Crisis Database

Stock Crisis Performance

How did individual stocks perform in the 2008 GFC, COVID-19, Dot-com Bust, and 4 other major crashes? Historical data for 300 stocks across 7 indices.

300

individual stocks

7

crisis scenarios

7

global indices

Dow Jones 30

30 blue-chip US stocks · 30 stocks

AAPL

β 1.2

Apple Inc.

worst crisis

-80%

average

-35%

MSFT

β 0.9

Microsoft Corp.

worst crisis

-65%

average

-27%

NVDA

β 1.8

NVIDIA Corp.

worst crisis

-88%

average

-41%

JPM

β 1.2

JPMorgan Chase & Co.

worst crisis

-67%

average

-32%

GS

β 1.5

Goldman Sachs Group

worst crisis

-65%

average

-35%

AXP

β 1.3

American Express Co.

worst crisis

-76%

average

-28%

BA

β 1.4

Boeing Co.

worst crisis

-57%

average

-28%

CAT

β 1.1

Caterpillar Inc.

worst crisis

-58%

average

-26%

CRM

β 1.4

Salesforce Inc.

worst crisis

-77%

average

-38%

CSCO

β 0.9

Cisco Systems Inc.

worst crisis

-86%

average

-34%

CVX

β 1.0

Chevron Corp.

worst crisis

-45%

average

-8%

DIS

β 1.1

Walt Disney Co.

worst crisis

-45%

average

-30%

DOW

β 1.0

Dow Inc.

worst crisis

-42%

average

-27%

HD

β 1.0

Home Depot Inc.

worst crisis

-52%

average

-27%

HON

β 1.0

Honeywell International

worst crisis

-42%

average

-22%

IBM

β 0.9

International Business Machines

worst crisis

-38%

average

-20%

JNJ

β 0.6

Johnson & Johnson

worst crisis

-25%

average

-9%

KO

β 0.6

Coca-Cola Co.

worst crisis

-26%

average

-10%

MCD

β 0.7

McDonald's Corp.

worst crisis

-28%

average

-12%

MMM

β 0.9

3M Co.

worst crisis

-40%

average

-24%

MRK

β 0.7

Merck & Co.

worst crisis

-28%

average

-12%

NKE

β 1.0

Nike Inc.

worst crisis

-42%

average

-27%

PG

β 0.6

Procter & Gamble Co.

worst crisis

-25%

average

-10%

SHW

β 1.0

Sherwin-Williams Co.

worst crisis

-38%

average

-23%

TRV

β 0.8

Travelers Companies

worst crisis

-55%

average

-21%

UNH

β 0.7

UnitedHealth Group

worst crisis

-54%

average

-15%

V

β 0.9

Visa Inc.

worst crisis

-57%

average

-23%

VZ

β 0.5

Verizon Communications

worst crisis

-40%

average

-19%

WMT

β 0.5

Walmart Inc.

worst crisis

-17%

average

-6%

AMGN

β 0.6

Amgen Inc.

worst crisis

-22%

average

-13%

Nasdaq 100

Top US tech & growth stocks · 56 stocks

AAPL

β 1.2

Apple Inc.

worst crisis

-80%

average

-35%

MSFT

β 0.9

Microsoft Corp.

worst crisis

-65%

average

-27%

NVDA

β 1.8

NVIDIA Corp.

worst crisis

-88%

average

-41%

CRM

β 1.4

Salesforce Inc.

worst crisis

-77%

average

-38%

CSCO

β 0.9

Cisco Systems Inc.

worst crisis

-86%

average

-34%

HON

β 1.0

Honeywell International

worst crisis

-42%

average

-22%

AMGN

β 0.6

Amgen Inc.

worst crisis

-22%

average

-13%

AMZN

β 1.3

Amazon.com Inc.

worst crisis

-93%

average

-33%

META

β 1.3

Meta Platforms Inc.

worst crisis

-77%

average

-37%

GOOGL

β 1.1

Alphabet Inc.

worst crisis

-77%

average

-34%

TSLA

β 1.9

Tesla Inc.

worst crisis

-65%

average

-30%

AVGO

β 1.2

Broadcom Inc.

worst crisis

-77%

average

-32%

COST

β 0.8

Costco Wholesale Corp.

worst crisis

-31%

average

-11%

NFLX

β 1.3

Netflix Inc.

