Energean Oil & Gas PLC

10-Year Study

ENOG.LSE · Energy · GB · Common Stock

Executive Summary: Energean Oil & Gas PLC has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 51.3% and an annualized volatility of 48.6%.

1Y CAGR
-3.0%
3Y CAGR
-1.4%
5Y CAGR
+7.9%
10Y CAGR
+12.6%

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 →
51.3%
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 →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +58.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.5%
% 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.
2026-4.35.4-3.2-4.2————————-6.6%
2025-11.29.6-11.70.74.11.80.44.3-10.816.3-2.6-3.3-6.2%
2024-9.47.89.51.08.1-15.61.3-2.7-4.911.50.65.49.3%
2023-11.03.59.9-4.9-10.3-5.913.1-1.72.4-25.518.26.0-13.6%
202210.410.014.7-0.612.8-17.74.512.74.77.33.8-10.358.4%
20219.015.0-6.0-2.0-7.5-7.3-9.24.630.51.5-1.8-3.018.6%
2020-17.3-15.0-11.813.7-17.814.1-7.30.52.3-11.438.20.5-22.5%
2019-2.27.116.18.4-4.75.228.3-7.0-5.4-5.71.53.748.0%
2018———13.313.4-3.3-1.52.97.18.8-9.210.246.8%

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 48.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 26.9% of variance. Idiosyncratic stock-specific factors contribute 23.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-0111331.776972353764
2018-05-0112850.465959164663
2018-06-0112429.906808167068
2018-07-0112242.991629945911
2018-08-0112593.457589110578
2018-09-0113481.307849425082
2018-10-0114672.89843811298
2018-11-0113317.757068481571
2018-12-0114679.906175414264
2019-01-0114362.150372438298
2019-02-0115380.84125750761
2019-03-0117862.149739685497
2019-04-0119369.158109739583
2019-05-0118457.943452147432
2019-06-0119415.88690429487
2019-07-0124906.542410889422
2019-08-0123154.206287538058
2019-09-0121892.522507017227
2019-10-0120654.206287538058
2019-11-0120957.943452147436
2019-12-0121728.97172607372
2020-01-0117967.291109316902
2020-02-0115280.372767331732
2020-03-0113481.307849425082
2020-04-0115327.10156188702
2020-05-0112593.457589110578
2020-06-0114369.158109739583
2020-07-0113317.757068481571
2020-08-0113378.504501403446
2020-09-0113691.587424923879
2020-10-0112128.504501403446
2020-11-0116766.35476171795
2020-12-0116850.46659191747
2021-01-0118369.15874249239
2021-02-0121128.505134156247
2021-03-0119855.140736878606
2021-04-0119462.615698850164
2021-05-0118002.33612335136
2021-06-0116682.24293151843
2021-07-0115140.186383665865
2021-08-0115829.440849002402
2021-09-0120654.206287538058
2021-10-0120969.627232668263
2021-11-0120595.793712461935
2021-12-0119976.635602722356
2022-01-0122044.392671203925
2022-02-0124252.336123351364
2022-03-0127827.10156188702
2022-04-0127663.550780943508
2022-05-0131214.95498596554
2022-06-0125677.570684815706
2022-07-0126822.429315184294
2022-08-0130233.643972776445
2022-09-0131668.73682292286
2022-10-0133971.485627652815
2022-11-0135253.43015294901
2022-12-0131634.122080794936
2023-01-0128154.127193437595
2023-02-0129144.961136322792
2023-03-0132043.32964649366
2023-04-0130468.237074758476
2023-05-0127318.048767524087
2023-06-0125716.53243870523
2023-07-0129081.780768870583
2023-08-0128579.50475703558
2023-09-0129272.109648467853
2023-10-0121819.632547791818
2023-11-0125789.166133045135
2023-12-0127333.55753874345
2024-01-0124767.76390221185
2024-02-0126705.19920323767
2024-03-0129240.98453805249
2024-04-0129535.268375774172
2024-05-0131916.27921103318
2024-06-0126929.503744631093
2024-07-0127284.560325386796
2024-08-0126560.79552213496
2024-09-0125262.760093039968
2024-10-0128175.539548315737
2024-11-0128343.586037929734
2024-12-0129869.773145464806
2025-01-0126533.406817025607
2025-02-0129067.8981723568
2025-03-0125668.294528713057
2025-04-0125858.863854375737
2025-05-0126928.988051096054
2025-06-0127405.94762325392
2025-07-0127526.21811242246
2025-08-0128698.822953234507
2025-09-0125591.98137681948
2025-10-0129759.550770819464
2025-11-0128987.7790123488
2025-12-0128030.949205135927
2026-01-0126812.900057960152
2026-02-0128252.412686440613
2026-03-0127334.921121035488
2026-04-0126180.14725423248
Annual Return Matrix
YearAnnual Return
20190.4801846460343968
2020-0.22451615270419256
20210.18552418081433975
20220.583556045667867
2023-0.1359470173083246
20240.09278761475254149
2025-0.06156136276542401
2026-0.06602708803611734
Total Factor Risk
0.48584688487691124
VTI.US Exposure
0.2694318257041838
VEA.US Exposure
0.11300598086879154
VWO.US Exposure
-0.01458530937342711
QQQ.US Exposure
-0.008155953925163408
VTV.US Exposure
0.0022804556903028663
IJR.US Exposure
-0.009437592011017768
QUAL.US Exposure
0.07169336188275949
SHV.US Exposure
0.18739608151878898
TLT.US Exposure
0.003036299530532274
LQD.US Exposure
0.06915441114277796
HYG.US Exposure
0.0005727841189645816
GLD.US Exposure
0.006482731545796128
USO.US Exposure
0.005256520691224104
VNQ.US Exposure
-0.0007486851758256956
BTC-USD.CC Exposure
0.004718733206302528
CPER.US Exposure
0.018021575116238853
VIX.INDX Exposure
-0.012850584687162568
UUP.US Exposure
0.047749756507745586
TIP.US Exposure
0.013530192300659442
Idiosyncratic Exposure
0.23344741534752844
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.6%

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 →0.14%
Market Cap$1.6B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.070.07%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 →
-4.6%
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 →
-6.0%
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 →
17.3% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Energean Oil & Gas PLC a high-risk investment?

Energean Oil & Gas PLC (ENOG.LSE) has an annualized volatility of 48.6% and experienced a maximum drawdown of 51.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ENOG.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.6%. 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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