Adyen NV

10-Year Study

ADYEY.US · Technology · US · Common Stock

Executive Summary: Adyen NV has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 79.2% and an annualized volatility of 62.8%.

1Y CAGR
-44.2%
3Y CAGR
-11.9%
5Y CAGR
-13.7%
10Y CAGR
+8.5%

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 →
79.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
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 →
54.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +184.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.5-21.3-14.212.7————————-29.6%
20259.711.0-16.16.119.0-4.6-6.0-2.4-4.77.4-9.62.97.3%
2024-1.324.27.2-28.66.4-7.22.520.26.4-2.5-4.62.215.5%
20238.8-4.611.11.11.56.37.7-55.0-10.9-10.374.410.3-6.3%
2022-23.74.4-3.9-14.9-9.5-6.422.6-12.7-17.912.65.0-8.8-47.7%
2021-10.411.3-3.89.8-5.75.511.118.9-13.37.9-8.8-4.612.8%
202012.2-4.9-3.416.733.310.615.20.99.1-8.613.721.6184.1%
2019—————————6.69.36.924.5%

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 62.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.2% of variance. Idiosyncratic stock-specific factors contribute 24.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110657.155865837
2019-11-0111650.478069509789
2019-12-0112453.331309758689
2020-01-0113976.324176658067
2020-02-0113290.332372135375
2020-03-0112832.751555623008
2020-04-0114981.028987706784
2020-05-0119971.16406131431
2020-06-0122083.017149795112
2020-07-0125430.262558810136
2020-08-0125646.532098952797
2020-09-0127986.03733495219
2020-10-0125589.61906207315
2020-11-0129083.320685991803
2020-12-0135375.626043405675
2021-01-0131705.11458491425
2021-02-0135295.94779177417
2021-03-0133953.5589619062
2021-04-0137297.76900895432
2021-05-0135166.9449081803
2021-06-0137085.293671270294
2021-07-0141203.52101988162
2021-08-0148990.74214600091
2021-09-0142478.37304598573
2021-10-0145849.142510244346
2021-11-0141810.59341326453
2021-12-0139895.28001214144
2022-01-0130437.092123235692
2022-02-0131781.75747457884
2022-03-0130547.88283502808
2022-04-0125985.7337987555
2022-05-0123528.60828653817
2022-06-0122023.06875094855
2022-07-0127004.09773865533
2022-08-0123578.69175899226
2022-09-0119354.98558203066
2022-10-0121789.34587949613
2022-11-0122874.487782668082
2022-12-0120868.11352253756
2023-01-0122706.025193504323
2023-02-0121651.236910001517
2023-03-0124061.314311731672
2023-04-0124328.426164820157
2023-05-0124703.2933677341
2023-06-0126257.39869479435
2023-07-0128275.91440279253
2023-08-0112724.237365305813
2023-09-0111340.112308392776
2023-10-0110168.462589163759
2023-11-0117735.619972681743
2023-12-0119558.35483381393
2024-01-0119307.93747154348
2024-02-0123977.84185764152
2024-03-0125700.409773865533
2024-04-0118341.174685081198
2024-05-0119520.4128092275
2024-06-0118107.451813628773
2024-07-0118567.30915161633
2024-08-0122326.604947640004
2024-09-0123757.778115040215
2024-10-0123173.470936409165
2024-11-0122095.917438154498
2024-12-0122583.093033844285
2025-01-0124770.071331006224
2025-02-0127483.684929427836
2025-03-0123050.538776749127
2025-04-0124460.46441038094
2025-05-0129110.638943694034
2025-06-0127762.93823038397
2025-07-0126104.112915465168
2025-08-0125466.686902413112
2025-09-0124267.71892548186
2025-10-0126058.58248596145
2025-11-0123554.40886325694
2025-12-0124237.365305812717
2026-01-0122416.148125663985
2026-02-0117635.45302777356
2026-03-0115131.279405069054
2026-04-0117058.734254059797
Annual Return Matrix
YearAnnual Return
20201.8406556577905064
20210.12776180874340382
2022-0.4769277589683113
2023-0.06276363636363635
20240.15465197485838433
20250.073252688172043
2026-0.29618033813400124
Total Factor Risk
0.6280938798340636
VTI.US Exposure
0.13947796068781082
VEA.US Exposure
0.07221219604372281
VWO.US Exposure
0.026657052497548954
QQQ.US Exposure
0.05228708019334108
VTV.US Exposure
-0.03914770978429232
IJR.US Exposure
0.004486805982534979
QUAL.US Exposure
-0.01634858071416208
SHV.US Exposure
0.4619587919019067
TLT.US Exposure
0.015144755810822245
LQD.US Exposure
-0.021630635213480524
HYG.US Exposure
-0.008397048096946101
GLD.US Exposure
-0.0035572925693063188
USO.US Exposure
0.01052207766465003
VNQ.US Exposure
-0.02634401426806591
BTC-USD.CC Exposure
0.022985896400152372
CPER.US Exposure
-0.010314446759568175
VIX.INDX Exposure
0.0027812910780411126
UUP.US Exposure
0.058692398909146445
TIP.US Exposure
0.015401373388452568
Idiosyncratic Exposure
0.2431320468476913
Value Score
40
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
62.8%

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 →25.0x
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$30.7B
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 →
+2.0%
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 →
-25.9%
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 →
43.6% 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 →
1.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adyen NV a high-risk investment?

Adyen NV (ADYEY.US) has an annualized volatility of 62.8% and experienced a maximum drawdown of 79.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ADYEY.US?

Over the past 10 years, ADYEY.US has generated a Compound Annual Growth Rate (CAGR) of 8.5%. It has had a positive return in 57% 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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