Ricoh Co. Ltd.

10-Year Study

RICO.LSE · Industrials · GB · Common Stock

Executive Summary: Ricoh Co. Ltd. has compounded at 5.8% annually over the last 10 years, with a maximum drawdown of 44.9% and an annualized volatility of 48.4%.

1Y CAGR
-2.1%
3Y CAGR
+7.6%
5Y CAGR
+2.8%
10Y CAGR
+5.8%

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 →
44.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +68.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -42.3%
% 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.
2026-3.110.7-10.31.3————————-2.5%
20250.5-9.1-1.7-6.2-6.1-1.6-0.7-2.84.9-3.15.5-1.3-20.5%
20247.96.610.3-2.86.5-2.02.67.72.78.82.53.368.4%
2023-4.09.5-4.610.06.26.42.3-5.810.1-6.0-3.1-7.811.0%
2022-9.01.29.2-11.19.93.30.13.3-3.13.4-1.2-6.3-2.7%
202119.917.619.82.914.5-6.0-4.9-5.53.7-3.7-8.95.661.7%
20204.4-19.3-19.4-6.06.8-3.8-12.214.1-7.4-2.02.3-5.4-42.3%
20197.8-2.63.6-3.6-5.62.0-7.3-1.10.2-0.316.25.913.5%
20182.37.8-9.63.3-7.92.18.86.35.6-12.33.0-2.34.4%
20172.1-3.0-5.71.30.66.24.55.90.3-4.4-4.65.07.7%
2016———-1.0-14.6-8.73.61.9-0.6-6.27.97.2-12.1%

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 48.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.8% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019895.288361224357
2016-05-018447.644455590222
2016-06-017713.787454071792
2016-07-017993.019957356405
2016-08-018141.361812259292
2016-09-018093.3341472683405
2016-10-017593.382268425867
2016-11-018195.025427219636
2016-12-018787.04875415698
2017-01-018973.818240613487
2017-02-018707.004845663074
2017-03-018211.80128766718
2017-04-018319.37929756309
2017-05-018373.168302511043
2017-06-018893.12978358678
2017-07-019296.547870652528
2017-08-019841.834829488866
2017-09-019876.256580912013
2017-10-019442.928582152716
2017-11-019005.602402648148
2017-12-019459.485560078027
2018-01-019677.64763983596
2018-02-0110435.971087708647
2018-03-019429.332567794461
2018-04-019738.491481455207
2018-05-018965.595297215517
2018-06-019156.545549837845
2018-07-019957.856865129319
2018-08-0110590.077582305054
2018-09-0111185.770216248233
2018-10-019810.133160867104
2018-11-0110103.520433893354
2018-12-019874.311936191894
2019-01-0110640.904523773776
2019-02-0110360.234435280345
2019-03-0110729.756528941163
2019-04-0110346.18525710722
2019-05-019764.314119517556
2019-06-019956.270791777277
2019-07-019228.192728810605
2019-08-019126.832522423085
2019-09-019141.143479693146
2019-10-019113.86455791505
2019-11-0110585.81982228719
2019-12-0111209.105952889662
2020-01-0111704.159922830162
2020-02-019441.29301275293
2020-03-017611.283339025379
2020-04-017152.103004575086
2020-05-017634.870955554198
2020-06-017345.421368103757
2020-07-016447.542163758224
2020-08-017354.974105317691
2020-09-016814.240782873488
2020-10-016679.114372717338
2020-11-016833.544241492316
2020-12-016466.771928261528
2021-01-017750.475024569288
2021-02-019113.070421326858
2021-03-0110918.726939653869
2021-04-0111239.294142362733
2021-05-0112872.55702632145
2021-06-0112105.788452792045
2021-07-0111516.720589860899
2021-08-0110879.869242440991
2021-09-0111279.597124169635
2021-10-0110866.928775737257
2021-11-019903.33861841132
2021-12-0110454.26042730488
2022-01-019512.93469216483
2022-02-019626.579817601563
2022-03-0110508.919462780897
2022-04-019341.451785074962
2022-05-0110266.230441499247
2022-06-0110603.70329429195
2022-07-0110610.02998910537
2022-08-0110962.583737688545
2022-09-0110627.802369980756
2022-10-0110993.820143461546
2022-11-0110860.380998577264
2022-12-0110175.185211460865
2023-01-019768.274903248976
2023-02-0110698.587217810658
2023-03-0110206.236831988967
2023-04-0111224.802799496461
2023-05-0111915.966710058201
2023-06-0112678.05955694438
2023-07-0112970.254525176166
2023-08-0112222.791610089937
2023-09-0113461.419205676428
2023-10-0112647.787774146233
2023-11-0112251.403625420511
2023-12-0111295.262073323443
2024-01-0112183.600639488935
2024-02-0112986.800503979759
2024-03-0114324.260707782483
2024-04-0113928.34622155421
2024-05-0114836.317120077962
2024-06-0114540.330754589246
2024-07-0114920.883867423187
2024-08-0116066.382999317504
2024-09-0116500.03657207972
2024-10-0117954.821107534564
2024-11-0118409.441206119693
2024-12-0119019.166519553415
2025-01-0119110.090759252875
2025-02-0117377.18573171932
2025-03-0117074.801177126006
2025-04-0116008.303236986527
2025-05-0115028.423380393077
2025-06-0114784.807133150418
2025-07-0114687.360414270923
2025-08-0114270.505800111861
2025-09-0114975.304221957877
2025-10-0114507.841548852324
2025-11-0115310.777434421861
2025-12-0115112.79324345951
2026-01-0114650.830131214023
2026-02-0116223.704537192705
2026-03-0114546.338474872782
2026-04-0114738.823104975067
Annual Return Matrix
YearAnnual Return
20170.07652589905147966
20180.043852953046893406
20190.1351784332238284
2020-0.42307870445328244
20210.6166118959007905
2022-0.02669487887589972
20230.11007926033631077
20240.6838180819612747
2025-0.2053914019879789
2026-0.024745269286754024
Total Factor Risk
0.48397417294585193
VTI.US Exposure
0.0016710695504675228
VEA.US Exposure
0.012478052816899248
VWO.US Exposure
0.016626394507737743
QQQ.US Exposure
0.0038856530197595397
VTV.US Exposure
0.011412273719888186
IJR.US Exposure
0.0004469364395757863
QUAL.US Exposure
-0.0002572750966176901
SHV.US Exposure
0.787715135179216
TLT.US Exposure
0.0016969518687327825
LQD.US Exposure
0.002799360488909096
HYG.US Exposure
0.015555145125049357
GLD.US Exposure
0.0002816411255155222
USO.US Exposure
-0.00020415630483523397
VNQ.US Exposure
0.010215278743757232
BTC-USD.CC Exposure
0.002084390172088047
CPER.US Exposure
0.0001869347008171384
VIX.INDX Exposure
0.0015020771496597229
UUP.US Exposure
0.008224186355361712
TIP.US Exposure
0.04008230331686905
Idiosyncratic Exposure
0.08359764712114913
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.4%

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 →0.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.95%
Market Cap$762.8B
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
$220
Avg Yield on Cost
2.20%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$219.982.20%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 →
-4.5%
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 →
-5.6%
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 →
23.6% 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 →
0.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ricoh Co. Ltd. a high-risk investment?

Ricoh Co. Ltd. (RICO.LSE) has an annualized volatility of 48.4% and experienced a maximum drawdown of 44.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, RICO.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.8%. 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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