Auto Trader Group plc

10-Year Study

AUTO.LSE · Communication Services · GB · Common Stock

Executive Summary: Auto Trader Group plc has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 44.8% and an annualized volatility of 32.7%.

1Y CAGR
-37.6%
3Y CAGR
-5.8%
5Y CAGR
-0.7%
10Y CAGR
+3.8%

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 →
44.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +42.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.7-8.4-4.78.0————————-12.9%
20250.1-1.9-4.012.8-5.43.81.6-3.2-1.9-1.0-18.1-8.2-25.1%
20241.51.6-5.4-0.316.9-1.81.85.12.0-3.3-0.0-5.511.3%
202322.3-5.03.53.1-0.9-3.15.8-5.21.80.616.7-0.542.0%
2022-9.5-0.7-4.60.3-7.1-5.913.44.4-21.01.38.5-8.9-29.5%
2021-5.4-2.40.82.8-1.512.82.9-2.8-6.42.921.01.025.2%
2020-5.1-7.5-15.54.521.7-5.71.95.0-0.02.8-3.26.30.6%
20191.04.19.68.46.0-8.6-1.1-1.0-4.110.2-0.05.832.5%
20182.61.4-3.90.7-0.120.8-0.16.5-0.6-8.37.03.730.8%
2017-1.8-1.2-0.72.23.7-8.70.7-6.711.1-12.7-1.84.9-12.5%
2016———-3.84.8-10.14.90.69.0-7.66.72.35.2%

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 32.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.6% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019615.386939192866
2016-05-0110076.92491383817
2016-06-019061.54021878013
2016-07-019505.13086902395
2016-08-019566.669073836927
2016-09-0110425.378633016919
2016-10-019633.512643541913
2016-11-0110276.26162814283
2016-12-0110515.365562370118
2017-01-0110327.036617087591
2017-02-0110203.111464162748
2017-03-0110128.240796817472
2017-04-0110355.436430997024
2017-05-0110742.699297154237
2017-06-019810.684210814024
2017-07-019880.39049096779
2017-08-019216.097812054859
2017-09-0110235.760748758463
2017-10-018931.843611422877
2017-11-018770.15657443752
2017-12-019200.449287300184
2018-01-019440.870931462683
2018-02-019569.336141762573
2018-03-019191.806491131209
2018-04-019254.728579085757
2018-05-019244.241564426666
2018-06-0111165.974773047481
2018-07-0111150.24281251088
2018-08-0111878.922021205923
2018-09-0111812.797725483044
2018-10-0110834.12765156757
2018-11-0111595.902094727233
2018-12-0112029.690479142924
2019-01-0112145.66621601754
2019-02-0112642.655766692838
2019-03-0113862.538686151129
2019-04-0115026.608821693993
2019-05-0115930.22409412477
2019-06-0114558.853442747375
2019-07-0114399.390400914686
2019-08-0114252.951972349958
2019-09-0113673.827087110121
2019-10-0115073.381770202319
2019-11-0115068.018863391746
2019-12-0115942.071975158004
2020-01-0115129.085224472463
2020-02-0113987.675096461833
2020-03-0111820.609040928704
2020-04-0112348.242540337604
2020-05-0115026.790078737484
2020-06-0114170.730324907569
2020-07-0114445.31460612413
2020-08-0115161.389257556762
2020-09-0115156.006211074688
2020-10-0115586.727611230688
2020-11-0115091.398144906087
2020-12-0116044.36712089298
2021-01-0115182.927197676916
2021-02-0114811.427940111522
2021-03-0114924.492055906578
2021-04-0115349.830409580498
2021-05-0115118.316254412388
2021-06-0117051.17807008433
2021-07-0117551.89345998693
2021-08-0117067.761651015746
2021-09-0115976.942377810456
2021-10-0116432.806719284912
2021-11-0119878.920294948366
2021-12-0120079.718573984665
2022-01-0118181.899786720882
2022-02-0118056.61952161375
2022-03-0117234.12972307664
2022-04-0117288.59890319349
2022-05-0116057.590253780003
2022-06-0115115.26940982419
2022-07-0117146.979610308867
2022-08-0117899.363212358163
2022-09-0114142.638360262472
2022-10-0114323.88389536923
2022-11-0115537.678879842977
2022-12-0114159.115488644533
2023-01-0117310.571284798836
2023-02-0116438.140855136207
2023-03-0117012.400571161084
2023-04-0117548.006503387638
2023-05-0117393.397122386195
2023-06-0116852.270043073
2023-07-0117835.134922852114
2023-08-0116899.88310359243
2023-09-0117212.01924086673
2023-10-0117312.349330082598
2023-11-0120199.598530034145
2023-12-0120104.84137563163
2024-01-0120404.72683844272
2024-02-0120729.502058130573
2024-03-0119603.993639316323
2024-04-0119553.598427034114
2024-05-0122851.728573619275
2024-06-0122431.76175804371
2024-07-0122834.92921049323
2024-08-0124007.75147185035
2024-09-0124481.698361234932
2024-10-0123674.859964548425
2024-11-0123669.217979432797
2024-12-0122371.500983822953
2025-01-0122397.003562132468
2025-02-0121977.62655122223
2025-03-0121087.86737278273
2025-04-0123779.81642401719
2025-05-0122499.01387537053
2025-06-0123360.43653601103
2025-07-0123728.80839030223
2025-08-0122959.084531092343
2025-09-0122530.316679071744
2025-10-0122307.356130098826
2025-11-0118265.50531730484
2025-12-0116761.960878975824
2026-01-0115478.776094900435
2026-02-0114181.205831182944
2026-03-0113507.965383932627
2026-04-0114592.630548947025
Annual Return Matrix
YearAnnual Return
2017-0.1250471291055676
20180.3075111990180823
20190.3252271122684631
20200.006416678201828674
20210.251512036759421
2022-0.2948548837238625
20230.41992212661557193
20240.11274197920002793
2025-0.25074491465295257
2026-0.12941984208719537
Total Factor Risk
0.32678821583110496
VTI.US Exposure
0.13537740281830588
VEA.US Exposure
0.06313456806322731
VWO.US Exposure
0.0012668492585441707
QQQ.US Exposure
-0.053598520730901926
VTV.US Exposure
-0.003955104420097454
IJR.US Exposure
-0.014332337156661087
QUAL.US Exposure
0.06374525269307106
SHV.US Exposure
0.3557666112055608
TLT.US Exposure
-0.03450473244619003
LQD.US Exposure
0.04425170510652036
HYG.US Exposure
-0.009420046163701736
GLD.US Exposure
0.0003389995306386959
USO.US Exposure
0.013699544886228947
VNQ.US Exposure
0.10400375818317663
BTC-USD.CC Exposure
0.01199967954905258
CPER.US Exposure
0.0032676106497959937
VIX.INDX Exposure
-0.015423716008006676
UUP.US Exposure
-0.0045919895145100096
TIP.US Exposure
0.09947473446835357
Idiosyncratic Exposure
0.239499730027593
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.7%

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 →14.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.32%
Market Cap$3.9B
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
$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 →
+6.4%
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 →
-22.9%
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 →
43.3% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Auto Trader Group plc a high-risk investment?

Auto Trader Group plc (AUTO.LSE) has an annualized volatility of 32.7% and experienced a maximum drawdown of 44.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUTO.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.8%. It has had a positive return in 60% 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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