Croda International PLC

10-Year Study

CRDA.LSE · Basic Materials · GB · Common Stock

Executive Summary: Croda International PLC has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 72.6% and an annualized volatility of 86.1%.

1Y CAGR
-1.1%
3Y CAGR
-19.7%
5Y CAGR
-14.1%
10Y CAGR
+2.2%

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 →
72.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +55.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.8%
% 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.
20261.213.4-9.05.8————————10.5%
2025-1.2-1.2-11.53.44.0-4.7-10.7-2.17.86.8-5.7-1.0-16.9%
2024-4.9-0.82.9-4.8-1.5-13.02.41.63.9-12.1-6.9-1.9-31.3%
20234.3-4.7-1.08.4-12.6-7.84.7-5.5-11.0-10.92.412.6-22.2%
2022-21.2-6.15.3-1.0-10.8-6.315.6-10.1-3.54.90.5-2.8-33.8%
2021-4.7-1.92.96.64.15.414.38.6-6.210.76.90.055.3%
2020-2.7-8.6-6.215.66.31.39.03.75.9-3.5-1.310.731.2%
20192.9-0.24.73.6-2.11.0-8.41.13.4-0.93.42.811.1%
20181.43.1-1.2-1.45.63.07.0-0.02.0-7.31.2-3.98.9%
20174.84.81.65.66.4-2.0-4.74.8-1.310.32.13.541.2%
2016———-0.92.16.85.9-0.56.30.4-6.7-2.011.0%

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 86.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.7% of variance. Idiosyncratic stock-specific factors contribute 3.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019907.864265370616
2016-05-0110114.866928636255
2016-06-0110799.512648192745
2016-07-0111439.433011642237
2016-08-0111387.826442309883
2016-09-0112103.63452864617
2016-10-0112152.271466560256
2016-11-0111332.392619763892
2016-12-0111103.104439107758
2017-01-0111631.162080062579
2017-02-0112187.012317203016
2017-03-0112381.559647216389
2017-04-0113076.37202199897
2017-05-0113918.042642271193
2017-06-0113644.10668781403
2017-07-0112997.89962772299
2017-08-0113616.590689414925
2017-09-0113442.927757211908
2017-10-0114828.686884053415
2017-11-0115144.115457987748
2017-12-0115679.280734441334
2018-01-0115891.929618681279
2018-02-0116381.020703175664
2018-03-0116189.636960345493
2018-04-0115968.897590850147
2018-05-0116858.259403860935
2018-06-0117364.513465336815
2018-07-0118586.755654696
2018-08-0118579.523634521905
2018-09-0118951.11420840665
2018-10-0117559.471475600283
2018-11-0117763.48173872742
2018-12-0117067.660372324233
2019-01-0117563.114470837234
2019-02-0117526.68409682474
2019-03-0118353.65497833008
2019-04-0119019.25887984306
2019-05-0118611.781851373555
2019-06-0118795.330202943507
2019-07-0117209.47408135382
2019-08-0117406.288163959074
2019-09-0117991.186650041567
2019-10-0117828.30344193901
2019-11-0118435.41365789273
2019-12-0118953.678219290436
2020-01-0118450.221337259223
2020-02-0116858.40824382837
2020-03-0115814.475492171186
2020-04-0118280.217844368886
2020-05-0119433.496953292248
2020-06-0119680.627799393074
2020-07-0121455.47905640352
2020-08-0122238.875667102424
2020-09-0123558.130735293053
2020-10-0122743.96177755905
2020-11-0122449.9564611472
2020-12-0124862.30911590409
2021-01-0123693.825561582056
2021-02-0123249.048309658647
2021-03-0123927.52244110365
2021-04-0125495.551498038432
2021-05-0126538.877927108726
2021-06-0127982.034046151693
2021-07-0131977.29722472913
2021-08-0134742.08015365344
2021-09-0132602.678073739287
2021-10-0136090.37082149711
2021-11-0138597.38864704386
2021-12-0138616.46756966849
2022-01-0130420.007835812903
2022-02-0128557.8701599393
2022-03-0130068.9491662179
2022-04-0129778.94397663626
2022-05-0126567.60446246678
2022-06-0124883.579738672437
2022-07-0128766.833041359638
2022-08-0125860.160086028663
2022-09-0124958.016588108963
2022-10-0126173.781076562438
2022-11-0126305.42433557923
2022-12-0125569.770358060898
2023-01-0126661.63548223391
2023-02-0125407.15236338473
2023-03-0125159.353213180835
2023-04-0127265.800100418488
2023-05-0123828.278227689567
2023-06-0121976.703973074218
2023-07-0123007.960450564304
2023-08-0121753.94662033766
2023-09-0119362.666837797497
2023-10-0117247.152940192307
2023-11-0117664.740123730287
2023-12-0119894.499869880983
2024-01-0118929.32117000189
2024-02-0118775.680797384197
2024-03-0119311.45323971061
2024-04-0118393.520055953708
2024-05-0118114.225862668864
2024-06-0115752.194609480188
2024-07-0116127.246872125977
2024-08-0116386.591871701807
2024-09-0117028.563528186918
2024-10-0114961.069283191779
2024-11-0113931.359813748499
2024-12-0113668.884958426848
2025-01-0113503.323895839347
2025-02-0113341.800907949102
2025-03-0111803.294026651547
2025-04-0112207.453989897771
2025-05-0112691.449940776032
2025-06-0112095.762454447802
2025-07-0110805.10658543912
2025-08-0110574.805618375673
2025-09-0111401.225834165798
2025-10-0112172.83246421474
2025-11-0111477.121568268973
2025-12-0111363.27796711421
2026-01-0111502.420146303364
2026-02-0113045.63340640125
2026-03-0111869.249527802041
2026-04-0112560.743994075412
Annual Return Matrix
YearAnnual Return
20170.412152864131873
20180.08854868162626661
20190.11050242422355927
20200.3117405934748876
20210.5532132349270023
2022-0.33785320182561673
2023-0.22195234484735127
2024-0.3129314610657453
2025-0.16867557217176177
20260.1053803339517625
Total Factor Risk
0.8608549081493195
VTI.US Exposure
-0.016111523425468958
VEA.US Exposure
0.04354158771587792
VWO.US Exposure
-0.008040349160234708
QQQ.US Exposure
0.002423996220732598
VTV.US Exposure
0.00017748976767690414
IJR.US Exposure
0.004834488320844436
QUAL.US Exposure
0.02507543470382626
SHV.US Exposure
0.8873651826309426
TLT.US Exposure
0.0176517741340697
LQD.US Exposure
-0.0046901604956629695
HYG.US Exposure
0.00571732136046149
GLD.US Exposure
0.00020981607445218645
USO.US Exposure
0.0019376305834470874
VNQ.US Exposure
-0.0008053880866949765
BTC-USD.CC Exposure
0.0017235067387759218
CPER.US Exposure
0.0056342249044395035
VIX.INDX Exposure
-0.005312209885648903
UUP.US Exposure
0.0023321540520409734
TIP.US Exposure
0.0007628704160955442
Idiosyncratic Exposure
0.035572153430027606
Value Score
23.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
86.1%

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 →65.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.84%
Market Cap$4.0B
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$2.660.03%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 →
+3.2%
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 →
+8.0%
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 →
7.3% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Croda International PLC a high-risk investment?

Croda International PLC (CRDA.LSE) has an annualized volatility of 86.1% and experienced a maximum drawdown of 72.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CRDA.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.2%. 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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