Aviva PLC

10-Year Study

AV.LSE · Financial Services · GB · Common Stock

Executive Summary: Aviva PLC has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 20.0%.

1Y CAGR
+7.3%
3Y CAGR
+25.0%
5Y CAGR
+16.8%
10Y CAGR
+11.0%

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 →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +56.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.9%
% 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.
2026-7.17.9-12.56.4————————-6.7%
20259.65.92.05.99.01.44.72.45.2-2.5-2.55.056.3%
2024-0.63.211.3-1.83.0-0.75.00.9-1.8-6.36.8-3.115.7%
20232.9-2.0-4.84.7-6.80.3-1.7-0.53.92.05.04.16.4%
20225.8-3.37.70.30.4-6.7-1.38.2-7.37.76.3-0.316.8%
20213.18.012.82.62.7-1.3-4.66.8-2.0-0.3-2.56.635.2%
2020-4.8-11.9-23.5-9.92.410.5-3.610.11.1-9.924.74.2-17.9%
201910.32.2-2.611.3-5.82.9-2.5-9.712.84.0-2.73.723.4%
20181.3-1.5-1.912.3-3.4-1.3-0.8-0.50.9-12.5-5.0-7.7-19.9%
2017-2.04.46.82.70.10.22.5-3.1-1.50.41.2-0.911.0%
2016———-1.04.0-12.4-0.79.52.82.80.98.813.8%

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 20.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 35.4% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019899.39781535764
2016-05-0110297.753169350954
2016-06-019017.975464057943
2016-07-018953.87193761336
2016-08-019807.82134900824
2016-09-0110084.839022401886
2016-10-0110363.326104570044
2016-11-0110461.621817854271
2016-12-0111383.741788029369
2017-01-0111161.401588508223
2017-02-0111655.227569566041
2017-03-0112450.96928662706
2017-04-0112786.053627506237
2017-05-0112798.241076753633
2017-06-0112822.620524501594
2017-07-0113139.526049706048
2017-08-0112737.299281263493
2017-09-0112542.277347039324
2017-10-0112593.033364677689
2017-11-0112742.653752246762
2017-12-0112630.437324256662
2018-01-0112797.513196246138
2018-02-0112607.995858359911
2018-03-0112366.107517959314
2018-04-0113891.044476683484
2018-05-0113413.127233967634
2018-06-0113234.569046972401
2018-07-0113129.531340487489
2018-08-0113066.455945259746
2018-09-0113187.69354228963
2018-10-0111544.28038321089
2018-11-0110965.0467231047
2018-12-0110116.401740908203
2019-01-0111156.329171221607
2019-02-0111401.492973905937
2019-03-0111110.52729028739
2019-04-0112366.016532895876
2019-05-0111649.099725543554
2019-06-0111991.722178928494
2019-07-0111692.29033515713
2019-08-0110555.017985472414
2019-09-0111902.3430018611
2019-10-0112376.288746557919
2019-11-0112036.477731633184
2019-12-0112480.616769548025
2020-01-0111875.511506653509
2020-02-0110456.654033390607
2020-03-018003.4510634561675
2020-04-017207.577418053165
2020-05-017383.4469964238315
2020-06-018155.4734566999805
2020-07-017860.372501948217
2020-08-018654.408249069791
2020-09-018746.244022849989
2020-10-017882.950445440125
2020-11-019833.024211580305
2020-12-0110242.002071729894
2021-01-0110556.94686881728
2021-02-0111397.849022115282
2021-03-0112856.043887555197
2021-04-0113192.229147701966
2021-05-0113551.451825911
2021-06-0113376.783250377703
2021-07-0112763.803230242707
2021-08-0113634.502991816345
2021-09-0113357.831061663761
2021-10-0113317.342708434267
2021-11-0112990.055787491645
2021-12-0113847.062297018008
2022-01-0114650.087368407165
2022-02-0114164.22712965326
2022-03-0115254.041670249204
2022-04-0115293.652017616525
2022-05-0115359.302290139538
2022-06-0114334.159932634659
2022-07-0114144.847311141166
2022-08-0115299.138416941782
2022-09-0114184.68057191391
2022-10-0115277.215565906623
2022-11-0116234.551304885032
2022-12-0116179.741902670548
2023-01-0116651.103671565757
2023-02-0116311.283558134679
2023-03-0115534.776083484254
2023-04-0116257.320317010155
2023-05-0115150.441527766594
2023-06-0115188.873618562406
2023-07-0114927.528122345795
2023-08-0114853.398041910448
2023-09-0115431.380657394378
2023-10-0115740.165765687076
2023-11-0116527.969035963208
2023-12-0117208.878504460314
2024-01-0117113.867351966164
2024-02-0117668.098316639847
2024-03-0119659.374668757504
2024-04-0119315.32829912977
2024-05-0119904.288262517384
2024-06-0119767.419431589013
2024-07-0120746.25039180443
2024-08-0120928.743682793316
2024-09-0120548.06672662582
2024-10-0119252.13007406639
2024-11-0120552.315729088332
2024-12-0119919.218911427404
2025-01-0121839.758925975915
2025-02-0123131.446576072834
2025-03-0123590.338842023993
2025-04-0124983.00626477654
2025-05-0127240.395730434913
2025-06-0127624.066095189482
2025-07-0128935.670375672773
2025-08-0129642.933667794423
2025-09-0131198.778252568165
2025-10-0130416.30670700944
2025-11-0129652.03217413813
2025-12-0131135.08870816222
2026-01-0128924.151666641643
2026-02-0131207.87675891187
2026-03-0127313.716043805667
2026-04-0129051.53075545353
Annual Return Matrix
YearAnnual Return
20170.10951544399384261
2018-0.19904580647577996
20190.23370118043844856
2020-0.17936731326293265
20210.35198784378679715
20220.16846025211823346
20230.0636064906338154
20240.15749663211722975
20250.5630677511305633
2026-0.0669199298655756
Total Factor Risk
0.20022478545217362
VTI.US Exposure
0.35402489535736115
VEA.US Exposure
0.3392613578250061
VWO.US Exposure
0.010031312392348885
QQQ.US Exposure
-0.06064053799698582
VTV.US Exposure
0.08327228203628494
IJR.US Exposure
-0.10095993243215644
QUAL.US Exposure
-0.06997272123830674
SHV.US Exposure
0.10168628493721626
TLT.US Exposure
-0.004785845117215216
LQD.US Exposure
0.02791162713051003
HYG.US Exposure
-0.017445541692409236
GLD.US Exposure
-0.0002427245958868211
USO.US Exposure
-0.000829505587370678
VNQ.US Exposure
0.060227836845000736
BTC-USD.CC Exposure
0.023913288277703067
CPER.US Exposure
-0.02655832853717549
VIX.INDX Exposure
0.06327430109919889
UUP.US Exposure
-0.018036912565222447
TIP.US Exposure
-0.0008019843181908327
Idiosyncratic Exposure
0.23667084818028952
Value Score
40.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
76.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.0%

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 →23.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.35%
Market Cap$18.8B
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
$12
Avg Yield on Cost
0.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$11.920.12%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 →
+1.0%
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 →
-1.7%
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 →
7.8% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aviva PLC a high-risk investment?

Aviva PLC (AV.LSE) has an annualized volatility of 20.0% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AV.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.0%. 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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