worst crisis

-66%

average

-25%

TMUS

β 0.5

T-Mobile US Inc.

worst crisis

-22%

average

-12%

AMD

β 1.9

Advanced Micro Devices

worst crisis

-88%

average

-44%

ADBE

β 1.3

Adobe Inc.

worst crisis

-81%

average

-31%

QCOM

β 1.2

Qualcomm Inc.

worst crisis

-88%

average

-36%

PEP

β 0.6

PepsiCo Inc.

worst crisis

-26%

average

-12%

INTU

β 1.2

Intuit Inc.

worst crisis

-71%

average

-33%

CMCSA

β 0.8

Comcast Corp.

worst crisis

-62%

average

-27%

TXN

β 1.0

Texas Instruments Inc.

worst crisis

-72%

average

-28%

AMAT

β 1.5

Applied Materials Inc.

worst crisis

-82%

average

-35%

BKNG

β 1.2

Booking Holdings Inc.

worst crisis

-97%

average

-37%

ISRG

β 1.0

Intuitive Surgical Inc.

worst crisis

-54%

average

-21%

SBUX

β 0.9

Starbucks Corp.

worst crisis

-63%

average

-29%

GILD

β 0.5

Gilead Sciences Inc.

worst crisis

-20%

average

0%

ADI

β 1.1

Analog Devices Inc.

worst crisis

-75%

average

-30%

VRTX

β 0.5

Vertex Pharmaceuticals

worst crisis

-20%

average

-5%

MU

β 1.5

Micron Technology Inc.

worst crisis

-83%

average

-40%

PANW

β 1.3

Palo Alto Networks

worst crisis

-77%

average

-34%

LRCX

β 1.5

Lam Research Corp.

worst crisis

-80%

average

-36%

KLAC

β 1.4

KLA Corporation

worst crisis

-79%

average

-34%

CDNS

β 1.2

Cadence Design Systems

worst crisis

-87%

average

-32%

REGN

β 0.5

Regeneron Pharmaceuticals

worst crisis

-20%

average

0%

SNPS

β 1.2

Synopsys Inc.

worst crisis

-78%

average

-29%

MRVL

β 1.5

Marvell Technology Inc.

worst crisis

-77%

average

-40%

NXPI

β 1.3

NXP Semiconductors

worst crisis

-77%

average

-33%

ON

β 1.6

ON Semiconductor Corp.

worst crisis

-78%

average

-37%

MNST

β 0.8

Monster Beverage Corp.

worst crisis

-35%

average

-8%

KDP

β 0.5

Keurig Dr Pepper Inc.

worst crisis

-15%

average

-10%

EXC

β 0.5

Exelon Corp.

worst crisis

-44%

average

-19%

AEP

β 0.5

American Electric Power

worst crisis

-36%

average

-16%

ORLY

β 0.8

O'Reilly Automotive Inc.

worst crisis

-31%

average

-7%

FAST

β 1.0

Fastenal Co.

worst crisis

-38%

average

-19%

CTAS

β 0.9

Cintas Corp.

worst crisis

-30%

average

-19%

PCAR

β 1.0

PACCAR Inc.

worst crisis

-55%

average

-21%

CHTR

β 1.1

Charter Communications

worst crisis

-62%

average

-25%

BIIB

β 0.7

Biogen Inc.

worst crisis

-25%

average

-13%

IDXX

β 1.0

IDEXX Laboratories

worst crisis

-55%

average

-22%

DXCM

β 1.2

Dexcom Inc.

worst crisis

-55%

average

-18%

WDAY

β 1.3

Workday Inc.

worst crisis

-77%

average

-35%

CRWD

β 1.4

CrowdStrike Holdings

worst crisis

-77%

average

-35%

FTNT

β 1.2

Fortinet Inc.

worst crisis

-77%

average

-33%

EA

β 0.8

Electronic Arts Inc.

worst crisis

-72%

average

-25%

MELI

β 1.5

MercadoLibre Inc.

