Blockchain Group SA

10-Year Study

ALCPB.PA · Technology · FR · Common Stock

Executive Summary: Blockchain Group SA has compounded at -2.6% annually over the last 10 years, with a maximum drawdown of 95.5% and an annualized volatility of 123.6%.

1Y CAGR
-80.0%
3Y CAGR
+58.4%
5Y CAGR
-17.5%
10Y CAGR
-2.6%

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 →
95.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
126.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +632.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -80.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.1-14.4-7.813.3————————-10.6%
202571.4-40.960.274.5245.446.3-35.0-41.6-35.7-4.0-8.9-18.0150.2%
20240.00.00.00.00.00.0-3.566.8-19.512.292.97.3201.0%
202338.52.0-28.8-16.7-21.7-16.116.7-28.132.2-43.17.50.0-62.6%
2022-19.67.5-1.60.9-28.2-19.79.4-12.7-35.60.5-29.2-11.6-80.9%
2021-16.3-1.316.0-7.5-5.8-27.8-7.615.3-20.25.211.612.1-32.5%
20200.3-20.3-16.532.3-0.417.5135.613.55.7-4.854.570.6632.4%
20192.5-16.67.418.36.816.21.7-13.462.02.4-7.27.696.7%
20180.00.00.00.0-40.6-13.038.295.97.8-31.3-27.0-15.6-36.1%
201717.5-13.8-13.61.4-14.1-9.8-5.5-19.24.8-25.0-9.10.0-62.5%
2016———24.3-9.4-7.82.8-6.41.07.7-25.9-3.6-22.3%

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 123.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 32.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112428.127428127429
2016-05-0111262.626262626263
2016-06-0110388.500388500388
2016-07-0110679.875679875679
2016-08-0110000
2016-09-0110097.125097125097
2016-10-0110874.125874125875
2016-11-018058.793058793058
2016-12-017767.417767417767
2017-01-019127.169127169127
2017-02-017864.542864542864
2017-03-016796.166796166797
2017-04-016893.291893291893
2017-05-015923.335923335922
2017-06-015340.585340585341
2017-07-015049.21004921005
2017-08-014077.959077959078
2017-09-014272.209272209272
2017-10-013203.833203833204
2017-11-012912.4579124579127
2017-12-012912.4579124579127
2018-01-012912.4579124579127
2018-02-012912.4579124579127
2018-03-012912.4579124579127
2018-04-012912.4579124579127
2018-05-011728.8267288267289
2018-06-011504.7915047915048
2018-07-012079.77207977208
2018-08-014074.074074074074
2018-09-014392.644392644393
2018-10-013016.0580160580157
2018-11-012202.7972027972028
2018-12-011859.6218596218598
2019-01-011906.2419062419062
2019-02-011590.2615902615905
2019-03-011708.106708106708
2019-04-012021.1991390642247
2019-05-012158.236176323563
2019-06-012508.1585507045843
2019-07-012550.9713119683693
2019-08-012209.621833044456
2019-09-013578.7101114268626
2019-10-013664.361491965309
2019-11-013401.3079473065204
2019-12-013658.236230910982
2020-01-013670.4740169844276
2020-02-012924.138880307055
2020-03-012442.087473507466
2020-04-013230.0181152350665
2020-05-013217.7803291616215
2020-06-013780.5878476940948
2020-07-018907.01877981293
2020-08-0110106.04779728334
2020-09-0110681.092908919027
2020-10-0110167.223219734436
2020-11-0115709.647796401643
2020-12-0126794.496949736054
2021-01-0122438.862446644427
2021-02-0122145.221962641015
2021-03-0125693.34397690187
2021-04-0123760.229958922282
2021-05-0122377.687796074257
2021-06-0116150.103119240312
2021-07-0114926.611651598683
2021-08-0117214.542347913703
2021-09-0113739.821578023102
2021-10-0114449.442584599217
2021-11-0116125.628318974343
2021-12-0118083.2171372199
2022-01-0114535.095122959045
2022-02-0115623.996801803656
2022-03-0115379.305918332178
2022-04-0115513.881813272605
2022-05-0111133.786403771604
2022-06-018943.732523973727
2022-07-019781.818444232995
2022-08-018539.977051439262
2022-09-015503.26358404409
2022-10-015530.186404653301
2022-11-013917.6121489182246
2022-12-013462.483755698077
2023-01-014796.089054049374
2023-02-014893.965484626056
2023-03-013486.946205869298
2023-04-012905.7885692144914
2023-05-012275.6929102415743
2023-06-011908.637673951776
2023-07-012226.7546949532325
2023-08-011600.6215831770917
2023-09-012116.032043166557
2023-10-011204.3512329107984
2023-11-011295.001314298318
2023-12-011295.001314298318
2024-01-011295.001314298318
2024-02-011295.001314298318
2024-03-011295.001314298318
2024-04-011295.001314298318
2024-05-011295.001314298318
2024-06-011295.001314298318
2024-07-011249.6762736045582
2024-08-012084.952064883181
2024-09-011678.3217218557622
2024-10-011882.9319165858913
2024-11-013632.4785645531115
2024-12-013897.953885603803
2025-01-016682.206330228983
2025-02-013949.75404237966
2025-03-016326.081313731231
2025-04-0111041.180762068901
2025-05-0138137.78727328151
2025-06-0155814.55507355013
2025-07-0136260.03564253152
2025-08-0121160.320431665572
2025-09-0113597.512980008862
2025-10-0113053.613263564665
2025-11-0111888.11188811189
2025-12-019751.359751359752
2026-01-019738.409738409739
2026-02-018339.80833980834
2026-03-017692.3076923076915
2026-04-018715.358715358716
Annual Return Matrix
YearAnnual Return
2017-0.6250416805601868
2018-0.3614939973321476
20190.9671936055079808
20206.324430479183032
2021-0.3251145124634246
2022-0.8085250135844801
2023-0.625990645539583
20242.0099999456107627
20251.5016611374942523
2026-0.10624169986719778
Total Factor Risk
1.2360483290862234
VTI.US Exposure
0.1366207250513444
VEA.US Exposure
0.048443165752354654
VWO.US Exposure
-0.004418830715131416
QQQ.US Exposure
0.07440381973528438
VTV.US Exposure
0.05939838584762188
IJR.US Exposure
-0.026831203173308418
QUAL.US Exposure
0.10471419403964874
SHV.US Exposure
0.19699365921635278
TLT.US Exposure
0.0037970209917719405
LQD.US Exposure
-0.00007928453662340619
HYG.US Exposure
-0.0006211829027886527
GLD.US Exposure
0.0051065781472458905
USO.US Exposure
0.0003146669102345775
VNQ.US Exposure
0.018184197220435433
BTC-USD.CC Exposure
0.030071602081480454
CPER.US Exposure
-0.001356969656248845
VIX.INDX Exposure
-0.0008524619514777223
UUP.US Exposure
0.007955990321422647
TIP.US Exposure
0.028119146854277514
Idiosyncratic Exposure
0.32003678076610315
Value Score
50
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
123.6%

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 →N/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%
Market Cap$166.1M
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 →
+3.4%
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 →
-46.5%
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 →
88.4% 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 →
2.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blockchain Group SA a high-risk investment?

Blockchain Group SA (ALCPB.PA) has an annualized volatility of 123.6% and experienced a maximum drawdown of 95.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALCPB.PA has generated a Compound Annual Growth Rate (CAGR) of -2.6%. It has had a positive return in 40% 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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