The Biotech Growth Trust PLC

10-Year Study

BIOG.LSE · Financial Services · GB · Common Stock

Executive Summary: The Biotech Growth Trust PLC has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 54.6% and an annualized volatility of 70.0%.

1Y CAGR
+93.9%
3Y CAGR
+17.4%
5Y CAGR
-0.5%
10Y CAGR
+7.7%

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 →
54.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +67.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -24.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.44.10.44.6————————9.8%
20255.0-9.0-7.7-1.3-3.5-0.316.26.713.217.98.4-6.640.4%
20243.07.60.4-4.1-1.04.34.4-1.61.4-1.9-4.1-11.4-4.4%
20232.8-4.4-14.00.55.0-2.5-0.9-1.6-1.1-7.56.716.7-3.5%
2022-21.80.2-3.5-5.8-4.3-0.75.714.02.6-2.6-2.6-1.8-22.1%
2021-0.1-3.7-5.91.5-6.94.5-12.92.8-4.3-0.2-3.72.4-24.6%
2020-3.6-1.1-9.224.816.35.2-2.12.09.20.48.17.167.7%
201910.63.41.4-5.71.48.55.5-3.7-9.82.317.911.648.5%
20181.3-7.5-5.10.64.54.93.94.7-1.7-16.94.9-12.3-19.9%
2017-1.38.5-0.9-3.1-2.78.54.44.4-1.0-3.6-2.01.412.1%
2016———2.55.4-3.917.6-3.12.8-7.412.4-4.920.5%

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 70.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.3% of variance. Idiosyncratic stock-specific factors contribute 3.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110247.863247863246
2016-05-0110803.418803418803
2016-06-0110384.615384615385
2016-07-0112213.675213675215
2016-08-0111837.606837606838
2016-09-0112170.94017094017
2016-10-0111264.957264957266
2016-11-0112666.666666666666
2016-12-0112051.28205128205
2017-01-0111893.162393162393
2017-02-0112905.982905982906
2017-03-0112786.324786324785
2017-04-0112393.162393162394
2017-05-0112055.555555555555
2017-06-0113076.923076923076
2017-07-0113649.57264957265
2017-08-0114247.863247863248
2017-09-0114102.564102564103
2017-10-0113589.74358974359
2017-11-0113316.239316239316
2017-12-0113504.273504273506
2018-01-0113675.213675213676
2018-02-0112649.572649572649
2018-03-0112000
2018-04-0112068.376068376068
2018-05-0112615.384615384615
2018-06-0113230.76923076923
2018-07-0113743.589743589744
2018-08-0114393.162393162393
2018-09-0114153.846153846154
2018-10-0111760.683760683762
2018-11-0112341.880341880342
2018-12-0110820.51282051282
2019-01-0111965.811965811965
2019-02-0112376.068376068377
2019-03-0112547.008547008547
2019-04-0111829.05982905983
2019-05-0112000
2019-06-0113025.641025641025
2019-07-0113743.589743589744
2019-08-0113230.76923076923
2019-09-0111931.623931623932
2019-10-0112205.128205128207
2019-11-0114393.162393162393
2019-12-0116068.376068376068
2020-01-0115487.179487179488
2020-02-0115316.239316239318
2020-03-0113914.529914529914
2020-04-0117367.521367521367
2020-05-0120205.128205128203
2020-06-0121264.957264957266
2020-07-0120820.51282051282
2020-08-0121230.76923076923
2020-09-0123179.487179487183
2020-10-0123282.051282051285
2020-11-0125162.39316239316
2020-12-0126940.17094017094
2021-01-0126905.98290598291
2021-02-0125914.529914529914
2021-03-0124376.06837606838
2021-04-0124752.136752136754
2021-05-0123042.73504273504
2021-06-0124068.376068376067
2021-07-0120957.264957264957
2021-08-0121538.46153846154
2021-09-0120615.384615384613
2021-10-0120581.19658119658
2021-11-0119829.05982905983
2021-12-0120307.692307692305
2022-01-0115880.341880341879
2022-02-0115914.529914529914
2022-03-0115350.427350427351
2022-04-0114461.538461538461
2022-05-0113846.153846153846
2022-06-0113743.589743589744
2022-07-0114529.91452991453
2022-08-0116564.102564102566
2022-09-0116991.452991452992
2022-10-0116547.008547008547
2022-11-0116119.658119658121
2022-12-0115829.059829059828
2023-01-0116273.504273504273
2023-02-0115555.555555555557
2023-03-0113384.615384615383
2023-04-0113452.991452991455
2023-05-0114119.658119658121
2023-06-0113760.68376068376
2023-07-0113641.02564102564
2023-08-0113418.803418803418
2023-09-0113264.957264957264
2023-10-0112273.504273504273
2023-11-0113094.017094017094
2023-12-0115282.051282051281
2024-01-0115743.589743589742
2024-02-0116940.17094017094
2024-03-0117008.547008547008
2024-04-0116307.692307692307
2024-05-0116136.752136752137
2024-06-0116837.606837606836
2024-07-0117572.649572649574
2024-08-0117299.1452991453
2024-09-0117538.46153846154
2024-10-0117196.5811965812
2024-11-0116495.726495726496
2024-12-0114615.384615384615
2025-01-0115350.427350427351
2025-02-0113965.811965811965
2025-03-0112888.88888888889
2025-04-0112717.948717948717
2025-05-0112273.504273504273
2025-06-0112239.31623931624
2025-07-0114222.222222222223
2025-08-0115179.48717948718
2025-09-0117179.48717948718
2025-10-0120256.410256410254
2025-11-0121965.81196581197
2025-12-0120512.82051282051
2026-01-0120598.290598290598
2026-02-0121452.991452991453
2026-03-0121538.46153846154
2026-04-0122529.91452991453
Annual Return Matrix
YearAnnual Return
20170.12056737588652489
2018-0.19873417721518982
20190.4849921011058451
20200.676595744680851
2021-0.24619289340101524
2022-0.2205387205387206
2023-0.03455723542116629
2024-0.043624161073825496
20250.4035087719298245
20260.09833333333333338
Total Factor Risk
0.7001204015254275
VTI.US Exposure
0.17772748738551736
VEA.US Exposure
0.01030299545503323
VWO.US Exposure
0.0009244609485317284
QQQ.US Exposure
-0.01496033385262028
VTV.US Exposure
0.016552292211130106
IJR.US Exposure
0.016608474838224137
QUAL.US Exposure
0.0012955935878438496
SHV.US Exposure
0.7325940812133809
TLT.US Exposure
0.006154418566273012
LQD.US Exposure
0.00005932238929222364
HYG.US Exposure
0.00012922190652925685
GLD.US Exposure
-0.000037476256383081884
USO.US Exposure
-0.00002039331702577847
VNQ.US Exposure
0.007180436512166774
BTC-USD.CC Exposure
-0.00004133486364809638
CPER.US Exposure
-0.0002798786382639424
VIX.INDX Exposure
-0.0003457894326660639
UUP.US Exposure
0.007507761813395377
TIP.US Exposure
-0.0001185709392830189
Idiosyncratic Exposure
0.03876723047257234
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
70.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$257.1M
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 →
+6.2%
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 →
+20.4%
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 →
0.0% 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 →
0.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Biotech Growth Trust PLC a high-risk investment?

The Biotech Growth Trust PLC (BIOG.LSE) has an annualized volatility of 70.0% and experienced a maximum drawdown of 54.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BIOG.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.7%. It has had a positive return in 50% 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.

Run a Full Backtest on The Biotech Growth Trust PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest