Credit Agricole SA

10-Year Study

ACA.PA · Financial Services · FR · Common Stock

Executive Summary: Credit Agricole SA has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 51.2% and an annualized volatility of 28.5%.

1Y CAGR
+8.0%
3Y CAGR
+23.4%
5Y CAGR
+14.7%
10Y CAGR
+12.8%

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 →
51.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.12.8-15.28.5————————-1.5%
20259.410.14.8-1.74.3-0.20.5-3.27.0-6.55.66.241.1%
20243.6-5.910.45.39.8-14.610.10.9-3.02.6-10.04.910.7%
202312.34.8-10.16.65.81.73.83.30.3-2.75.76.943.3%
20225.8-13.7-5.1-4.79.6-15.32.82.3-9.09.84.62.3-13.6%
2021-9.123.86.34.30.8-3.2-0.53.8-2.29.2-7.54.029.4%
2020-5.4-11.6-38.18.87.47.7-3.65.7-13.0-9.242.66.7-20.2%
20195.612.8-4.113.6-10.63.12.2-3.67.24.96.24.146.5%
201810.0-6.9-6.63.3-9.7-2.65.1-1.95.0-8.5-3.2-14.0-28.3%
20174.1-7.111.57.54.23.35.4-0.33.8-2.6-5.5-2.522.2%
2016———1.5-0.4-16.24.87.23.412.08.310.632.0%

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 28.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.5% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110148.076737684372
2016-05-0110111.63597801986
2016-06-018470.2593270992
2016-07-018873.614190687362
2016-08-019512.195121951221
2016-09-019834.956136122626
2016-10-0111015.713872553748
2016-11-0111932.324303480189
2016-12-0113198.303287380702
2017-01-0113741.829750313314
2017-02-0112766.991227224527
2017-03-0114229.056203605514
2017-04-0115293.55056396414
2017-05-0115941.96471608985
2017-06-0116461.968572254893
2017-07-0117356.213245926927
2017-08-0117309.360840643978
2017-09-0117975.706160223657
2017-10-0117508.146148655163
2017-11-0116543.912079437003
2017-12-0116128.988720717247
2018-01-0117736.04550274752
2018-02-0116520.582280921626
2018-03-0115433.529355056397
2018-04-0115936.180468524053
2018-05-0114391.207943699992
2018-06-0114017.352742697389
2018-07-0114728.236768533694
2018-08-0114454.834666923745
2018-09-0115183.071435457437
2018-10-0113886.050322953823
2018-11-0113444.905041935795
2018-12-0111559.433143738554
2019-01-0112208.040104116455
2019-02-0113768.437289115976
2019-03-0113202.159452424565
2019-04-0114991.80564928179
2019-05-0113406.729008001543
2019-06-0113819.531475947173
2019-07-0114127.446254699702
2019-08-0113616.504386387738
2019-09-0114599.248047816449
2019-10-0115313.602622192231
2019-11-0116270.317169574857
2019-12-0116938.59057167647
2020-01-0116027.76438831582
2020-02-0114166.779138147114
2020-03-018767.376843728913
2020-04-019543.237250554324
2020-05-0110253.54285163405
2020-06-0111045.213535139304
2020-07-0110649.378193386678
2020-08-0111254.796105273306
2020-09-019792.34551238793
2020-10-018888.07480960185
2020-11-0112678.106622963463
2020-12-0113524.727658343778
2021-01-0112292.875735081463
2021-02-0115221.82589414827
2021-03-0116178.540441530897
2021-04-0116869.17960088692
2021-05-0117011.086474501113
2021-06-0116470.2593270992
2021-07-0116394.87130049166
2021-08-0117022.269353128315
2021-09-0116654.198399691508
2021-10-0118179.311674539673
2021-11-0116821.5559625952
2021-12-0117496.192037019187
2022-01-0118514.026800347056
2022-02-0115984.96095632893
2022-03-0115176.51595488287
2022-04-0114465.439120794372
2022-05-0115858.67155114239
2022-06-0113424.66017545551
2022-07-0113806.034898293647
2022-08-0114130.3383784826
2022-09-0112860.310421286033
2022-10-0114124.168514412419
2022-11-0114776.2460233298
2022-12-0115115.974163694207
2023-01-0116968.668659018607
2023-02-0117777.499276969054
2023-03-0115987.853080111829
2023-04-0117042.5142196086
2023-05-0118026.029114046083
2023-06-0118329.50930299817
2023-07-0119027.475175937532
2023-08-0119651.402680034706
2023-09-0119711.944471223367
2023-10-0119182.68581895305
2023-11-0120268.38908705293
2023-12-0121667.79138147113
2024-01-0122443.266171792155
2024-02-0121108.069025354285
2024-03-0123292.97213920756
2024-04-0124530.415501783475
2024-05-0126939.554612937434
2024-06-0122995.661814325653
2024-07-0125324.01426781066
2024-08-0125549.5999228767
2024-09-0124773.546707799094
2024-10-0125423.31051769016
2024-11-0122869.17960088692
2024-12-0123988.238696616216
2025-01-0126253.54285163405
2025-02-0128897.908030463703
2025-03-0130278.60792441917
2025-04-0129764.195507567725
2025-05-0131051.769015713875
2025-06-0130974.6457148366
2025-07-0131138.532729200808
2025-08-0130135.929817796205
2025-09-0132237.539766702015
2025-10-0130155.21064301552
2025-11-0131851.923262315628
2025-12-0133837.84825990553
2026-01-0135226.06767569652
2026-02-0136219.03017449147
2026-03-0130714.354574375786
2026-04-0133336.54680420322
Annual Return Matrix
YearAnnual Return
20170.22205016580719605
2018-0.28331321052442826
20190.4653478558203925
2020-0.20154350498565765
20210.29364468394491494
2022-0.13604205236709865
20230.433436650977691
20240.10709200925431572
20250.41060161556082475
2026-0.014814814814814947
Total Factor Risk
0.28488568468739967
VTI.US Exposure
-0.10979492141160033
VEA.US Exposure
0.5452866416600044
VWO.US Exposure
-0.03678227330508668
QQQ.US Exposure
0.11522232117483247
VTV.US Exposure
0.07095525888692153
IJR.US Exposure
0.03188418810418535
QUAL.US Exposure
-0.09936414119644409
SHV.US Exposure
0.13663885333027928
TLT.US Exposure
-0.0069307065138780365
LQD.US Exposure
-0.00877759394036451
HYG.US Exposure
0.09427921275643313
GLD.US Exposure
-0.018830523639626746
USO.US Exposure
0.01369419327533448
VNQ.US Exposure
0.00901195325735116
BTC-USD.CC Exposure
-0.00007493623158161853
CPER.US Exposure
0.03724587260143679
VIX.INDX Exposure
-0.04125019800871369
UUP.US Exposure
0.002191698588851095
TIP.US Exposure
0.02798343661981464
Idiosyncratic Exposure
0.23741166399185135
Value Score
47
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
81.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.5%

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 →7.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.82%
Market Cap$49.5B
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 →
+0.1%
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 →
+2.9%
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 →
9.1% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Credit Agricole SA a high-risk investment?

Credit Agricole SA (ACA.PA) has an annualized volatility of 28.5% and experienced a maximum drawdown of 51.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ACA.PA?

Over the past 10 years, ACA.PA has generated a Compound Annual Growth Rate (CAGR) of 12.8%. It has had a positive return in 60% 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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