Groupe Guillin SA

10-Year Study

ALGIL.PA · Consumer Cyclical · FR · Common Stock

Executive Summary: Groupe Guillin SA has compounded at 1.5% annually over the last 10 years, with a maximum drawdown of 69.0% and an annualized volatility of 26.7%.

1Y CAGR
-27.7%
3Y CAGR
-2.0%
5Y CAGR
+0.6%
10Y CAGR
+1.5%

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 →
69.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +53.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -42.4%
% 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.
2026-7.91.2-15.41.9————————-19.6%
2025-3.91.3-3.83.98.8-2.14.90.8-3.2-13.93.63.3-2.2%
2024-1.52.8-6.5-2.44.4-6.512.0-1.3-0.8-6.7-5.19.2-4.5%
20235.30.47.43.6-1.09.95.4-4.7-9.47.913.03.046.3%
2022-12.73.0-15.85.4-0.5-2.64.0-1.4-18.87.44.415.4-16.8%
2021-0.4-5.313.8-4.2-1.0-2.91.74.2-4.613.7-3.34.214.5%
2020-8.1-6.6-8.228.411.416.5-0.2-5.0-2.96.112.96.053.6%
20199.9-2.6-3.63.8-8.73.5-1.1-3.12.7-14.4-5.07.0-13.4%
201810.3-2.1-7.14.9-3.2-6.6-12.311.4-17.8-31.8-1.612.3-42.4%
201711.2-3.2-5.24.019.6-1.15.8-6.89.5-12.7-9.80.16.9%
2016———1.3-0.1-4.50.53.69.113.65.73.836.8%

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 26.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.8% of variance. Idiosyncratic stock-specific factors contribute 38.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110127.38158856183
2016-05-0110115.057856106792
2016-06-019660.879238327898
2016-07-019706.84785098099
2016-08-0110053.984491727831
2016-09-0110969.86683825374
2016-10-0112462.947007950444
2016-11-0113173.906405069089
2016-12-0113675.74405897942
2017-01-0115202.250989715681
2017-02-0114721.298245231372
2017-03-0113960.171441658578
2017-04-0114512.231031812678
2017-05-0117356.068620287264
2017-06-0117169.63126956256
2017-07-0118172.652219907734
2017-08-0116931.663267643115
2017-09-0118546.617517149618
2017-10-0116192.184790551079
2017-11-0114611.202599980368
2017-12-0114619.709247161725
2018-01-0116128.43946648054
2018-02-0115788.446228174453
2018-03-0114662.187953278877
2018-04-0115384.707665797825
2018-05-0114895.957161397271
2018-06-0113909.840445835562
2018-07-0112192.806430152792
2018-08-0113583.806833673236
2018-09-0111171.299881125058
2018-10-017624.300655448071
2018-11-017502.590165007144
2018-12-018424.143609653955
2019-01-019258.72203985037
2019-02-019019.66344213844
2019-03-018693.629829976117
2019-04-019019.66344213844
2019-05-018232.85310765271
2019-06-018518.698264862094
2019-07-018428.942231140873
2019-08-018168.617015475555
2019-09-018393.061629568234
2019-10-017181.191584962865
2019-11-016822.167450077977
2019-12-017297.885334758378
2020-01-016705.473700282465
2020-02-016265.5818873850785
2020-03-015753.928871342414
2020-04-017387.641368479601
2020-05-018231.435333122485
2020-06-019585.62812864668
2020-07-019562.834676583818
2020-08-019083.517825788229
2020-09-018818.77569716336
2020-10-019357.42095906994
2020-11-0110567.000752511098
2020-12-0111206.035357115594
2021-01-0111160.393923200245
2021-02-0110567.000752511098
2021-03-0112027.690227171104
2021-04-0111525.579924312653
2021-05-0111411.449074629469
2021-06-0111076.745225916917
2021-07-0111266.072655491695
2021-08-0111739.44575921826
2021-09-0111195.074869401155
2021-10-0112733.523824065087
2021-11-0112307.482577732217
2021-12-0112828.187538852473
2022-01-0111195.074869401155
2022-02-0111526.397871157013
2022-03-019703.957772130916
2022-04-0110224.662733251174
2022-05-0110177.33087585748
2022-06-019914.388230290208
2022-07-0110307.002715583521
2022-08-0110159.77228359853
2022-09-018245.613078424743
2022-10-018854.220060419007
2022-11-019246.889075501946
2022-12-0110675.133325335632
2023-01-0111239.571177734395
2023-02-0111288.647988396062
2023-03-0112123.008299433981
2023-04-0112564.754125178586
2023-05-0112442.062098524424
2023-06-0113672.744920550094
2023-07-0114405.625293097619
2023-08-0113723.29403553161
2023-09-0112434.37339818743
2023-10-0113419.999345642524
2023-11-0115163.862017820335
2023-12-0115618.749522864342
2024-01-0115391.305770342338
2024-02-0115820.9459827904
2024-03-0114784.770920353789
2024-04-0114430.92711548319
2024-05-0115062.763787857308
2024-06-0114080.246038410784
2024-07-0115764.616710108732
2024-08-0115554.077192370192
2024-09-0115422.442280217683
2024-10-0114396.028050123783
2024-11-0113659.167002933704
2024-12-0114922.404109364947
2025-01-0114343.406803136553
2025-02-0114527.66296227629
2025-03-0113974.949014646703
2025-04-0114514.466753187267
2025-05-0115790.900068707537
2025-06-0115459.19535842431
2025-07-0116222.61241316131
2025-08-0116358.936887221489
2025-09-0115840.90388579281
2025-10-0113632.447406017907
2025-11-0114123.215512634553
2025-12-0114586.71872443916
2026-01-0113441.593142333657
2026-02-0113605.18251120587
2026-03-0111505.785610679115
2026-04-0111723.904769175402
Annual Return Matrix
YearAnnual Return
20170.06902477730727208
2018-0.42378172730833075
2019-0.13369409723795533
20200.5355181457488063
20210.144757010846557
2022-0.16783775626883624
20230.4630964360694092
2024-0.04458394140196775
2025-0.022495395679246966
2026-0.19626168224299068
Total Factor Risk
0.2666018452802401
VTI.US Exposure
0.021359951250189642
VEA.US Exposure
0.10411742243081532
VWO.US Exposure
0.0029167162874264136
QQQ.US Exposure
-0.06098263271913615
VTV.US Exposure
-0.05877006453275622
IJR.US Exposure
0.07238724265910328
QUAL.US Exposure
0.08106028625776385
SHV.US Exposure
0.19804891607391828
TLT.US Exposure
-0.03119661041530086
LQD.US Exposure
0.1277590977323214
HYG.US Exposure
-0.008891959927674517
GLD.US Exposure
-0.0063905569304572914
USO.US Exposure
0.0500298736782076
VNQ.US Exposure
0.02619430931477111
BTC-USD.CC Exposure
0.012611087840388193
CPER.US Exposure
-0.01035297597968505
VIX.INDX Exposure
-0.0013652439772162614
UUP.US Exposure
0.000869038407095691
TIP.US Exposure
0.09537649240540945
Idiosyncratic Exposure
0.3852196101448162
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.7%

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 →7.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.65%
Market Cap$393.8M
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 →
-5.6%
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 →
-19.2%
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 →
30.8% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Groupe Guillin SA a high-risk investment?

Groupe Guillin SA (ALGIL.PA) has an annualized volatility of 26.7% and experienced a maximum drawdown of 69.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALGIL.PA has generated a Compound Annual Growth Rate (CAGR) of 1.5%. 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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