Big Yellow Group PLC

10-Year Study

BYG.LSE · Real Estate · GB · Common Stock

Executive Summary: Big Yellow Group PLC has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 41.8% and an annualized volatility of 38.5%.

1Y CAGR
-6.3%
3Y CAGR
-4.0%
5Y CAGR
-3.8%
10Y CAGR
+4.4%

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 →
41.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +59.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.81.0-18.85.9————————-12.5%
20251.9-2.70.37.9-1.01.6-5.2-2.86.814.44.3-9.814.4%
2024-4.3-12.66.11.515.6-5.95.04.30.5-4.7-11.3-10.4-18.4%
20237.40.4-3.74.7-6.0-6.72.10.2-12.71.813.412.810.9%
2022-12.5-5.38.6-6.9-5.8-2.610.4-6.7-20.36.2-3.25.2-31.7%
20210.82.6-1.87.39.4-0.112.55.0-8.56.010.35.959.5%
2020-1.8-9.6-5.86.8-6.72.01.55.2-3.05.83.5-2.1-5.7%
20199.72.31.15.0-2.2-1.2-0.18.2-2.99.9-3.210.241.7%
2018-0.2-4.22.68.00.94.2-0.2-1.0-2.5-6.01.31.94.1%
20170.46.3-0.16.01.92.2-2.14.3-6.42.77.26.231.4%
2016———4.13.5-4.9-9.16.53.1-11.3-4.05.3-8.3%

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 38.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.7% of variance. Idiosyncratic stock-specific factors contribute 16.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110406.715406024021
2016-05-0110768.238154605388
2016-06-0110239.963126167926
2016-07-019309.0580605512
2016-08-019918.735035045876
2016-09-0110226.851813287352
2016-10-019073.052577604885
2016-11-018712.490547841113
2016-12-019173.35791588805
2017-01-019206.812773672973
2017-02-019782.238919108031
2017-03-019775.547207112651
2017-04-0110357.66506454309
2017-05-0110551.704350353237
2017-06-0110784.433393401398
2017-07-0110552.950137952928
2017-08-0111009.110168903253
2017-09-0110307.848369323267
2017-10-0110586.991793165938
2017-11-0111349.526721033353
2017-12-0112057.926346741748
2018-01-0112030.191375558683
2018-02-0111524.02213540582
2018-03-0111829.11052061149
2018-04-0112779.044852981327
2018-05-0112896.918943283345
2018-06-0113442.12779781589
2018-07-0113413.933754827889
2018-08-0113280.005109024925
2018-09-0112941.661784400998
2018-10-0112159.240532338184
2018-11-0112314.314247608154
2018-12-0112550.612203720519
2019-01-0113771.90795240092
2019-02-0114088.008507637158
2019-03-0114246.05878525528
2019-04-0114957.283183440835
2019-05-0114626.8144211484
2019-06-0114450.392015852787
2019-07-0114443.091293277468
2019-08-0115625.993460077874
2019-09-0115173.276467664591
2019-10-0116677.46225846668
2019-11-0116137.12363747766
2019-12-0117789.930222936746
2020-01-0117478.605495348656
2020-02-0115803.387690767011
2020-03-0114884.24078686388
2020-04-0115892.3365551659
2020-05-0114824.940926899293
2020-06-0115123.639328755571
2020-07-0115349.589658296936
2020-08-0116147.948846813475
2020-09-0115665.921600531634
2020-10-0116569.724769793076
2020-11-0117142.133628768253
2020-12-0116775.801732810953
2021-01-0116913.43257058923
2021-02-0117356.914445120095
2021-03-0117051.065259463496
2021-04-0118289.75205494793
2021-05-0120002.5045328713
2021-06-0119987.212628917263
2021-07-0122481.96986230622
2021-08-0123612.262030041435
2021-09-0121599.413572791105
2021-10-0122900.023231254643
2021-11-0125268.991087898365
2021-12-0126762.56269430723
2022-01-0123423.12259531062
2022-02-0122184.550567777416
2022-03-0124081.603715519865
2022-04-0122419.7212064333
2022-05-0121118.437749030258
2022-06-0120569.70255664122
2022-07-0122705.850666533388
2022-08-0121192.12802920289
2022-09-0116889.966226753706
2022-10-0117941.605325973374
2022-11-0117367.98399912628
2022-12-0118276.218692182174
2023-01-0119629.823377676337
2023-02-0119711.006894407004
2023-03-0118980.368201502908
2023-04-0119873.370225676368
2023-05-0118671.87565077593
2023-06-0117421.671336056294
2023-07-0117795.892603112985
2023-08-0117829.06239211581
2023-09-0115565.186807979335
2023-10-0115838.841732218603
2023-11-0117961.743399223094
2023-12-0120267.083533483084
2024-01-0119404.93557723189
2024-02-0116953.964168334966
2024-03-0117985.06165537961
2024-04-0118255.51418356023
2024-05-0121095.262027264795
2024-06-0119844.4209355254
2024-07-0120846.197062125557
2024-08-0121742.0664339839
2024-09-0121845.435336126637
2024-10-0120811.738910315322
2024-11-0118468.69565297874
2024-12-0116539.13170640507
2025-01-0116849.658611622475
2025-02-0116390.92370615332
2025-03-0116443.855795920368
2025-04-0117749.483775606444
2025-05-0117573.046561542924
2025-06-0117855.344252948566
2025-07-0116932.028680881234
2025-08-0116461.694807953416
2025-09-0117583.25905810683
2025-10-0120115.828629235653
2025-11-0120984.137032933773
2025-12-0118921.90318582875
2026-01-0119066.288672865987
2026-02-0119251.398271631675
2026-03-0115641.761095700736
2026-04-0116558.053609590897
Annual Return Matrix
YearAnnual Return
20170.3144506577964967
20180.04085991594333316
20190.41745517542666777
2020-0.05700575985499168
20210.5953075221414705
2022-0.31709758512514274
20230.10893198833041562
2024-0.18394120796507785
20250.1440687166485839
2026-0.12492662883975747
Total Factor Risk
0.38456014847039033
VTI.US Exposure
-0.06837746740249481
VEA.US Exposure
0.006755550535156441
VWO.US Exposure
-0.009265204781886452
QQQ.US Exposure
0.0397360561441823
VTV.US Exposure
0.08971075108202892
IJR.US Exposure
-0.02389715627765471
QUAL.US Exposure
0.03389652618495447
SHV.US Exposure
0.5866073755493303
TLT.US Exposure
0.01362713953272614
LQD.US Exposure
-0.0141974270953867
HYG.US Exposure
0.04364558036235971
GLD.US Exposure
0.01885795161272082
USO.US Exposure
0.01191762469578791
VNQ.US Exposure
0.1234524976280323
BTC-USD.CC Exposure
-0.0002953261849072936
CPER.US Exposure
-0.006265934081807168
VIX.INDX Exposure
-0.0032340264780383867
UUP.US Exposure
-0.0038229890437697107
TIP.US Exposure
-0.0007388463099139876
Idiosyncratic Exposure
0.16188732432858008
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.5%

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 →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.55%
Market Cap$1.7B
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 →
-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 →
-8.9%
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 →
22.4% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Big Yellow Group PLC a high-risk investment?

Big Yellow Group PLC (BYG.LSE) has an annualized volatility of 38.5% and experienced a maximum drawdown of 41.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BYG.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.4%. It has had a positive return in 60% 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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