Adyen NV

10-Year Study

0YP5.LSE · · GB · Common Stock

Executive Summary: Adyen NV has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 76.9% and an annualized volatility of 64.6%.

1Y CAGR
-45.1%
3Y CAGR
-14.5%
5Y CAGR
-12.8%
10Y CAGR
+7.6%

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 →
76.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +161.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.3-21.9-13.011.8————————-29.5%
202510.08.6-17.90.219.3-5.9-4.2-4.8-5.19.7-10.22.1-4.1%
2024-0.224.87.4-26.53.1-5.71.317.75.70.6-3.44.222.0%
20235.9-1.87.40.25.52.87.5-54.1-9.2-10.070.09.0-9.3%
2022-23.44.8-0.5-10.1-13.2-3.424.7-10.7-16.010.81.1-11.7-44.4%
2021-10.211.0-1.78.9-6.98.411.918.6-11.78.1-5.4-5.921.3%
202013.4-4.1-4.017.831.39.59.5-0.311.1-7.910.719.5161.2%
201936.62.64.84.3-0.7-6.42.4-4.5-8.34.210.55.354.6%
2018———————11.015.0-19.0-19.13.1-13.7%

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 64.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.1% of variance. Idiosyncratic stock-specific factors contribute 20.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-07-0110000
2018-08-0111101.53152169959
2018-09-0112770.562770562772
2018-10-0110347.775473825894
2018-11-018367.437884244608
2018-12-018626.723416639383
2019-01-0111783.804430863256
2019-02-0112084.833933573429
2019-03-0112659.60929826476
2019-04-0113198.006475317401
2019-05-0113110.69882498454
2019-06-0112265.82996835098
2019-07-0112554.112554112555
2019-08-0111982.975008185093
2019-09-0110993.488304412675
2019-10-0111455.49128742406
2019-11-0112663.247117028632
2019-12-0113332.605769580561
2020-01-0115115.13696387646
2020-02-0114500.345592782569
2020-03-0113920.113499945432
2020-04-0116392.011349994544
2020-05-0121517.697988286225
2020-06-0123563.97104296264
2020-07-0125806.57717632508
2020-08-0125737.56775437448
2020-09-0128602.350030921458
2020-10-0126328.71330350322
2020-11-0129138.928298592167
2020-12-0134830.29575466551
2021-01-0131276.14682236531
2021-02-0134702.517370584595
2021-03-0134113.64545818328
2021-04-0137133.0350321947
2021-05-0134580.43217286915
2021-06-0137478.627814762265
2021-07-0141931.609007239254
2021-08-0149735.894357743106
2021-09-0143926.6615737204
2021-10-0147489.723161992064
2021-11-0144909.47288006112
2021-12-0142265.66990432537
2022-01-0132369.529630033834
2022-02-0133911.74651678854
2022-03-0133731.019680599515
2022-04-0130319.491432936815
2022-05-0126327.203608716216
2022-06-0125420.713740041472
2022-07-0131689.6394921605
2022-08-0128284.604750991304
2022-09-0123750.88217105024
2022-10-0126323.67492451526
2022-11-0126619.866128269492
2022-12-0123513.459929426313
2023-01-0124889.86503692386
2023-02-0124443.70475462913
2023-03-0126258.830805049292
2023-04-0126323.22019716978
2023-05-0127771.47222525374
2023-06-0128553.967041361997
2023-07-0130704.263523591257
2023-08-0114095.067117756193
2023-09-0112794.266797628143
2023-10-0111509.312816035506
2023-11-0119564.28025755757
2023-12-0121328.640547127943
2024-01-0121282.09465604424
2024-02-0126554.458146895126
2024-03-0128516.206482593036
2024-04-0120967.750736658305
2024-05-0121619.55691367456
2024-06-0120388.64636763796
2024-07-0120660.08221470406
2024-08-0124307.90498017389
2024-09-0125696.75142784387
2024-10-0125839.426679762815
2024-11-0124972.80730474008
2024-12-0126015.47891884026
2025-01-0128627.45098039216
2025-02-0131102.131761795627
2025-03-0125521.481319800645
2025-04-0125566.590272472626
2025-05-0130492.196878751503
2025-06-0128682.03645094402
2025-07-0127489.177489177488
2025-08-0126161.373640365236
2025-09-0124828.113063407185
2025-10-0127236.349085088586
2025-11-0124453.417730728655
2025-12-0124959.074538906472
2026-01-0123140.16515697188
2026-02-0118079.04980173888
2026-03-0115734.47560842519
2026-04-0117584.30644985267
Annual Return Matrix
YearAnnual Return
20190.545500548199376
20201.6124147339699864
20210.21347433286333484
2022-0.44367473690461945
2023-0.09291781766086005
20240.21974388669339917
2025-0.04060676273650099
2026-0.2954744206383909
Total Factor Risk
0.6457892625736354
VTI.US Exposure
0.20035534606714273
VEA.US Exposure
0.057006281967491745
VWO.US Exposure
0.012920307290126474
QQQ.US Exposure
0.0338019435788791
VTV.US Exposure
-0.034959466178987965
IJR.US Exposure
-0.0043023746159165845
QUAL.US Exposure
-0.033553535659960915
SHV.US Exposure
0.5411864064384053
TLT.US Exposure
0.00758657892788392
LQD.US Exposure
-0.008415747190532527
HYG.US Exposure
-0.012458607146476059
GLD.US Exposure
-0.0014305571059857354
USO.US Exposure
0.007931768028520596
VNQ.US Exposure
-0.01700496096909914
BTC-USD.CC Exposure
0.021683882678342824
CPER.US Exposure
-0.008257509311073332
VIX.INDX Exposure
-0.0010254311566211113
UUP.US Exposure
0.020799477359472348
TIP.US Exposure
0.008930186949078774
Idiosyncratic Exposure
0.20920601004930958
Value Score
50
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
64.6%

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 →0.00%
Market Cap$20.6B
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 →
+2.1%
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 →
-25.7%
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 →
44.3% 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 →
2.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adyen NV a high-risk investment?

Adyen NV (0YP5.LSE) has an annualized volatility of 64.6% and experienced a maximum drawdown of 76.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0YP5.LSE?

Over the past 10 years, 0YP5.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.6%. It has had a positive return in 50% 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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