Easyjet Plc

10-Year Study

EJT1.XETRA · Industrials · DE · Common Stock

Executive Summary: Easyjet Plc has compounded at -6.5% annually over the last 10 years, with a maximum drawdown of 95.0% and an annualized volatility of 224.7%.

1Y CAGR
-78.8%
3Y CAGR
-37.3%
5Y CAGR
-9.6%
10Y CAGR
-6.5%

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 →
95.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
316.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +758.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -78.0%
% 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.
2026-79.5-1.7-23.01.914.521.6——————-78.0%
20250.30.4-0.6-5.01.52.0-2.11.33.60.0-0.44.85.5%
20242.1-1.11.60.21.32.10.91.32.5-2.43.7-0.112.7%
20233.9-0.91.10.1-0.1-0.30.2-3.2-4.4-3.99.20.71.9%
2022-9.9-7.78.35.110.3-15.611.1-12.9-25.9-54.31.5-4.2-72.0%
2021-12.937.31.82.90.3-11.8-4.7-5.9-17.4-3.9923.46.3758.6%
2020306.1-20.4-49.03.311.9-0.9-27.030.5-23.00.961.54.5136.2%
20190.00.00.00.00.00.00.00.00.00.00.00.00.0%
20180.00.00.00.00.00.00.00.00.00.00.00.00.0%
20170.00.00.00.00.00.00.00.00.00.00.00.00.0%
2016—————0.0194.0-66.00.00.00.00.00.0%

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 224.7%. The dominant macroeconomic risk driver is HYG.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 36.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110000
2016-07-0129401.698167766357
2016-08-0110000
2016-09-0110000
2016-10-0110000
2016-11-0110000
2016-12-0110000
2017-01-0110000
2017-02-0110000
2017-03-0110000
2017-04-0110000
2017-05-0110000
2017-06-0110000
2017-07-0110000
2017-08-0110000
2017-09-0110000
2017-10-0110000
2017-11-0110000
2017-12-0110000
2018-01-0110000
2018-02-0110000
2018-03-0110000
2018-04-0110000
2018-05-0110000
2018-06-0110000
2018-07-0110000
2018-08-0110000
2018-09-0110000
2018-10-0110000
2018-11-0110000
2018-12-0110000
2019-01-0110000
2019-02-0110000
2019-03-0110000
2019-04-0110000
2019-05-0110000
2019-06-0110000
2019-07-0110000
2019-08-0110000
2019-09-0110000
2019-10-0110000
2019-11-0110000
2019-12-0110000
2020-01-0140609.868299992115
2020-02-0132306.984569280514
2020-03-0116488.262663967824
2020-04-0117038.721379564155
2020-05-0119066.79635130517
2020-06-0118888.304723850582
2020-07-0113790.646933571674
2020-08-0118000.578323387923
2020-09-0113865.04035120002
2020-10-0113993.848742146633
2020-11-0122602.455245656
2020-12-0123618.990037065272
2021-01-0120579.11201072527
2021-02-0128265.292710496567
2021-03-0128761.336452774638
2021-04-0129604.374227806835
2021-05-0129678.76764543519
2021-06-0126170.184800609863
2021-07-0124943.087721142976
2021-08-0123475.197812886094
2021-09-0119394.074814016454
2021-10-0118640.414289845165
2021-11-01190766.1501966012
2021-12-01202781.20814292063
2022-01-01182731.79066870283
2022-02-01168585.73278409726
2022-03-01182556.00232700203
2022-04-01191926.95492327563
2022-05-01211776.83808926964
2022-06-01178649.34960824545
2022-07-01198457.15588423508
2022-08-01172876.53266736466
2022-09-01128098.6292217248
2022-10-0158485.31777423588
2022-11-0159345.73802996633
2022-12-0156834.22101157869
2023-01-0159054.423756116965
2023-02-0158550.09271965609
2023-03-0159193.86111443697
2023-04-0159274.289545390275
2023-05-0159233.13521827447
2023-06-0159075.37696433053
2023-07-0159180.789802206105
2023-08-0157274.153147275
2023-09-0154733.56035611146
2023-10-0152620.981592024065
2023-11-0157486.78383737335
2023-12-0157914.54215408365
2024-01-0159145.707342797075
2024-02-0158469.94506871235
2024-03-0159413.245566551035
2024-04-0159522.6745613491
2024-05-0160296.31373840991
2024-06-0161575.778102696764
2024-07-0162110.207753396935
2024-08-0162923.35167501737
2024-09-0164470.99103200843
2024-10-0162954.598478938635
2024-11-0165311.18509919294
2024-12-0165247.81906774927
2025-01-0165463.44808723545
2025-02-0165733.16736999224
2025-03-0165361.655305911714
2025-04-0162074.39326039154
2025-05-0162994.98567495689
2025-06-0164225.47899721887
2025-07-0162844.963913062136
2025-08-0163668.145720024426
2025-09-0165928.86602272825
2025-10-0165955.15405112349
2025-11-0165692.27878109977
2025-12-0168820.48396513177
2026-01-0114111.879288136484
2026-02-0113869.246339475827
2026-03-0110677.95273520675
2026-04-0110882.994663652375
2026-05-0112462.869009752636
2026-06-0115152.072763597173
Annual Return Matrix
YearAnnual Return
20170
20180
20190
20201.3618990037065273
20217.5855156306301055
2022-0.7197263911578937
20230.019008286262687912
20240.12662237567475176
20250.05475531517264787
2026-0.7798319353395707
Total Factor Risk
2.2473490514639325
VTI.US Exposure
0.029339406191601004
VEA.US Exposure
0.07150133633710835
VWO.US Exposure
-0.006851227039887977
QQQ.US Exposure
0.0020317710828388633
VTV.US Exposure
-0.01089157059222964
IJR.US Exposure
0.051907938362360816
QUAL.US Exposure
0.05023616320180392
SHV.US Exposure
0.005898204118910225
TLT.US Exposure
0.02020338906014669
LQD.US Exposure
0.02054010801449368
HYG.US Exposure
0.3266554568426376
GLD.US Exposure
0.0003253755014946861
USO.US Exposure
0.05053632389516062
VNQ.US Exposure
-0.00954945594082186
BTC-USD.CC Exposure
0.01921056559142952
CPER.US Exposure
0.005424013795502678
VIX.INDX Exposure
-0.004105528085626554
UUP.US Exposure
-0.00393770724676889
TIP.US Exposure
0.019450858867409916
Idiosyncratic Exposure
0.3620745780424363
Value Score
43.1
Growth Score
56
Profit Score
24
Health Score
28.4
Yield Score
28
Moat Score
79.4

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
224.7%

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 →9.2x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued11.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.33%
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 →Extreme
Market Cap$4.3B
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
3.0/ 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
1.42
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$395
Avg Yield on Cost
3.95%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$395.393.95%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 →
+25.0%
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 →
-52.7%
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 →
82.3% 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 →
1.73
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 →
84
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-73.3%
50.0% retracement-68.4%
61.8% retracement-61.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Easyjet Plc a high-risk investment?

Easyjet Plc (EJT1.XETRA) has an annualized volatility of 224.7% and experienced a maximum drawdown of 95.0% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of EJT1.XETRA?

Over the past 10 years, EJT1.XETRA has generated a Compound Annual Growth Rate (CAGR) of -6.5%. 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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