Avon Protection PLC

10-Year Study

AVON.LSE · Industrials · GB · Common Stock

Executive Summary: Avon Protection PLC has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 84.9% and an annualized volatility of 105.4%.

1Y CAGR
+4.5%
3Y CAGR
+29.4%
5Y CAGR
-8.3%
10Y CAGR
+9.3%

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 →
84.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
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 →
42.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +76.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -64.2%
% 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.
2026-3.35.6-9.89.3————————0.6%
20251.1-2.80.8-5.829.39.89.6-9.611.5-9.9-5.20.024.8%
20249.67.49.610.510.4-1.70.9-4.6-1.90.715.04.176.1%
2023-6.0-0.9-5.07.2-9.4-5.3-3.5-19.8-4.938.2-9.710.2-17.6%
20221.212.14.2-18.39.8-15.78.0-23.339.5-7.5-1.14.5-1.1%
2021-2.1-9.012.75.0-6.7-15.53.8-30.63.40.2-44.94.6-64.2%
202019.410.0-15.615.023.4-2.13.715.411.3-7.613.2-28.852.6%
2019-3.66.32.413.4-10.02.9-1.833.4-6.66.913.24.069.4%
20183.0-5.37.65.94.12.11.7-4.8-6.5-7.08.7-4.23.6%
2017-1.2-5.1-0.89.14.9-7.3-2.0-6.10.34.419.83.918.3%
2016———-7.819.3-4.0-0.1-2.522.4-1.85.7-0.829.9%

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 105.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.5% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019223.119879360498
2016-05-0111000.621454941886
2016-06-0110565.569348110152
2016-07-0110553.13878633712
2016-08-0110292.724588373878
2016-09-0112600.790394717516
2016-10-0112376.222501935463
2016-11-0113087.355381524765
2016-12-0112987.54661643532
2017-01-0112825.358287499568
2017-02-0112172.830598521967
2017-03-0112072.38399361458
2017-04-0113171.014803150345
2017-05-0113811.359166431137
2017-06-0112806.897506163348
2017-07-0112555.78172536256
2017-08-0111787.528534554242
2017-09-0111819.046013998537
2017-10-0112342.235587599693
2017-11-0114787.989944367495
2017-12-0115367.91068838131
2018-01-0115821.761514617945
2018-02-0114977.86432503381
2018-03-0116120.244216577636
2018-04-0117072.22745953082
2018-05-0117770.348992008276
2018-06-0118151.14082625419
2018-07-0118468.469061550375
2018-08-0117582.142357654928
2018-09-0116435.480454305798
2018-10-0115288.820013892033
2018-11-0116626.591015353217
2018-12-0115925.853754448057
2019-01-0115352.523534241174
2019-02-0116316.811526526239
2019-03-0116702.246717611928
2019-04-0118937.778725759894
2019-05-0117036.29191529253
2019-06-0117524.511481994487
2019-07-0117216.162743951787
2019-08-0122970.64093538917
2019-09-0121447.868590953323
2019-10-0122919.021261132206
2019-11-0125938.756844343094
2019-12-0126971.14594067622
2020-01-0132197.611260623104
2020-02-0135409.1010964408
2020-03-0129896.694819394783
2020-04-0134371.4717656401
2020-05-0142413.09871361168
2020-06-0141505.173232027984
2020-07-0143061.61649676135
2020-08-0149675.7433028282
2020-09-0155267.5152862116
2020-10-0151041.17548611879
2020-11-0157803.31770333192
2020-12-0141158.04354046743
2021-01-0140312.77558044887
2021-02-0136684.572995500595
2021-03-0141327.36221635878
2021-04-0143393.73061976379
2021-05-0140490.352526460105
2021-06-0134212.77838928476
2021-07-0135520.60602975142
2021-08-0124664.292907747884
2021-09-0125491.249305837173
2021-10-0125530.62713698283
2021-11-0114071.379834781932
2021-12-0114714.568144406934
2022-01-0114898.33476993586
2022-02-0116701.608877793988
2022-03-0117397.509674391553
2022-04-0114212.42728479782
2022-05-0115604.227415057585
2022-06-0113161.884623554548
2022-07-0114212.42728479782
2022-08-0110900.3065142171
2022-09-0115210.359864543887
2022-10-0114073.64153285197
2022-11-0113924.786396807758
2022-12-0114547.274171056937
2023-01-0113667.67111808639
2023-02-0113549.625400771143
2023-03-0112869.019593385896
2023-04-0113792.699425885647
2023-05-0112500.93627863184
2023-06-0111834.219579575783
2023-07-0111417.521459798829
2023-08-019162.318822770063
2023-09-018711.250499592426
2023-10-0112037.877737225212
2023-11-0110867.920051167628
2023-12-0111981.493282493406
2024-01-0113137.355586335718
2024-02-0114105.968015551589
2024-03-0115463.684677741676
2024-04-0117092.945550130993
2024-05-0118865.124966864514
2024-06-0118550.705047068484
2024-07-0118722.20642252031
2024-08-0117859.131613272453
2024-09-0117514.5825396909
2024-10-0117629.43174323963
2024-11-0120270.975128343318
2024-12-0121103.635511410022
2025-01-0121333.33538144284
2025-02-0120741.16840551164
2025-03-0120914.976830029736
2025-04-0119698.31639546771
2025-05-0125462.9707652849
2025-06-0127954.228263560097
2025-07-0130633.778709375023
2025-08-0127677.710073129212
2025-09-0130857.88724045332
2025-10-0127793.880307310053
2025-11-0126341.74433390505
2025-12-0126341.74433390505
2026-01-0125470.462457274974
2026-02-0126888.751958138982
2026-03-0124255.46830609055
2026-04-0126508.388763954208
Annual Return Matrix
YearAnnual Return
20170.1832805026419475
20180.036305720236165184
20190.6935447453260228
20200.5260027746316633
2021-0.6424862097747851
2022-0.0113692751094151
2023-0.17637537166023698
20240.7613526973507809
20250.2482088367979518
20260.006326248859483075
Total Factor Risk
1.0535556268300446
VTI.US Exposure
0.05179272831457001
VEA.US Exposure
0.014688083443460629
VWO.US Exposure
-0.001786712383879022
QQQ.US Exposure
-0.000009852451088872403
VTV.US Exposure
-0.00023233759538400988
IJR.US Exposure
-0.0017586890210951934
QUAL.US Exposure
0.003201939760240157
SHV.US Exposure
0.8153092878783187
TLT.US Exposure
0.003847462247889891
LQD.US Exposure
0.007601907151854262
HYG.US Exposure
-0.0005851955274256043
GLD.US Exposure
0.006248888249913527
USO.US Exposure
0.0031720046798058197
VNQ.US Exposure
0.0022941125649028555
BTC-USD.CC Exposure
0.000659425229905
CPER.US Exposure
-0.0009625518826187387
VIX.INDX Exposure
0.009736181145009832
UUP.US Exposure
0.0014106254062595791
TIP.US Exposure
0.0009098064918617151
Idiosyncratic Exposure
0.08446288629749961
Value Score
22.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
105.4%

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 →69.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.42%
Market Cap$514.5M
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$1.830.02%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 →
+2.5%
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 →
-4.4%
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 →
16.0% 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 →
0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avon Protection PLC a high-risk investment?

Avon Protection PLC (AVON.LSE) has an annualized volatility of 105.4% and experienced a maximum drawdown of 84.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVON.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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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