worst crisis

-72%

average

-38%

S&P 500

Additional US large-cap stocks · 52 stocks

BAC

β 1.4

Bank of America

worst crisis

-90%

average

-36%

WFC

β 1.2

Wells Fargo

worst crisis

-88%

average

-34%

C

β 1.6

Citigroup

worst crisis

-95%

average

-41%

MS

β 1.6

Morgan Stanley

worst crisis

-79%

average

-38%

BLK

β 1.4

BlackRock

worst crisis

-72%

average

-31%

SCHW

β 1.3

Charles Schwab

worst crisis

-65%

average

-34%

COF

β 1.4

Capital One Financial

worst crisis

-81%

average

-34%

USB

β 1.1

U.S. Bancorp

worst crisis

-70%

average

-29%

LLY

β 0.5

Eli Lilly

worst crisis

-15%

average

1%

ABT

β 0.6

Abbott Laboratories

worst crisis

-20%

average

-11%

TMO

β 0.8

Thermo Fisher Scientific

worst crisis

-50%

average

-17%

DHR

β 0.7

Danaher

worst crisis

-50%

average

-20%

BSX

β 0.9

Boston Scientific

worst crisis

-45%

average

-22%

SYK

β 0.8

Stryker

worst crisis

-45%

average

-16%

CVS

β 0.6

CVS Health

worst crisis

-25%

average

-14%

ELV

β 0.7

Elevance Health

worst crisis

-35%

average

-15%

XOM

β 0.9

ExxonMobil

worst crisis

-44%

average

-3%

COP

β 1.2

ConocoPhillips

worst crisis

-50%

average

-8%

EOG

β 1.4

EOG Resources

worst crisis

-55%

average

-10%

SLB

β 1.5

SLB (Schlumberger)

worst crisis

-65%

average

-22%

OXY

β 1.6

Occidental Petroleum

worst crisis

-63%

average

-11%

HAL

β 1.6

Halliburton

worst crisis

-65%

average

-21%

RTX

β 0.8

RTX (Raytheon)

worst crisis

-47%

average

-23%

LMT

β 0.5

Lockheed Martin

worst crisis

-27%

average

-7%

NOC

β 0.5

Northrop Grumman

worst crisis

-25%

average

-2%

GD

β 0.6

General Dynamics

worst crisis

-32%

average

-9%

DE

β 1.1

Deere & Company

worst crisis

-55%

average

-20%

UPS

β 0.8

United Parcel Service

worst crisis

-45%

average

-17%

FDX

β 1.0

FedEx

worst crisis

-52%

average

-24%

PM

β 0.6

Philip Morris International

worst crisis

-14%

average

-7%

MO

β 0.5

Altria Group

worst crisis

-30%

average

-9%

CL

β 0.5

Colgate-Palmolive

worst crisis

-15%

average

-7%

KMB

β 0.5

Kimberly-Clark

worst crisis

-12%

average

-5%

GIS

β 0.4

General Mills

worst crisis

-10%

average

0%

TGT

β 1.0

Target

worst crisis

-40%

average

-15%

LOW

β 1.1

Lowe's Companies

worst crisis

-42%

average

-12%

F

β 1.3

Ford Motor

worst crisis

-70%

average

-34%

GM

β 1.3

General Motors

worst crisis

-95%

average

-39%

CMG

β 1.2

Chipotle Mexican Grill

worst crisis

-40%

average

-23%

AMT

β 0.8

American Tower

worst crisis

-55%

average

-27%

PLD

β 1.0

Prologis

worst crisis

-72%

average

-30%

CCI

β 0.7

Crown Castle

worst crisis

-60%

average

-28%

EQIX

β 0.8

Equinix

worst crisis

-82%

average

-30%

PSA

β 0.7

Public Storage

worst crisis

-38%

average

-19%

NEE

β 0.5

NextEra Energy

worst crisis

-38%

average

-13%

SO

β 0.3

Southern Company

worst crisis

-18%

average

-8%

DUK

β 0.3

Duke Energy

worst crisis

-18%

average

-8%

D

β 0.3

Dominion Energy

worst crisis

-28%

average

-10%

LIN

β 0.8

Linde

worst crisis

-45%

average

-18%

APD

β 0.8

Air Products & Chemicals

worst crisis

-42%

average

-18%

ECL

β 0.9

Ecolab

worst crisis

-35%

average

-18%

NEM

β 0.6

Newmont (Gold Miner)

worst crisis

-20%

average

-3%

Euro Stoxx 50

Top European stocks · 56 stocks

ASML

β 1.3

ASML Holding (Netherlands)

