Epiroc AB Series A

10-Year Study

0YSU.LSE · · GB · Common Stock

Executive Summary: Epiroc AB Series A has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 30.9% and an annualized volatility of 44.3%.

1Y CAGR
+18.3%
3Y CAGR
+11.2%
5Y CAGR
+7.1%
10Y CAGR
+13.7%

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 →
30.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +56.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.28.0-16.69.5————————18.6%
202510.2-1.1-3.92.54.7-2.7-3.7-1.3-1.03.80.33.110.6%
2024-8.91.87.12.86.7-3.6-4.4-1.610.3-4.1-4.5-3.0-3.1%
20237.0-3.55.0-0.8-6.17.23.00.2-1.5-10.66.43.58.4%
2022-14.1-9.513.20.4-6.3-16.613.4-8.4-2.16.418.5-5.1-16.1%
20217.011.59.9-6.65.72.13.1-5.8-3.918.12.35.256.6%
2020-3.2-1.3-10.7-0.37.710.95.59.1-1.91.78.65.433.4%
20194.06.70.95.2-8.58.89.7-3.34.02.92.83.241.4%
2018———————-9.65.2-19.6-6.010.4-20.6%

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 44.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.2% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-07-0110000
2018-08-019042.925163603237
2018-09-019509.34867833927
2018-10-017650.12119365096
2018-11-017187.466206141716
2018-12-017935.054621798255
2019-01-018254.92065884779
2019-02-018806.785970592378
2019-03-018883.8933146327
2019-04-019348.459873923648
2019-05-018557.429624119448
2019-06-019308.415175913757
2019-07-0110214.412814303361
2019-08-019874.06565102127
2019-09-0110273.147222704665
2019-10-0110575.000791936882
2019-11-0110871.589346318913
2019-12-0111221.65821751939
2020-01-0110861.867638400527
2020-02-0110716.872187941368
2020-03-019574.385811986538
2020-04-019541.332005064025
2020-05-0110277.942537059915
2020-06-0111401.422427870933
2020-07-0112033.50821484319
2020-08-0113125.671098236218
2020-09-0112874.763647803276
2020-10-0113090.225095769745
2020-11-0114211.334637571448
2020-12-0114973.156070551197
2021-01-0116015.028231184398
2021-02-0117855.66431488721
2021-03-0119626.85026494385
2021-04-0118326.610062295393
2021-05-0119363.32644075165
2021-06-0119769.027512433408
2021-07-0120377.311499906602
2021-08-0119196.23322049598
2021-09-0118451.091616720027
2021-10-0121792.333395595957
2021-11-0122292.43334349197
2021-12-0123442.150922415305
2022-01-0120131.374136106093
2022-02-0118216.874918758196
2022-03-0120616.4218216296
2022-04-0120705.916150815367
2022-05-0119401.52510658378
2022-06-0116187.299080151659
2022-07-0118356.659970703793
2022-08-0116807.31465673086
2022-09-0116451.13967909625
2022-10-0117498.954097153724
2022-11-0120742.978796845793
2022-12-0119678.517319386505
2023-01-0121052.544192808775
2023-02-0120310.799725170593
2023-03-0121328.575158086984
2023-04-0121163.30612347443
2023-05-0119875.594908446634
2023-06-0121310.704692744876
2023-07-0121953.047427734393
2023-08-0122000.498100989975
2023-09-0121666.049502062855
2023-10-0119378.651784807265
2023-11-0120619.436643411027
2023-12-0121331.710135808982
2024-01-0119441.121950633387
2024-02-0119791.92268074457
2024-03-0121199.23274970316
2024-04-0121800.099838663344
2024-05-0123259.08788533191
2024-06-0122420.825427618605
2024-07-0121442.067905583644
2024-08-0121091.059633393303
2024-09-0123255.548746718923
2024-10-0122309.593796458023
2024-11-0121305.122903142295
2024-12-0120662.397853796436
2025-01-0122760.28780624745
2025-02-0122513.47658106102
2025-03-0121633.530935239225
2025-04-0122169.928900452986
2025-05-0123221.380766529357
2025-06-0122604.674939949335
2025-07-0121767.876200057453
2025-08-0121488.775796661193
2025-09-0121280.938789286894
2025-10-0122086.846529186423
2025-11-0122159.01655639628
2025-12-0122848.220108205885
2026-01-0127470.684681319133
2026-02-0129661.455175826366
2026-03-0124730.277221601416
2026-04-0127091.88761705646
Annual Return Matrix
YearAnnual Return
20190.4141878981768523
20200.33430868952815906
20210.5656118731388036
2022-0.16054984098878178
20230.08401002929188262
2024-0.03137640056757518
20250.10578744392959383
20260.18573295813648416
Total Factor Risk
0.44320936970726943
VTI.US Exposure
-0.09056121348955483
VEA.US Exposure
0.14226823582642387
VWO.US Exposure
-0.020897839249332865
QQQ.US Exposure
0.02968157821998394
VTV.US Exposure
0.05578688767142321
IJR.US Exposure
0.0420814092244456
QUAL.US Exposure
0.07579563318414818
SHV.US Exposure
0.522209476342862
TLT.US Exposure
-0.009270325943147356
LQD.US Exposure
0.017740562684788165
HYG.US Exposure
0.020245958433258084
GLD.US Exposure
0.04099914045344081
USO.US Exposure
-0.0005304171213344774
VNQ.US Exposure
-0.014837710496795572
BTC-USD.CC Exposure
0.0015954421367427377
CPER.US Exposure
0.002650445401364705
VIX.INDX Exposure
0.003628190281655365
UUP.US Exposure
0.0197063528409445
TIP.US Exposure
0.012919768069927198
Idiosyncratic Exposure
0.1487884255287567
Value Score
49.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.3%

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 →0.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.47%
Market Cap$249.6B
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 →
-0.2%
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 →
+14.0%
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 →
8.7% 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 Epiroc AB Series A a high-risk investment?

Epiroc AB Series A (0YSU.LSE) has an annualized volatility of 44.3% and experienced a maximum drawdown of 30.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0YSU.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 75% 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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