CVS Group Plc

10-Year Study

CVSG.LSE · Healthcare · GB · Common Stock

Executive Summary: CVS Group Plc has compounded at 4.7% annually over the last 10 years, with a maximum drawdown of 72.0% and an annualized volatility of 53.9%.

1Y CAGR
-0.9%
3Y CAGR
-16.3%
5Y CAGR
-10.7%
10Y CAGR
+4.7%

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 →
72.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +74.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -49.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.71.7-15.89.2————————-4.9%
202516.74.1-1.67.215.20.8-1.80.01.6-0.5-0.84.953.9%
20240.3-12.9-33.70.418.3-13.013.1-0.5-0.2-16.0-9.9-1.2-49.7%
20234.1-6.9-1.114.3-1.3-5.44.22.8-23.1-10.22.213.0-12.6%
2022-12.0-14.86.70.4-0.3-7.73.86.0-6.010.47.3-4.3-13.3%
20211.911.010.119.2-2.010.5-0.64.0-3.03.1-11.82.149.5%
20200.2-7.1-22.610.95.36.910.64.83.5-0.117.43.631.2%
2019-39.217.926.54.73.311.527.2-5.917.8-5.112.65.674.0%
201818.8-13.8-8.41.0-2.117.9-0.5-19.31.8-9.7-22.01.7-36.0%
2017-5.80.59.415.17.0-10.52.54.97.2-2.1-28.63.1-5.3%
2016———-3.69.0-3.21.914.4-2.9-1.122.23.644.0%

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 53.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.6% of variance. Idiosyncratic stock-specific factors contribute 30.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019635.890719444073
2016-05-0110500.64941012764
2016-06-0110169.049424989966
2016-07-0110364.107919537113
2016-08-0111853.05569819789
2016-09-0111508.451178281624
2016-10-0111378.412635589799
2016-11-0113903.863347178069
2016-12-0114399.962871406724
2017-01-0113564.425254684049
2017-02-0113629.70243909543
2017-03-0114909.118649128943
2017-04-0117167.680376163822
2017-05-0118368.764509311208
2017-06-0116436.58462127678
2017-07-0116841.298537163366
2017-08-0117663.779900392477
2017-09-0118930.14121795124
2017-10-0118538.483555558218
2017-11-0113228.342073569327
2017-12-0113634.361206499629
2018-01-0116201.4454836428
2018-02-0113961.795113044182
2018-03-0112789.580911003388
2018-04-0112914.005251082792
2018-05-0112638.961041789129
2018-06-0114904.805580503787
2018-07-0114826.221715136855
2018-08-0111970.994783623188
2018-09-0112180.553572626754
2018-10-0110995.240925509126
2018-11-018574.557359253302
2018-12-018719.554859742248
2019-01-015304.23057727477
2019-02-016255.933871906626
2019-03-017915.483998025435
2019-04-018284.56508031304
2019-05-018554.785838925873
2019-06-019536.807188683619
2019-07-0112126.968900856176
2019-08-0111415.168309711264
2019-09-0113445.11834534954
2019-10-0112753.08927453206
2019-11-0114364.626739909441
2019-12-0115172.968478668141
2020-01-0115199.471598055214
2020-02-0114126.100026444597
2020-03-0110932.488430999816
2020-04-0112125.123359342857
2020-05-0112767.82094218705
2020-06-0113649.045238496092
2020-07-0115093.459120506921
2020-08-0115822.291501104397
2020-09-0116378.855647214123
2020-10-0116365.603407011178
2020-11-0119214.67581144282
2020-12-0119903.754193469096
2021-01-0120274.796503869307
2021-02-0122514.29988443589
2021-03-0124793.558624592493
2021-04-0129550.84745878052
2021-05-0128954.5293140996
2021-06-0132002.37443342488
2021-07-0131803.60171853124
2021-08-0133062.495125851376
2021-09-0132068.631551383154
2021-10-0133062.495125851376
2021-11-0129167.893511710274
2021-12-0129765.86801628922
2022-01-0126204.594881181012
2022-02-0122324.401012216913
2022-03-0123812.69550184643
2022-04-0123919.001959458787
2022-05-0123839.272116249518
2022-06-0122005.48163937983
2022-07-0122842.647034605397
2022-08-0124211.34471789278
2022-09-0122762.915830377315
2022-10-0125128.23995632763
2022-11-0126966.06177092774
2022-12-0125819.13665949092
2023-01-0126886.043391729658
2023-02-0125018.956950566575
2023-03-0124738.894664901516
2023-04-0128273.022279741905
2023-05-0127899.604991509288
2023-06-0126392.599215209328
2023-07-0127499.5144565377
2023-08-0128273.022279741905
2023-09-0121751.556359040576
2023-10-0119537.725876383833
2023-11-0119973.456050048473
2023-12-0122560.62215980892
2024-01-0122627.646892378936
2024-02-0119718.76179407867
2024-03-0113069.87865292346
2024-04-0113123.498711183234
2024-05-0115522.995297543894
2024-06-0113512.24379331187
2024-07-0115281.705715884329
2024-08-0115201.274947985265
2024-09-0115174.465599364783
2024-10-0112745.713913572856
2024-11-0111488.713683424574
2024-12-0111353.552265912589
2025-01-0113245.810750061553
2025-02-0113786.456420109487
2025-03-0113570.198696497839
2025-04-0114543.359813769075
2025-05-0116760.006244354325
2025-06-0116895.167661866308
2025-07-0116597.81227113618
2025-08-0116597.81227113618
2025-09-0116868.13510616015
2025-10-0116787.038800060483
2025-11-0116658.87029722065
2025-12-0117475.481586300095
2026-01-0117774.90572562922
2026-02-0118074.329864958352
2026-03-0115216.190353180298
2026-04-0116618.03973276668
Annual Return Matrix
YearAnnual Return
2017-0.05316691936944584
2018-0.3604720655643512
20190.7401081503278317
20200.3117903870591985
20210.49549013351743065
2022-0.1325925168598635
2023-0.12620540115868628
2024-0.49675358305771355
20250.5392082739397535
2026-0.0490654205607477
Total Factor Risk
0.5390057265278905
VTI.US Exposure
-0.02732889920708451
VEA.US Exposure
0.0023312602706036813
VWO.US Exposure
0.0064520488327277385
QQQ.US Exposure
0.008564701257599469
VTV.US Exposure
-0.017761772318870692
IJR.US Exposure
0.07424080619203402
QUAL.US Exposure
0.13915191593870926
SHV.US Exposure
0.30635420574673283
TLT.US Exposure
0.01880579778338785
LQD.US Exposure
0.006722070556327691
HYG.US Exposure
0.10255156593157377
GLD.US Exposure
0.000915031048584345
USO.US Exposure
0.010457014117162277
VNQ.US Exposure
-0.004624414193101863
BTC-USD.CC Exposure
0.002737029313218982
CPER.US Exposure
-0.0018629403458607753
VIX.INDX Exposure
0.0014175594737652131
UUP.US Exposure
0.017240165226764748
TIP.US Exposure
0.052245523576335974
Idiosyncratic Exposure
0.30139133079939007
Value Score
30.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.9%

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 →49.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.75%
Market Cap$794.2M
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 →
-3.5%
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 →
-2.8%
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 →
13.8% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CVS Group Plc a high-risk investment?

CVS Group Plc (CVSG.LSE) has an annualized volatility of 53.9% and experienced a maximum drawdown of 72.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CVSG.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.7%. It has had a positive return in 40% 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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