worst crisis

-74%

average

-34%

SAP

β 0.9

SAP SE (Germany)

worst crisis

-65%

average

-26%

SIEGY

β 1.1

Siemens AG (Germany)

worst crisis

-55%

average

-31%

EADSY

β 1.2

Airbus SE (France/Germany/Spain)

worst crisis

-55%

average

-31%

ING

β 1.5

ING Group (Netherlands)

worst crisis

-82%

average

-33%

SAN

β 1.4

Banco Santander (Spain)

worst crisis

-55%

average

-28%

ALIZY

β 1.2

Allianz SE (Germany)

worst crisis

-48%

average

-26%

AXAHY

β 1.3

AXA SA (France)

worst crisis

-55%

average

-28%

BNPQY

β 1.4

BNP Paribas (France)

worst crisis

-65%

average

-29%

LVMHF

β 1.1

LVMH (France)

worst crisis

-55%

average

-32%

HESAY

β 0.8

Hermès International (France)

worst crisis

-42%

average

-23%

IDEXY

β 0.9

Inditex / Zara (Spain)

worst crisis

-52%

average

-30%

VWAGY

β 1.3

Volkswagen AG (Germany)

worst crisis

-58%

average

-32%

LRLCY

β 0.7

L'Oréal (France)

worst crisis

-38%

average

-21%

NSRGY

β 0.5

Nestlé (Switzerland)

worst crisis

-22%

average

-12%

BUD

β 0.8

AB InBev (Belgium/Brazil)

worst crisis

-62%

average

-26%

NVO

β 0.5

Novo Nordisk (Denmark)

worst crisis

-25%

average

-4%

SNY

β 0.6

Sanofi (France)

worst crisis

-22%

average

-14%

NVS

β 0.6

Novartis (Switzerland)

worst crisis

-25%

average

-15%

RHHBY

β 0.5

Roche Holding (Switzerland)

worst crisis

-28%

average

-16%

TTE

β 0.9

TotalEnergies (France)

worst crisis

-38%

average

-13%

IBDRY

β 0.6

Iberdrola (Spain)

worst crisis

-52%

average

-24%

BASFY

β 1.1

BASF SE (Germany)

worst crisis

-48%

average

-30%

AIQUY

β 0.8

Air Liquide (France)

worst crisis

-38%

average

-19%

DTEGY

β 0.7

Deutsche Telekom (Germany)

worst crisis

-72%

average

-24%

BMWYY

β 0.9

BMW Group (Germany)

worst crisis

-60%

average

-31%

MBGYY

β 0.9

Mercedes-Benz Group (Germany)

worst crisis

-65%

average

-33%

BAYRY

β 0.7

Bayer AG (Germany)

worst crisis

-40%

average

-25%

ADDYY

β 1.0

Adidas AG (Germany)

worst crisis

-55%

average

-34%

MURGY

β 0.8

Munich Re (Germany)

worst crisis

-42%

average

-20%

DB

β 1.2

Deutsche Bank (Germany)

worst crisis

-72%

average

-38%

PPRUY

β 1.1

Kering (France)

worst crisis

-52%

average

-32%

SAFRY

β 1.1

Safran SA (France)

worst crisis

-52%

average

-27%

SBGSY

β 0.9

Schneider Electric (France)

worst crisis

-45%

average

-24%

STM

β 1.4

STMicroelectronics (Italy/France)

worst crisis

-72%

average

-36%

IFNNY

β 1.3

Infineon Technologies (Germany)

worst crisis

-80%

average

-37%

CTTAY

β 1.2

Continental AG (Germany)

worst crisis

-62%

average

-34%

VONOY

β 0.8

Vonovia SE (Germany)

worst crisis

-55%

average

-25%

CRH

β 1.0

CRH plc (Ireland)

worst crisis

-62%

average

-26%

PDRDY

β 0.8

Pernod Ricard (France)

worst crisis

-40%

average

-22%

DANOY

β 0.6

Danone (France)

worst crisis

-22%

average

-14%

PHG

β 0.9

Philips NV (Netherlands)

worst crisis

-55%

average

-30%

WTKWY

β 0.7

Wolters Kluwer (Netherlands)

worst crisis

-38%

average

-19%

AMADY

β 1.1

Amadeus IT Group (Spain)

worst crisis

-60%

average

-27%

MT

β 1.5

ArcelorMittal (Luxembourg)

