Samsung Electronics Co. Ltd

10-Year Study

SMSN.LSE · Technology · GB · Common Stock

Executive Summary: Samsung Electronics Co. Ltd has compounded at 24.2% annually over the last 10 years, with a maximum drawdown of 48.3% and an annualized volatility of 52.2%.

1Y CAGR
+317.3%
3Y CAGR
+43.8%
5Y CAGR
+17.9%
10Y CAGR
+24.2%

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 →
48.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +130.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -37.9%
% 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.
202633.332.2-22.130.2————————78.7%
2025-0.32.85.0-0.74.110.114.2-1.721.424.8-7.219.4130.8%
2024-8.7-0.69.8-5.2-5.011.04.0-9.6-15.5-9.4-7.4-6.6-37.9%
202311.5-6.97.60.49.33.2-1.8-7.20.3-1.111.68.238.3%
2022-6.4-2.6-5.2-6.71.4-18.26.9-6.0-15.212.112.5-4.4-31.3%
20210.80.5-1.0-0.2-0.7-0.9-3.8-4.7-4.0-4.40.310.6-8.0%
2020-1.8-4.8-10.35.0-1.78.39.3-2.48.3-0.319.923.560.0%
201918.7-3.1-0.90.5-9.114.3-5.0-5.412.24.90.012.441.6%
2018-1.2-7.35.28.1-4.3-11.2-1.63.9-1.2-10.90.2-6.4-25.3%
201713.9-0.38.66.91.24.54.2-4.510.38.9-4.72.863.3%
2016———-4.30.213.810.55.3-0.1-2.44.03.533.4%

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 52.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.1% of variance. Idiosyncratic stock-specific factors contribute 11.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019569.797837296
2016-05-019587.357701280136
2016-06-0110912.64430709165
2016-07-0112063.655566916494
2016-08-0112705.060338183031
2016-09-0112696.272595856239
2016-10-0112397.53621875364
2016-11-0112889.571685706775
2016-12-0113340.944318561686
2017-01-0115189.38945944004
2017-02-0115144.741123108282
2017-03-0116440.946505455406
2017-04-0117578.8207822742
2017-05-0117793.852686375787
2017-06-0118601.048548594343
2017-07-0119373.845465163453
2017-08-0118493.214604344063
2017-09-0120401.913130333065
2017-10-0122222.22321401076
2017-11-0121176.896940624945
2017-12-0121779.810150846573
2018-01-0121525.28696285539
2018-02-0119943.61607786413
2018-03-0120983.92588483282
2018-04-0122686.81093321896
2018-05-0121716.350065450606
2018-06-0119276.61572394439
2018-07-0118963.024090196424
2018-08-0119700.884263782227
2018-09-0119456.47434349674
2018-10-0117338.003615961825
2018-11-0117375.171883152037
2018-12-0116258.878676938224
2019-01-0119296.869037646262
2019-02-0118706.14887569116
2019-03-0118536.512868530644
2019-04-0118630.991140402595
2019-05-0116939.841677820572
2019-06-0119360.101507573123
2019-07-0118389.241196971736
2019-08-0117399.343753361234
2019-09-0119522.8086320712
2019-10-0120481.690120729923
2019-11-0120481.690120729923
2019-12-0123016.076792996224
2020-01-0122610.932415611565
2020-02-0121530.546665411064
2020-03-0119303.94073785794
2020-04-0120275.941357329062
2020-05-0119926.020509492682
2020-06-0121589.454441424943
2020-07-0123605.513828532363
2020-08-0123037.88547907031
2020-09-0124957.8576653526
2020-10-0124879.064777130985
2020-11-0129823.35923835401
2020-12-0136829.06212161718
2021-01-0137131.766148759656
2021-02-0137333.5695773627
2021-03-0136972.54912812118
2021-04-0136911.737861958805
2021-05-0136648.22832598641
2021-06-0136306.070950865855
2021-07-0134942.17674475068
2021-08-0133293.28788759902
2021-09-0131960.91842395479
2021-10-0130539.296918131182
2021-11-0130641.572135582057
2021-12-0133879.29730195334
2022-01-0131722.033757605594
2022-02-0130910.493117756196
2022-03-0129295.79344297853
2022-04-0127324.159239782188
2022-05-0127695.777197482308
2022-06-0122660.894011079967
2022-07-0124218.700976202585
2022-08-0122754.361402486185
2022-09-0119292.365821796728
2022-10-0121625.444463833912
2022-11-0124335.16422456096
2022-12-0123266.90680842499
2023-01-0125951.548700114836
2023-02-0124172.314282513646
2023-03-0126011.259824843204
2023-04-0126127.71191558055
2023-05-0128562.628396324053
2023-06-0129488.590439882515
2023-07-0128956.688792973022
2023-08-0126871.63737196072
2023-09-0126956.848123801396
2023-10-0126657.326250177968
2023-11-0129759.50417317342
2023-12-0132187.424825528287
2024-01-0129394.1233256316
2024-02-0129222.226784449493
2024-03-0132094.470684689648
2024-04-0130410.966424040478
2024-05-0128900.130811949013
2024-06-0132091.10108313722
2024-07-0133370.40936418966
2024-08-0130161.29903272352
2024-09-0125481.145628823437
2024-10-0123083.433119657457
2024-11-0121383.237057940634
2024-12-0119974.469131548798
2025-01-0119908.619083727237
2025-02-0120468.343374448425
2025-03-0121492.287182883672
2025-04-0121337.664870587218
2025-05-0122221.212333545034
2025-06-0124463.93656044463
2025-07-0127930.21666761135
2025-08-0127463.600492899066
2025-09-0133338.971651162785
2025-10-0141617.92645878084
2025-11-0138605.36877945891
2025-12-0146103.29011466017
2026-01-0161456.17665816754
2026-02-0181272.11161548518
2026-03-0163286.02650782975
2026-04-0182387.87371893774
Annual Return Matrix
YearAnnual Return
20170.6325538605646994
2018-0.25348850314444793
20190.41560050052175423
20200.6001450834933011
2021-0.0800934004217404
2022-0.31324116314881434
20230.38339939599849004
2024-0.3794325193823279
20251.3081109095331125
20260.78702807357212
Total Factor Risk
0.5222400743533617
VTI.US Exposure
-0.018937525460980296
VEA.US Exposure
0.17999360412514984
VWO.US Exposure
-0.022829140316805337
QQQ.US Exposure
0.15830523841360009
VTV.US Exposure
0.06373948053347468
IJR.US Exposure
0.021189999768891698
QUAL.US Exposure
0.00038596997220611455
SHV.US Exposure
0.41114467497525414
TLT.US Exposure
0.04431315017501793
LQD.US Exposure
-0.007545671308399394
HYG.US Exposure
0.000382259766539823
GLD.US Exposure
0.033282086375780555
USO.US Exposure
-0.0015683717091850788
VNQ.US Exposure
0.010220244593422695
BTC-USD.CC Exposure
-0.000834054788079878
CPER.US Exposure
-0.0005256888984741519
VIX.INDX Exposure
-0.0051984770413619616
UUP.US Exposure
0.0106830359294971
TIP.US Exposure
0.012745098233302903
Idiosyncratic Exposure
0.11105408666114859
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.2%

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 →0.85%
Market Cap$0
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 →
+15.4%
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 →
+80.0%
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 →
0.0% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Samsung Electronics Co. Ltd a high-risk investment?

Samsung Electronics Co. Ltd (SMSN.LSE) has an annualized volatility of 52.2% and experienced a maximum drawdown of 48.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SMSN.LSE has generated a Compound Annual Growth Rate (CAGR) of 24.2%. 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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