Endeavour Mining Corp

10-Year Study

EDV.LSE · Basic Materials · GB · Common Stock

Executive Summary: Endeavour Mining Corp has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 63.0%.

1Y CAGR
+133.3%
3Y CAGR
+36.6%
5Y CAGR
+11.1%
10Y CAGR
+13.7%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +183.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -51.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.025.3-15.78.2————————24.6%
202515.3-6.021.010.811.7-1.13.210.324.1-0.813.510.9183.3%
2024-19.6-7.626.25.80.8-1.82.6-6.711.8-2.0-11.0-7.7-15.4%
20239.0-9.517.73.04.6-12.4-0.3-12.6-1.77.28.2-4.53.9%
2022-2.123.1-4.02.6-8.5-5.0-6.05.2-0.7-7.614.21.28.1%
2021-7.4-10.93.31.112.3-54.110.62.9-2.08.5-4.3-5.9-51.7%
20206.7-5.1-1.112.023.10.79.42.0-7.9-3.4-10.23.227.9%
2019————0.00.00.031.85.9-17.68.5-5.018.6%

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 63.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.4% of variance. Idiosyncratic stock-specific factors contribute 17.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110000
2019-06-0110000
2019-07-0110000
2019-08-0113175.23754932814
2019-09-0113955.186740386807
2019-10-0111501.307021754348
2019-11-0112483.464616642546
2019-12-0111861.045434346337
2020-01-0112650.875975113942
2020-02-0112005.229705890064
2020-03-0111872.849506670347
2020-04-0113292.828724081148
2020-05-0116366.181276753818
2020-06-0116474.118989258095
2020-07-0118025.128515140725
2020-08-0118392.72219603315
2020-09-0116942.798815408605
2020-10-0116367.387959534906
2020-11-0114701.80085263533
2020-12-0115175.572655970442
2021-01-0114047.697841650468
2021-02-0112515.682673311683
2021-03-0112922.862772086577
2021-04-0113060.286382310853
2021-05-0114668.648830965347
2021-06-016726.936788688365
2021-07-017443.029877104526
2021-08-017660.027689945288
2021-09-017510.2927314049275
2021-10-018147.130723407572
2021-11-017795.771954388388
2021-12-017334.613601930045
2022-01-017180.893981087458
2022-02-018843.04240518652
2022-03-018487.543402692272
2022-04-018705.286937023799
2022-05-017963.1823485097875
2022-06-017563.245588151694
2022-07-017109.984130440293
2022-08-017478.814307272866
2022-09-017423.547265571517
2022-10-016858.073085999062
2022-11-017830.688756474789
2022-12-017925.68867571795
2023-01-018635.924126924847
2023-02-017813.570316699437
2023-03-019199.477385064865
2023-04-019475.738123436426
2023-05-019908.546307510218
2023-06-018679.186684847022
2023-07-018656.165211684101
2023-08-017562.989533303293
2023-09-017436.392853822834
2023-10-017970.912450556671
2023-11-018622.652120639139
2023-12-018238.172503958298
2024-01-016620.546509246658
2024-02-016120.595847255379
2024-03-017723.951629828078
2024-04-018175.195762986831
2024-05-018242.401999581709
2024-06-018093.587716342874
2024-07-018304.808482942593
2024-08-017747.953966483981
2024-09-018665.319427549191
2024-10-018489.175114764063
2024-11-017554.6320458708815
2024-12-016972.377092478537
2025-01-018039.028650995274
2025-02-017554.6320458708815
2025-03-019139.462107140853
2025-04-0110129.277318429577
2025-05-0111315.04589846468
2025-06-0111194.459366949804
2025-07-0111556.21896149443
2025-08-0112741.987541529534
2025-09-0115812.151992966124
2025-10-0115679.533943992858
2025-11-0117801.422727565085
2025-12-0119749.887908633817
2026-01-0121535.130875581606
2026-02-0126982.672271867996
2026-03-0122749.0960931061
2026-04-0124610.849472923077
Annual Return Matrix
YearAnnual Return
20200.2794464653196709
2021-0.5166829108722677
20220.08058707736592541
20230.039426709908214175
2024-0.15365002503547598
20251.8325903270405495
20260.2461260330578512
Total Factor Risk
0.6297785906748726
VTI.US Exposure
0.021291632590147075
VEA.US Exposure
0.20587355614514724
VWO.US Exposure
-0.032001529449805576
QQQ.US Exposure
0.005566895229074386
VTV.US Exposure
-0.0031502583771618586
IJR.US Exposure
0.010951740711719237
QUAL.US Exposure
0.08070650784061222
SHV.US Exposure
0.2541392162061686
TLT.US Exposure
-0.005229233411651241
LQD.US Exposure
0.039322334818711106
HYG.US Exposure
0.06954736348525872
GLD.US Exposure
0.16471713804959243
USO.US Exposure
-0.0018689273970551703
VNQ.US Exposure
0.009918012738107366
BTC-USD.CC Exposure
0.006964888647357342
CPER.US Exposure
0.008958242967915368
VIX.INDX Exposure
0.0007188566933507095
UUP.US Exposure
-0.013868433509623988
TIP.US Exposure
0.0018965296100274108
Idiosyncratic Exposure
0.17554546641210855
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.0%

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 →22.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.07%
Market Cap$11.1B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.170.03%Solid

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 →
+5.1%
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 →
+38.2%
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 →
8.8% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Endeavour Mining Corp a high-risk investment?

Endeavour Mining Corp (EDV.LSE) has an annualized volatility of 63.0% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EDV.LSE?

Over the past 10 years, EDV.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 71% 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.

Run a Full Backtest on Endeavour Mining Corp

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest