Wallix Group SA

10-Year Study

ALLIX.PA · Technology · FR · Common Stock

Executive Summary: Wallix Group SA has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 76.5% and an annualized volatility of 59.7%.

1Y CAGR
+44.2%
3Y CAGR
+22.8%
5Y CAGR
-1.5%
10Y CAGR
+10.9%

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 →
76.5%
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 →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +147.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -62.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.6-12.8-7.111.5————————0.8%
20254.116.514.223.04.835.1-3.6-3.919.2-12.3-0.26.3147.7%
2024-8.020.5-18.94.68.9-4.7-11.70.313.82.69.4-3.07.0%
202327.5-18.1-22.021.715.9-25.54.6-0.6-13.8-13.925.9-5.8-21.7%
2022-13.6-35.58.8-8.32.0-19.17.26.1-21.12.8-13.63.0-62.3%
202118.20.85.8-5.56.85.37.0-4.2-5.121.50.0-5.449.8%
2020-18.86.7-11.621.915.5-5.84.33.7-8.6-7.024.621.541.4%
2019-4.8-10.58.04.3-9.716.1-6.8-6.1-2.516.63.414.418.2%
201862.92.5-17.819.6-10.52.3-7.64.5-23.2-29.5-19.312.6-28.6%
2017-0.122.0-1.27.843.37.59.7-4.06.06.1-6.3-2.2117.1%
2016———-3.012.6-3.82.4-3.4-0.55.7-5.2-3.8-0.4%

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 59.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.6% of variance. Idiosyncratic stock-specific factors contribute 32.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019703.337453646476
2016-05-0110927.07045735476
2016-06-0110506.798516687268
2016-07-0110754.017305315203
2016-08-0110383.189122373302
2016-09-0110333.745364647713
2016-10-0110927.07045735476
2016-11-0110358.467243510508
2016-12-019962.91718170581
2017-01-019950.556242274415
2017-02-0112138.442521631645
2017-03-0111990.111248454883
2017-04-0112929.54264524104
2017-05-0118529.04820766378
2017-06-0119925.83436341162
2017-07-0121866.50185414092
2017-08-0120988.875154511745
2017-09-0122249.690976514215
2017-10-0123609.394313967863
2017-11-0122113.72064276885
2017-12-0121631.644004944377
2018-01-0135228.67737948084
2018-02-0136093.94313967862
2018-03-0129666.25463535229
2018-04-0135475.896168108775
2018-05-0131767.614338689742
2018-06-0132509.270704573548
2018-07-0130037.08281829419
2018-08-0131396.786155747835
2018-09-0124103.831891223734
2018-10-0116996.29171817058
2018-11-0113720.642768850434
2018-12-0115451.174289245984
2019-01-0114709.517923362177
2019-02-0113164.400494437577
2019-03-0114215.080346106304
2019-04-0114833.127317676144
2019-05-0113399.258532247084
2019-06-0115550.061710390675
2019-07-0114487.021343669727
2019-08-0113597.033374536464
2019-09-0113250.927400530049
2019-10-0115451.174289245984
2019-11-0115970.333839671131
2019-12-0118269.468149531756
2020-01-0114833.127317676144
2020-02-0115822.002707954094
2020-03-0113992.583059115226
2020-04-0117058.096651093776
2020-05-0119703.33693496082
2020-06-0118566.131591796875
2020-07-0119357.2309609544
2020-08-0120074.16535366893
2020-09-0118343.634304805797
2020-10-0117058.096651093776
2020-11-0121260.816765067306
2020-12-0125834.362940086867
2021-01-0130531.521338614897
2021-02-0130778.73871264558
2021-03-0132571.07587326295
2021-04-0130778.73871264558
2021-05-0132880.09935904787
2021-06-0134610.630407911
2021-07-0137021.014540098215
2021-08-0135475.89711117361
2021-09-0133683.55995055624
2021-10-0140914.70763179369
2021-11-0140914.70763179369
2021-12-0138689.739477207106
2022-01-0133436.34021886347
2022-02-0121582.19911554098
2022-03-0123485.784919653895
2022-04-0121532.756583799684
2022-05-0121953.028713080144
2022-06-0117750.308599106607
2022-07-0119035.846252818632
2022-08-0120197.775219515315
2022-09-0115945.611394969437
2022-10-0116390.60596895159
2022-11-0114165.636635533958
2022-12-0114585.908764814418
2023-01-0118590.852857667527
2023-02-0115228.677002254906
2023-03-0111878.862369193135
2023-04-0114462.29889896803
2023-05-0116761.4343876597
2023-06-0112484.549297243173
2023-07-0113053.152558240667
2023-08-0112978.986402966626
2023-09-0111186.650421180302
2023-10-019629.171769904855
2023-11-0112126.08210088591
2023-12-0111421.50775169118
2024-01-0110506.798516687268
2024-02-0112657.601694830857
2024-03-0110259.579963825543
2024-04-0110729.295803678346
2024-05-0111681.087526903753
2024-06-0111137.206710607956
2024-07-019839.307834545083
2024-08-019864.029689831255
2024-09-0111223.732909401799
2024-10-0111520.395172835872
2024-11-0112608.157984258512
2024-12-0112224.969522030598
2025-01-0112731.7678501049
2025-02-0114833.127317676144
2025-03-0116934.48678524739
2025-04-0120828.183413436007
2025-05-0121829.41884723376
2025-06-0129480.841015413753
2025-07-0128430.16069221261
2025-08-0127317.676614919314
2025-09-0132571.07587326295
2025-10-0128553.770558058994
2025-11-0128491.965389369594
2025-12-0130284.301606922127
2026-01-0133807.16934487021
2026-02-0129480.84054388134
2026-03-0127379.48084054388
2026-04-0130531.520395550062
Annual Return Matrix
YearAnnual Return
20171.1712158808933002
2018-0.2857142857142857
20190.1823999786376953
20200.4140730714565981
20210.49760764633265686
2022-0.6230031796050923
2023-0.2169491845963497
20240.07034638401575743
20251.4772496612238446
20260.008163265306122325
Total Factor Risk
0.5968696468373075
VTI.US Exposure
0.3364222236898588
VEA.US Exposure
0.0847799977175893
VWO.US Exposure
-0.016283624254818052
QQQ.US Exposure
-0.07490782307579565
VTV.US Exposure
-0.0328147578615209
IJR.US Exposure
-0.008523337251171471
QUAL.US Exposure
0.020222991645197492
SHV.US Exposure
0.17427864989797906
TLT.US Exposure
-0.011225274883298232
LQD.US Exposure
0.14462477956698364
HYG.US Exposure
0.027247145074823693
GLD.US Exposure
-0.0002996791066114401
USO.US Exposure
0.0018163431055408282
VNQ.US Exposure
0.021794032855115206
BTC-USD.CC Exposure
0.00044802278347417216
CPER.US Exposure
0.002188330285539359
VIX.INDX Exposure
-0.02249734239492588
UUP.US Exposure
0.028782895607158812
TIP.US Exposure
0.0005241678629770014
Idiosyncratic Exposure
0.32342225873590424
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
59.7%

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 →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$152.5M
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 →
+4.0%
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 →
+2.2%
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 →
16.3% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Wallix Group SA a high-risk investment?

Wallix Group SA (ALLIX.PA) has an annualized volatility of 59.7% and experienced a maximum drawdown of 76.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALLIX.PA has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 70% 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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