CQS Natural Resources Growth and Income plc

10-Year Study

CYN.LSE · Financial Services · GB · Common Stock

Executive Summary: CQS Natural Resources Growth and Income plc has compounded at 22.5% annually over the last 10 years, with a maximum drawdown of 54.1% and an annualized volatility of 68.8%.

1Y CAGR
+135.8%
3Y CAGR
+41.0%
5Y CAGR
+23.8%
10Y CAGR
+22.5%

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 →
54.1%
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 →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +101.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -23.7%
% 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.
202610.114.6-15.211.5————————19.4%
20250.6-2.43.32.75.4-0.78.111.628.4-2.93.119.5101.8%
2024-3.5-3.812.88.66.5-4.1-2.4-2.33.16.64.3-8.016.8%
20237.5-11.4-5.61.9-0.8-3.77.9-2.53.1-6.37.5-7.8-12.0%
20225.46.318.58.0-4.1-17.1-0.112.1-8.516.20.5-4.630.3%
2021-3.118.90.59.715.8-10.5-11.9-2.72.821.0-6.3-1.030.3%
2020-1.1-14.5-25.030.94.39.816.31.41.0-2.016.219.253.9%
20193.73.5-2.22.5-7.15.65.2-8.05.2-2.6-0.61.45.4%
20181.6-1.0-5.85.23.0-5.0-0.3-5.60.7-5.2-5.8-7.4-23.7%
201712.0-3.8-10.4-2.2-3.0-2.57.70.1-3.74.6-2.46.60.9%
2016———7.1-4.38.416.85.4-1.45.10.52.445.8%

