Adyen N.V

10-Year Study

ADYYF.US · Technology · US · Common Stock

Executive Summary: Adyen N.V has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 79.3% and an annualized volatility of 92.9%.

1Y CAGR
-44.9%
3Y CAGR
-17.6%
5Y CAGR
-17.9%
10Y CAGR
+10.2%

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 →
79.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +180.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.7-20.3-13.116.6-4.6-5.7——————-34.4%
20259.513.2-18.33.123.5-3.6-2.4-7.7-5.17.7-9.83.76.9%
20240.421.77.8-29.15.3-3.9-1.724.82.71.7-5.90.814.8%
20239.7-6.112.50.33.06.64.0-53.8-11.3-11.077.09.2-6.3%
2022-21.12.9-2.1-19.3-7.7-6.421.5-13.1-15.56.211.3-9.4-47.1%
2021-6.810.6-3.99.9-6.26.211.017.4-13.49.2-9.4-5.614.3%
202012.1-0.9-4.415.140.64.615.50.58.3-7.812.919.4180.9%
201935.52.11.44.20.2-5.3-3.0-1.9-11.39.48.35.245.9%
2018———————49.116.2-20.6-19.75.116.2%

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 92.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.7% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-08-0114910.491415901119
2018-09-0117333.15581502257
2018-10-0113764.99590116919
2018-11-0111053.026896536132
2018-12-0111618.238499199912
2019-01-0115744.2831986455
2019-02-0116081.316783937607
2019-03-0116308.134106710275
2019-04-0116998.215606036625
2019-05-0117024.59214749427
2019-06-0116118.160206926063
2019-07-0115637.521007031231
2019-08-0115334.190780268338
2019-09-0113606.945990053951
2019-10-0114885.998913119023
2019-11-0116118.997557448527
2019-12-0116956.348079913383
2020-01-0119012.043612564612
2020-02-0118840.386755459316
2020-03-0118003.03623299446
2020-04-0120724.425431005246
2020-05-0129129.540637876882
2020-06-0130458.62525465923
2020-07-0135189.655706585676
2020-08-0135363.40593999714
2020-09-0138309.62375328974
2020-10-0135336.820060908874
2020-11-0139898.70570729743
2020-12-0147624.520302819445
2021-01-0144377.90089621626
2021-02-0149089.67437950233
2021-03-0147183.025146473534
2021-04-0151872.188072276746
2021-05-0148649.288712598696
2021-06-0151674.99411761258
2021-07-0157334.64839232886
2021-08-0167282.79127447262
2021-09-0158237.728837430914
2021-10-0163609.12519478866
2021-11-0157645.30334278701
2021-12-0154427.783960215806
2022-01-0142924.681157854815
2022-02-0144164.37860636402
2022-03-0143248.94514767932
2022-04-0134914.79539758659
2022-05-0132222.922805492683
2022-06-0130160.109793400505
2022-07-0136637.43475992742
2022-08-0131835.229513591454
2022-09-0126899.885534183577
2022-10-0128565.166385735563
2022-11-0131781.639080153705
2022-12-0128783.92420972951
2023-01-0131589.048459986785
2023-02-0129663.14225831761
2023-03-0133382.860523360825
2023-04-0133494.02089859434
2023-05-0134488.16530639074
2023-06-0136759.68793620729
2023-07-0138225.051350520785
2023-08-0117666.88186575094
2023-09-0115663.06019796641
2023-10-0113941.886199039895
2023-11-0124680.9066496517
2023-12-0126962.686823368444
2024-01-0127067.35563867655
2024-02-0132928.80929593056
2024-03-0135482.72838944838
2024-04-0125173.792100937586
2024-05-0126502.353373643386
2024-06-0125466.34143972374
2024-07-0125036.78062169927
2024-08-0131254.108251000842
2024-09-0132091.4587734657
2024-10-0132635.736613067857
2024-11-0130709.830411398685
2024-12-0130955.257849533133
2025-01-0133886.319618369125
2025-02-0138354.84068150284
2025-03-0131316.90954018571
2025-04-0132279.862641020296
2025-05-0139872.5385034704
2025-06-0138434.388981137
2025-07-0137494.25368203958
2025-08-0134624.444103921895
2025-09-0132845.074243684074
2025-10-0135378.05957414027
2025-11-0131923.98866897273
2025-12-0133096.27940042353
2026-01-0129887.133523076962
2026-02-0123805.87535367593
2026-03-0120698.949041359254
2026-04-0124136.984684021594
2026-05-0123027.13936778361
2026-06-0121708.312294901458
Annual Return Matrix
YearAnnual Return
20190.45945945945945943
20201.8086543209876544
20210.14285211933134345
2022-0.47115384615384615
2023-0.06327272727272726
20240.14807763975155264
20250.06916503688315068
2026-0.34408602150537637
Total Factor Risk
0.9290357065955962
VTI.US Exposure
0.1911578101659482
VEA.US Exposure
0.0376440467060182
VWO.US Exposure
0.004913584411144804
QQQ.US Exposure
-0.034932288492021936
VTV.US Exposure
-0.03398319337902344
IJR.US Exposure
-0.017531699611764134
QUAL.US Exposure
0.009628846969474034
SHV.US Exposure
0.676916673767393
TLT.US Exposure
0.011049373119531665
LQD.US Exposure
-0.011500147519895122
HYG.US Exposure
0.03600612421174811
GLD.US Exposure
0.0033527412260045864
USO.US Exposure
0.0015177101088192713
VNQ.US Exposure
-0.0036437602661251287
BTC-USD.CC Exposure
0.015194139778149344
CPER.US Exposure
-0.0048486116469826845
VIX.INDX Exposure
-0.010860318560055173
UUP.US Exposure
0.025302367805048603
TIP.US Exposure
-0.0042478932334676
Idiosyncratic Exposure
0.10886449444005532
Value Score
39.7
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
92.9%

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 →25.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$32.0B
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-3.0%
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 →
-24.5%
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 →
45.7% 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 →
1.83
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
46
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-31.9%
50.0% retracement-26.1%
61.8% retracement-19.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Adyen N.V a high-risk investment?

Adyen N.V (ADYYF.US) has an annualized volatility of 92.9% and experienced a maximum drawdown of 79.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADYYF.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 63% 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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