Chemring Group PLC

10-Year Study

CHG.LSE · Industrials · GB · Common Stock

Executive Summary: Chemring Group PLC has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 38.9% and an annualized volatility of 42.1%.

1Y CAGR
+18.3%
3Y CAGR
+33.0%
5Y CAGR
+15.0%
10Y CAGR
+17.0%

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 →
38.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +52.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.57.1-4.910.3————————18.6%
2025-2.917.10.47.821.117.0-2.7-1.99.7-2.7-16.0-1.946.5%
20240.4-1.46.03.32.9-3.511.1-1.1-9.7-3.4-0.1-7.3-4.5%
2023-5.24.1-4.02.2-10.010.80.23.5-4.60.712.911.120.4%
2022-8.314.06.38.00.4-10.89.8-9.0-9.36.32.6-4.02.1%
20213.9-6.6-4.0-0.216.3-6.07.08.6-4.1-8.3-7.08.85.2%
202013.1-11.4-16.80.18.712.3-1.21.8-0.27.9-4.414.720.9%
2019-4.7-2.3-7.512.75.214.0-1.6-1.010.22.10.019.752.5%
20184.30.53.85.6-3.810.72.7-13.89.8-15.2-8.1-3.8-10.9%
201712.91.2-1.2-1.3-4.12.5-3.2-0.61.7-4.22.24.39.4%
2016———7.9-3.5-8.08.14.4-1.73.014.52.428.3%

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 42.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.6% of variance. Idiosyncratic stock-specific factors contribute 26.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110792.457066880721
2016-05-0110415.098242716886
2016-06-019584.910597624776
2016-07-0110358.493535058142
2016-08-0110811.322355986415
2016-09-0110622.642943904497
2016-10-0110943.39706040959
2016-11-0112528.302353829371
2016-12-0112830.19118122877
2017-01-0114490.566471412987
2017-02-0114660.380594389213
2017-03-0114490.566471412987
2017-04-0114301.568807031254
2017-05-0113712.793212032057
2017-06-0114054.666904766538
2017-07-0113598.832367673345
2017-08-0113522.761227675926
2017-09-0113751.955925592612
2017-10-0113178.960340459236
2017-11-0113465.458133025924
2017-12-0114038.4537181593
2018-01-0114638.191336818785
2018-02-0114714.59840979934
2018-03-0115279.95593973716
2018-04-0116128.84090744339
2018-05-0115511.466807169163
2018-06-0117170.657491570735
2018-07-0117633.679226434742
2018-08-0115195.716324044493
2018-09-0116685.80011280276
2018-10-0114155.76505200773
2018-11-0113007.16598095083
2018-12-0112510.471384698076
2019-01-0111920.643789041158
2019-02-0111641.253631170339
2019-03-0110772.04471798426
2019-04-0112135.048595358114
2019-05-0112765.444518899767
2019-06-0114546.295985247238
2019-07-0114309.90524921807
2019-08-0114168.919480400078
2019-09-0115612.785962951893
2019-10-0115945.978440174755
2019-11-0115945.978440174755
2019-12-0119079.649710302005
2020-01-0121578.64633152342
2020-02-0119119.316323337265
2020-03-0115906.311827139494
2020-04-0115925.00914975362
2020-05-0117315.02911124509
2020-06-0119444.26076178992
2020-07-0119203.211165705132
2020-08-0119552.422342018675
2020-09-0119512.021980625508
2020-10-0121047.12962946592
2020-11-0120117.983199814706
2020-12-0123067.00625365769
2021-01-0123955.752321915734
2021-02-0122380.25315202382
2021-03-0121491.507083765777
2021-04-0121458.868542351425
2021-05-0124967.352618243993
2021-06-0123457.881960221996
2021-07-0125089.73830820613
2021-08-0127258.59237007792
2021-09-0126151.852316788336
2021-10-0123979.364874493665
2021-11-0122298.754042246226
2021-12-0124266.295843801774
2022-01-0122257.761377961735
2022-02-0125373.035897091355
2022-03-0126963.51060575789
2022-04-0129117.274204413454
2022-05-0129241.53404680784
2022-06-0126093.718230022158
2022-07-0128661.66951620346
2022-08-0126078.87529637245
2022-09-0123662.624273102905
2022-10-0125162.37055529722
2022-11-0125828.92347623451
2022-12-0124787.43398474864
2023-01-0123495.983832783168
2023-02-0124454.153104109166
2023-03-0123478.52415800166
2023-04-0123985.2613823819
2023-05-0121578.2838775153
2023-06-0123900.8007581477
2023-07-0123943.031070264806
2023-08-0124770.89370549993
2023-09-0123621.728852576696
2023-10-0123791.976152294334
2023-11-0126856.409866528516
2023-12-0129835.728771245555
2024-01-0129963.41866620461
2024-02-0129537.80041691051
2024-03-0131299.715871418997
2024-04-0132334.415980508813
2024-05-0133282.887397032115
2024-06-0132118.853089434197
2024-07-0135697.193545136135
2024-08-0135315.67092004971
2024-09-0131888.23509651001
2024-10-0130803.595897374238
2024-11-0130760.216340841143
2024-12-0128504.178829503402
2025-01-0127679.852330932885
2025-02-0132408.86049764051
2025-03-0132543.569623878822
2025-04-0135094.28224382016
2025-05-0142482.55358573098
2025-06-0149694.91096891912
2025-07-0148375.578379353195
2025-08-0147472.63472238675
2025-09-0152069.61238637951
2025-10-0150655.157720535586
2025-11-0142566.24510024063
2025-12-0141770.61435070343
2026-01-0144069.1031826998
2026-02-0147207.42447254102
2026-03-0144908.93564054463
2026-04-0149550.11501284502
Annual Return Matrix
YearAnnual Return
20170.09417338524918306
2018-0.1088426378102253
20190.5250943888204631
20200.20898478766110284
20210.051991557853499515
20220.021475801016412
20230.20366346873996943
2024-0.04462937546963641
20250.46542072306494675
20260.18624338624338632
Total Factor Risk
0.4206661187318992
VTI.US Exposure
0.06940030949163088
VEA.US Exposure
0.06710887489719368
VWO.US Exposure
-0.000612624677553664
QQQ.US Exposure
0.0030913806948837438
VTV.US Exposure
0.02506653204823602
IJR.US Exposure
0.00954974295718125
QUAL.US Exposure
0.01946061829669944
SHV.US Exposure
0.4455639998064434
TLT.US Exposure
0.04283544075950435
LQD.US Exposure
0.0015626468403146028
HYG.US Exposure
0.016936699047272553
GLD.US Exposure
0.0018077987749054092
USO.US Exposure
0.007131191377096877
VNQ.US Exposure
0.008545084613061344
BTC-USD.CC Exposure
0.003124461984241733
CPER.US Exposure
-0.0024875829778978537
VIX.INDX Exposure
0.011304751844593017
UUP.US Exposure
0.0018035835512214867
TIP.US Exposure
0.003281274651326744
Idiosyncratic Exposure
0.2655258160196449
Value Score
38.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.1%

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 →29.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.47%
Market Cap$1.5B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.690.05%Solid

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 →
+6.8%
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 →
+5.6%
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 →
6.4% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chemring Group PLC a high-risk investment?

Chemring Group PLC (CHG.LSE) has an annualized volatility of 42.1% and experienced a maximum drawdown of 38.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHG.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.0%. It has had a positive return in 80% 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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