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 68.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.7% of variance. Idiosyncratic stock-specific factors contribute 8.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110710.854681978799
2016-05-0110245.785482921083
2016-06-0111105.473351001177
2016-07-0112970.774440518255
2016-08-0113665.636042402828
2016-09-0113477.436690223793
2016-10-0114169.850559481745
2016-11-0114242.73041813899
2016-12-0114578.032979976446
2017-01-0116326.26619552415
2017-02-0115710.173733804475
2017-03-0114081.953032979976
2017-04-0113770.428445229682
2017-05-0113356.724823321556
2017-06-0113016.9132803298
2017-07-0114017.170936395762
2017-08-0114032.335836277975
2017-09-0113516.545200235572
2017-10-0114134.478062426386
2017-11-0113798.310512367494
2017-12-0114715.14281507656
2018-01-0114953.143404004712
2018-02-0114799.304328621907
2018-03-0113937.794464075383
2018-04-0114657.979976442874
2018-05-0115091.835983510011
2018-06-0114333.002061248528
2018-07-0114284.654740871612
2018-08-0113489.28886925795
2018-09-0113584.732037691401
2018-10-0112876.325088339223
2018-11-0112128.754416961132
2018-12-0111226.498085983512
2019-01-0111637.845995288573
2019-02-0112043.212603062428
2019-03-0111781.673292108364
2019-04-0112076.947143698471
2019-05-0111215.25323910483
2019-06-0111838.320818610131
2019-07-0112454.836572438162
2019-08-0111454.137220259128
2019-09-0112049.157096584215
2019-10-0111734.025323910484
2019-11-0111665.41519434629
2019-12-0111830.094228504122
2020-01-0111704.486896348644
2020-02-0110006.57022968198
2020-03-017501.453916372203
2020-04-019819.714369846879
2020-05-0110245.417402826855
2020-06-0111252.926236749117
2020-07-0113088.688898704359
2020-08-0113276.906654888106
2020-09-0113407.207008244995
2020-10-0113140.312131919905
2020-11-0115269.195376914018
2020-12-0118205.57273262662
2021-01-0117637.01781507656
2021-02-0120971.749852767964
2021-03-0121082.910041224968
2021-04-0123124.116607773853
2021-05-0126785.133244994115
2021-06-0123983.32597173145
2021-07-0121129.656213191993
2021-08-0120561.653415783276
2021-09-0121129.656213191993
2021-10-0125559.076855123676
2021-11-0123956.861012956422
2021-12-0123727.97040636043
2022-01-0125019.692285041227
2022-02-0126595.44316843345
2022-03-0131514.833627797412
2022-04-0134037.39693757362
2022-05-0132644.949941107185
2022-06-0127075.198763250886
2022-07-0127052.856301531217
2022-08-0130336.738074204954
2022-09-0127756.55182567727
2022-10-0132261.116018845707
2022-11-0132418.4886631331
2022-12-0130923.457744405183
2023-01-0133246.04313898705
2023-02-0129446.499558303887
2023-03-0127784.19464075383
2023-04-0128303.445229681984
2023-05-0128064.2667844523
2023-06-0127027.790047114257
2023-07-0129157.170200235574
2023-08-0128432.273262661955
2023-09-0129309.647379269732
2023-10-0127468.897232037692
2023-11-0129531.13957597173
2023-12-0127221.436984687873
2024-01-0126270.281213191993
2024-02-0125272.673733804477
2024-03-0128514.88883981154
2024-04-0130972.76207302709
2024-05-0132981.798439340404
2024-06-0131642.446996466435
2024-07-0130889.042255594817
2024-08-0130178.371613663137
2024-09-0131113.47909305065
2024-10-0133156.80212014134
2024-11-0134568.64693757362
2024-12-0131787.746613663134
2025-01-0131965.3636631331
2025-02-0131189.910924617197
2025-03-0132223.829505300353
2025-04-0133085.431389870435
2025-05-0134865.11704946996
2025-06-0134604.93963486455
2025-07-0137412.470553592466
2025-08-0141746.30079505301
2025-09-0153598.01972909306
2025-10-0152032.26222025913
2025-11-0153658.27444051826
2025-12-0164136.999411071854
2026-01-0170641.02988810366
2026-02-0180977.62073027091
2026-03-0168646.93757361601
2026-04-0176560.65959952887
Annual Return Matrix
YearAnnual Return
20170.009405235623245023
2018-0.23707855050640214
20190.053765309350937596
20200.5389203484754201
20210.30333556405160444
20220.30324917027526155
2023-0.11971561493271554
20240.16774682510492833
20251.0176642336611628
20260.19370504237079
Total Factor Risk
0.6882855031142908
VTI.US Exposure
0.136977820075992
VEA.US Exposure
0.0718278031822999
VWO.US Exposure
-0.007464760585023817
QQQ.US Exposure
-0.01505629063187373
VTV.US Exposure
-0.025213219721784298
IJR.US Exposure
-0.01139197804242643
QUAL.US Exposure
-0.01136420293779889
SHV.US Exposure
0.6870760932968897
TLT.US Exposure
0.005737221867202851
LQD.US Exposure
0.0006701721046721034
HYG.US Exposure
0.012814739385581343
GLD.US Exposure
0.023046115396754108
USO.US Exposure
0.00009823130317338325
VNQ.US Exposure
-0.0003303816608465521
BTC-USD.CC Exposure
0.001830503763247101
CPER.US Exposure
0.01981552984052302
VIX.INDX Exposure
-0.006752375105863425
UUP.US Exposure
0.010058378995225953
TIP.US Exposure
0.019158833702557693
Idiosyncratic Exposure
0.08846176577149813
Value Score
48.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
68.8%

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 →3.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.68%
Market Cap$143.3M
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
$13
Avg Yield on Cost
0.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$12.880.13%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 →
+6.8%
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 →
+35.0%
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 →
5.5% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CQS Natural Resources Growth and Income plc a high-risk investment?

CQS Natural Resources Growth and Income plc (CYN.LSE) has an annualized volatility of 68.8% and experienced a maximum drawdown of 54.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CYN.LSE has generated a Compound Annual Growth Rate (CAGR) of 22.5%. 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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