Derwent London PLC

10-Year Study

DLN.LSE · Real Estate · GB · Common Stock

Executive Summary: Derwent London PLC has compounded at -3.6% annually over the last 10 years, with a maximum drawdown of 61.7% and an annualized volatility of 29.3%.

1Y CAGR
-11.7%
3Y CAGR
-6.6%
5Y CAGR
-12.8%
10Y CAGR
-3.6%

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 →
61.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +73.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.6%
% 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.
202610.5-5.6-13.312.0————————1.2%
20250.1-6.20.45.31.55.0-6.9-11.92.51.0-3.42.3-11.2%
2024-9.3-10.112.7-5.113.2-2.91.71.72.8-8.8-3.5-7.3-17.0%
20239.01.2-9.81.9-10.6-4.63.2-12.23.7-5.415.512.1-0.3%
2022-0.3-10.65.4-6.0-1.4-12.29.8-15.1-17.17.18.31.0-30.6%
20212.54.4-2.53.13.8-3.99.54.3-8.8-2.20.20.710.3%
20202.5-4.6-16.6-5.0-5.3-5.63.6-1.7-9.13.414.41.8-22.8%
201913.50.8-1.321.41.5-3.1-6.39.05.85.34.28.473.6%
2018-6.2-1.88.02.8-4.43.20.5-2.6-5.52.5-2.4-0.2-6.7%
2017-11.014.3-0.34.7-4.8-4.07.3-2.21.0-4.23.812.214.7%
2016———4.21.2-20.68.8-3.9-4.3-7.0-0.415.0-10.7%

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 29.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.7% of variance. Idiosyncratic stock-specific factors contribute 31.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110418.781754282916
2016-05-0110542.680068314827
2016-06-018368.172215416282
2016-07-019101.548072179557
2016-08-018749.271675078124
2016-09-018375.589507082621
2016-10-017789.523606926054
2016-11-017760.542262402821
2016-12-018926.23380997198
2017-01-017944.090501482837
2017-02-019080.800704528761
2017-03-019055.039279202172
2017-04-019480.098032057982
2017-05-019023.889223177815
2017-06-018658.496969397633
2017-07-019291.408529640948
2017-08-019082.613074438184
2017-09-019172.707830639625
2017-10-018785.313555325305
2017-11-019120.179765217297
2017-12-0110236.400326740379
2018-01-019606.063956023138
2018-02-019432.064842899352
2018-03-0110183.87226131805
2018-04-0110472.77662114085
2018-05-0110013.119171484253
2018-06-0110335.908301872376
2018-07-0110392.479601308452
2018-08-0110122.934119980877
2018-09-019568.613697787358
2018-10-019809.755025100121
2018-11-019578.66128762128
2018-12-019555.217325692816
2019-01-0110848.001416747873
2019-02-0110938.429310902484
2019-03-0110794.414685317639
2019-04-0113107.242514078911
2019-05-0113299.380448478474
2019-06-0112885.844097132649
2019-07-0112075.310016019419
2019-08-0113167.050232285514
2019-09-0113937.153761767146
2019-10-0114681.571797304325
2019-11-0115293.64950066495
2019-12-0116583.972544478576
2020-01-0116997.539243775187
2020-02-0116211.763020910808
2020-03-0113523.587062470535
2020-04-0112847.390208695388
2020-05-0112160.760741039376
2020-06-0111482.408171160272
2020-07-0111896.037589555168
2020-08-0111697.494214343651
2020-09-0110631.186592432148
2020-10-0110995.21026207536
2020-11-0112583.683713562416
2020-12-0112807.061828498094
2021-01-0113121.447378242117
2021-02-0113692.304471652425
2021-03-0113353.09935615963
2021-04-0113773.01990475186
2021-05-0114298.45522022511
2021-06-0113735.784992337723
2021-07-0115043.16459608981
2021-08-0115692.718983872475
2021-09-0114307.61322017309
2021-10-0113993.159893338985
2021-11-0114026.261414856464
2021-12-0114129.699370305561
2022-01-0114088.32398580625
2022-02-0112594.671694942614
2022-03-0113277.36503338206
2022-04-0112480.995352497659
2022-05-0112307.187580371085
2022-06-0110809.138883037336
2022-07-0111868.533241760451
2022-08-0110080.805261415195
2022-09-018360.117927546515
2022-10-018956.08896182819
2022-11-019701.04921408603
2022-12-019800.377045400737
2023-01-0110686.053664251265
2023-02-0110818.489086673608
2023-03-019758.989521721112
2023-04-019943.315893589108
2023-05-018891.859547192493
2023-06-018486.179268706048
2023-07-018759.393776819366
2023-08-017691.375542082056
2023-09-017978.050377966036
2023-10-017547.4761812514
2023-11-018719.137220105591
2023-12-019770.731143879091
2024-01-018859.902143419535
2024-02-017965.630479108055
2024-03-018975.825245820797
2024-04-018514.436245680186
2024-05-019640.86012329792
2024-06-019359.253395194717
2024-07-019516.62168238209
2024-08-019673.989969569464
2024-09-019948.357699812539
2024-10-019070.317636977396
2024-11-018755.548691455147
2024-12-018113.585337761691
2025-01-018121.868810927938
2025-02-017616.581499979582
2025-03-017645.5739089610315
2025-04-018049.608316916672
2025-05-018173.894808754575
2025-06-018584.039270801213
2025-07-017995.750820260276
2025-08-017042.889402166954
2025-09-017222.132492278783
2025-10-017292.572109243062
2025-11-017043.961696427958
2025-12-017205.558464757775
2026-01-017963.820223843843
2026-02-017516.321480776655
2026-03-016513.592815755735
2026-04-017292.572109243062
Annual Return Matrix
YearAnnual Return
20170.14677707806675877
2018-0.06654517010907812
20190.7355934437918323
2020-0.22774463150193514
20210.1032740810905084
2022-0.3063987570749852
2023-0.003024975609031033
2024-0.1696030503464957
2025-0.1119143800432888
20260.012075905692926936
Total Factor Risk
0.29272664691436356
VTI.US Exposure
-0.11829241742106669
VEA.US Exposure
0.14775360299602805
VWO.US Exposure
-0.03526529501148246
QQQ.US Exposure
0.080934670997179
VTV.US Exposure
0.07017603319377834
IJR.US Exposure
0.013828652704523747
QUAL.US Exposure
-0.004905345631538425
SHV.US Exposure
0.27713277309336126
TLT.US Exposure
-0.005881401331608827
LQD.US Exposure
0.048862167198776556
HYG.US Exposure
0.03902385468553674
GLD.US Exposure
0.003973320943226691
USO.US Exposure
0.0016788126419457236
VNQ.US Exposure
0.18797817044042425
BTC-USD.CC Exposure
0.003186683239033099
CPER.US Exposure
0.006964693794946519
VIX.INDX Exposure
-0.011530757850929996
UUP.US Exposure
-0.011904314065006562
TIP.US Exposure
-0.009742137262670845
Idiosyncratic Exposure
0.31602823264554386
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.3%

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 →11.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.07%
Market Cap$1.8B
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 →
+2.8%
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 →
-0.3%
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 →
16.0% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Derwent London PLC a high-risk investment?

Derwent London PLC (DLN.LSE) has an annualized volatility of 29.3% and experienced a maximum drawdown of 61.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DLN.LSE has generated a Compound Annual Growth Rate (CAGR) of -3.6%. 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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