Chocoladefabriken Lindt & Sprüngli AG

10-Year Study

CHLSY.US · Consumer Defensive · US · Common Stock

Executive Summary: Chocoladefabriken Lindt & Sprüngli AG has compounded at -43.4% annually over the last 10 years, with a maximum drawdown of 88.4% and an annualized volatility of 43.2%.

1Y CAGR
-24.4%
3Y CAGR
-1.6%
5Y CAGR
-43.4%
10Y CAGR
-43.4%

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 →
88.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -87.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.218.8-18.9-11.0-3.5-3.0——————-20.6%
20250.48.48.56.812.86.9-13.73.20.20.4-5.4-0.927.9%
20247.4-5.9-0.6-5.94.10.27.14.4-1.2-8.7-4.31.0-3.7%
2023—-88.32.410.3-5.14.0-0.2-2.3-8.2-1.013.1-2.9-87.3%

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 43.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.7% of variance. Idiosyncratic stock-specific factors contribute 14.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-10-0110000
2023-02-011173.6856142871916
2023-03-011202.3383791374774
2023-04-011325.767348693915
2023-05-011258.1307119101662
2023-06-011308.0335516038251
2023-07-011305.8018582929178
2023-08-011275.6467828235818
2023-09-011170.6265615049233
2023-10-011158.945552126368
2023-11-011310.4829710914069
2023-12-011272.99052346816
2024-01-011367.712296630143
2024-02-011287.436655290474
2024-03-011279.5767403125458
2024-04-011204.2325968745406
2024-05-011253.8523925385239
2024-06-011256.4324477321095
2024-07-011346.1900640659273
2024-08-011405.9232406364135
2024-09-011388.3853971053306
2024-10-011267.841299389822
2024-11-011213.4859593831818
2024-12-011225.8636925270932
2025-01-011230.1746708252365
2025-02-011333.4966279658386
2025-03-011447.0408291012807
2025-04-011545.8558543847328
2025-05-011743.4423597163027
2025-06-011863.627209240299
2025-07-011608.9964456201656
2025-08-011661.250728021903
2025-09-011664.5166206720116
2025-10-011671.048405972229
2025-11-011581.2363580942426
2025-12-011567.6284720521235
2026-01-011549.1217470348415
2026-02-011839.7861928945058
2026-03-011492.512941099626
2026-04-011328.6739931525115
2026-05-011282.4071806093066
2026-06-011244.305099691373
Annual Return Matrix
YearAnnual Return
2023-0.872700947653184
2024-0.037020566981656455
20250.2787950908477346
2026-0.20625000000000004
Total Factor Risk
0.4323805991375571
VTI.US Exposure
0.027082132254553686
VEA.US Exposure
0.05535957046705261
VWO.US Exposure
-0.0023448005980392286
QQQ.US Exposure
0.012302667509600974
VTV.US Exposure
0.029484278527651703
IJR.US Exposure
-0.0017371029239413895
QUAL.US Exposure
0.002669595497633327
SHV.US Exposure
0.5873075915340714
TLT.US Exposure
0.015518622673402616
LQD.US Exposure
-0.009985679225390743
HYG.US Exposure
0.13289473009837485
GLD.US Exposure
-0.0019063449803549196
USO.US Exposure
0.012287328261391579
VNQ.US Exposure
-0.004811972071815619
BTC-USD.CC Exposure
0.001075610832529592
CPER.US Exposure
0.00018146561872411026
VIX.INDX Exposure
0.0077923797854125
UUP.US Exposure
-0.0012088384031257746
TIP.US Exposure
-0.0019166958612218735
Idiosyncratic Exposure
0.1399554610034907
Value Score
31.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.2%

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 →45.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.09%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$39.8B
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
$25
Avg Yield on Cost
0.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$25.040.25%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-7.6%
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 →
-20.3%
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 →
33.4% 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 →
0.48
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
41
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-23.5%
50.0% retracement-19.9%
61.8% retracement-15.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Chocoladefabriken Lindt & Sprüngli AG a high-risk investment?

Chocoladefabriken Lindt & Sprüngli AG (CHLSY.US) has an annualized volatility of 43.2% and experienced a maximum drawdown of 88.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHLSY.US?

Over the past 10 years, CHLSY.US has generated a Compound Annual Growth Rate (CAGR) of -43.4%. It has had a positive return in 25% 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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