AXA SA

10-Year Study

AXA.XETRA · Financial Services · DE · Common Stock

Executive Summary: AXA SA has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 98.7% and an annualized volatility of 175.2%.

1Y CAGR
+8141.3%
3Y CAGR
+229.8%
5Y CAGR
+68.5%
10Y CAGR
+13.1%

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 →
98.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
112.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
10474.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3875.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +13551.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -69.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612303.27.9-5.47.8————————13551.6%
20256.7-16.2-3.3-5.132.1-10.810.6-24.7-9.1-10.0-24.4-8.8-54.5%
2024-17.8-18.3-8.22.247.8-29.4-16.59.7-13.6-21.1-32.7237.6-6.6%
20232.17.7-13.5-3.5-41.4-40.89.17.10.0-14.43.9-8.7-69.8%
20224.5-11.09.013.4-3.6-12.62.2-0.7-4.3-8.914.2-13.9-15.7%
20214.23.1-1.26.1-7.11.5-2.7-5.96.0-1.9-5.4-3.4-7.7%
2020-16.5-17.1-14.66.34.6-1.9-2.94.6-6.9-16.316.28.4-35.7%
20197.010.00.66.2-1.24.3-0.6-8.812.21.04.1-69.9-58.2%
20188.2-3.4-14.87.2-5.0-1.52.80.56.5-4.2-3.0-11.9-19.6%
2017-5.1-2.18.51.71.70.53.9-2.74.02.3-1.2-2.68.5%
2016———6.68.0-21.62.53.81.47.68.37.822.3%

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 175.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 4.4% of variance. Idiosyncratic stock-specific factors contribute 77.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110657.655004876971
2016-05-0111509.652722822386
2016-06-019025.801939746398
2016-07-019247.474096840091
2016-08-019598.984117636232
2016-09-019731.490512910172
2016-10-0110472.790179803816
2016-11-0111344.019728729962
2016-12-0112228.039825533246
2017-01-0111603.879492794964
2017-02-0111359.294771518487
2017-03-0112324.843108747264
2017-04-0112533.72471796382
2017-05-0112744.814767101607
2017-06-0112806.098974915803
2017-07-0113310.267405267128
2017-08-0112947.531148204724
2017-09-0113470.287281226421
2017-10-0113785.081988332075
2017-11-0113622.301562471244
2017-12-0113264.902368551817
2018-01-0114355.871689640579
2018-02-0113870.382980289673
2018-03-0111816.533853543624
2018-04-0112670.095883099915
2018-05-0112037.837937317116
2018-06-0111851.77687395329
2018-07-0112181.570568857316
2018-08-0112237.977805178793
2018-09-0113032.740121832268
2018-10-0112485.96720466717
2018-11-0112111.084528037985
2018-12-0110666.39674623185
2019-01-0111412.113292967959
2019-02-0112550.84012735337
2019-03-0112624.086718074239
2019-04-0113402.009680328321
2019-05-0113246.590720871598
2019-06-0113818.76069713087
2019-07-0113731.895393562396
2019-08-0112524.614903288735
2019-09-0114055.43184202293
2019-10-0114190.238695548152
2019-11-0114774.3710547141
2019-12-014453.687314893987
2020-01-013717.5404989721806
2020-02-013082.61396896458
2020-03-012631.724142937432
2020-04-012797.357198458718
2020-05-012926.182957061673
2020-06-012870.971792295381
2020-07-012788.1553742291353
2020-08-012916.9811328320898
2020-09-012714.5407803924727
2020-10-012272.8527785949072
2020-11-012640.9259671670147
2020-12-012861.7699680657975
2021-01-012981.3939024391693
2021-02-013073.4121447349976
2021-03-013036.6048478166663
2021-04-013220.641551797118
2021-05-012990.5957266687524
2021-06-013036.6048478166663
2021-07-012953.7884297504215
2021-08-012778.9535499995527
2021-09-012944.586605520838
2021-10-012889.375660143341
2021-11-012732.9444288516383
2021-12-012640.9259671670147
2022-01-012760.5499015403866
2022-02-012456.8894825753587
2022-03-012677.7334834741414
2022-04-013036.6048478166663
2022-05-012926.182957061673
2022-06-012558.10954910077
2022-07-012613.320494478267
2022-08-012594.916846019101
2022-09-012484.494955264107
2022-10-012263.650954365324
2022-11-012585.7150217895182
2022-12-012226.8436574469933
2023-01-012272.8527785949072
2023-02-012447.687658345776
2023-03-012116.421547303204
2023-04-012042.8069534665417
2023-05-011196.238246789742
2023-06-01708.5411238442624
2023-07-01772.9539482985409
2023-08-01828.1649485232366
2023-09-01828.1649485232366
2023-10-01708.5411238442624
2023-11-01736.1466513802095
2023-12-01671.7338269259311
2024-01-01552.1100022469569
2024-02-01450.8898260271483
2024-03-01414.0824742616183
2024-04-01423.28432591480043
2024-05-01625.7246509308181
2024-06-01441.68797437396614
2024-07-01368.9934971436233
2024-08-01404.8806500320355
2024-09-01349.66964980733974
2024-10-01276.05500112347846
2024-11-01185.87703317568884
2024-12-01627.5649938378552
2025-01-01669.8934291716953
2025-02-01561.3118264765396
2025-03-01542.9081231701753
2025-04-01515.3026504814268
2025-05-01680.9356511555138
2025-06-01607.3210024716526
2025-07-01671.7338269259311
2025-08-01506.10082625184396
2025-09-01460.09165025673116
2025-10-01414.0824742616183
2025-11-01312.86232546540907
2025-12-01285.25682535306123
2026-01-0135381.04790474263
2026-02-0138160.00147229328
2026-03-0136117.1945451534
2026-04-0138942.157277729726
Annual Return Matrix
YearAnnual Return
20170.08479384740418539
2018-0.19589330928514448
2019-0.5824562482670304
2020-0.35743805846102195
2021-0.07717042367596227
2022-0.15679436488112464
2023-0.6983471090664475
2024-0.06575347454244862
2025-0.5454545295642105
2026135.51612798232318
Total Factor Risk
1.751714996349862
VTI.US Exposure
0.0038414028438618106
VEA.US Exposure
0.04441928809200532
VWO.US Exposure
-0.0045867083736237865
QQQ.US Exposure
0.03878585511505089
VTV.US Exposure
0.015105349119455332
IJR.US Exposure
0.0005027878999424406
QUAL.US Exposure
0.02194462609735601
SHV.US Exposure
0.04086202702029287
TLT.US Exposure
0.0011709892856683198
LQD.US Exposure
0.0012398410492318688
HYG.US Exposure
0.001822720967934021
GLD.US Exposure
0.010170610701465209
USO.US Exposure
0.00031513950661196373
VNQ.US Exposure
0.0032576826680604685
BTC-USD.CC Exposure
0.0006270060614160236
CPER.US Exposure
0.007143728902605636
VIX.INDX Exposure
0.002619167557398792
UUP.US Exposure
0.00992661964142144
TIP.US Exposure
0.023032598339580115
Idiosyncratic Exposure
0.7777992675042652
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
175.2%

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 →11.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.77%
Market Cap$83.3B
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 →
+7.7%
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 →
+146.6%
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 →
0.0% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AXA SA a high-risk investment?

AXA SA (AXA.XETRA) has an annualized volatility of 175.2% and experienced a maximum drawdown of 98.7% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of AXA.XETRA?

Over the past 10 years, AXA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 20% 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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