Beazley plc

10-Year Study

BEZ.LSE · Financial Services · GB · Common Stock

Executive Summary: Beazley plc has compounded at 15.6% annually over the last 10 years, with a maximum drawdown of 52.0% and an annualized volatility of 37.6%.

1Y CAGR
+38.7%
3Y CAGR
+31.2%
5Y CAGR
+36.8%
10Y CAGR
+15.6%

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 →
52.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +59.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.4%
% 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.
202636.211.8-0.10.6————————53.1%
20252.64.68.8-4.66.7-0.9-4.3-12.415.82.6-14.34.34.8%
20244.319.74.2-0.44.12.6-3.59.71.5-0.72.85.259.7%
2023-2.12.7-10.6-0.31.7-2.7-6.9-0.51.4-7.04.2-2.6-21.5%
20225.3-5.8-6.62.612.72.68.67.6-3.310.74.04.649.5%
2021-14.611.01.7-3.7-11.310.618.1-0.2-3.12.82.716.527.9%
2020-2.60.2-26.91.4-3.06.71.83.1-28.9-3.924.3-0.2-33.4%
2019-1.912.4-5.911.8-2.8-1.54.5-0.59.2-5.7-9.34.512.8%
2018-0.7-2.111.83.21.1-2.0-4.36.7-4.0-7.66.0-9.9-3.8%
20174.77.00.22.87.43.45.00.4-6.25.4-3.59.541.2%
2016———-9.412.0-0.38.9-0.8-0.6-6.04.71.78.7%

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 37.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 20.8% of variance. Idiosyncratic stock-specific factors contribute 37.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019057.81050971681
2016-05-0110147.30377388256
2016-06-0110116.733693975646
2016-07-0111014.453046105655
2016-08-0110926.728606219387
2016-09-0110856.61537266056
2016-10-0110208.752079565942
2016-11-0110685.534125647817
2016-12-0110867.832552194719
2017-01-0111375.466028760058
2017-02-0112171.97286038748
2017-03-0112198.336079292629
2017-04-0112534.643801796557
2017-05-0113458.069888153095
2017-06-0113911.231883451192
2017-07-0114606.6534722178
2017-08-0114667.766836738623
2017-09-0113763.589818994444
2017-10-0114509.895669177273
2017-11-0114007.574359450145
2017-12-0115342.311542842826
2018-01-0115241.849290544376
2018-02-0114926.103606010049
2018-03-0116684.85620473479
2018-04-0117223.548775304385
2018-05-0117412.817327444172
2018-06-0117063.396658425994
2018-07-0116335.435535716615
2018-08-0117431.01133139447
2018-09-0116741.98042000952
2018-10-0115466.54122003658
2018-11-0116390.134776974402
2018-12-0114762.849933966349
2019-01-0114484.306164357637
2019-02-0116282.404301448383
2019-03-0115315.86793805866
2019-04-0117129.979612131436
2019-05-0116654.148798951228
2019-06-0116401.362004743438
2019-07-0117144.850999749127
2019-08-0117057.98735865064
2019-09-0118630.499273345144
2019-10-0117567.18166103351
2019-11-0115934.76551941503
2019-12-0116653.629640149262
2020-01-0116219.314784068454
2020-02-0116250.172913375172
2020-03-0111875.245135063347
2020-04-0112039.416545892464
2020-05-0111680.667765496975
2020-06-0112465.053076451324
2020-07-0112690.03305534333
2020-08-0113079.184445064458
2020-09-019297.10587389666
2020-10-018938.357093501168
2020-11-0111109.100719822052
2020-12-0111084.777292596895
2021-01-019467.359816237878
2021-02-0110513.210246921974
2021-03-0110695.625902875772
2021-04-0110300.391981642542
2021-05-019139.013645168021
2021-06-0110105.814612076168
2021-07-0111929.967822202512
2021-08-0111902.606478632932
2021-09-0111528.65471886881
2021-10-0111857.004239350294
2021-11-0112173.188696807576
2021-12-0114176.719646543288
2022-01-0114927.661082415954
2022-02-0114059.249082010007
2022-03-0113129.452414741563
2022-04-0113466.426670158984
2022-05-0115176.251063856866
2022-06-0115569.384904000837
2022-07-0116911.035272988767
2022-08-0118190.28275398002
2022-09-0117597.460342128998
2022-10-0119485.131794323348
2022-11-0120265.16287016441
2022-12-0121201.196141879736
2023-01-0120748.781065374147
2023-02-0121310.40035852102
2023-03-0119056.64156505947
2023-04-0118992.855370061417
2023-05-0119311.793043874946
2023-06-0118785.543537494486
2023-07-0117493.8395946676
2023-08-0117414.103501508405
2023-09-0117653.308431574365
2023-10-0116409.444134996025
2023-11-0117095.16247828325
2023-12-0116648.649065061985
2024-01-0117366.263855259862
2024-02-0120794.862270519247
2024-03-0121669.778828302125
2024-04-0121588.374728153376
2024-05-0122467.538339877527
2024-06-0123053.64853083083
2024-07-0122255.889019255428
2024-08-0124421.240092859087
2024-09-0124779.416123866595
2024-10-0124600.32643365703
2024-11-0125284.122214671163
2024-12-0126586.587817051117
2025-01-0127286.665087977315
2025-02-0128540.289570032677
2025-03-0131049.04576937492
2025-04-0129625.545828492035
2025-05-0131601.69868760004
2025-06-0131316.998699423464
2025-07-0129960.486991052716
2025-08-0126242.64008662918
2025-09-0130379.16344425356
2025-10-0131166.275176271156
2025-11-0126711.55771421413
2025-12-0127867.10472504847
2026-01-0137948.8337181249
2026-02-0142437.045296438
2026-03-0142403.55118018192
2026-04-0142654.75705210243
Annual Return Matrix
YearAnnual Return
20170.4117176970806846
2018-0.03776885948759112
20190.12807687639177368
2020-0.3343927100508316
20210.27893590212330066
20220.49549378632519026
2023-0.21473067115420374
20240.5969216308874208
20250.04816401851974805
20260.5306490384615385
Total Factor Risk
0.37622529583976333
VTI.US Exposure
-0.00371319667069171
VEA.US Exposure
0.0076309983264742365
VWO.US Exposure
0.007475401076030582
QQQ.US Exposure
0.02322192698524609
VTV.US Exposure
0.160818041671705
IJR.US Exposure
-0.002385126119983315
QUAL.US Exposure
-0.00446324378167557
SHV.US Exposure
0.207979915775341
TLT.US Exposure
0.04694103152514888
LQD.US Exposure
0.1188886363677544
HYG.US Exposure
0.020188245226086407
GLD.US Exposure
0.000218540278284837
USO.US Exposure
0.0029973497714568366
VNQ.US Exposure
-0.0016005186604369308
BTC-USD.CC Exposure
0.00790876260756923
CPER.US Exposure
-0.001334687643853781
VIX.INDX Exposure
-0.0007122525133457484
UUP.US Exposure
0.02092864395364183
TIP.US Exposure
0.012610445543438282
Idiosyncratic Exposure
0.3764010862818097
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.6%

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 →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.65%
Market Cap$7.5B
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.370.08%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 →
+1.1%
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 →
+30.8%
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 →
1.4% 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 →
0.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beazley plc a high-risk investment?

Beazley plc (BEZ.LSE) has an annualized volatility of 37.6% and experienced a maximum drawdown of 52.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BEZ.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.6%. 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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