Admiral Group PLC

10-Year Study

ADM.LSE · Financial Services · GB · Common Stock

Executive Summary: Admiral Group PLC has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 44.6% and an annualized volatility of 65.0%.

1Y CAGR
+2.4%
3Y CAGR
+17.1%
5Y CAGR
+6.4%
10Y CAGR
+9.5%

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 →
44.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +31.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.47.86.36.0————————5.1%
20252.26.4-0.914.35.7-2.44.56.1-5.2-2.3-3.20.126.6%
2024-6.36.06.4-3.80.7-3.65.36.0-2.9-7.9-0.03.21.6%
20232.90.0-7.413.42.3-10.52.317.0-3.02.810.6-0.629.7%
2022-0.4-5.3-13.9-1.5-10.40.9-14.510.6-7.95.40.45.5-29.7%
2021-0.87.10.40.9-4.17.08.16.2-11.8-7.73.06.813.7%
2020-2.2-6.55.64.52.4-1.54.49.91.15.33.91.731.4%
20191.25.4-0.51.6-4.27.1-1.9-0.90.7-4.55.87.917.8%
2018-7.7-0.30.18.1-1.5-0.93.95.02.0-3.23.5-1.86.4%
2017-2.82.98.81.12.0-1.73.2-6.6-4.05.9-0.14.112.6%
2016———-6.47.93.26.6-5.31.8-6.4-0.8-3.9-4.5%

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 65.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.0% of variance. Idiosyncratic stock-specific factors contribute 5.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019364.599056275727
2016-05-0110100.8465015862
2016-06-0110419.063917575155
2016-07-0111106.824979007979
2016-08-0110521.714888875978
2016-09-0110707.96279162622
2016-10-0110018.138416513113
2016-11-019934.522889951222
2016-12-019547.803311015974
2017-01-019281.279563904447
2017-02-019553.029281426094
2017-03-0110394.406054628127
2017-04-0110509.377403650726
2017-05-0110721.61681081474
2017-06-0110542.6596797639
2017-07-0110884.782972351375
2017-08-0110163.69277512194
2017-09-019760.962804345278
2017-10-0110335.768970752344
2017-11-0110330.396470855916
2017-12-0110754.786028644061
2018-01-019927.495425044477
2018-02-019900.635156975848
2018-03-019906.006913067775
2018-04-0110706.43799240323
2018-05-0110550.965744604462
2018-06-0110452.332805207345
2018-07-0110855.082858705486
2018-08-0111397.563281585119
2018-09-0111623.938693253018
2018-10-0111249.51420268658
2018-11-0111646.292249862081
2018-12-0111439.520549570365
2019-01-0111573.642633029249
2019-02-0112193.959221513383
2019-03-0112126.897807881694
2019-04-0112316.904154765485
2019-05-0111797.817870989042
2019-06-0112633.163133508519
2019-07-0112398.57983919393
2019-08-0112284.149236042116
2019-09-0112364.932355071738
2019-10-0111804.482359300267
2019-11-0112493.368796940107
2019-12-0113479.994968906369
2020-01-0113188.094099897258
2020-02-0112329.904369799367
2020-03-0113018.791551243703
2020-04-0113602.593289261926
2020-05-0113932.875214224994
2020-06-0113729.82402403738
2020-07-0114333.004844473084
2020-08-0115748.388938050233
2020-09-0115919.703477873636
2020-10-0116767.209200147598
2020-11-0117419.606076674492
2020-12-0117718.367798382566
2021-01-0117572.035420267766
2021-02-0118828.051961884783
2021-03-0118907.315488322904
2021-04-0119078.03572835159
2021-05-0118293.682727066964
2021-06-0119569.696452640143
2021-07-0121163.157756545796
2021-08-0122476.518649819296
2021-09-0119826.099995737997
2021-10-0118307.88493017126
2021-11-0118862.86275624344
2021-12-0120138.673423188386
2022-01-0120055.74591578809
2022-02-0118990.443822937934
2022-03-0116349.515370459641
2022-04-0116100.732104454251
2022-05-0114424.811889982688
2022-06-0114561.078361812242
2022-07-0112445.699110402382
2022-08-0113769.433101219221
2022-09-0112687.255571895288
2022-10-0113366.515691708804
2022-11-0113426.158399267262
2022-12-0114161.747577596103
2023-01-0114579.244299091823
2023-02-0114585.870853373597
2023-03-0113505.681513475545
2023-04-0115314.83347742066
2023-05-0115665.032999258501
2023-06-0114027.784668300012
2023-07-0114344.453483322006
2023-08-0116776.744773825045
2023-09-0116272.611935696912
2023-10-0116724.438210040425
2023-11-0118490.67042297856
2023-12-0118374.291052039316
2024-01-0117217.340344037846
2024-02-0118251.065704491084
2024-03-0119421.707621906025
2024-04-0118682.354792812144
2024-05-0118819.921434905988
2024-06-0118133.41665927201
2024-07-0119097.296545853726
2024-08-0120234.535690826648
2024-09-0119649.2403933744
2024-10-0118096.498666767624
2024-11-0118089.44070587642
2024-12-0118661.131819041588
2025-01-0119077.54853640473
2025-02-0120291.510371647124
2025-03-0120115.06283697598
2025-04-0122994.692285475438
2025-05-0124310.07037655028
2025-06-0123729.53096506477
2025-07-0124803.528132508476
2025-08-0126312.929858566316
2025-09-0124932.326807167865
2025-10-0124367.035387912267
2025-11-0123593.47870893093
2025-12-0123623.230888891747
2026-01-0120454.623723064327
2026-02-0122046.365350968244
2026-03-0123429.84171914641
2026-04-0124835.6322222952
Annual Return Matrix
YearAnnual Return
20170.1264147027657665
20180.06366788879877294
20190.17837062405667314
20200.3144194667173572
20210.13659867840799422
2022-0.29678845870305626
20230.29745929669777915
20240.01561098418381901
20250.26590557946688387
20260.05132241813602012
Total Factor Risk
0.6500606925932917
VTI.US Exposure
0.09450557713127218
VEA.US Exposure
0.037952188621795724
VWO.US Exposure
-0.002341010986230406
QQQ.US Exposure
0.0011844858830792329
VTV.US Exposure
0.018523162580202635
IJR.US Exposure
0.0062510423380088215
QUAL.US Exposure
-0.0003432805627911683
SHV.US Exposure
0.7503546924503265
TLT.US Exposure
0.0009688599189537114
LQD.US Exposure
0.0007454182149327689
HYG.US Exposure
0.008435374063535927
GLD.US Exposure
0.006014577126613621
USO.US Exposure
-0.00012401974816243734
VNQ.US Exposure
0.011801331690700044
BTC-USD.CC Exposure
0.00003276829938478161
CPER.US Exposure
0.00013820608016677948
VIX.INDX Exposure
-0.0004649010609113608
UUP.US Exposure
0.008894287445563202
TIP.US Exposure
0.0006071469020912874
Idiosyncratic Exposure
0.0568640936114683
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.0%

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 →13.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.03%
Market Cap$9.6B
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 →
+9.4%
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 →
+5.1%
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 →
6.9% 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 →
0.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Admiral Group PLC a high-risk investment?

Admiral Group PLC (ADM.LSE) has an annualized volatility of 65.0% and experienced a maximum drawdown of 44.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADM.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 90% 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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