Compass Group PLC

10-Year Study

CPG.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Compass Group PLC has compounded at -31.0% annually over the last 10 years, with a maximum drawdown of 99.0% and an annualized volatility of 476.4%.

1Y CAGR
-99.3%
3Y CAGR
-77.3%
5Y CAGR
-55.6%
10Y CAGR
-31.0%

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 →
99.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +26.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -98.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.24.2-98.8-0.3————————-98.8%
20256.1-0.6-7.9-1.43.5-4.78.0-5.70.7-0.3-5.9-0.3-9.5%
20242.8-0.47.1-3.9-1.8-0.710.90.1-0.25.17.0-1.126.6%
20231.9-0.65.93.15.00.7-7.9-1.70.43.6-3.47.114.0%
20221.91.5-2.63.24.4-5.014.0-2.9-2.91.71.92.417.7%
2021-3.911.00.47.62.3-5.4-0.1-1.31.61.7-5.612.921.1%
20200.7-8.9-26.15.7-11.4-6.1-5.516.2-4.2-9.825.52.9-26.9%
20190.42.18.4-3.42.76.110.40.00.5-1.8-7.9-0.217.2%
2018-6.04.3-5.97.23.70.81.31.22.9-9.79.0-1.75.5%
2017-4.56.10.53.57.9-3.3-0.22.2-4.24.4-9.36.78.5%
2016———-0.75.611.41.00.43.7-0.9-7.49.523.2%

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 476.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.4% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019926.71041045065
2016-05-0110480.455691326693
2016-06-0111674.926922690218
2016-07-0111789.869662152894
2016-08-0111839.131111896333
2016-09-0112274.272792237354
2016-10-0112159.329087866648
2016-11-0111256.20604723302
2016-12-0112323.534241980797
2017-01-0111764.130740406741
2017-02-0112480.643462429665
2017-03-0112547.29544962881
2017-04-0112980.535296239314
2017-05-0114011.197950689726
2017-06-0113543.481940105843
2017-07-0113518.401085637328
2017-08-0113811.007516440588
2017-09-0113234.155582928926
2017-10-0113819.367479627415
2017-11-0112531.901306890739
2017-12-0113376.278816737142
2018-01-0112577.761455822363
2018-02-0113116.505311529245
2018-03-0112348.689394367755
2018-04-0113235.283560418007
2018-05-0113723.122728003427
2018-06-0113836.957753045685
2018-07-0114016.492401059779
2018-08-0114178.92791384375
2018-09-0114585.017178257689
2018-10-0113165.842024099156
2018-11-0114349.912511788765
2018-12-0114106.258760158795
2019-01-0114160.066856547704
2019-02-0114459.682379293383
2019-03-0115671.168798888275
2019-04-0115137.072905170191
2019-05-0115549.58652725933
2019-06-0116501.533914298027
2019-07-0118215.52417374443
2019-08-0118215.52417374443
2019-09-0118302.972823751254
2019-10-0117979.41310819842
2019-11-0116567.119678122122
2019-12-0116527.767833864455
2020-01-0116641.14356268361
2020-02-0115164.984799803779
2020-03-0111206.396529727563
2020-04-0111844.735297744566
2020-05-0110497.131231930893
2020-06-019858.791499005856
2020-07-019313.544163165177
2020-08-0110820.73340343712
2020-09-0110364.143747367007
2020-10-019353.440215552737
2020-11-0111738.345503075065
2020-12-0112084.11257697795
2021-01-0111618.657345912388
2021-02-0112899.767669444125
2021-03-0112957.395836730615
2021-04-0113941.501678650506
2021-05-0114260.671062659005
2021-06-0113493.777597575843
2021-07-0113484.912022580393
2021-08-0113303.162910633499
2021-09-0113511.509712474777
2021-10-0113742.02045180468
2021-11-0112966.261411726065
2021-12-0114637.468613954
2022-01-0114919.23526792891
2022-02-0115142.710862799535
2022-03-0114749.393121093453
2022-04-0115214.223091754457
2022-05-0115889.119330369265
2022-06-0115097.022467497558
2022-07-0117204.31503012154
2022-08-0116705.574331593732
2022-09-0116220.312433361041
2022-10-0116503.381713178773
2022-11-0116822.396711902198
2022-12-0117231.273595619783
2023-01-0117554.384628937863
2023-02-0117454.38542016245
2023-03-0118481.648703617117
2023-04-0119063.462194227886
2023-05-0120017.99842951569
2023-06-0120156.24466285245
2023-07-0118554.363207979557
2023-08-0118243.14080652031
2023-09-0118307.21552436673
2023-10-0118975.42880995384
2023-11-0118334.6768069495
2023-12-0119643.64209554095
2024-01-0120195.449841089303
2024-02-0120121.270606334703
2024-03-0121539.959446845245
2024-04-0120696.163776541965
2024-05-0120325.264708044884
2024-06-0120174.516161341115
2024-07-0122378.768472440588
2024-08-0122406.788436773728
2024-09-0122360.08881785451
2024-10-0123490.235420191402
2024-11-0125134.08458499595
2024-12-0124863.22332159555
2025-01-0126378.15401900599
2025-02-0126208.033013749366
2025-03-0124128.78067852719
2025-04-0123797.990907092673
2025-05-0124620.240181047626
2025-06-0123472.97032077982
2025-07-0125356.89728804879
2025-08-0123901.13475114347
2025-09-0124062.886144132943
2025-10-0123986.768409142624
2025-11-0122569.065704640496
2025-12-0122492.94700474214
2026-01-0121102.5386537333
2026-02-0121980.604962599202
2026-03-01265.30049841359477
2026-04-01264.4330460930778
Annual Return Matrix
YearAnnual Return
20170.0854255406026394
20180.05457272186254514
20190.17166203419895298
2020-0.2688599756212515
20210.21129859728719969
20220.17720311141730405
20230.1399994310655246
20240.2657135169062885
2025-0.09533262385954
2026-0.9882437349789102
Total Factor Risk
4.7640913033753955
VTI.US Exposure
0.005577439135507183
VEA.US Exposure
0.025834268176518897
VWO.US Exposure
-0.0013688235046981968
QQQ.US Exposure
-0.0014940144182125632
VTV.US Exposure
0.007848399335367287
IJR.US Exposure
0.004791625879933676
QUAL.US Exposure
-0.00040104474479239765
SHV.US Exposure
0.844192162549297
TLT.US Exposure
0.002104154057188278
LQD.US Exposure
0.008653995008004059
HYG.US Exposure
0.003043432022613411
GLD.US Exposure
0.0002847516762295421
USO.US Exposure
0.00024586880218447515
VNQ.US Exposure
0.00110372706589117
BTC-USD.CC Exposure
0.00009707823899312605
CPER.US Exposure
0.0012857047737983758
VIX.INDX Exposure
0.000007668137384144038
UUP.US Exposure
0.0020406147129873827
TIP.US Exposure
0.0032884808349038495
Idiosyncratic Exposure
0.09286451226090119
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
476.4%

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 →0.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.23%
Market Cap$0
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.060.03%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 →
-98.4%
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 →
-98.8%
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 →
99.0% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compass Group PLC a high-risk investment?

Compass Group PLC (CPG.LSE) has an annualized volatility of 476.4% and experienced a maximum drawdown of 99.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CPG.LSE has generated a Compound Annual Growth Rate (CAGR) of -31.0%. It has had a positive return in 70% 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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