Clarkson

10-Year Study

CKN.LSE · Industrials · GB · Common Stock

Executive Summary: Clarkson has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 42.8% and an annualized volatility of 28.6%.

1Y CAGR
+48.8%
3Y CAGR
+21.8%
5Y CAGR
+12.0%
10Y CAGR
+10.8%

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 →
42.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +64.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -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.
20269.81.78.23.1————————24.6%
20258.23.5-23.1-3.53.8-2.05.82.15.0-1.24.30.9-0.3%
202412.21.111.7-3.17.90.69.5-15.3-3.4-4.513.2-0.628.3%
2023-4.97.5-6.50.3-5.63.3-5.7-1.80.9-3.310.48.41.0%
2022-15.10.511.8-0.3-14.5-2.914.1-12.2-11.95.110.55.9-14.4%
2021-7.41.68.310.43.43.61.118.40.25.3-9.67.347.4%
2020-3.5-14.7-7.28.0-8.0-2.2-8.520.0-6.3-11.128.65.5-7.9%
201934.7-2.5-4.89.5-5.64.62.6-10.77.715.1-4.612.564.6%
201810.18.6-11.7-20.28.1-10.010.912.0-4.6-11.9-0.8-19.5-31.7%
20177.76.84.110.2-5.0-5.75.84.92.92.4-2.0-0.434.8%
2016———7.6-4.0-2.1-16.518.8-3.3-7.08.92.40.6%

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 28.6%. The dominant macroeconomic risk driver is QQQ.US, accounting for 20.6% of variance. Idiosyncratic stock-specific factors contribute 44.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110761.261157855784
2016-05-0110333.33337339619
2016-06-0110117.86411937417
2016-07-018449.12760528248
2016-08-0110039.929045478033
2016-09-019706.724874790556
2016-10-019030.588470863708
2016-11-019831.76365062674
2016-12-0110063.317139526547
2017-01-0110836.705924659318
2017-02-0111568.415117846693
2017-03-0112040.784427503999
2017-04-0113263.387594064077
2017-05-0112600.25198734799
2017-06-0111876.207819972913
2017-07-0112562.639576484338
2017-08-0113178.547086094317
2017-09-0113561.534562806279
2017-10-0113893.344546125309
2017-11-0113618.416205553218
2017-12-0113561.534562806279
2018-01-0114931.43482672835
2018-02-0116211.271788534466
2018-03-0114315.216629674629
2018-04-0111423.732722743367
2018-05-0112353.759059663887
2018-06-0111120.80044623611
2018-07-0112329.583129563634
2018-08-0113804.298039279785
2018-09-0113168.744506631345
2018-10-0111608.004630625082
2018-11-0111510.45838837469
2018-12-019266.894215672854
2019-01-0112485.920810878604
2019-02-0112168.895824036248
2019-03-0111583.617769591068
2019-04-0112681.013295379387
2019-05-0111970.99453274231
2019-06-0112519.665553680481
2019-07-0112843.879619612804
2019-08-0111472.202968681624
2019-09-0112355.87137371565
2019-10-0114221.86016084355
2019-11-0113566.242348946109
2019-12-0115255.718602029096
2020-01-0114726.181600837188
2020-02-0112557.600069901671
2020-03-0111649.821838478827
2020-04-0112582.816232042776
2020-05-0111574.173352055508
2020-06-0111322.012932530106
2020-07-0110363.80237682505
2020-08-0112431.51986013897
2020-09-0111647.588734917988
2020-10-0110359.139060454729
2020-11-0113321.575085583276
2020-12-0114050.09928176515
2021-01-0113009.351031019589
2021-02-0113217.500801357264
2021-03-0114310.285893744413
2021-04-0115793.352105986125
2021-05-0116329.504285864177
2021-06-0116912.700674341988
2021-07-0117098.26340742518
2021-08-0120252.82686512523
2021-09-0120286.8792906567
2021-10-0121354.609874524336
2021-11-0119299.22854564984
2021-12-0120713.97176458089
2022-01-0117590.859851838748
2022-02-0117670.93969069953
2022-03-0119753.014299194292
2022-04-0119699.62773995377
2022-05-0116834.561880826066
2022-06-0116345.816278074999
2022-07-0118653.78048928525
2022-08-0116372.968678018318
2022-09-0114420.933891601211
2022-10-0115161.171665449358
2022-11-0116751.31266947339
2022-12-0117738.296968880415
2023-01-0116860.9775248583
2023-02-0118122.123962727605
2023-03-0116943.226166396984
2023-04-0116998.05859408944
2023-05-0116045.079846673043
2023-06-0116577.11556815719
2023-07-0115625.051455729923
2023-08-0115344.72304287643
2023-09-0115486.279333371715
2023-10-0114976.676206834427
2023-11-0116533.797806053874
2023-12-0117921.05089517045
2024-01-0120101.02089370055
2024-02-0120327.511439247264
2024-03-0122705.66036465932
2024-04-0121997.87771029724
2024-05-0123725.125023151326
2024-06-0123869.262964049554
2024-07-0126146.644593635847
2024-08-0122148.842361758212
2024-09-0121393.10747417839
2024-10-0120433.90536280181
2024-11-0123137.110875995564
2024-12-0122991.777058863194
2025-01-0124881.113676869914
2025-02-0125753.115377778504
2025-03-0119794.437889493583
2025-04-0119096.836408578147
2025-05-0119828.212679437023
2025-06-0119441.17544898542
2025-07-0120572.51523059559
2025-08-0121002.951951375555
2025-09-0122054.6019060224
2025-10-0121784.17763197035
2025-11-0122715.63902037184
2025-12-0122925.96901130121
2026-01-0125179.504628401595
2026-02-0125600.16461026033
2026-03-0127703.464519554018
2026-04-0128556.803339896032
Annual Return Matrix
YearAnnual Return
20170.34762070744441576
2018-0.3166780519744322
20190.6462601435794424
2020-0.07902737011048389
20210.4742936223564209
2022-0.1436554432689061
20230.010302788740692126
20240.2829480365495338
2025-0.002862242765902856
20260.24560943643512445
Total Factor Risk
0.2863409431162751
VTI.US Exposure
-0.17286675478303648
VEA.US Exposure
0.11894352908740473
VWO.US Exposure
-0.024981315144360198
QQQ.US Exposure
0.2061276283289916
VTV.US Exposure
0.14992178690800026
IJR.US Exposure
0.12926309674435793
QUAL.US Exposure
0.017749809642097877
SHV.US Exposure
0.016338720165980362
TLT.US Exposure
-0.0045426143827835
LQD.US Exposure
0.01812304155800349
HYG.US Exposure
-0.008652986192319462
GLD.US Exposure
0.002920854032012386
USO.US Exposure
0.0022336891918255685
VNQ.US Exposure
0.013642194406705865
BTC-USD.CC Exposure
0.06564016744643768
CPER.US Exposure
-0.0070061934458976564
VIX.INDX Exposure
0.02567973462223577
UUP.US Exposure
0.005265257670421113
TIP.US Exposure
-0.00043200126944239813
Idiosyncratic Exposure
0.44663235541336493
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.6%

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 →22.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.41%
Market Cap$1.4B
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 →
+6.7%
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 →
+23.6%
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 →
1.9% 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 →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clarkson a high-risk investment?

Clarkson (CKN.LSE) has an annualized volatility of 28.6% and experienced a maximum drawdown of 42.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CKN.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.8%. 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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