456636901
GLD.US Exposure
0.0001342279378429305
USO.US Exposure
0.04179464790824523
VNQ.US Exposure
0.03303870421076961
BTC-USD.CC Exposure
-0.002567236020831725
CPER.US Exposure
0.003611662474329072
VIX.INDX Exposure
0.02603459423534258
UUP.US Exposure
0.023538039726469978
TIP.US Exposure
0.039670890673691894
Idiosyncratic Exposure
0.5386775753003539
Value Score
48.8
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
34.5%

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 →3.1x
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$165.9B
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
$0
Avg Yield on Cost
0.00%

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 →
+12.2%
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 →
-6.1%
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 →
27.4% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Evolution Gaming Group AB a high-risk investment?

Evolution Gaming Group AB (0RQ6.LSE) has an annualized volatility of 34.5% and experienced a maximum drawdown of 63.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0RQ6.LSE?

Over the past 10 years, 0RQ6.LSE has generated a Compound Annual Growth Rate (CAGR) of 24.9%. It has had a positive return in 56% 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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