worst crisis

-82%

average

-35%

CGEMY

β 1.1

Capgemini (France)

worst crisis

-65%

average

-30%

LGRDY

β 0.9

Legrand SA (France)

worst crisis

-42%

average

-22%

VIVHY

β 0.8

Vivendi / Universal Music (France)

worst crisis

-88%

average

-30%

BBVA

β 1.4

BBVA (Spain)

worst crisis

-58%

average

-29%

ENGIY

β 0.7

Engie SA (France)

worst crisis

-48%

average

-22%

ACCYY

β 1.2

Accor SA (France)

worst crisis

-60%

average

-30%

TEF

β 0.8

Telefónica (Spain)

worst crisis

-70%

average

-31%

CODFY

β 1.1

Saint-Gobain (France)

worst crisis

-58%

average

-29%

STLA

β 1.3

Stellantis NV (Italy/France)

worst crisis

-62%

average

-38%

ESLOY

β 0.8

EssilorLuxottica (Italy/France)

worst crisis

-45%

average

-28%

CNHI

β 1.1

CNH Industrial (Italy/Netherlands)

worst crisis

-65%

average

-34%

FTSE 100

Top UK stocks · 44 stocks

HSBC

β 1.0

HSBC Holdings (UK/Asia)

worst crisis

-42%

average

-17%

BCS

β 1.5

Barclays (UK)

worst crisis

-88%

average

-30%

LLDTF

β 1.4

Lloyds Banking Group (UK)

worst crisis

-90%

average

-29%

BP

β 0.8

BP plc (UK)

worst crisis

-45%

average

-15%

SHEL

β 0.9

Shell plc (UK)

worst crisis

-40%

average

-14%

RIO

β 1.3

Rio Tinto (UK/Australia)

worst crisis

-72%

average

-29%

BHP

β 1.3

BHP Group (UK/Australia)

worst crisis

-60%

average

-25%

GLNCY

β 1.4

Glencore (UK/Switzerland)

worst crisis

-70%

average

-27%

AZN

β 0.6

AstraZeneca (UK)

worst crisis

-20%

average

-12%

GSK

β 0.5

GSK plc (UK)

worst crisis

-25%

average

-13%

UL

β 0.6

Unilever (UK/Netherlands)

worst crisis

-22%

average

-13%

DEO

β 0.7

Diageo (UK)

worst crisis

-28%

average

-18%

RYCEY

β 1.6

Rolls-Royce Holdings (UK)

worst crisis

-72%

average

-24%

BAESY

β 0.6

BAE Systems (UK)

worst crisis

-25%

average

-10%

NGG

β 0.4

National Grid (UK)

worst crisis

-30%

average

-11%

VOD

β 0.8

Vodafone Group (UK)

worst crisis

-75%

average

-27%

BTGOF

β 0.8

BT Group (UK)

worst crisis

-80%

average

-32%

TSCDY

β 0.6

Tesco plc (UK)

worst crisis

-15%

average

-8%

PIAAF

β 1.2

Prudential plc (UK)

worst crisis

-50%

average

-26%

LGGNF

β 1.1

Legal & General Group (UK)

worst crisis

-65%

average

-23%

CMPGY

β 0.8

Compass Group (UK)

worst crisis

-45%

average

-19%

BURBY

β 1.0

Burberry Group (UK)

worst crisis

-50%

average

-28%

SEGXF

β 0.9

Segro plc (UK)

worst crisis

-65%

average

-24%

SCBFY

β 1.2

Standard Chartered (UK)

worst crisis

-55%

average

-23%

RBGLY

β 0.5

Reckitt Benckiser (UK)

worst crisis

-25%

average

-5%

EXPGY

β 0.8

Experian plc (UK/Ireland)

worst crisis

-25%

average

-15%

RELX

β 0.7

RELX plc (UK/Netherlands)

worst crisis

-25%

average

-14%

LNSTY

β 0.8

London Stock Exchange Group (UK)

worst crisis

-30%

average

-17%

ANTO

β 1.4

Antofagasta (UK/Chile)

worst crisis

-72%

average

-29%

BATS

β 0.3

British American Tobacco (UK)

worst crisis

-30%

average

-7%

IMB

β 0.3

Imperial Brands (UK)

