Alcon AG

10-Year Study

ALC.US · Healthcare · US · Common Stock

Executive Summary: Alcon AG has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 33.0% and an annualized volatility of 35.8%.

1Y CAGR
-8.1%
3Y CAGR
+1.2%
5Y CAGR
+3.0%
10Y CAGR
+4.8%

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 →
33.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.87.7-13.65.6————————0.9%
20257.31.52.62.8-11.62.7-0.8-8.8-6.6-0.87.3-0.6-6.8%
2024-3.912.6-1.5-6.915.3-0.15.53.92.4-8.1-3.4-4.59.0%
20239.7-9.33.42.87.16.13.4-2.3-7.1-7.46.03.314.3%
2022-11.90.33.0-10.25.2-6.511.7-15.9-11.44.313.5-0.5-21.1%
20218.7-4.62.67.6-7.50.83.613.3-2.43.6-5.911.132.4%
20204.24.0-17.13.920.3-9.84.6-4.4-0.7-0.213.02.716.6%
2019————-0.06.7-5.33.8-4.41.7-6.72.3-2.8%

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 35.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.8% of variance. Idiosyncratic stock-specific factors contribute 16.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019996.561552572464
2019-06-0110661.508413723768
2019-07-0110094.513669137577
2019-08-0110474.226480234163
2019-09-0110015.46428639998
2019-10-0110183.860940109926
2019-11-019500.011345131104
2019-12-019719.932348110511
2020-01-0110127.15273862738
2020-02-0110532.64517840655
2020-03-018731.963423297315
2020-04-019073.888220786723
2020-05-0110917.524387668365
2020-06-019848.79558342773
2020-07-0110305.847280572074
2020-08-019852.234030855267
2020-09-019785.22794113797
2020-10-019766.325207310454
2020-11-0111034.361784013137
2020-12-0111336.77061715768
2021-01-0112321.318548591196
2021-02-0111752.578399219456
2021-03-0112058.425679791526
2021-04-0112977.660564149735
2021-05-0112005.766817411459
2021-06-0112105.691241384247
2021-07-0112543.334037313265
2021-08-0114209.462537504385
2021-09-0113864.867270693085
2021-10-0114362.796347915026
2021-11-0113508.211256813622
2021-12-0115010.655696215788
2022-01-0113229.086123508334
2022-02-0113265.268364712801
2022-03-0113668.439416127192
2022-04-0112269.375302173203
2022-05-0112913.237673515052
2022-06-0112076.892062422656
2022-07-0113493.829121380682
2022-08-0111349.407347805067
2022-09-0110053.409386437856
2022-10-0110485.414524909544
2022-11-0111904.096988653124
2022-12-0111845.329209523625
2023-01-0112996.17930892443
2023-02-0111791.76273665507
2023-03-0112189.208860372853
2023-04-0112524.431303485748
2023-05-0113415.477900557307
2023-06-0114233.68875592783
2023-07-0114720.796323479359
2023-08-0114386.237134184974
2023-09-0113358.280985734807
2023-10-0112363.260625587984
2023-11-0113110.38114404302
2023-12-0113542.019747509741
2024-01-0113020.248440917176
2024-02-0114656.652697610367
2024-03-0114438.232742746533
2024-04-0113448.413688860652
2024-05-0115501.16680309914
2024-06-0115492.474687267097
2024-07-0116348.14192933554
2024-08-0116988.164410149177
2024-09-0117403.815105780257
2024-10-0115991.608093791072
2024-11-0115452.470009582274
2024-12-0114763.768189299622
2025-01-0115842.04435771722
2025-02-0116087.273730087112
2025-03-0116509.888590812538
2025-04-0116975.981484746033
2025-05-0115000.008727023926
2025-06-0115408.433446842824
2025-07-0115281.018897497612
2025-08-0113930.075593481262
2025-09-0113005.011057139318
2025-10-0112896.795960435164
2025-11-0113842.80535420372
2025-12-0113755.535114926179
2026-01-0114134.287953390713
2026-02-0115216.438920432234
2026-03-0113151.625059125585
2026-04-0113884.695069056941
Annual Return Matrix
YearAnnual Return
20200.16634254346034294
20210.32406804398933997
2022-0.2108719666050396
20230.1432370943833272
20240.09021907105212623
2025-0.06829103935025094
20260.009389671361502261
Total Factor Risk
0.35783816747061314
VTI.US Exposure
-0.08407665044374348
VEA.US Exposure
0.07814708504148653
VWO.US Exposure
-0.004141659611914625
QQQ.US Exposure
0.013798197228698255
VTV.US Exposure
-0.03958659116118091
IJR.US Exposure
-0.01882702767762544
QUAL.US Exposure
0.1780810139937145
SHV.US Exposure
0.46794948079652854
TLT.US Exposure
0.004779512549351625
LQD.US Exposure
-0.013960457351011873
HYG.US Exposure
0.13840597357799703
GLD.US Exposure
0.021188605772084774
USO.US Exposure
-0.0030311075135705232
VNQ.US Exposure
0.1100159938464564
BTC-USD.CC Exposure
-0.000037236917637238156
CPER.US Exposure
-0.006720428794530502
VIX.INDX Exposure
-0.000038557975700950986
UUP.US Exposure
-0.0036701432241571887
TIP.US Exposure
0.00006666802285451531
Idiosyncratic Exposure
0.1616573298419007
Value Score
34.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.8%

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 →37.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.45%
Market Cap$37.3B
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 →
+0.5%
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 →
-0.5%
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 →
18.8% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alcon AG a high-risk investment?

Alcon AG (ALC.US) has an annualized volatility of 35.8% and experienced a maximum drawdown of 33.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALC.US has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 71% 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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