Close Brothers Group plc

10-Year Study

CBG.LSE · Financial Services · GB · Common Stock

Executive Summary: Close Brothers Group plc has compounded at -6.5% annually over the last 10 years, with a maximum drawdown of 83.7% and an annualized volatility of 65.3%.

1Y CAGR
+44.4%
3Y CAGR
-18.8%
5Y CAGR
-19.7%
10Y CAGR
-6.5%

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 →
83.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +121.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -70.3%
% 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.
2026-3.3-1.8-19.216.7————————-10.5%
202535.23.6-16.016.82.710.89.213.97.5-15.27.616.0121.2%
2024-31.5-36.220.68.95.1-11.520.66.5-24.3-44.6-1.85.5-70.3%
2023-7.44.4-8.70.8-0.1-2.94.3-10.77.9-4.9-3.83.5-17.8%
2022-8.6-8.73.6-6.8-1.2-6.68.3-8.0-9.211.29.1-2.2-20.2%
20212.010.30.92.43.3-7.71.80.00.3-4.3-10.28.65.6%
2020-11.4-9.4-11.8-3.6-1.22.5-0.82.5-9.19.520.16.8-10.2%
20193.11.7-2.26.7-11.32.8-5.9-3.29.31.67.57.516.6%
20188.7-0.3-7.37.0-4.91.86.90.5-0.9-4.42.2-4.33.7%
20170.34.03.310.0-5.4-5.72.10.3-4.5-3.22.41.84.4%
2016———-4.010.4-15.311.28.00.7-0.42.76.017.7%

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 65.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.9% of variance. Idiosyncratic stock-specific factors contribute 25.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019603.80290892467
2016-05-0110602.218460575741
2016-06-018977.812483152064
2016-07-019984.15202320209
2016-08-0110784.469029315496
2016-09-0110855.783760469882
2016-10-0110810.815562969392
2016-11-0111104.10094637224
2016-12-0111772.139163634376
2017-01-0111812.872306644493
2017-02-0112285.387711262205
2017-03-0112694.117629249797
2017-04-0113965.18009694397
2017-05-0113214.09778259906
2017-06-0112454.760779971975
2017-07-0112710.624676941728
2017-08-0112751.892296171554
2017-09-0112174.137475900538
2017-10-0111784.779118677823
2017-11-0112073.247229486042
2017-12-0112285.356271484576
2018-01-0113354.386728128713
2018-02-0113320.449234831502
2018-03-0112351.387955560922
2018-04-0113220.719931316893
2018-05-0112566.569944713732
2018-06-0112790.357117447482
2018-07-0113668.2954412206
2018-08-0113737.154376411223
2018-09-0113616.652695372894
2018-10-0113023.904594481013
2018-11-0113307.032600836974
2018-12-0112740.775423688849
2019-01-0113138.925274285857
2019-02-0113360.119247583241
2019-03-0113069.761256808602
2019-04-0113941.078596300096
2019-05-0112360.131707050672
2019-06-0112701.473372778999
2019-07-0111955.912814934873
2019-08-0111578.64130555656
2019-09-0112656.559903780306
2019-10-0112858.211144190156
2019-11-0113825.1345185819
2019-12-0114857.138232667628
2020-01-0113165.023783027342
2020-02-0111928.478697862221
2020-03-0110524.58084080911
2020-04-0110143.389839152933
2020-05-0110022.524854017543
2020-06-0110273.552847413328
2020-07-0110189.87646146933
2020-08-0110440.904454865115
2020-09-019492.57712672338
2020-10-0110399.09420836212
2020-11-0112494.362090987413
2020-12-0113344.055850086756
2021-01-0113614.412320107705
2021-02-0115014.475688726172
2021-03-0115148.431265717703
2021-04-0115509.805891977348
2021-05-0116027.450186292326
2021-06-0114796.822765938889
2021-07-0115070.295267253829
2021-08-0115070.295267253829
2021-09-0115109.363266485767
2021-10-0114459.160718629479
2021-11-0112983.121380713934
2021-12-0114097.681293111065
2022-01-0112882.710882017343
2022-02-0111758.108871757962
2022-03-0112182.083588587453
2022-04-0111353.579075174486
2022-05-0111220.608611215359
2022-06-0110484.160931139084
2022-07-0111353.579075174486
2022-08-0110443.24613608044
2022-09-019486.88652697236
2022-10-0110549.712867497523
2022-11-0111505.84774041736
2022-12-0111248.013617382798
2023-01-0110410.052717520468
2023-02-0110872.005521290726
2023-03-019921.376102764754
2023-04-019998.457122023716
2023-05-019992.95050319364
2023-06-019706.651737041891
2023-07-0110119.582940869814
2023-08-019040.454493425419
2023-09-019756.203155459103
2023-10-019280.556581876692
2023-11-018931.225719321734
2023-12-019245.623495621196
2024-01-016334.532974329887
2024-02-014038.264771135303
2024-03-014869.672224016101
2024-04-015302.842493584247
2024-05-015575.320566377114
2024-06-014932.551779275993
2024-07-015950.269025519435
2024-08-016334.532974329887
2024-09-014792.81943425401
2024-10-012654.9145554176735
2024-11-012606.0082346599793
2024-12-012750.398324516028
2025-01-013719.209250001775
2025-02-013854.2838501896927
2025-03-013239.4615320929674
2025-04-013782.088805261668
2025-05-013884.559191611122
2025-06-014303.756226677071
2025-07-014699.6645375726885
2025-08-015351.748814341941
2025-09-015752.314870071626
2025-10-014876.6588412672
2025-11-015246.949555575454
2025-12-016084.179189498834
2026-01-015880.402853008443
2026-02-015773.274721824922
2026-03-014664.731451317193
2026-04-015442.57483860623
Annual Return Matrix
YearAnnual Return
20170.043595909011642675
20180.037070081008667266
20190.16610941945054924
2020-0.10184211514260078
20210.05647649046818182
2022-0.20213733141497392
2023-0.1780216658581465
2024-0.7025188916876575
20251.2121083827265031
2026-0.10545454545454547
Total Factor Risk
0.6527962179710163
VTI.US Exposure
-0.0574640945803741
VEA.US Exposure
0.21174798905860653
VWO.US Exposure
-0.020880285098299516
QQQ.US Exposure
0.17927294952648568
VTV.US Exposure
0.10218617006593829
IJR.US Exposure
0.038441040617893336
QUAL.US Exposure
-0.035465660901117954
SHV.US Exposure
0.24874330685113846
TLT.US Exposure
-0.003484382300215491
LQD.US Exposure
0.012177137205964672
HYG.US Exposure
-0.0017530008934689984
GLD.US Exposure
-0.0036835799494466283
USO.US Exposure
0.011282175424046057
VNQ.US Exposure
-0.005689280545394556
BTC-USD.CC Exposure
0.0012783622867285256
CPER.US Exposure
-0.0026647029415729404
VIX.INDX Exposure
0.015303852109822443
UUP.US Exposure
0.0009189908183571208
TIP.US Exposure
0.05532831947098934
Idiosyncratic Exposure
0.25440469377391983
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
65.3%

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$618.1M
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 →
+6.4%
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 →
+1.7%
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 →
15.1% 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 →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Close Brothers Group plc a high-risk investment?

Close Brothers Group plc (CBG.LSE) has an annualized volatility of 65.3% and experienced a maximum drawdown of 83.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CBG.LSE has generated a Compound Annual Growth Rate (CAGR) of -6.5%. 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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