European Opportunities Trust plc

10-Year Study

EOT.LSE · Financial Services · GB · Common Stock

Executive Summary: European Opportunities Trust plc has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 27.3% and an annualized volatility of 20.9%.

1Y CAGR
-1.7%
3Y CAGR
+4.5%
5Y CAGR
+9.9%
10Y CAGR
+8.9%

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 →
27.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +33.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -10.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.8-3.1-10.810.3————————-2.1%
202510.12.2-5.32.44.63.70.9-1.00.8-1.6-1.7-0.314.6%
2024-1.1-0.72.1-1.95.2-2.91.90.3-4.3-4.1-1.9-2.7-10.1%
20233.83.0-1.32.90.5-0.84.5-1.20.3-4.910.34.522.9%
2022-13.1-1.42.1-1.21.8-11.513.8-6.3-9.25.847.0-3.612.9%
2021-1.1-3.50.05.91.80.08.06.4-6.36.0-3.73.216.6%
20209.7-12.5-16.710.55.6-7.6-2.30.1-1.2-1.09.70.3-9.2%
20196.5-1.92.37.44.66.3-0.9-2.60.1-8.28.6-2.519.7%
20184.9-2.5-4.25.43.61.76.56.7-3.3-8.4-5.4-8.2-4.9%
20171.62.59.05.36.00.41.2-2.6-0.76.31.1-0.733.0%
2016———0.0-0.4-4.915.5-3.82.1-3.3-4.34.33.8%

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 20.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 41.3% of variance. Idiosyncratic stock-specific factors contribute 33.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110004.700010882843
2016-05-019962.405208724173
2016-06-019473.683513712249
2016-07-0110939.848598748024
2016-08-0110526.316486287753
2016-09-0110751.8799381558
2016-10-0110394.737364715813
2016-11-019947.18511714413
2016-12-0110379.257779577169
2017-01-0110545.442220714098
2017-02-0110806.585416938626
2017-03-0111775.187490715824
2017-04-0112401.933279969453
2017-05-0113142.628516170818
2017-06-0113199.605887538139
2017-07-0113361.04000781658
2017-08-0113019.18107539956
2017-09-0112924.219672418509
2017-10-0113740.885619740788
2017-11-0113897.781250637148
2017-12-0113801.935451242089
2018-01-0114472.863990687887
2018-02-0114108.646245935814
2018-03-0113514.395405163445
2018-04-0114242.830894667593
2018-05-0114760.404036766527
2018-06-0115009.605233508457
2018-07-0115987.24191975453
2018-08-0117060.727053289123
2018-09-0116504.815061853467
2018-10-0115124.621781518601
2018-11-0114310.857925423139
2018-12-0113131.179024870868
2019-01-0113982.092826141696
2019-02-0113711.348368248899
2019-03-0114020.770605840671
2019-04-0115065.078601393267
2019-05-0115761.281283868213
2019-06-0116747.571285925624
2019-07-0116592.857519236284
2019-08-0116167.399294654142
2019-09-0116186.739508450353
2019-10-0114852.349489102195
2019-11-0116123.399249110375
2019-12-0115714.471823368558
2020-01-0117233.343227628542
2020-02-0115071.873095999114
2020-03-0112559.893364034775
2020-04-0113884.036035711611
2020-05-0114662.945670257299
2020-06-0113553.001691739128
2020-07-0113241.437308342163
2020-08-0113260.90991681113
2020-09-0113105.129049059376
2020-10-0112974.632915910583
2020-11-0114227.086520183437
2020-12-0114266.225033343599
2021-01-0114109.668332809491
2021-02-0113620.430298573816
2021-03-0113620.430298573816
2021-04-0114422.781733877706
2021-05-0114677.186041258945
2021-06-0114677.186041258945
2021-07-0115851.362619211473
2021-08-0116868.979848736435
2021-09-0115812.221458157854
2021-10-0116753.386059953074
2021-11-0116125.623479612676
2021-12-0116635.67925219252
2022-01-0114458.131111503588
2022-02-0114261.95662909394
2022-03-0114556.219676655137
2022-04-0114379.660788961037
2022-05-0114634.689999197686
2022-06-0112947.582036373053
2022-07-0114732.77856434924
2022-08-0113810.752936447645
2022-09-0112535.612181051303
2022-10-0113261.460678649797
2022-11-0119495.36446532279
2022-12-0118786.92057140482
2023-01-0119495.36446532279
2023-02-0120072.615830113275
2023-03-0119810.228123964836
2023-04-0120387.482136648778
2023-05-0120492.436689529462
2023-06-0120335.003536261713
2023-07-0121253.359183834506
2023-08-0120990.971477686067
2023-09-0121043.45007807314
2023-10-0120020.13987761966
2023-11-0122088.31413125131
2023-12-0123089.93278852043
2024-01-0122826.348234530276
2024-02-0122668.197502136187
2024-03-0123142.649699318456
2024-04-0122694.55728148193
2024-05-0123880.683802597425
2024-06-0123195.36661011649
2024-07-0123643.45638005956
2024-08-0123722.53307020333
2024-09-0122694.55728148193
2024-10-0121772.01266646313
2024-11-0121349.69749141222
2024-12-0120768.394849635395
2025-01-0122855.803401325058
2025-02-0123357.83870462934
2025-03-0122115.9634347097
2025-04-0122644.419418909187
2025-05-0123674.913354306413
2025-06-0124546.8699648651
2025-07-0124758.251299387513
2025-08-0124520.446636076435
2025-09-0124705.40728970364
2025-10-0124307.661918022804
2025-11-0123883.99896520324
2025-12-0123804.562161549566
2026-01-0124466.535525330146
2026-02-0123698.646423344675
2026-03-0121130.189771876037
2026-04-0123301.46240507633
Annual Return Matrix
YearAnnual Return
20170.32976131283679844
2018-0.048598722167683794
20190.19672969149265662
2020-0.09216006788540698
20210.16608838100555268
20220.12931490723041983
20230.22904297704143906
2024-0.1005432956495752
20250.1461917174580043
2026-0.021134593993325956
Total Factor Risk
0.2090992211249943
VTI.US Exposure
-0.1304592388966174
VEA.US Exposure
0.35914175198282794
VWO.US Exposure
-0.022805756232296942
QQQ.US Exposure
-0.09658033870050917
VTV.US Exposure
-0.10904349966659484
IJR.US Exposure
0.06219053241676574
QUAL.US Exposure
0.41285043875287836
SHV.US Exposure
0.019627051559334457
TLT.US Exposure
0.13348533270443805
LQD.US Exposure
-0.07585280385990531
HYG.US Exposure
0.04864360688410091
GLD.US Exposure
-0.016283050861434598
USO.US Exposure
0.0098175222131144
VNQ.US Exposure
-0.014390400621793335
BTC-USD.CC Exposure
0.007112253297654107
CPER.US Exposure
0.014263604414509487
VIX.INDX Exposure
0.04814271036835284
UUP.US Exposure
-0.008920788418177233
TIP.US Exposure
0.027153410891454365
Idiosyncratic Exposure
0.3319076617718982
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.9%

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 →21.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.24%
Market Cap$382.6M
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 →
+3.2%
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 →
-2.6%
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 →
8.0% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is European Opportunities Trust plc a high-risk investment?

European Opportunities Trust plc (EOT.LSE) has an annualized volatility of 20.9% and experienced a maximum drawdown of 27.3% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, EOT.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.9%. It has had a positive return in 60% 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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