Dunelm Group PLC

10-Year Study

DNLM.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Dunelm Group PLC has compounded at 4.0% annually over the last 10 years, with a maximum drawdown of 48.6% and an annualized volatility of 35.9%.

1Y CAGR
-32.8%
3Y CAGR
-4.1%
5Y CAGR
-4.8%
10Y CAGR
+4.0%

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 →
48.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +129.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -28.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.29.1-22.23.2————————-28.4%
2025-7.5-1.5-3.623.98.4-0.72.6-1.3-6.31.9-0.51.614.4%
2024-0.55.23.1-10.38.5-3.415.91.0-7.3-1.43.0-6.64.4%
202319.07.9-7.83.7-4.92.82.61.2-9.8-4.56.85.320.8%
2022-3.6-7.2-7.9-10.1-10.4-6.63.7-19.06.018.819.3-2.7-23.9%
2021-4.78.74.313.5-0.4-3.3-6.6-2.915.6-8.45.12.822.2%
20200.3-6.1-34.430.315.811.63.416.2-2.2-6.7-6.4-0.66.1%
201933.515.84.8-1.74.13.40.5-5.2-0.7-3.48.035.6129.3%
2018-7.6-9.4-7.97.0-4.4-6.33.9-0.95.29.0-6.1-0.2-18.2%
2017-15.5-5.0-0.3-4.93.2-3.90.1-2.921.03.5-1.4-1.4-10.6%
2016———-3.38.0-17.47.85.6-5.1-11.20.28.9-9.7%

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 35.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.7% of variance. Idiosyncratic stock-specific factors contribute 29.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019671.591685959072
2016-05-0110448.822662902909
2016-06-018631.635201318573
2016-07-019304.871101566396
2016-08-019830.322116959725
2016-09-019326.764099752176
2016-10-018281.333889091866
2016-11-018293.905162360204
2016-12-019029.021611497721
2017-01-017631.738691333501
2017-02-017250.152137945518
2017-03-017228.516435376965
2017-04-016877.012504376407
2017-05-017098.119016566598
2017-06-016820.317891593923
2017-07-016825.987924640209
2017-08-016627.557732848245
2017-09-018022.2352966513645
2017-10-018300.038327517499
2017-11-018187.914615210592
2017-12-018071.361606500468
2018-01-017459.453546038667
2018-02-016760.129776097542
2018-03-016225.559060493631
2018-04-016662.647137357551
2018-05-016367.317510224641
2018-06-015965.669522266839
2018-07-016196.025335422955
2018-08-016142.866155010508
2018-09-016461.82314337865
2018-10-017046.576033809024
2018-11-016614.553821764274
2018-12-016602.348480040435
2019-01-018817.370236767238
2019-02-0110214.725580882972
2019-03-0110705.260628071943
2019-04-0110526.735587586
2019-05-0110957.65619321033
2019-06-0111327.014534152944
2019-07-0111382.418857062376
2019-08-0110785.287188603214
2019-09-0110708.615000563192
2019-10-0110339.99424038996
2019-11-0111165.097449285604
2019-12-0115140.004074800217
2020-01-0115179.29406849743
2020-02-0114249.41436658679
2020-03-019352.646132951697
2020-04-0112185.579514542253
2020-05-0114111.70784635373
2020-06-0115753.219578176224
2020-07-0116282.739676108653
2020-08-0118917.101829791136
2020-09-0118493.486513802574
2020-10-0117249.11342600931
2020-11-0116150.360128098911
2020-12-0116057.693682134708
2021-01-0115303.127590228329
2021-02-0116640.16521809234
2021-03-0117351.082537956343
2021-04-0119688.603690991393
2021-05-0119608.458965065543
2021-06-0118953.954185751805
2021-07-0117698.37063262131
2021-08-0117177.43849062386
2021-09-0119849.611664677865
2021-10-0118173.041022641442
2021-11-0119096.61221719638
2021-12-0119622.337681248082
2022-01-0118911.896834749317
2022-02-0117554.286992867957
2022-03-0116172.213102522011
2022-04-0114541.650728632598
2022-05-0113022.262932106545
2022-06-0112162.512485984533
2022-07-0112607.210795437975
2022-08-0110205.838399674625
2022-09-0110821.003632061169
2022-10-0112851.796009173446
2022-11-0115336.665597460435
2022-12-0114925.04406902155
2023-01-0117760.651419137797
2023-02-0119163.207946508428
2023-03-0117674.674659221484
2023-04-0118330.477351982117
2023-05-0117434.747449104543
2023-06-0117930.598033156068
2023-07-0118394.458195465766
2023-08-0118618.391147658524
2023-09-0116794.940920161553
2023-10-0116032.310993021953
2023-11-0117125.236068728806
2023-12-0118029.159407594947
2024-01-0117946.98299923974
2024-02-0118883.777282626656
2024-03-0119474.06488766759
2024-04-0117461.28701554809
2024-05-0118940.765403002126
2024-06-0118304.244634385785
2024-07-0121211.591720265154
2024-08-0121418.030476379976
2024-09-0119852.535305246944
2024-10-0119576.08736463153
2024-11-0120157.554494735254
2024-12-0118818.416572277292
2025-01-0117408.796803740428
2025-02-0117153.304161728018
2025-03-0116527.218159810312
2025-04-0120479.985926882684
2025-05-0122191.301006711983
2025-06-0122042.490751175505
2025-07-0122619.130253142674
2025-08-0122321.509742069724
2025-09-0120907.81517331337
2025-10-0121307.88889327244
2025-11-0121193.53528561624
2025-12-0121536.59610858485
2026-01-0117610.455579055222
2026-02-0119211.40608624206
2026-03-0114942.204733743825
2026-04-0115418.678098978002
Annual Return Matrix
YearAnnual Return
2017-0.10606464866334486
2018-0.1820031362833412
20191.293124048294327
20200.06061356409156704
20210.22198978693181126
2022-0.2393850156149061
20230.20798031310448883
20240.043776703441307685
20250.14444252128587132
2026-0.28407079646017697
Total Factor Risk
0.3593760674075138
VTI.US Exposure
0.5168388966567826
VEA.US Exposure
0.19457060259165435
VWO.US Exposure
-0.03337547233122754
QQQ.US Exposure
-0.07952729762992114
VTV.US Exposure
-0.035578975892231995
IJR.US Exposure
0.006871982990195322
QUAL.US Exposure
0.012425173899287328
SHV.US Exposure
0.002922049643231132
TLT.US Exposure
0.039780411666941885
LQD.US Exposure
-0.01626819963140377
HYG.US Exposure
0.04932998318731518
GLD.US Exposure
0.0025549323808204375
USO.US Exposure
0.030894325451946664
VNQ.US Exposure
-0.024224616373675352
BTC-USD.CC Exposure
-0.0024295219623045963
CPER.US Exposure
-0.0045182544324656225
VIX.INDX Exposure
-0.015891159209124744
UUP.US Exposure
0.0576414770228157
TIP.US Exposure
0.007868801232765595
Idiosyncratic Exposure
0.2901148607385986
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.9%

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 →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 →5.59%
Market Cap$1.6B
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$80.08%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 →
-9.1%
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 →
-23.2%
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 →
33.2% 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 →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dunelm Group PLC a high-risk investment?

Dunelm Group PLC (DNLM.LSE) has an annualized volatility of 35.9% and experienced a maximum drawdown of 48.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DNLM.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.0%. It has had a positive return in 60% 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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