Oakley Capital Investments Limited

10-Year Study

OCI.LSE · Financial Services · GB · Common Stock

Executive Summary: Oakley Capital Investments Limited has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 29.0% and an annualized volatility of 20.3%.

1Y CAGR
+1.8%
3Y CAGR
+3.0%
5Y CAGR
+9.7%
10Y CAGR
+15.1%

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 →
29.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +57.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -13.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.7-7.3-5.16.0————————-13.0%
2025-3.4-1.7-0.1-1.55.24.58.21.10.00.4-0.72.514.8%
2024-7.12.11.3-0.25.73.32.3-0.8-1.5-3.1-2.73.92.5%
20238.02.5-1.93.6-0.7-5.81.01.40.0-6.26.810.118.9%
20220.8-7.88.82.6-10.8-0.111.7-5.7-6.43.38.5-0.81.4%
20212.3-0.93.24.75.910.3-2.6-0.71.98.1-2.311.248.1%
20201.7-12.1-19.211.7-5.97.55.64.86.31.31.810.69.3%
20199.2-0.34.76.24.35.33.7-0.2-3.9-2.06.813.357.0%
20181.2-1.14.12.56.10.57.2-1.0-0.1-5.8-0.3-4.18.8%
2017-0.9-3.2-3.51.312.10.3-2.0-0.7-2.53.5-1.80.01.5%
2016———5.50.3-13.11.47.61.57.90.711.122.9%

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 20.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.5% of variance. Idiosyncratic stock-specific factors contribute 26.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110547.446916880179
2016-05-0110583.942232784973
2016-06-019197.085871786261
2016-07-019324.815182875975
2016-08-0110036.495315904795
2016-09-0110182.485168678104
2016-10-0110985.399296891843
2016-11-0111058.398517855563
2016-12-0112290.3065383218
2017-01-0112177.719905965943
2017-02-0111783.683871028696
2017-03-0111370.880534314101
2017-04-0111520.993181070533
2017-05-0112909.51583797076
2017-06-0112947.041852371338
2017-07-0112684.342573259042
2017-08-0112590.523242680538
2017-09-0112271.539236544446
2017-10-0112705.420357497775
2017-11-0112477.172175606975
2017-12-0112477.172175606975
2018-01-0112629.337630200838
2018-02-0112496.197152008273
2018-03-0113009.734088377243
2018-04-0113338.69869161415
2018-05-0114148.278003433945
2018-06-0114225.374250918398
2018-07-0115246.985421628691
2018-08-0115092.775748351525
2018-09-0115072.608414450737
2018-10-0114195.157606683737
2018-11-0114156.162846926673
2018-12-0113571.198504800048
2019-01-0114819.125297721554
2019-02-0114780.121948810362
2019-03-0115482.087748516438
2019-04-0116448.479247315245
2019-05-0117158.49308444255
2019-06-0118065.722489583502
2019-07-0118736.27775263064
2019-08-0118696.836356858737
2019-09-0117966.912860454588
2019-10-0117608.367210388755
2019-11-0118803.50506201799
2019-12-0121313.298845016445
2020-01-0121671.83590592815
2020-02-0119042.532632343835
2020-03-0115377.446083732228
2020-04-0117171.144908478265
2020-05-0116163.448167461022
2020-06-0117372.680821020065
2020-07-0118340.06866169813
2020-08-0119226.84729085195
2020-09-0120436.079944410994
2020-10-0120700.428341116538
2020-11-0121066.44655527679
2020-12-0123303.23407420514
2021-01-0123831.922278462098
2021-02-0123628.58264355268
2021-03-0124380.803584082238
2021-04-0125528.134203815473
2021-05-0127044.24874533931
2021-06-0129830.630469680713
2021-07-0129052.083771738075
2021-08-0128847.19808908499
2021-09-0129403.39735402518
2021-10-0131795.262050797974
2021-11-0131052.96158329032
2021-12-0134517.03615776215
2022-01-0134805.70903896813
2022-02-0132083.934932003962
2022-03-0134917.694430534786
2022-04-0135830.034382383994
2022-05-0131973.332394252484
2022-06-0131931.863958105543
2022-07-0135664.16063779623
2022-08-0133632.129964208994
2022-09-0131488.045185822055
2022-10-0132530.699784154556
2022-11-0135283.29177614259
2022-12-0134991.35501636663
2023-01-0137785.6559408173
2023-02-0138744.892674224546
2023-03-0138019.598731897284
2023-04-0139402.89059393142
2023-05-0139109.45932133658
2023-06-0136845.89081982618
2023-07-0137223.15223674457
2023-08-0137726.167459302436
2023-09-0137744.73721053477
2023-10-0135385.69167169848
2023-11-0137786.86701154984
2023-12-0141620.318159447335
2024-01-0138671.506941324915
2024-02-0139471.89585822399
2024-03-0139990.79242677102
2024-04-0139905.70826594426
2024-05-0142160.50724108639
2024-06-0143564.43884049855
2024-07-0144585.48312703617
2024-08-0144245.13789457501
2024-09-0143590.42103174637
2024-10-0142222.881678389436
2024-11-0141069.014712362114
2024-12-0142650.23504220281
2025-01-0141197.2250160832
2025-02-0140513.45104482766
2025-03-0140454.9159594214
2025-04-0139853.67517021556
2025-05-0141915.07216177843
2025-06-0143804.68607071107
2025-07-0147412.1308059461
2025-08-0147927.480053836814
2025-09-0147927.480053836814
2025-10-0148099.26313646706
2025-11-0147755.696971206584
2025-12-0148958.17854961826
2026-01-0145694.2999796437
2026-02-0142344.52986835404
2026-03-0140197.24133547604
2026-04-0142602.204492299395
Annual Return Matrix
YearAnnual Return
20170.015204310543640132
20180.08768223390648622
20190.5704802223236263
20200.0933658953341232
20210.4812122664111165
20220.013741587094459051
20230.18944573995434366
20240.02474553122851808
20250.14789938440371264
2026-0.12982456140350873
Total Factor Risk
0.20333585019040445
VTI.US Exposure
0.01744428129116691
VEA.US Exposure
0.030779472295448137
VWO.US Exposure
0.022612146660755752
QQQ.US Exposure
-0.04341685116161347
VTV.US Exposure
-0.02100422811920449
IJR.US Exposure
0.02891935066668512
QUAL.US Exposure
0.052495900696422945
SHV.US Exposure
0.47459320648137554
TLT.US Exposure
-0.022287934225845133
LQD.US Exposure
0.05156764987534933
HYG.US Exposure
0.021423412589241637
GLD.US Exposure
0.01274727967802507
USO.US Exposure
-0.00010550340484021534
VNQ.US Exposure
0.05661281264466811
BTC-USD.CC Exposure
-0.001625546018709649
CPER.US Exposure
-0.0013229161400024616
VIX.INDX Exposure
0.010768284512025581
UUP.US Exposure
0.011681744223602348
TIP.US Exposure
0.03159589642546303
Idiosyncratic Exposure
0.266521541029986
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.3%

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 →13.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$787.7M
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 →
-0.6%
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 →
-8.2%
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 →
13.9% 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 →
0.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Oakley Capital Investments Limited a high-risk investment?

Oakley Capital Investments Limited (OCI.LSE) has an annualized volatility of 20.3% and experienced a maximum drawdown of 29.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, OCI.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.1%. It has had a positive return in 90% 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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