worst crisis

-12%

average

-4%

WPPGY

β 1.1

WPP plc (UK)

worst crisis

-55%

average

-31%

HLMA

β 0.8

Halma plc (UK)

worst crisis

-35%

average

-18%

MNDI

β 1.0

Mondi plc (UK/South Africa)

worst crisis

-52%

average

-23%

MKTAY

β 0.9

Marks & Spencer (UK)

worst crisis

-45%

average

-22%

SVNDY

β 0.3

Severn Trent (UK)

worst crisis

-22%

average

-6%

LGEN

β 0.9

Land Securities Group (UK)

worst crisis

-70%

average

-32%

PSON

β 0.7

Pearson plc (UK)

worst crisis

-30%

average

-14%

AUTO

β 0.9

Auto Trader Group (UK)

worst crisis

-40%

average

-23%

HRGLY

β 0.5

Haleon plc (UK)

worst crisis

-18%

average

-9%

ENTGY

β 1.1

Entain plc (UK)

worst crisis

-45%

average

-22%

DPLMY

β 0.8

Diploma plc (UK)

worst crisis

-38%

average

-19%

MNDI2

β 0.7

Smith & Nephew (UK)

worst crisis

-25%

average

-15%

CRDA

β 0.8

Croda International (UK)

worst crisis

-38%

average

-20%

FTSE MIB

Top Italian stocks · 32 stocks

STM

β 1.4

STMicroelectronics (Italy/France)

worst crisis

-72%

average

-36%

ISNPY

β 1.5

Intesa Sanpaolo (Italy)

worst crisis

-70%

average

-31%

UNCRY

β 1.6

UniCredit (Italy)

worst crisis

-75%

average

-35%

RACE

β 0.8

Ferrari NV (Italy)

worst crisis

-45%

average

-26%

STLA

β 1.3

Stellantis NV (Italy/France)

worst crisis

-62%

average

-38%

ESLOY

β 0.8

EssilorLuxottica (Italy/France)

worst crisis

-45%

average

-28%

E

β 0.9

Eni SpA (Italy)

worst crisis

-42%

average

-13%

ENLAY

β 0.8

Enel SpA (Italy)

worst crisis

-52%

average

-28%

MDIBF

β 1.1

Mediobanca (Italy)

worst crisis

-62%

average

-30%

MONCY

β 1.0

Moncler SpA (Italy)

worst crisis

-50%

average

-30%

FINMY

β 0.8

Leonardo SpA (Italy)

worst crisis

-48%

average

-21%

CNHI

β 1.1

CNH Industrial (Italy/Netherlands)

worst crisis

-65%

average

-34%

GGRAF

β 1.1

Assicurazioni Generali (Italy)

worst crisis

-55%

average

-28%

PRYMY

β 1.1

Prysmian SpA (Italy)

worst crisis

-55%

average

-26%

SNMRF

β 0.7

Snam SpA (Italy)

worst crisis

-35%

average

-19%

TERNF

β 0.6

Terna SpA (Italy)

worst crisis

-30%

average

-15%

PTAIF

β 0.8

Poste Italiane (Italy)

worst crisis

-40%

average

-22%

RCTAF

β 0.7

Recordati SpA (Italy)

worst crisis

-25%

average

-16%

ANFGF

β 0.9

Amplifon SpA (Italy)

worst crisis

-42%

average

-26%

SAPMY

β 1.4

Saipem SpA (Italy)

worst crisis

-58%

average

-25%

FBNKY

β 1.0

FinecoBank (Italy)

worst crisis

-50%

average

-24%

BMEDZY

β 1.1

Banca Mediolanum (Italy)

worst crisis

-55%

average

-27%

CPRI

β 0.8

Campari Group (Italy)

worst crisis

-35%

average

-22%

PIRRY

β 1.1

Pirelli & C. (Italy)

worst crisis

-62%

average

-34%

AZIMF

β 1.2

Azimut Holding (Italy)

worst crisis

-65%

average

-35%

BAMI

β 1.4

Banco BPM (Italy)

worst crisis

-72%

average

-33%

IVOEQ

β 1.1

Iveco Group (Italy)

worst crisis

-60%

average

-33%

MONCY

β 1.1

Telecom Italia (TIM)

worst crisis

-82%

average

-38%

IOSPY

β 0.6

Italgas SpA (Italy)

