Groupe LDLC SA

10-Year Study

ALLDL.PA · Technology · FR · Common Stock

Executive Summary: Groupe LDLC SA has compounded at -8.6% annually over the last 10 years, with a maximum drawdown of 87.5% and an annualized volatility of 52.9%.

1Y CAGR
+71.6%
3Y CAGR
-19.9%
5Y CAGR
-24.9%
10Y CAGR
-8.6%

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 →
87.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +236.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -71.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.6-11.6-19.2-1.8————————-38.0%
202510.0-12.3-19.322.7-15.5-5.314.744.9-11.546.08.919.5113.2%
2024-19.95.3-15.25.50.0-28.724.9-9.521.6-14.8-25.4-11.4-58.4%
2023-1.04.95.7-8.317.3-10.62.32.5-10.48.24.8-0.212.3%
2022-27.4-22.82.7-3.3-3.1-3.5-5.2-1.3-12.0-11.56.9-3.7-60.9%
202128.21.6-6.18.72.54.56.61.1-12.1-1.3-6.710.937.5%
202025.5-27.5-22.431.131.441.336.1-8.47.026.016.8-0.2236.5%
201923.7-12.0-4.532.1-23.911.6-10.718.91.7-5.230.142.0120.6%
2018-8.5-1.2-10.38.5-11.119.6-8.1-1.7-8.3-18.6-19.0-43.3-71.1%
2017-10.4-4.61.8-15.9-4.38.3-6.8-0.9-0.7-12.5-5.9-3.7-44.9%
2016———4.38.5-2.04.8-3.2-4.9-2.67.45.618.2%

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 52.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 12.9% of variance. Idiosyncratic stock-specific factors contribute 48.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110434.046215617609
2016-05-0111318.32556229791
2016-06-0111093.208996766563
2016-07-0111626.982403638502
2016-08-0111254.012183614894
2016-09-0110707.368204950037
2016-10-0110428.242614226325
2016-11-0111197.555380964975
2016-12-0111820.198901658565
2017-01-0110594.494079931777
2017-02-0110105.491312364038
2017-03-0110284.810751270277
2017-04-018645.115696965151
2017-05-018273.487806515035
2017-06-018961.313272086256
2017-07-018354.975107682469
2017-08-018280.002052974642
2017-09-018221.334354556617
2017-10-017191.214847744294
2017-11-016764.15664196517
2017-12-016516.417875092286
2018-01-015965.510026017505
2018-02-015893.774354398695
2018-03-015287.47567027648
2018-04-015737.3139985234375
2018-05-015098.40460182162
2018-06-016095.913396054341
2018-07-015600.396382026996
2018-08-015502.6037245697635
2018-09-015046.251149863201
2018-10-014107.410054048506
2018-11-013325.0293141090688
2018-12-011884.1964380889965
2019-01-012330.7973832469374
2019-02-012050.4479037944498
2019-03-011959.1694927968226
2019-04-012588.327259950018
2019-05-011968.9606026270178
2019-06-012197.1171498395124
2019-07-011962.4068758858386
2019-08-012334.0347663359535
2019-09-012373.159725375161
2019-10-012249.2706017979317
2019-11-012927.3444378205304
2019-12-014156.286642636335
2020-01-015215.73999865767
2020-02-013781.421369097204
2020-03-012933.858684280136
2020-04-013846.603313974835
2020-05-015052.765396322806
2020-06-017139.061395785874
2020-07-019714.320682535106
2020-08-018899.368710297642
2020-09-019518.73536762064
2020-10-0111996.201996912643
2020-11-0114017.316051498081
2020-12-0113984.705338918475
2021-01-0117929.101310350543
2021-02-0118213.87258133925
2021-03-0117096.067369152475
2021-04-0118575.511960551303
2021-05-0119035.812563415202
2021-06-0119890.600139760198
2021-07-0121205.688318969093
2021-08-0121435.818880260253
2021-09-0118838.52959639308
2021-10-0118589.33005910198
2021-11-0117338.792140265545
2021-12-0119231.51631917439
2022-01-0113958.924715051067
2022-02-0110781.867496278983
2022-03-0111075.600791184843
2022-04-0110712.737523244015
2022-05-0110384.45898196146
2022-06-0110021.595714020632
2022-07-019503.259097243883
2022-08-019382.291514503082
2022-09-018259.195944585475
2022-10-017307.879079793598
2022-11-017815.595500827111
2022-12-017525.454911544429
2023-01-017452.929634294152
2023-02-017819.464568421303
2023-03-018263.143972742813
2023-04-017579.14809448421
2023-05-018891.670055390834
2023-06-017948.880931418804
2023-07-018133.727609745312
2023-08-018337.090540129733
2023-09-017468.247983544618
2023-10-018082.5611648262275
2023-11-018467.41494960342
2023-12-018448.18805247719
2024-01-016766.2490968885595
2024-02-017128.046397226904
2024-03-016042.654496211867
2024-04-016373.657176922986
2024-05-016373.657176922986
2024-06-014541.614190792409
2024-07-015673.158540966714
2024-08-015134.331658053385
2024-09-016242.819523788844
2024-10-015321.9419560900305
2024-11-013971.716326280839
2024-12-013517.693088187105
2025-01-013869.067594190082
2025-02-013391.3561871523266
2025-03-012735.9835130344145
2025-04-013355.8239337362957
2025-05-012834.6842169678353
2025-06-012684.6591469890363
2025-07-013079.461962722718
2025-08-014461.2718177906045
2025-09-013948.028157336818
2025-10-015764.121109711754
2025-11-016277.364770165541
2025-12-017501.253498939955
2026-01-016632.687304325855
2026-02-015862.821813645175
2026-03-014737.633788804182
2026-04-014650.777169342771
Annual Return Matrix
YearAnnual Return
2017-0.4487048881911855
2018-0.710853957771652
20191.2058669460450497
20202.364711469959629
20210.37518209022641313
2022-0.6086915463841336
20230.12261493182521654
2024-0.5836156739958408
20251.1324354657687992
2026-0.38
Total Factor Risk
0.5293694004701751
VTI.US Exposure
-0.01696425810499712
VEA.US Exposure
0.019795959809678357
VWO.US Exposure
0.03182723483859187
QQQ.US Exposure
-0.025055001247572366
VTV.US Exposure
-0.006057137116608251
IJR.US Exposure
0.05119250262229033
QUAL.US Exposure
0.1077834116962479
SHV.US Exposure
0.12937918138451737
TLT.US Exposure
-0.006692830373915701
LQD.US Exposure
0.06882062375983158
HYG.US Exposure
0.07037029164119127
GLD.US Exposure
0.0030656466567815974
USO.US Exposure
0.028042017245903498
VNQ.US Exposure
-0.008472712599895712
BTC-USD.CC Exposure
-0.0006493578063054927
CPER.US Exposure
-0.0024046301481428513
VIX.INDX Exposure
-0.0022389987047970344
UUP.US Exposure
0.011026020433203962
TIP.US Exposure
0.0607969206685594
Idiosyncratic Exposure
0.4864351153454374
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
52.9%

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 →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$70.5M
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 →
-12.8%
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 →
-9.8%
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 →
40.8% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Groupe LDLC SA a high-risk investment?

Groupe LDLC SA (ALLDL.PA) has an annualized volatility of 52.9% and experienced a maximum drawdown of 87.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALLDL.PA has generated a Compound Annual Growth Rate (CAGR) of -8.6%. It has had a positive return in 50% 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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