CRH PLC

10-Year Study

CRH.LSE · Basic Materials · GB · Common Stock

Executive Summary: CRH PLC has compounded at 18.2% annually over the last 10 years, with a maximum drawdown of 26.0% and an annualized volatility of 29.8%.

1Y CAGR
+30.7%
3Y CAGR
+34.7%
5Y CAGR
+21.4%
10Y CAGR
+18.2%

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 →
26.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +70.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -20.1%
% 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.
2026-4.5-0.7-11.88.7————————-9.0%
20258.60.8-16.64.8-4.00.37.216.16.71.11.52.829.2%
20244.016.94.3-8.7-1.5-3.612.52.61.18.49.4-8.039.9%
202313.84.16.6-5.5-1.314.27.0-2.3-0.0-2.312.810.270.7%
2022-4.8-8.8-7.14.71.7-13.711.21.1-7.87.55.20.2-12.9%
2021-1.22.411.91.17.6-0.8-1.47.3-9.30.54.36.730.9%
2020-6.1-7.6-14.79.29.24.90.62.3-0.6-2.78.04.13.6%
20195.78.81.77.8-3.63.96.80.12.51.04.83.150.8%
2018-1.7-8.02.17.17.1-3.3-2.3-2.3-0.9-6.5-8.6-3.5-20.1%
2017-2.1-1.84.80.3-1.0-2.1-2.82.25.2-0.1-9.53.5-4.2%
2016———1.14.45.35.411.40.53.20.66.444.9%

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 29.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.4% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110111.902455752792
2016-05-0110554.425297210697
2016-06-0111113.936920773538
2016-07-0111709.05413920364
2016-08-0113046.795971482763
2016-09-0113116.156218032327
2016-10-0113535.95537398913
2016-11-0113617.867308536634
2016-12-0114488.182104504709
2017-01-0114181.012022351006
2017-02-0113925.037390690339
2017-03-0114590.293234609373
2017-04-0114637.023489419058
2017-05-0114496.83206978888
2017-06-0114195.680009990505
2017-07-0113795.87497163798
2017-08-0114097.027031436353
2017-09-0114824.31600769704
2017-10-0114808.640320723574
2017-11-0113408.246191037386
2017-12-0113883.753167651752
2018-01-0113648.61262144071
2018-02-0112551.288980453974
2018-03-0112810.939945640583
2018-04-0113725.627582761894
2018-05-0114704.130499291432
2018-06-0114225.514593327473
2018-07-0113895.801661183836
2018-08-0113576.725264142697
2018-09-0113449.68438634092
2018-10-0112576.953863816052
2018-11-0111495.410741983173
2018-12-0111088.493495392528
2019-01-0111725.640555744216
2019-02-0112753.64195184678
2019-03-0112968.358568513955
2019-04-0113978.525389928207
2019-05-0113470.711756123133
2019-06-0113989.446282320008
2019-07-0114934.088404584598
2019-08-0114945.009296976397
2019-09-0115320.182048943656
2019-10-0115474.042929695148
2019-11-0116210.37892312322
2019-12-0116715.92294022292
2020-01-0115693.845217513343
2020-02-0114501.420443284185
2020-03-0112374.44036814703
2020-04-0113511.672309804779
2020-05-0114755.872387524736
2020-06-0115482.124835601848
2020-07-0115572.202541800358
2020-08-0115932.514021795525
2020-09-0115835.504287668939
2020-10-0115405.068596609635
2020-11-0116634.075870587032
2020-12-0117319.374972194903
2021-01-0117115.484243756047
2021-02-0117528.929259179153
2021-03-0119619.88047952074
2021-04-0119828.17153873133
2021-05-0121338.28302841037
2021-06-0121158.92106457865
2021-07-0120858.05598287409
2021-08-0122373.95355370936
2021-09-0120288.06703808271
2021-10-0120381.078734929804
2021-11-0121253.058396962646
2021-12-0122671.479075267474
2022-01-0121584.41064232708
2022-02-0119683.49461218285
2022-03-0118283.97648640402
2022-04-0119149.965644528882
2022-05-0119483.267768448517
2022-06-0116807.92628253491
2022-07-0118694.65196666153
2022-08-0118899.989379189723
2022-09-0117421.85039412641
2022-10-0118732.979267012084
2022-11-0119711.835992150427
2022-12-0119750.751007912277
2023-01-0122471.79211726213
2023-02-0123393.773453333855
2023-03-0124931.202243618325
2023-04-0123565.987828066576
2023-05-0123248.354183908014
2023-06-0126546.859427711952
2023-07-0128403.795737379398
2023-08-0127750.203128729525
2023-09-0127744.094688618614
2023-10-0127117.69161635432
2023-11-0130583.309838912905
2023-12-0133714.104560534
2024-01-0135047.712728900246
2024-02-0140967.93452234429
2024-03-0142723.335623698076
2024-04-0139019.14491142303
2024-05-0138443.217223612744
2024-06-0137048.25274566946
2024-07-0141673.00038676523
2024-08-0142771.42607604827
2024-09-0143240.7453332153
2024-10-0146893.82052953486
2024-11-0151301.51510674307
2024-12-0147178.04939941316
2025-01-0151212.42806464921
2025-02-0151632.410676921696
2025-03-0143075.33129098406
2025-04-0145155.272511580515
2025-05-0143370.185557545694
2025-06-0143486.80677181815
2025-07-0146596.7097502904
2025-08-0154116.189043608814
2025-09-0157756.87438660889
2025-10-0158406.99705008797
2025-11-0159308.80605384875
2025-12-0160959.91289494131
2026-01-0158221.172182335395
2026-02-0157788.739438239725
2026-03-0150987.75173564417
2026-04-0155443.11940208441
Annual Return Matrix
YearAnnual Return
2017-0.041718756189917716
2018-0.20133314374761413
20190.5075017131198836
20200.036100431554390244
20210.30902409074605863
2022-0.1288282982181541
20230.7069783598116304
20240.3993564418922806
20250.29212448736169194
2026-0.09049871023215816
Total Factor Risk
0.2984561192854697
VTI.US Exposure
0.06695510966940263
VEA.US Exposure
0.02734601257126374
VWO.US Exposure
0.026239130985056754
QQQ.US Exposure
-0.14339331035757924
VTV.US Exposure
-0.06695866435963385
IJR.US Exposure
0.27061994202257134
QUAL.US Exposure
0.27185532144523533
SHV.US Exposure
0.35426644031486765
TLT.US Exposure
0.0034725845970679193
LQD.US Exposure
-0.01564903806391723
HYG.US Exposure
0.021861203475156486
GLD.US Exposure
0.009618350134417288
USO.US Exposure
0.02800668772890564
VNQ.US Exposure
-0.04702313594868725
BTC-USD.CC Exposure
0.00045467131397292364
CPER.US Exposure
-0.011989775377943181
VIX.INDX Exposure
0.011721495010969151
UUP.US Exposure
-0.003949433966488832
TIP.US Exposure
0.004058279867794254
Idiosyncratic Exposure
0.19248812893756834
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.8%

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 →19.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.84%
Market Cap$53.3B
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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.460.04%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 →
+0.6%
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 →
+0.1%
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 →
12.8% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CRH PLC a high-risk investment?

CRH PLC (CRH.LSE) has an annualized volatility of 29.8% and experienced a maximum drawdown of 26.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CRH.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.2%. 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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