worst crisis

-32%

average

-16%

MPS

β 1.6

Monte dei Paschi di Siena (Italy)

worst crisis

-80%

average

-41%

DLPH

β 0.9

De'Longhi SpA (Italy)

worst crisis

-48%

average

-23%

TODS

β 0.9

Tod's SpA (Italy)

worst crisis

-52%

average

-31%

Nikkei 225

Top Japanese stocks · 41 stocks

TM

β 0.7

Toyota Motor

worst crisis

-54%

average

-26%

SONY

β 1.0

Sony Group

worst crisis

-72%

average

-35%

HMC

β 0.8

Honda Motor

worst crisis

-57%

average

-26%

NTDOY

β 0.7

Nintendo

worst crisis

-45%

average

-19%

MUFG

β 0.9

Mitsubishi UFJ Financial

worst crisis

-78%

average

-34%

SMFG

β 0.9

Sumitomo Mitsui Financial

worst crisis

-82%

average

-37%

MFG

β 0.9

Mizuho Financial

worst crisis

-75%

average

-37%

SFTBY

β 1.5

SoftBank Group

worst crisis

-92%

average

-41%

NTTYY

β 0.5

NTT Group

worst crisis

-60%

average

-20%

KDDIY

β 0.6

KDDI

worst crisis

-55%

average

-16%

FANUY

β 1.1

Fanuc

worst crisis

-68%

average

-33%

HTHIY

β 1.0

Hitachi

worst crisis

-62%

average

-29%

DKILY

β 1.1

Daikin Industries

worst crisis

-48%

average

-25%

KYCCF

β 1.3

Keyence

worst crisis

-62%

average

-30%

MRAAY

β 1.1

Murata Manufacturing

worst crisis

-68%

average

-34%

SHECY

β 1.0

Shin-Etsu Chemical

worst crisis

-55%

average

-29%

BRDCY

β 0.9

Bridgestone Corporation

worst crisis

-58%

average

-28%

KMTUY

β 1.1

Komatsu Ltd

worst crisis

-68%

average

-30%

NSSMY

β 1.2

Nippon Steel Corporation

worst crisis

-68%

average

-33%

RCRUY

β 1.2

Recruit Holdings

worst crisis

-55%

average

-32%

OCPNY

β 0.8

Olympus Corporation

worst crisis

-45%

average

-25%

NIDCY

β 1.3

Nidec Corporation

worst crisis

-62%

average

-35%

ASGLY

β 0.7

Asahi Group Holdings

worst crisis

-30%

average

-18%

TKOMY

β 0.8

Tokio Marine Holdings

worst crisis

-40%

average

-20%

DSNKY

β 0.7

Daiichi Sankyo

worst crisis

-20%

average

-8%

CJPRY

β 0.8

Canon Inc.

worst crisis

-52%

average

-25%

FUJIY

β 0.9

Fujitsu Limited

worst crisis

-65%

average

-28%

DNZOY

β 0.9

Denso Corporation

worst crisis

-65%

average

-30%

PCRFY

β 1.0

Panasonic Holdings

worst crisis

-68%

average

-33%

MZDIY

β 0.9

Mazda Motor

worst crisis

-65%

average

-28%

NSANY

β 1.1

Nissan Motor

worst crisis

-72%

average

-32%

SUBCY

β 0.8

Subaru Corporation

worst crisis

-58%

average

-25%

AJINY

β 0.6

Ajinomoto Co.

worst crisis

-22%

average

-12%

KABGY

β 0.6

Kirin Holdings

worst crisis

-28%

average

-17%

SSDOY

β 0.8

Shiseido Company

worst crisis

-38%

average

-24%

SBIFY

β 1.1

SBI Holdings

worst crisis

-78%

average

-33%

KYOCY

β 0.9

Kyocera Corporation

worst crisis

-55%

average

-28%

SEKEY

β 0.8

Seiko Epson

worst crisis

-55%

average

-27%

ROHCY

β 1.1

Rohm Co.

worst crisis

-65%

average

-32%

CODYY

β 0.8

Citizen Watch Group

worst crisis

-52%

average

-28%

FUJKY

β 1.0

Fujikura Ltd

worst crisis

-58%

average

-25%

PORTFOLIO STRESS TEST

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Historical data is educational only. Not financial advice. Past crisis returns do not predict future performance.