Diversified Energy Company PLC

10-Year Study

DEC.LSE · Energy · GB · Common Stock

Executive Summary: Diversified Energy Company PLC has compounded at -0.7% annually over the last 10 years, with a maximum drawdown of 68.0% and an annualized volatility of 64.1%.

1Y CAGR
+13.0%
3Y CAGR
-11.9%
5Y CAGR
-11.0%
10Y CAGR
-0.7%

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 →
68.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +47.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -52.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.38.436.4-16.9————————9.0%
2025-2.8-19.1-1.3-9.711.33.45.15.7-13.7-7.619.0-5.9-20.0%
2024-17.82.21.318.84.4-10.622.4-29.6-6.710.836.65.220.7%
2023-4.8-6.0-9.10.1-10.13.97.2-3.4-11.9-17.1-2.0-14.9-52.0%
20221.711.10.52.01.8-9.611.07.0-2.0-3.00.8-8.211.6%
20211.98.5-11.29.9-14.20.60.25.96.3-2.7-14.05.2-7.5%
2020-15.3-11.810.67.59.8-7.50.414.5-4.96.5-2.33.56.3%
2019-0.9-2.615.1-4.64.9-14.6-4.1-2.86.3-2.7-5.65.4-8.8%
2018-4.116.8-4.31.69.825.5-4.2-3.912.8-5.3-9.410.447.7%
2017——5.6-1.5-1.57.9-2.70.49.612.20.5-5.725.8%

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 64.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.7% of variance. Idiosyncratic stock-specific factors contribute 16.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-02-0110000
2017-03-0110555.55560010434
2017-04-0110396.825428645958
2017-05-0110238.095257187573
2017-06-0111051.587786850849
2017-07-0110756.304987289028
2017-08-0110795.99635081302
2017-09-0111827.966189289908
2017-10-0113276.693741012448
2017-11-0113338.729438541774
2017-12-0112584.456410426243
2018-01-0112068.374864873513
2018-02-0114100.942663869606
2018-03-0113497.524562128436
2018-04-0113719.836452144757
2018-05-0115057.769304955293
2018-06-0118901.63064322734
2018-07-0118109.412742148146
2018-08-0117394.567259652868
2018-09-0119618.53053748367
2018-10-0118585.976129852294
2018-11-0116842.00988186491
2018-12-0118589.765805879902
2019-01-0118430.878466308648
2019-02-0117954.21805135115
2019-03-0120659.97777354208
2019-04-0119715.79915615157
2019-05-0120675.17576968071
2019-06-0117653.419132154566
2019-07-0116937.740498285464
2019-08-0116460.62060716127
2019-09-0117498.918065937316
2019-10-0117021.67468558158
2019-11-0116071.360096764236
2019-12-0116946.533091946632
2020-01-0114352.838243620678
2020-02-0112666.141329576481
2020-03-0114007.48777757312
2020-04-0115058.049160421573
2020-05-0116526.864561100425
2020-06-0115289.925852735241
2020-07-0115353.634268037225
2020-08-0117583.415171678498
2020-09-0116727.41107311902
2020-10-0117810.70993237521
2020-11-0117400.886059292632
2020-12-0118006.411496751232
2021-01-0118356.97898189223
2021-02-0119918.596540072296
2021-03-0117691.574899065596
2021-04-0119444.794018758974
2021-05-0116675.785357432764
2021-06-0116771.439795431266
2021-07-0116803.324875390143
2021-08-0117791.7559390903
2021-09-0118912.71580645324
2021-10-0118402.42301909841
2021-11-0115823.516407188261
2021-12-0116652.975132235715
2022-01-0116940.095614344093
2022-02-0118822.328103992044
2022-03-0118923.267720724773
2022-04-0119306.200610822645
2022-05-0119662.59534431163
2022-06-0117779.327630001884
2022-07-0119742.395047985592
2022-08-0121130.906363648686
2022-09-0120705.754590170913
2022-10-0120083.145139219272
2022-11-0120248.38335355536
2022-12-0118587.632810062416
2023-01-0117693.382332363566
2023-02-0116639.444240722853
2023-03-0115118.09620019625
2023-04-0115134.076829386715
2023-05-0113605.03316447651
2023-06-0114132.608029221721
2023-07-0115155.782868403057
2023-08-0114641.467860363828
2023-09-0112898.245755278182
2023-10-0110691.230171658852
2023-11-0110480.64494736993
2023-12-018920.549353874672
2024-01-017332.4513743108555
2024-02-017491.12220678785
2024-03-017591.217445852979
2024-04-019016.57185393341
2024-05-019410.891413432884
2024-06-018409.732940102991
2024-07-0110291.911703916443
2024-08-017246.094713193453
2024-09-016761.419526357854
2024-10-017494.440378476853
2024-11-0110240.080707429714
2024-12-0110768.911313321609
2025-01-0110472.445743522649
2025-02-018471.05737173378
2025-03-018358.857782343493
2025-04-017545.4117616115755
2025-05-018400.59714260352
2025-06-018689.167420365284
2025-07-019130.038410764155
2025-08-019652.763516598034
2025-09-018329.918000744623
2025-10-017696.555364111607
2025-11-019158.901212062845
2025-12-018620.189863891612
2026-01-017647.639996494188
2026-02-018291.41983187342
2026-03-0111306.481588918301
2026-04-019398.011646959041
Annual Return Matrix
YearAnnual Return
20180.47720054006291845
2019-0.08839448173217523
20200.06254249167390324
2021-0.07516413610561468
20220.11617489742608922
2023-0.5200814732554039
20240.20720270536299368
2025-0.19953005340214247
20260.0902325581395349
Total Factor Risk
0.641205620306021
VTI.US Exposure
0.18475171244206726
VEA.US Exposure
0.003910162662101841
VWO.US Exposure
0.01621247605380904
QQQ.US Exposure
-0.005247676964245318
VTV.US Exposure
-0.0011930353814556842
IJR.US Exposure
0.011122710784388349
QUAL.US Exposure
0.060718690899180514
SHV.US Exposure
0.46676956200386044
TLT.US Exposure
0.02635143312296413
LQD.US Exposure
0.01573155322225629
HYG.US Exposure
0.0004115997994082866
GLD.US Exposure
0.0002627127963228095
USO.US Exposure
0.010729840465888651
VNQ.US Exposure
0.0026452241939222453
BTC-USD.CC Exposure
0.0020678446769539505
CPER.US Exposure
-0.0005796492654631338
VIX.INDX Exposure
0.01303224612591953
UUP.US Exposure
0.01553020551438462
TIP.US Exposure
0.008499826477414704
Idiosyncratic Exposure
0.16827256037032146
Value Score
48.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
64.1%

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 →3.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.27%
Market Cap$949.7M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.730.02%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 →
+5.4%
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 →
+8.5%
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 →
16.9% 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 →
0.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Diversified Energy Company PLC a high-risk investment?

Diversified Energy Company PLC (DEC.LSE) has an annualized volatility of 64.1% and experienced a maximum drawdown of 68.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DEC.LSE has generated a Compound Annual Growth Rate (CAGR) of -0.7%. It has had a positive return in 56% 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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