British Land Company PLC

10-Year Study

BLND.LSE · Real Estate · GB · Common Stock

Executive Summary: British Land Company PLC has compounded at -1.6% annually over the last 10 years, with a maximum drawdown of 46.7% and an annualized volatility of 24.9%.

1Y CAGR
+7.5%
3Y CAGR
+11.7%
5Y CAGR
+0.2%
10Y CAGR
-1.6%

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 →
46.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.5%
% 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.
20262.7-1.2-13.310.9————————-2.4%
20254.7-4.52.56.5-0.8-0.9-7.1-4.13.89.07.22.318.6%
2024-4.4-8.913.6-1.812.8-3.60.0-0.15.9-8.5-2.5-4.3-4.5%
202312.01.0-13.23.2-14.3-8.711.6-4.3-2.1-6.122.313.78.3%
20223.6-3.70.2-2.41.5-12.910.0-12.4-18.64.310.90.2-21.7%
2021-6.69.13.12.7-1.6-1.73.23.8-6.6-0.25.04.414.1%
2020-12.1-9.7-32.920.30.7-5.1-5.3-0.1-7.73.335.33.7-22.5%
20199.15.4-1.20.8-10.12.3-5.60.414.77.7-7.311.026.8%
2018-2.2-6.13.44.70.80.3-1.8-3.7-3.0-2.8-4.6-5.6-19.2%
2017-6.35.9-0.07.6-3.4-3.30.80.2-1.61.14.79.915.3%
2016———2.62.9-17.010.5-1.2-4.6-6.31.06.4-8.0%

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 24.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 31.0% of variance. Idiosyncratic stock-specific factors contribute 39.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110264.095825053344
2016-05-0110563.881079497067
2016-06-018768.161796353446
2016-07-019692.648284324947
2016-08-019577.086328629384
2016-09-019136.512239123069
2016-10-018559.107684136303
2016-11-018646.816820666856
2016-12-019202.318702552222
2017-01-018623.036840996712
2017-02-019133.318528557955
2017-03-019133.139955494098
2017-04-019829.3528329014
2017-05-019492.47474793725
2017-06-019176.67286330461
2017-07-019252.451945530636
2017-08-019267.607761975842
2017-09-019123.629795144645
2017-10-019222.733266788158
2017-11-019652.409820602754
2017-12-0110611.512010183244
2018-01-0110373.817525801518
2018-02-019743.8781490673
2018-03-0110078.677460416304
2018-04-0110555.923131164205
2018-05-0110643.836024139415
2018-06-0110671.425562505152
2018-07-0110480.920154946474
2018-08-0110090.38544309014
2018-09-019791.930329032319
2018-10-019519.523988314912
2018-11-019078.922426029541
2018-12-018574.002509180487
2019-01-019357.31096438612
2019-02-019859.93461478585
2019-03-019738.692662020714
2019-04-019821.362832992976
2019-05-018829.30704493631
2019-06-019032.314856363153
2019-07-018522.317054185478
2019-08-018552.514217163161
2019-09-019810.730867498787
2019-10-0110561.829778660976
2019-11-019795.984853341148
2019-12-0110871.569336715536
2020-01-019558.038535151421
2020-02-018634.289233417889
2020-03-015794.107546772407
2020-04-016972.920997445032
2020-05-017019.45301696902
2020-06-016659.259700180405
2020-07-016309.407595307649
2020-08-016302.5142171631605
2020-09-015814.789970604126
2020-10-016007.811426844568
2020-11-018129.330396798506
2020-12-018427.48102088847
2021-01-017868.160422714493
2021-02-018585.360213921374
2021-03-018851.898826912335
2021-04-019090.380864293631
2021-05-018943.083269993314
2021-06-018790.808523887581
2021-07-019069.684704072382
2021-08-019417.835786041996
2021-09-018796.138243024203
2021-10-018780.151375012592
2021-11-019216.087143655162
2021-12-019618.20392128133
2022-01-019965.981831335452
2022-02-019592.846546213794
2022-03-019607.336147766922
2022-04-019379.108325167814
2022-05-019520.391670253392
2022-06-018288.736618467201
2022-07-019121.132061648917
2022-08-017986.552074652698
2022-09-016501.586552990411
2022-10-016783.379426551525
2022-11-017520.0826014890245
2022-12-017535.3414408556855
2023-01-018437.444482092327
2023-02-018519.455306367274
2023-03-017396.113975402705
2023-04-017632.608815099039
2023-05-016541.689942215588
2023-06-015975.386679365196
2023-07-016670.01529318034
2023-08-016385.848313629246
2023-09-016253.633275029992
2023-10-015870.797809503751
2023-11-017179.427009404847
2023-12-018159.552743156989
2024-01-017800.172162748743
2024-02-017103.874577606022
2024-03-018069.707598054928
2024-04-017922.6893103416705
2024-05-018939.569043672562
2024-06-018620.816124689787
2024-07-018620.816124689787
2024-08-018612.439216476341
2024-09-019119.298253647012
2024-10-018348.535700876382
2024-11-018143.277410965303
2024-12-017794.201412100844
2025-01-018157.528915099956
2025-02-017794.201412100844
2025-03-017988.841472907262
2025-04-018507.87781939395
2025-05-018442.998562257897
2025-06-018364.760666306467
2025-07-017769.1828679749815
2025-08-017453.6167913625595
2025-09-017738.0722350937285
2025-10-018435.876244287952
2025-11-019040.343776041906
2025-12-019244.590151924469
2026-01-019496.423959926373
2026-02-019381.954047198235
2026-03-018136.521396716086
2026-04-019024.807919486442
Annual Return Matrix
YearAnnual Return
20170.1531345906592203
2018-0.19200934787120605
20190.2679689940695684
2020-0.22481467395630517
20210.1412904873284817
2022-0.21655420258007674
20230.08283782589026534
2024-0.044775901640264126
20250.18608561200020213
2026-0.02377414561664193
Total Factor Risk
0.24897665783382755
VTI.US Exposure
0.10139932261573575
VEA.US Exposure
0.30984881668934366
VWO.US Exposure
-0.0054921824212788165
QQQ.US Exposure
-0.03788226360012699
VTV.US Exposure
-0.01814058782118315
IJR.US Exposure
0.007360593619165996
QUAL.US Exposure
-0.09394004224538118
SHV.US Exposure
0.12990333255875455
TLT.US Exposure
-0.03642185594826473
LQD.US Exposure
0.09392708920936897
HYG.US Exposure
0.034183621210567915
GLD.US Exposure
0.005161767929264175
USO.US Exposure
0.00018548255088033226
VNQ.US Exposure
0.16172541922627504
BTC-USD.CC Exposure
-0.004567802514229892
CPER.US Exposure
-0.0162598675194345
VIX.INDX Exposure
-0.011073253115108025
UUP.US Exposure
-0.02490336920257044
TIP.US Exposure
0.013204773842702392
Idiosyncratic Exposure
0.3917810049355189
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
75.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.9%

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 →8.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.27%
Market Cap$3.7B
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 →
+2.2%
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 →
+6.7%
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 →
7.1% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is British Land Company PLC a high-risk investment?

British Land Company PLC (BLND.LSE) has an annualized volatility of 24.9% and experienced a maximum drawdown of 46.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BLND.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.6%. 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.

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