abrdn Equity Income Trust plc

10-Year Study

AEI.LSE · Financial Services · GB · Common Stock

Executive Summary: abrdn Equity Income Trust plc has compounded at 5.6% annually over the last 10 years, with a maximum drawdown of 44.3% and an annualized volatility of 18.4%.

1Y CAGR
+24.2%
3Y CAGR
+16.6%
5Y CAGR
+9.4%
10Y CAGR
+5.6%

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 →
44.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -19.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.33.9-11.37.3————————2.2%
20250.90.80.21.77.21.14.22.61.61.13.43.832.5%
2024-5.5-4.91.89.74.2-1.16.00.10.3-2.63.42.313.3%
2023-0.81.9-5.8-0.2-3.5-1.35.2-1.3-0.6-4.5-0.35.3-6.3%
20222.4-0.12.50.50.7-9.0-3.30.5-5.22.15.810.36.1%
2021-1.15.14.07.15.0-0.5-2.51.4-1.40.0-1.77.024.0%
2020-3.6-14.8-21.68.0-6.03.3-1.5-0.4-3.0-4.424.15.2-19.7%
20195.30.21.22.1-4.5-4.02.8-11.89.90.71.87.19.5%
20185.6-7.5-1.35.83.0-1.61.0-1.0-0.5-4.9-5.7-5.2-12.6%
20170.23.01.87.40.9-1.63.52.40.02.4-1.33.223.8%
2016———-2.82.9-9.64.72.01.5-8.36.30.1-4.4%

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 18.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 18.8% of variance. Idiosyncratic stock-specific factors contribute 25.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019719.625934996142
2016-05-0110000
2016-06-019044.835726834723
2016-07-019468.811556685388
2016-08-019654.305141480554
2016-09-019799.258657864615
2016-10-018988.344990284026
2016-11-019552.19590997418
2016-12-019558.210164506083
2017-01-019576.257087337292
2017-02-019859.792171320574
2017-03-0110041.933412303351
2017-04-0110782.630866185747
2017-05-0110879.773970506028
2017-06-0110703.422385338195
2017-07-0111083.064924002449
2017-08-0111352.487721936808
2017-09-0111355.307683605291
2017-10-0111623.981819149785
2017-11-0111469.57436047595
2017-12-0111835.391600340723
2018-01-0112497.774809007906
2018-02-0111556.265305986637
2018-03-0111404.873293049752
2018-04-0112060.905349109591
2018-05-0112423.320334335987
2018-06-0112219.659208880134
2018-07-0112346.948452098915
2018-08-0112219.659208880134
2018-09-0112164.353854446721
2018-10-0111572.852337157614
2018-11-0110917.05735752123
2018-12-0110347.96996033753
2019-01-0110895.34198897969
2019-02-0110919.232637687333
2019-03-0111051.109517661776
2019-04-0111288.481246838981
2019-05-0110782.797235605718
2019-06-0110355.75604919211
2019-07-0110649.34816461256
2019-08-019394.914419570367
2019-09-0110322.382343546196
2019-10-0110390.023990470358
2019-11-0110579.427256634812
2019-12-0111330.601824739799
2020-01-0110919.07874597386
2020-02-019300.420748263105
2020-03-017292.691225011313
2020-04-017877.221863603695
2020-05-017404.033959326004
2020-06-017650.689102137515
2020-07-017537.345775547689
2020-08-017509.008904091356
2020-09-017284.397709425826
2020-10-016966.428314744323
2020-11-018642.995348311018
2020-12-019093.174361806905
2021-01-018990.34558255916
2021-02-019445.736118135597
2021-03-019821.801714270503
2021-04-0110523.35660286954
2021-05-0111045.794014693749
2021-06-0110989.823182580456
2021-07-0110717.347505789656
2021-08-0110868.722881784544
2021-09-0110720.82878590252
2021-10-0110720.82878590252
2021-11-0110536.51642398914
2021-12-0111270.99166156467
2022-01-0111540.102516836583
2022-02-0111531.13936433572
2022-03-0111820.222868474992
2022-04-0111884.462260760773
2022-05-0111962.215009183594
2022-06-0110886.595116724784
2022-07-0110528.052379748184
2022-08-0110576.944193041767
2022-09-0110026.718928847127
2022-10-0110242.16732770783
2022-11-0110838.801341603004
2022-12-0111955.140149599381
2023-01-0111853.825332073362
2023-02-0112081.302239997869
2023-03-0111377.705166768706
2023-04-0111360.544161098836
2023-05-0110965.333603960922
2023-06-0110825.645679718902
2023-07-0111384.38905821599
2023-08-0111237.884146990711
2023-09-0111166.757060718184
2023-10-0110668.875775281496
2023-11-0110633.314311762982
2023-12-0111196.832492613197
2024-01-0110580.824759762558
2024-02-0110062.425965608112
2024-03-0110247.399645965876
2024-04-0111246.244210344188
2024-05-0111713.193261373013
2024-06-0111581.374610695557
2024-07-0112278.138059999468
2024-08-0112287.155282561824
2024-09-0112325.490956158332
2024-10-0111999.62317326377
2024-11-0112402.166462586845
2024-12-0112681.895846088322
2025-01-0112798.95752921447
2025-02-0112902.751251098038
2025-03-0112922.603282135917
2025-04-0113140.954827375088
2025-05-0114084.290234780525
2025-06-0114245.71432374158
2025-07-0114851.057776772168
2025-08-0115243.564830835572
2025-09-0115489.429718902227
2025-10-0115653.341030691832
2025-11-0116186.043435728168
2025-12-0116803.311416935077
2026-01-0117365.648374903507
2026-02-0118051.082066707484
2026-03-0116013.056672079218
2026-04-0117177.6426118668
Annual Return Matrix
YearAnnual Return
20170.2382434992160809
2018-0.12567574358590494
20190.0949589019071928
2020-0.19746766301923901
20210.23950022435564633
20220.060699937377092894
2023-0.06342942428923304
20240.13263245247750688
20250.32498418382122174
20260.022277227722772297
Total Factor Risk
0.18403827553707486
VTI.US Exposure
0.09075966686374778
VEA.US Exposure
0.13351003480303847
VWO.US Exposure
0.10955147814547195
QQQ.US Exposure
-0.03901515885671326
VTV.US Exposure
-0.04115568742136256
IJR.US Exposure
0.06131249879573525
QUAL.US Exposure
-0.028370573150390047
SHV.US Exposure
0.057875240967289014
TLT.US Exposure
0.03298175942697327
LQD.US Exposure
0.10590890982385746
HYG.US Exposure
0.18752854686130754
GLD.US Exposure
0.028409584801945154
USO.US Exposure
0.0002143656730871419
VNQ.US Exposure
-0.019920377111528813
BTC-USD.CC Exposure
0.002456716056155491
CPER.US Exposure
0.020813286670159362
VIX.INDX Exposure
0.027445342422577467
UUP.US Exposure
-0.012879150282062603
TIP.US Exposure
0.02936512884070352
Idiosyncratic Exposure
0.2532083866700086
Value Score
47.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
70.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.4%

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 →5.84%
Market Cap$313.4M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.370.02%Solid

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 →
+0.7%
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 →
+7.3%
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 →
4.9% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is abrdn Equity Income Trust plc a high-risk investment?

abrdn Equity Income Trust plc (AEI.LSE) has an annualized volatility of 18.4% and experienced a maximum drawdown of 44.3% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, AEI.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.6%. It has had a positive return in 70% 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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