AJ Bell plc

10-Year Study

AJB.LSE · Financial Services · GB · Common Stock

Executive Summary: AJ Bell plc has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 42.3% and an annualized volatility of 29.3%.

1Y CAGR
+13.4%
3Y CAGR
+23.5%
5Y CAGR
+8.1%
10Y CAGR
+14.3%

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 →
42.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +78.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -11.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.2-6.18.114.1————————24.2%
20250.8-6.2-4.24.816.94.75.4-5.46.3-0.70.4-18.20.4%
20243.6-4.0-0.57.019.0-0.320.9-5.13.2-1.16.7-4.649.8%
2023-4.9-3.15.9-5.5-2.11.72.1-11.5-5.4-7.70.922.5-10.5%
2022-9.1-8.1-1.6-17.914.6-5.216.8-6.3-8.420.712.0-1.5-2.2%
20210.5-2.0-0.75.8-4.52.9-3.02.3-7.32.8-5.4-2.2-11.0%
2020-8.4-8.6-12.927.10.8-2.411.84.10.3-6.90.72.52.3%
20197.911.910.826.13.0-3.73.9-4.03.4-10.48.86.578.9%

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 29.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 23.6% of variance. Idiosyncratic stock-specific factors contribute 32.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-12-0110000
2019-01-0110787.44690250787
2019-02-0112073.547866952202
2019-03-0113380.424224604312
2019-04-0116870.97290819309
2019-05-0117369.62201180181
2019-06-0116723.20978337562
2019-07-0117369.62201180181
2019-08-0116681.51024712801
2019-09-0117244.508528075785
2019-10-0115451.245011302508
2019-11-0116806.618772526304
2019-12-0117890.915798174246
2020-01-0116395.875861323504
2020-02-0114987.512451600522
2020-03-0113053.635718603
2020-04-0116585.055897707716
2020-05-0116711.18088029159
2020-06-0116310.671957532913
2020-07-0118230.81412270572
2020-08-0118969.332247129
2020-09-0119032.63025898833
2020-10-0117724.40523619242
2020-11-0117851.00621823881
2020-12-0118294.117092892782
2021-01-0118384.209907829645
2021-02-0118021.642108895787
2021-03-0117893.67758672239
2021-04-0118938.71953169586
2021-05-0118094.157652013648
2021-06-0118611.26660977812
2021-07-0118044.946249248194
2021-08-0118465.397566155247
2021-09-0117118.244712315343
2021-10-0117590.17834609028
2021-11-0116646.316036868142
2021-12-0116277.351995156703
2022-01-0114788.281884898372
2022-02-0113591.847319205734
2022-03-0113371.915734211814
2022-04-0110979.046602826544
2022-05-0112580.160044902615
2022-06-0111931.585985584159
2022-07-0113930.550686753182
2022-08-0113059.888169876273
2022-09-0111958.241955485126
2022-10-0114428.069291638425
2022-11-0116160.504043764182
2022-12-0115911.744741321561
2023-01-0115139.956237799415
2023-02-0114663.178317827815
2023-03-0115526.78017601072
2023-04-0114672.177682666035
2023-05-0114357.323871521794
2023-06-0114601.035596330641
2023-07-0114910.341038739909
2023-08-0113200.065053259877
2023-09-0112481.385198102545
2023-10-0111517.079703630834
2023-11-0111626.242247034796
2023-12-0114237.143923891654
2024-01-0114745.793974540971
2024-02-0114158.574262609895
2024-03-0114093.327627950886
2024-04-0115076.687975906492
2024-05-0117942.893947815584
2024-06-0117886.349178330718
2024-07-0121633.288030745596
2024-08-0120525.70173972845
2024-09-0121185.541119659818
2024-10-0120949.886677419625
2024-11-0122363.82324751625
2024-12-0121326.93775166612
2025-01-0121489.833692729455
2025-02-0120167.755102243198
2025-03-0119326.43101057165
2025-04-0120249.483218291865
2025-05-0123672.469728169595
2025-06-0124789.789216529673
2025-07-0126123.87687678903
2025-08-0124717.020798697344
2025-09-0126269.413712453683
2025-10-0126075.36459823414
2025-11-0126172.38915534391
2025-12-0121403.62820673648
2026-01-0122947.140755520228
2026-02-0121538.975678906627
2026-03-0123294.223696939076
2026-04-0126576.63665721444
Annual Return Matrix
YearAnnual Return
20190.7890915798174245
20200.022536649284307986
2021-0.11024118231535673
2022-0.022461101409119166
2023-0.10524306697059438
20240.49797865819681264
20250.003595943119605538
20260.24168839042204193
Total Factor Risk
0.2925929823299794
VTI.US Exposure
-0.16152700745291584
VEA.US Exposure
-0.06436171420905548
VWO.US Exposure
0.04778368750895959
QQQ.US Exposure
0.16310045828079184
VTV.US Exposure
0.06591073410728956
IJR.US Exposure
0.23636891864891815
QUAL.US Exposure
0.11090946403577188
SHV.US Exposure
0.1280512332835026
TLT.US Exposure
0.08915362421357027
LQD.US Exposure
-0.03347174658050984
HYG.US Exposure
0.04811521455281954
GLD.US Exposure
0.0004591604515002344
USO.US Exposure
-0.0003806495182055307
VNQ.US Exposure
-0.045539042955116536
BTC-USD.CC Exposure
0.0115923224529609
CPER.US Exposure
-0.008422950567434771
VIX.INDX Exposure
-0.0006928252410635815
UUP.US Exposure
0.08863713600018289
TIP.US Exposure
0.0001881962451991358
Idiosyncratic Exposure
0.32412578674283493
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.3%

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 →18.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.99%
Market Cap$1.9B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.830.05%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 →
+17.2%
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 →
+10.3%
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 →
1.5% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AJ Bell plc a high-risk investment?

AJ Bell plc (AJB.LSE) has an annualized volatility of 29.3% and experienced a maximum drawdown of 42.3% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AJB.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.3%. It has had a positive return in 63% 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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