International Paper Company

10-Year Study

IPC.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: International Paper Company has compounded at -3.6% annually over the last 10 years, with a maximum drawdown of 46.4% and an annualized volatility of 38.4%.

1Y CAGR
-23.0%
3Y CAGR
+8.4%
5Y CAGR
-5.5%
10Y CAGR
-3.6%

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 →
46.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +58.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -31.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.59.9-16.51.1————————-3.8%
20254.2-1.3-5.7-17.75.1-3.710.7-2.6-6.6-12.21.7-5.5-31.4%
20240.20.19.7-9.025.8-1.85.21.90.518.38.1-7.358.0%
202316.5-9.4-3.8-9.0-8.83.845.6-22.85.7-4.25.8-2.92.3%
20224.5-9.69.36.13.9-11.21.34.4-18.90.44.4-4.1-12.7%
20210.4-3.313.15.66.1-1.3-7.77.1-4.4-7.8-5.90.50.2%
2020-11.27.7-23.8-2.29.45.0—-2.911.810.311.9-4.15.1%
20195.55.8-0.4-2.7-1.4-0.910.6-12.65.1-3.97.5-0.910.0%
2018——-19.01.75.78.4-7.80.91.9-24.816.5-12.7-31.7%

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 38.4%. The dominant macroeconomic risk driver is LQD.US, accounting for 23.0% of variance. Idiosyncratic stock-specific factors contribute 27.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-03-018099.619385044665
2018-04-018235.52700343989
2018-05-018701.808698436553
2018-06-019429.651898497903
2018-07-018691.756803209606
2018-08-018765.72796558737
2018-09-018933.893322955984
2018-10-016721.5568956441575
2018-11-017832.428884290773
2018-12-016834.881252449626
2019-01-017207.888503330124
2019-02-017623.671690891286
2019-03-017593.80235048722
2019-04-017390.656649340726
2019-05-017286.859358167045
2019-06-017218.0834344498635
2019-07-017984.421066599782
2019-08-016977.5197625418205
2019-09-017333.268898808779
2019-10-017050.733901303429
2019-11-017582.9562368421675
2019-12-017515.772578837869
2020-01-016676.034560425404
2020-02-017191.56983095701
2020-03-015480.89009020806
2020-04-015358.433589050332
2020-05-015860.040500216482
2020-06-016154.538549390143
2020-08-015977.980567849213
2020-09-016680.687466054615
2020-10-017366.474831740698
2020-11-018239.455430904653
2020-12-017900.263451329193
2021-01-017932.215427151259
2021-02-017670.699595115437
2021-03-018673.088841507451
2021-04-019156.585166018314
2021-05-019718.633903844162
2021-06-019587.745942765021
2021-07-018853.33649270357
2021-08-019481.801198761117
2021-09-019066.99163983923
2021-10-018363.977884517742
2021-11-017873.328124420113
2021-12-017915.650886197608
2022-01-018275.44741859733
2022-02-017483.932460912843
2022-03-018183.405599278136
2022-04-018684.216651079036
2022-05-019026.45395506414
2022-06-018015.331861458442
2022-07-018120.433979103467
2022-08-018480.604920943406
2022-09-016874.694185569079
2022-10-016904.441548902044
2022-11-017210.753323553836
2022-12-016911.916063146818
2023-01-018050.6447705243445
2023-02-017294.724691323484
2023-03-017019.543871938954
2023-04-016388.207781869115
2023-05-015828.867974288219
2023-06-016050.012130701769
2023-07-018810.71753996643
2023-08-016803.465319361543
2023-09-017190.756194664357
2023-10-016886.663527534779
2023-11-017285.356250582365
2023-12-017073.742715186082
2024-01-017085.409028912367
2024-02-017095.337306121069
2024-03-017782.878570813803
2024-04-017082.872671608817
2024-05-018907.535062459508
2024-06-018748.834141239986
2024-07-019204.30801135831
2024-08-019380.849583427791
2024-09-019428.383446354937
2024-10-0111152.774120972648
2024-11-0112058.309470543209
2024-12-0111176.967425202689
2025-01-0111640.879866013385
2025-02-0111487.613761737592
2025-03-0110831.178564613758
2025-04-018914.388204718769
2025-05-019371.250316121632
2025-06-019026.621605164104
2025-07-019994.233164750629
2025-08-019730.736162528596
2025-09-019088.266793063356
2025-10-017977.329713513328
2025-11-018111.608965358484
2025-12-017664.725727034623
2026-01-017935.5640532915095
2026-02-018724.368986766282
2026-03-017288.540235025749
2026-04-017370.587592268065
Annual Return Matrix
YearAnnual Return
20190.09962006671940515
20200.05115786413946766
20210.0019477116128103766
2022-0.12680382668227386
20230.023412705038780235
20240.5800641718573822
2025-0.31423923543414756
2026-0.03837555905348178
Total Factor Risk
0.3843389327569553
VTI.US Exposure
-0.0561586658415238
VEA.US Exposure
-0.0073844102955506735
VWO.US Exposure
0.009858487226170094
QQQ.US Exposure
-0.04665448652424695
VTV.US Exposure
0.04640239408113419
IJR.US Exposure
0.12649956718899863
QUAL.US Exposure
0.11951057299037164
SHV.US Exposure
0.19409530442859085
TLT.US Exposure
-0.00037130682501084497
LQD.US Exposure
0.230148309902458
HYG.US Exposure
-0.00485760895982003
GLD.US Exposure
0.003916117665347163
USO.US Exposure
0.002127401345767943
VNQ.US Exposure
0.03106270029849867
BTC-USD.CC Exposure
0.004019914285010213
CPER.US Exposure
0.020537541863827873
VIX.INDX Exposure
0.013249792198590564
UUP.US Exposure
0.04567344892476895
TIP.US Exposure
-0.0022242749807149112
Idiosyncratic Exposure
0.2705492010273325
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
83.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.4%

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 →6.94%
Market Cap$13.9B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.940.01%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 →
-9.9%
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 →
-15.2%
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 →
33.4% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is International Paper Company a high-risk investment?

International Paper Company (IPC.LSE) has an annualized volatility of 38.4% and experienced a maximum drawdown of 46.4% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, IPC.LSE has generated a Compound Annual Growth Rate (CAGR) of -3.6%. It has had a positive return in 63% 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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