Cranswick PLC

10-Year Study

CWK.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Cranswick PLC has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 32.3% and an annualized volatility of 20.5%.

1Y CAGR
+2.0%
3Y CAGR
+20.9%
5Y CAGR
+8.5%
10Y CAGR
+10.9%

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 →
32.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +44.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.23.2-3.71.5————————7.2%
20253.6-2.90.25.62.70.60.7-4.0-1.6-1.74.6-3.53.9%
20245.7-4.46.55.23.10.08.81.24.11.0-2.2-1.430.3%
20233.4-1.6-4.06.91.2-0.14.61.05.4-1.69.9-0.326.6%
2022-1.0-4.00.2-9.8-4.00.510.9-7.7-13.011.03.40.7-14.8%
2021-3.0-0.46.92.66.10.43.4-2.1-9.9-3.12.84.67.1%
20205.4-6.811.10.5-0.8-1.90.14.2-2.8-11.37.02.85.6%
20199.6-14.310.16.5-7.4-3.74.63.76.85.30.88.931.6%
2018-12.04.1-7.02.515.80.1-1.9-1.34.8-14.6-1.9-6.6-19.8%
2017-1.20.69.84.810.6-4.43.53.0-1.34.34.54.244.7%
2016———5.13.4-8.812.22.1-2.2-9.45.85.211.9%

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 20.5%. The dominant macroeconomic risk driver is QQQ.US, accounting for 25.5% of variance. Idiosyncratic stock-specific factors contribute 28.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110511.017703399872
2016-05-0110867.322991949972
2016-06-019906.995301517605
2016-07-0111112.733807755387
2016-08-0111345.336802132562
2016-09-0111098.49281973844
2016-10-0110054.152367793093
2016-11-0110633.286260683022
2016-12-0111189.779201097168
2017-01-0111060.831277683124
2017-02-0111132.469076279935
2017-03-0112221.359166603077
2017-04-0112808.786947952842
2017-05-0114160.347445661428
2017-06-0113539.082561231231
2017-07-0114012.27390556658
2017-08-0114437.18128011831
2017-09-0114253.698887194332
2017-10-0114871.74499238591
2017-11-0115542.904947122255
2017-12-0116192.702564381572
2018-01-0114256.565790672816
2018-02-0114838.862573296521
2018-03-0113800.43329194088
2018-04-0114140.106320087862
2018-05-0116372.244176912413
2018-06-0116381.948990219222
2018-07-0116072.298891597058
2018-08-0115856.299642569507
2018-09-0116612.296443864863
2018-10-0114187.215469667453
2018-11-0113912.307541923687
2018-12-0112993.886714711109
2019-01-0114237.981960008437
2019-02-0112203.984944507993
2019-03-0113438.206567381812
2019-04-0114307.098457575132
2019-05-0113250.60488982981
2019-06-0112766.789977164006
2019-07-0113353.61951269142
2019-08-0113845.225308273391
2019-09-0114788.305953749268
2019-10-0115570.862246171826
2019-11-0115701.288389959096
2019-12-0117096.18549566976
2020-01-0118014.033740608138
2020-02-0116793.59800549747
2020-03-0118649.467184819405
2020-04-0118750.329491443146
2020-05-0118599.036031507538
2020-06-0118246.01738802338
2020-07-0118272.43031177561
2020-08-0119038.034975195897
2020-09-0118507.21584834736
2020-10-0116424.77118665623
2020-11-0117568.074272361417
2020-12-0118061.00658823202
2021-01-0117517.123574774854
2021-02-0117455.552160363186
2021-03-0118656.19844834766
2021-04-0119138.509477092088
2021-05-0120298.10834556914
2021-06-0120369.94175743293
2021-07-0121055.404292701776
2021-08-0120618.699670217702
2021-09-0118570.347036185263
2021-10-0117988.074206206496
2021-11-0118497.562932437915
2021-12-0119351.715961780246
2022-01-0119153.076107019962
2022-02-0118379.42563610526
2022-03-0118421.24410265921
2022-04-0116612.575321088058
2022-05-0115943.47187200984
2022-06-0116027.109945719883
2022-07-0117766.372516780822
2022-08-0116394.00002212768
2022-09-0114255.652168358805
2022-10-0115819.51864536615
2022-11-0116362.084833652872
2022-12-0116482.17940325749
2023-01-0117039.081819839837
2023-02-0116760.630611548662
2023-03-0116085.921673254215
2023-04-0117189.017392927966
2023-05-0117403.210498467088
2023-06-0117381.79113088307
2023-07-0118180.18411371621
2023-08-0118365.473790730757
2023-09-0119357.318599491133
2023-10-0119041.23607510135
2023-11-0120926.831057090672
2023-12-0120873.004901509576
2024-01-0122056.977867413898
2024-02-0121081.29653157717
2024-03-0122451.635332614984
2024-04-0123624.64540105225
2024-05-0124364.628718605356
2024-06-0124364.628718605356
2024-07-0126506.463963416783
2024-08-0126812.41451899838
2024-09-0127924.962978906045
2024-10-0128203.099951307693
2024-11-0127591.198269843426
2024-12-0127198.45872714048
2025-01-0128176.820478005826
2025-02-0127366.177998491894
2025-03-0127422.084612376053
2025-04-0128959.51022087874
2025-05-0129742.199393450595
2025-06-0129909.918664802008
2025-07-0130122.350110336145
2025-08-0128931.071017425093
2025-09-0128477.249948929537
2025-10-0127995.06552702263
2025-11-0129271.436391070958
2025-12-0128258.4180144877
2026-01-0129997.836277740727
2026-02-0130967.34809660307
2026-03-0129826.74595676502
2026-04-0130282.986812700237
Annual Return Matrix
YearAnnual Return
20170.4470975944542199
2018-0.1975467552097676
20190.31570990813042954
20200.05643487506652489
20210.07146386704654728
2022-0.14828331317957066
20230.26639835611692786
20240.30304471519447773
20250.03897129973359559
20260.07164480322906153
Total Factor Risk
0.20496104414992478
VTI.US Exposure
-0.14212568058964573
VEA.US Exposure
0.018687522693305016
VWO.US Exposure
0.04610915321824751
QQQ.US Exposure
0.2551967719815407
VTV.US Exposure
0.2389185512073037
IJR.US Exposure
-0.044442796353802175
QUAL.US Exposure
-0.08741869627017178
SHV.US Exposure
0.1436884899752848
TLT.US Exposure
-0.02444121753265897
LQD.US Exposure
-0.00900142190943244
HYG.US Exposure
0.22727674068587475
GLD.US Exposure
0.02897860165884007
USO.US Exposure
0.018552766599216716
VNQ.US Exposure
0.08340650737042521
BTC-USD.CC Exposure
-0.004753020923269227
CPER.US Exposure
-0.019242468292755402
VIX.INDX Exposure
-0.008075941709305187
UUP.US Exposure
-0.0007666049491175691
TIP.US Exposure
-0.0032236693020091744
Idiosyncratic Exposure
0.28267641244212915
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.5%

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 →19.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.98%
Market Cap$2.8B
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 →
+0.5%
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 →
+3.8%
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 →
2.2% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cranswick PLC a high-risk investment?

Cranswick PLC (CWK.LSE) has an annualized volatility of 20.5% and experienced a maximum drawdown of 32.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CWK.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 80% 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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