Georgia Capital PLC

10-Year Study

CGEO.LSE · Financial Services · GB · Common Stock

Executive Summary: Georgia Capital PLC has compounded at 19.2% annually over the last 10 years, with a maximum drawdown of 68.8% and an annualized volatility of 36.6%.

1Y CAGR
+130.1%
3Y CAGR
+72.5%
5Y CAGR
+46.8%
10Y CAGR
+19.2%

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 →
68.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +158.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -41.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.910.4-2.610.9————————29.8%
20251.019.16.55.315.72.610.86.85.97.57.311.5158.3%
20249.69.58.22.9-30.43.29.2-4.5-9.09.216.31.517.4%
20234.86.8-3.92.51.91.311.94.51.2-6.38.52.240.0%
2022-9.4-13.212.5-3.67.6-7.34.38.2-9.51.020.8-3.32.4%
2021-6.90.414.5-2.68.318.0-12.6-0.8-3.80.75.611.832.0%
2020-12.8-16.2-36.9-1.29.51.1-21.36.6-6.31.230.511.8-41.4%
20196.31.5-1.1-7.2-4.412.7-10.11.82.2-4.6-3.0-2.3-9.7%
2018—————2.5-4.03.98.64.9-7.3-5.91.6%

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 36.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 28.4% of variance. Idiosyncratic stock-specific factors contribute 46.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-0110246.717071229605
2018-07-019832.869080779943
2018-08-0110214.882610425784
2018-09-0111098.288897731794
2018-10-0111639.474731396736
2018-11-0110793.871866295263
2018-12-0110157.182650218861
2019-01-0110799.840827695978
2019-02-0110962.992439315558
2019-03-0110843.613211301234
2019-04-0110067.648229208116
2019-05-019619.976124154397
2019-06-0110843.613211301234
2019-07-019749.303621169916
2019-08-019928.372463191405
2019-09-0110147.234381217668
2019-10-019679.665738161559
2019-11-019391.16593712694
2019-12-019172.304019100677
2020-01-017998.408276959809
2020-02-016705.133306804616
2020-03-014228.014325507362
2020-04-014178.272980501392
2020-05-014576.203740549144
2020-06-014625.945085555113
2020-07-013641.0664544369274
2020-08-013879.8249104655793
2020-09-013636.092319936331
2020-10-013680.859530441703
2020-11-014805.013927576601
2020-12-015372.065260644647
2021-01-015003.979307600477
2021-02-015023.875845602865
2021-03-015750.099482690012
2021-04-015600.875447672104
2021-05-016068.444090728213
2021-06-017162.7536808595305
2021-07-016257.461201750894
2021-08-016207.719856744927
2021-09-015968.961400716275
2021-10-016008.75447672105
2021-11-016346.9956227616385
2021-12-017093.115797851174
2022-01-016426.58177477119
2022-02-015580.978909669717
2022-03-016277.357739753284
2022-04-016048.547552725826
2022-05-016506.16792678074
2022-06-016028.651014723438
2022-07-016287.306008754476
2022-08-016804.615996816553
2022-09-016157.978511738957
2022-10-016217.66812574612
2022-11-017510.9430959013125
2022-12-017262.236370871467
2023-01-017610.42578591325
2023-02-018127.735773975328
2023-03-017809.391165937126
2023-04-018008.356545961003
2023-05-018157.580580978909
2023-06-018267.011539992041
2023-07-019251.890171110226
2023-08-019669.717469160367
2023-09-019789.096697174691
2023-10-019172.304019100677
2023-11-019948.269001193792
2023-12-0110167.130919220055
2024-01-0111142.061281337048
2024-02-0112196.577795463589
2024-03-0113191.404695582969
2024-04-0113569.438917628331
2024-05-019450.855551134102
2024-06-019749.303621169916
2024-07-0110644.647831277356
2024-08-0110167.130919220055
2024-09-019251.890171110226
2024-10-0110107.441305212891
2024-11-0111758.853959411063
2024-12-0111937.92280143255
2025-01-0112057.302029446875
2025-02-0114365.300437723836
2025-03-0115300.43772383605
2025-04-0116116.195781933942
2025-05-0118643.056108237164
2025-06-0119120.573020294465
2025-07-0121189.81297254278
2025-08-0122632.31197771588
2025-09-0123975.32829287704
2025-10-0125766.016713091918
2025-11-0127656.18782331874
2025-12-0130839.633903700756
2026-01-0133575.40787902905
2026-02-0137057.30202944687
2026-03-0136112.216474333465
2026-04-0140041.78272980501
Annual Return Matrix
YearAnnual Return
2019-0.09696376101860915
2020-0.4143167028199566
20210.3203703703703704
20220.02384291725105192
20230.3999999999999999
20240.17416829745596862
20251.5833333333333335
20260.2983870967741935
Total Factor Risk
0.3664811888585061
VTI.US Exposure
0.06530452894272933
VEA.US Exposure
0.2836245271417977
VWO.US Exposure
0.07029128453484104
QQQ.US Exposure
-0.05072491599760362
VTV.US Exposure
-0.0024556898147606795
IJR.US Exposure
-0.005287762241857609
QUAL.US Exposure
-0.025476003782418287
SHV.US Exposure
0.05765323403687076
TLT.US Exposure
-0.009877965287345032
LQD.US Exposure
0.021944860420416816
HYG.US Exposure
0.08318543297395642
GLD.US Exposure
0.0019665577847381138
USO.US Exposure
0.008747509109354155
VNQ.US Exposure
-0.017351973163995116
BTC-USD.CC Exposure
0.0035815777136179623
CPER.US Exposure
-0.000026268046396625298
VIX.INDX Exposure
-0.033944418830900436
UUP.US Exposure
0.08116600576927088
TIP.US Exposure
-0.00012679126265858354
Idiosyncratic Exposure
0.4678062700003428
Value Score
49
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
36.6%

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 →2.6x
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$1.2B
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 →
+11.6%
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 →
+42.0%
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 →
2.7% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Georgia Capital PLC a high-risk investment?

Georgia Capital PLC (CGEO.LSE) has an annualized volatility of 36.6% and experienced a maximum drawdown of 68.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CGEO.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.2%. It has had a positive return in 75% 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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