Wizz Air Holdings PLC

10-Year Study

WIZZ.LSE · Industrials · GB · Common Stock

Executive Summary: Wizz Air Holdings PLC has compounded at -6.8% annually over the last 10 years, with a maximum drawdown of 84.0% and an annualized volatility of 79.4%.

1Y CAGR
-42.1%
3Y CAGR
-30.3%
5Y CAGR
-27.9%
10Y CAGR
-6.8%

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 →
84.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +105.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -54.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.1-14.0-30.413.8————————-24.2%
2025-10.629.9-11.39.7-1.8-31.715.67.8-14.9-9.411.79.2-11.3%
2024-10.07.40.43.73.0-2.4-14.4-30.38.7-5.0-6.611.8-34.9%
202339.7-3.015.21.6-8.1-1.5-13.2-5.1-14.8-19.521.817.416.1%
2022-3.7-15.6-15.09.8-8.0-39.926.5-3.7-25.98.229.6-14.3-54.5%
2021-4.321.6-9.21.6-1.6-3.26.0-1.83.2-7.8-14.66.1-8.2%
20207.5-18.4-32.424.614.11.7-3.620.9-19.92.641.01.417.2%
20198.20.3-1.013.0-7.88.83.71.80.55.53.6-1.439.0%
2018-5.94.7-10.2-1.86.55.8-3.7-8.5-9.3-10.616.5-6.5-23.9%
2017-0.6-6.2-1.87.629.16.27.513.1-2.914.52.110.0105.5%
2016———2.12.9-17.1-3.53.12.7-7.910.96.9-2.7%

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 79.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 44.8% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110211.841390548614
2016-05-0110510.59206952743
2016-06-018718.087995654536
2016-07-018413.905486148831
2016-08-018674.633351439436
2016-09-018908.2020640956
2016-10-018207.495926127105
2016-11-019103.747963063552
2016-12-019728.408473655621
2017-01-019674.090168386747
2017-02-019076.588810429115
2017-03-018913.633894622488
2017-04-019587.180879956544
2017-05-0112379.141770776752
2017-06-0113150.461705594786
2017-07-0114139.054861488321
2017-08-0115996.740901683868
2017-09-0115540.467137425314
2017-10-0117789.24497555676
2017-11-0118164.041281912003
2017-12-0119989.136338946224
2018-01-0118810.429114611623
2018-02-0119690.385659967407
2018-03-0117675.176534492122
2018-04-0117349.26670287887
2018-05-0118479.08745247148
2018-06-0119554.58989679522
2018-07-0118826.724606192285
2018-08-0117224.334600760456
2018-09-0115627.376425855513
2018-10-0113965.23628462792
2018-11-0116273.764258555133
2018-12-0115219.989136338947
2019-01-0116463.878326996197
2019-02-0116518.196632265073
2019-03-0116349.80988593156
2019-04-0118468.22379141771
2019-05-0117023.356871265616
2019-06-0118517.110266159696
2019-07-0119196.08908202064
2019-08-0119532.86257468767
2019-09-0119636.067354698534
2019-10-0120717.001629549155
2019-11-0121455.730581205866
2019-12-0121156.979902227053
2020-01-0122743.074416078216
2020-02-0118549.701249321024
2020-03-0112531.233025529604
2020-04-0115611.08093427485
2020-05-0117816.4041281912
2020-06-0118120.586637696906
2020-07-0117468.766974470396
2020-08-0121118.95708853884
2020-09-0116914.720260727863
2020-10-0117349.26670287887
2020-11-0124454.1010320478
2020-12-0124790.87452471483
2021-01-0123726.235741444867
2021-02-0128843.020097772947
2021-03-0126192.286800651822
2021-04-0126621.401412275936
2021-05-0126197.718631178705
2021-06-0125361.21673003802
2021-07-0126887.56110809343
2021-08-0126398.696360673548
2021-09-0127235.198261814232
2021-10-0125100.488864747418
2021-11-0121434.003259098317
2021-12-0122748.506246605106
2022-01-0121917.436175991308
2022-02-0118489.951113525258
2022-03-0115708.853883758826
2022-04-0117246.061922868004
2022-05-0115860.945138511679
2022-06-019527.430744160782
2022-07-0112053.231939163497
2022-08-0111613.253666485605
2022-09-018606.73546985334
2022-10-019315.589353612168
2022-11-0112069.52743074416
2022-12-0110344.92123845736
2023-01-0114448.669201520912
2023-02-0114014.122759369908
2023-03-0116148.832156436718
2023-04-0116409.560021727324
2023-05-0115078.76154263987
2023-06-0114856.05649103748
2023-07-0112889.733840304183
2023-08-0112237.914177077675
2023-09-0110429.114611624118
2023-10-018400.325909831612
2023-11-0110228.136882129278
2023-12-0112009.777294948399
2024-01-0110803.910917979358
2024-02-0111607.821835958719
2024-03-0111656.708310700706
2024-04-0112091.25475285171
2024-05-0112449.755567626291
2024-06-0112145.573058120586
2024-07-0110391.091797935906
2024-08-017246.061922868007
2024-09-017876.154263986963
2024-10-017485.062466051059
2024-11-016990.765888104291
2024-12-017816.4041281912
2025-01-016985.334057577404
2025-02-019071.156979902227
2025-03-018049.972840847366
2025-04-018832.156436719175
2025-05-018669.201520912547
2025-06-015920.695274307442
2025-07-016844.106463878326
2025-08-017376.425855513307
2025-09-016273.764258555133
2025-10-015687.1265616512765
2025-11-016349.809885931559
2025-12-016931.015752308528
2026-01-017702.335687126561
2026-02-016626.833242802824
2026-03-014614.340032590983
2026-04-015252.580119500272
Annual Return Matrix
YearAnnual Return
20171.0547180346175322
2018-0.2385869565217391
20190.3900785153461812
20200.17175866495507064
2021-0.08238387379491674
2022-0.5452483285577842
20230.16093462851142037
2024-0.34916327453640883
2025-0.11327310632383603
2026-0.24216300940438873
Total Factor Risk
0.7937005394602022
VTI.US Exposure
0.1197498554423463
VEA.US Exposure
0.4475961744694513
VWO.US Exposure
-0.03493408622124099
QQQ.US Exposure
0.001557161005928276
VTV.US Exposure
-0.04091745504800323
IJR.US Exposure
0.008910876708790585
QUAL.US Exposure
-0.07408259502354306
SHV.US Exposure
0.2592484538831322
TLT.US Exposure
-0.030048321616064817
LQD.US Exposure
0.11682509633419948
HYG.US Exposure
0.0009865541021087903
GLD.US Exposure
-0.00912851834203317
USO.US Exposure
0.03464237274153074
VNQ.US Exposure
-0.01446552693029042
BTC-USD.CC Exposure
0.004086716513720566
CPER.US Exposure
-0.002504300265640454
VIX.INDX Exposure
-0.023824612157105407
UUP.US Exposure
-0.00764891737690401
TIP.US Exposure
0.05597804632349309
Idiosyncratic Exposure
0.18797302545612413
Value Score
47.7
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
79.4%

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 →5.7x
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$933.2M
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 →
-11.3%
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 →
-17.8%
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 →
44.6% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Wizz Air Holdings PLC a high-risk investment?

Wizz Air Holdings PLC (WIZZ.LSE) has an annualized volatility of 79.4% and experienced a maximum drawdown of 84.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, WIZZ.LSE has generated a Compound Annual Growth Rate (CAGR) of -6.8%. It has had a positive return in 40% 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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