HSBC Holdings PLC

10-Year Study

HSBA.LSE · Financial Services · GB · Common Stock

Executive Summary: HSBC Holdings PLC has compounded at 17.3% annually over the last 10 years, with a maximum drawdown of 55.8% and an annualized volatility of 28.1%.

1Y CAGR
+61.9%
3Y CAGR
+39.6%
5Y CAGR
+31.1%
10Y CAGR
+17.3%

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 →
55.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +57.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.58.4-12.39.5————————14.0%
20257.710.4-3.5-4.85.91.04.63.410.41.81.49.757.8%
2024-2.7-0.64.912.41.2-1.82.9-4.20.46.44.17.233.1%
202315.66.6-10.84.44.35.34.0-8.710.6-8.23.05.532.1%
202217.6-2.55.0-4.66.30.5-4.14.4-11.6-4.314.01.219.9%
20211.011.41.77.00.6-8.3-4.8-1.61.013.2-5.07.022.9%
2020-6.8-5.1-13.3-9.7-9.72.3-9.6-3.5-8.77.619.6-2.4-36.0%
2019-1.2-1.61.77.0-2.11.8-0.0-8.75.6-5.4-1.12.7-2.4%
2018-2.1-2.6-7.29.00.4-1.42.8-7.40.1-2.63.0-2.6-11.0%
20173.0-2.00.7-2.27.45.36.40.1-1.80.6-0.04.523.5%
2016———4.30.14.76.315.62.67.93.13.458.3%

