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But this season the Dutch attacker has rediscovered the form which persuaded Louis van Gaal to bring him to Old Trafford in the first place.
On Saturday the 24-year-old had a hand in every goal as Lyon thrashed bottom-of-the-pile Metz 5-0. Depay assisted four, scoring the other, to take his tally to ten assists and 13 Ligue 1 goals this term.
Depay has come a long way from his disastrous spell at Old Trafford. In 53 appearances for United he scored seven goals in all competitions and assisted another six.
A long way from the combined goals and assists total of 79 he managed in 124 games for PSV Eindhoven. By the time he left England he looked like the shell of the player he grabbed a lot of attention in the Eredivisie.
“We’ve bet on a player who wants to show his immense talent,” Lyon president Jean-Michel Aulas said when the deal to sign Depay was close.
“There was a lot of interest in him from his time with Holland and in Eindhoven, where he had two fantastic seasons. When you see him developing, you get the impression he really wants to show his immense talent.
“This is a big operation, because I think it will be around €16.5million, with up to €8million in bonuses. It’s a major investment.”
From the outset it was evident Depay was the same player who had lit up the Eredivisie. Shots rained in from distance and he wasn’t picking the high-percentage chances. You are never going to take that away from him. Similar to Arjen Robben and others with one very strong foot, his go-to move is to play on the left, cut inside and fire efforts off.
Once he got off the mark, scoring in his fourth appearance in Ligue 1, it was quickly apparent he would be a good fit for Lyon.
In the images above, taken from a win over Nancy, he was slipped through on goal, collected a pass inside the area and had enough confidence to take the shot on first time and curl the ball into the far corner.
In just 17 league appearances Depay finished with five goals and seven assists, a positive return for his first campaign in France.
This season he opened his account with a free-kick against Rennes opened his account. He also helped set-up another three in the opening six fixtures. Yet, with Mariano Díaz taking the early plaudits and Nabil Fekir’s revival, Depay’s contributions were quiet and underplayed.
Last season it was all about Alexandre Lacazette, with the Dutchman on the left as the second option.
However, this term, with Bertrand Traoré joining from Ajax, Lyon have four options in a blistering attack and Depay has thrived in one of France’s most dangerous frontlines.
At United, when you combined his expected goals (xG) and expected goals assisted (xA), Depay managed 0.36 per 90 minutes. Unsurprisingly it jumped to 0.90 in his first season at Lyon and it has reduced to 0.63 this season. This is the level he needs to maintain.
His shots per 90 have dropped to 3.47 from 3.8 last season and although he is converting fewer of his attempts on target, it’s where he’s trying from and the quality of shots he’s trying which makes the biggest difference.
Going forward Lyon have plenty of options with the three other forwards and rampaging full-backs, plus dynamic midfielders Houssem Aouar and Tanguy Ndombele; coach Bruno Génésio is spoilt for choice.
Fekir is elusive, drifting through the middle or dropping deep as the No.10; he helps occupy defenders, pushing and pulling them around the final third.
Opponents don’t know who is best to mark and it gives the forwards an extra half yard of space, exactly what Depay needs to test goalkeepers.
Even against league leaders Paris Saint-Germain. Everyone at Parc OL knew what he was trying to do, but they still couldn't stop the Dutchman cutting inside onto his strong foot and unleashing an unstoppable shot.
PSG have men back, but with five Lyon players in the final third, the PSG defenders didn't know who to mark and Depay took full advantage to rifle home a last-minute winner.
He’s still the same player, playing off the left, cutting inside and trying his luck from distance. Give him options when on the ball, or distractions which offer him gaps to exploit and this is what you get, a dangerous forward who can punish you both in and outside the penalty area.