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 28.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 42.2% of variance. Idiosyncratic stock-specific factors contribute 23.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110428.671923865026
2016-05-0110437.732185775882
2016-06-0110926.728870621126
2016-07-0111611.55291298968
2016-08-0113423.48035214243
2016-09-0113766.02867480134
2016-10-0114849.23163829829
2016-11-0115307.094794646682
2016-12-0115830.022974370779
2017-01-0116299.933666615678
2017-02-0115971.246446696277
2017-03-0116079.94687271411
2017-04-0115724.203810080553
2017-05-0116885.908850660533
2017-06-0117788.190537345847
2017-07-0118920.416597884905
2017-08-0118945.700521428862
2017-09-0118607.430550612524
2017-10-0118725.410835361447
2017-11-0118717.75902202177
2017-12-0119556.74381834951
2018-01-0119153.825300885503
2018-02-0118655.302657424414
2018-03-0117310.33271189957
2018-04-0118871.22691015158
2018-05-0118939.907708757066
2018-06-0118679.700621383276
2018-07-0119200.114796130852
2018-08-0117773.318532002828
2018-09-0117797.231868496336
2018-10-0117342.07581088019
2018-11-0117863.762132724318
2018-12-0117395.85810107814
2019-01-0117180.728940286324
2019-02-0116899.90625487467
2019-03-0117186.67319904104
2019-04-0118394.402704221255
2019-05-0118000.457367170427
2019-06-0118329.72008220493
2019-07-0118324.139294049226
2019-08-0116731.430059927214
2019-09-0117670.698666214346
2019-10-0116718.935758086085
2019-11-0116526.796112681943
2019-12-0116974.164055483783
2020-01-0115824.199872482399
2020-02-0115024.098857945088
2020-03-0113026.718117949238
2020-04-0111757.740030682977
2020-05-0110613.511868072288
2020-06-0110857.27191084066
2020-07-019813.410853534979
2020-08-019467.848753825905
2020-09-018646.24239551356
2020-10-019307.255327494582
2020-11-0111134.009338165473
2020-12-0110864.439096714981
2021-01-0110976.282028953461
2021-02-0112222.316034656922
2021-03-0112435.620270149524
2021-04-0113305.409199743752
2021-05-0113378.86812226545
2021-06-0112262.248580571586
2021-07-0111678.961564498613
2021-08-0111493.636992826
2021-09-0111608.217313013307
2021-10-0113139.412934404158
2021-11-0112480.209783114062
2021-12-0113352.202253214822
2022-01-0115701.823865176639
2022-02-0115314.932129437937
2022-03-0116087.420736906348
2022-04-0115349.49591171299
2022-05-0116320.129001773434
2022-06-0116399.74042141387
2022-07-0115729.175027752493
2022-08-0116417.35360085779
2022-09-0114507.997110408736
2022-10-0113887.068170425306
2022-11-0115824.366463173612
2022-12-0116010.645145168643
2023-01-0118516.089631849718
2023-02-0119733.11035421724
2023-03-0117594.92261862393
2023-04-0118366.320814295297
2023-05-0119155.347334018876
2023-06-0120167.453933887726
2023-07-0120965.457420176557
2023-08-0119151.77699261397
2023-09-0121181.582338963595
2023-10-0119453.946003413592
2023-11-0120044.460783794057
2023-12-0121156.377924613167
2024-01-0120580.443615866097
2024-02-0120457.26873047292
2024-03-0121465.085620042977
2024-04-0124121.34390225064
2024-05-0124419.844131691454
2024-06-0123981.52130619217
2024-07-0124686.34758996276
2024-08-0123654.39398092688
2024-09-0123743.09595169476
2024-10-0125250.987807075864
2024-11-0126280.16616664218
2024-12-0128166.79817234867
2025-01-0130333.200313190497
2025-02-0133485.95943365223
2025-03-0132316.814604248666
2025-04-0130767.354585257326
2025-05-0132575.541306161882
2025-06-0132896.37226052967
2025-07-0134425.91711961666
2025-08-0135591.55975835263
2025-09-0139287.188721507315
2025-10-0139978.941422169584
2025-11-0140519.39948599199
2025-12-0144441.853033692205
2026-01-0148667.198747238
2026-02-0152763.81529029941
2026-03-0146251.633724619525
2026-04-0150666.2870418188
Annual Return Matrix
YearAnnual Return
20170.2354210635077656
2018-0.110493123872895
2019-0.02424106032275719
2020-0.3599426127141121
20210.22898219911344064
20220.19910145469177154
20230.3213944680422385
20240.33136202580214036
20250.577809900925152
20260.1400579315045154
Total Factor Risk
0.28139463445813456
VTI.US Exposure
0.08474085360182354
VEA.US Exposure
0.4218272216225455
VWO.US Exposure
0.12018952680883564
QQQ.US Exposure
-0.005507852789267372
VTV.US Exposure
0.02434342735910297
IJR.US Exposure
-0.035569955800981275
QUAL.US Exposure
-0.077634200164972
SHV.US Exposure
0.14037076166092455
TLT.US Exposure
0.030006042782236855
LQD.US Exposure
0.01802078425975698
HYG.US Exposure
-0.00384044788508702
GLD.US Exposure
-0.006267196396156547
USO.US Exposure
0.003099055858428306
VNQ.US Exposure
0.006853211301041933
BTC-USD.CC Exposure
0.005157213281466449
CPER.US Exposure
0.027861886567225262
VIX.INDX Exposure
0.0035531023484296842
UUP.US Exposure
0.013149360960333756
TIP.US Exposure
-0.00036683571236679905
Idiosyncratic Exposure
0.23001404033667963
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
70
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.1%

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 →14.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.83%
Market Cap$218.3B
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
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
$83
Avg Yield on Cost
0.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$6.010.06%Solid
2022$8.030.08%Solid
2023$16.360.16%Solid
2024$21.290.21%Solid
2025$19.050.19%Solid
2026$12.760.13%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 →
+5.4%
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 →
+21.6%
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 →
4.3% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HSBC Holdings PLC a high-risk investment?

HSBC Holdings PLC (HSBA.LSE) has an annualized volatility of 28.1% and experienced a maximum drawdown of 55.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, HSBA.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.3%. It has had a positive return in 70% 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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