Diploma PLC

10-Year Study

DPLM.LSE · Industrials · GB · Common Stock

Executive Summary: Diploma PLC has compounded at 27.0% annually over the last 10 years, with a maximum drawdown of 32.9% and an annualized volatility of 25.4%.

1Y CAGR
+50.4%
3Y CAGR
+33.3%
5Y CAGR
+20.7%
10Y CAGR
+27.0%

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 →
32.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +70.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.4%
% 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.
20261.36.75.113.3————————28.7%
20258.2-1.2-14.53.018.74.310.10.4-1.85.7-2.6-3.126.3%
2024-7.96.07.7-2.513.31.47.20.4-0.7-4.04.7-4.720.6%
2023-0.31.91.0-4.413.5-1.68.5-3.2-4.1-5.417.96.931.6%
2022-17.6-2.8-1.54.7-5.2-14.323.3-8.6-7.57.012.6-0.9-16.4%
20215.70.09.912.61.00.61.93.7-7.35.76.75.254.6%
2020-3.8-3.5-14.16.96.1-1.91.16.414.11.1-3.43.49.9%
20195.06.57.89.7-6.63.1-1.04.54.9-3.816.59.970.1%
2018-6.3-6.24.15.74.84.40.410.6-2.7-7.1-2.2-4.6-1.0%
2017-2.35.5-1.14.71.5-1.3-2.30.3-1.81.47.49.122.5%
2016———-1.52.811.72.4-2.65.86.70.212.243.1%

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 25.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 24.6% of variance. Idiosyncratic stock-specific factors contribute 36.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019845.221314191955
2016-05-0110121.400220082363
2016-06-0111308.561197557576
2016-07-0111579.913511436018
2016-08-0111274.642358165102
2016-09-0111925.88535349151
2016-10-0112719.588753257229
2016-11-0112746.722545780282
2016-12-0114306.843672616053
2017-01-0113976.368404383677
2017-02-0114747.478429418326
2017-03-0114582.240795302137
2017-04-0115270.731203909365
2017-05-0115505.774564099907
2017-06-0115311.780417721635
2017-07-0114965.359330102921
2017-08-0115006.929732718072
2017-09-0114743.651049068327
2017-10-0114951.50306214409
2017-11-0116058.89017800516
2017-12-0117520.06696796495
2018-01-0116410.13466015852
2018-02-0115398.550359708202
2018-03-0116030.790747331985
2018-04-0116944.025441687525
2018-05-0117754.67227376289
2018-06-0118532.145278660948
2018-07-0118602.825514781856
2018-08-0120581.84814508745
2018-09-0120016.412651074806
2018-10-0118588.689467557677
2018-11-0118173.91270982845
2018-12-0117342.61497049288
2019-01-0118202.57809398697
2019-02-0119377.863640702028
2019-03-0120897.133797319264
2019-04-0122932.38246752842
2019-05-0121420.237889115
2019-06-0122083.31314925776
2019-07-0121867.093338040017
2019-08-0122847.292799872615
2019-09-0123971.639335429918
2019-10-0123049.09838333948
2019-11-0126842.246541168875
2019-12-0129494.413287692543
2020-01-0128386.914260125326
2020-02-0127395.99525558315
2020-03-0123519.754254683223
2020-04-0125137.282889291662
2020-05-0126667.378105369986
2020-06-0126157.3468995901
2020-07-0126434.22125679724
2020-08-0128124.61240579632
2020-09-0132088.288423965027
2020-10-0132438.025295562813
2020-11-0131347.6711413763
2020-12-0132412.309584230425
2021-01-0134275.42526048649
2021-02-0134275.42526048649
2021-03-0137676.351665589915
2021-04-0142408.076124260995
2021-05-0142851.36478723746
2021-06-0143118.62912636446
2021-07-0143920.422143745476
2021-08-0145524.00817850749
2021-09-0142198.05302408612
2021-10-0144603.430477490474
2021-11-0147602.72975033617
2021-12-0150097.19531678287
2022-01-0141293.304434533326
2022-02-0140122.927015501846
2022-03-0139522.73334430068
2022-04-0141383.33260590724
2022-05-0139246.17713608671
2022-06-0133630.95452212023
2022-07-0141480.19058883303
2022-08-0137917.84593627012
2022-09-0135080.04484781686
2022-10-0137525.384372745284
2022-11-0142265.11371588272
2022-12-0141902.841134458555
2023-01-0141776.032381492296
2023-02-0142571.76617935514
2023-03-0143000.23773243861
2023-04-0141102.718798976355
2023-05-0146664.75937144631
2023-06-0145926.00461939548
2023-07-0149835.25477739083
2023-08-0148234.616816716276
2023-09-0146233.8193658731
2023-10-0143740.517681170255
2023-11-0151559.01959589961
2023-12-0155129.67289327412
2024-01-0150793.6650300379
2024-02-0153847.516463411026
2024-03-0157992.03060753188
2024-04-0156527.427720625536
2024-05-0164017.420815673264
2024-06-0164893.515212238155
2024-07-0169586.87473930567
2024-08-0169837.18765242974
2024-09-0169367.85074047979
2024-10-0166614.41349233108
2024-11-0169774.60822509474
2024-12-0166489.25783513839
2025-01-0171916.67502007615
2025-02-0171031.9346448426
2025-03-0160762.638308879825
2025-04-0162595.31240232706
2025-05-0174322.14360158407
2025-06-0177525.95831992391
2025-07-0185329.30738964186
2025-08-0185646.51632448063
2025-09-0184139.7722852578
2025-10-0188977.21493650369
2025-11-0186677.4469614453
2025-12-0183981.16781783843
2026-01-0185052.89666664587
2026-02-0190728.41890661942
2026-03-0195364.76101814711
2026-04-01108074.73335836959
Annual Return Matrix
YearAnnual Return
20170.2245934441500297
2018-0.010128499953598213
20190.7006900826591034
20200.09893047432665725
20210.5456225106882442
2022-0.16356912059664053
20230.3156547718655418
20240.20605210126777584
20250.2630787371107619
20260.28689248038074355
Total Factor Risk
0.25427003037504237
VTI.US Exposure
0.12242189041081228
VEA.US Exposure
0.24647100232107724
VWO.US Exposure
-0.06996718271362608
QQQ.US Exposure
0.03475307788944706
VTV.US Exposure
-0.11159069409472885
IJR.US Exposure
0.15020719135332483
QUAL.US Exposure
-0.029953413461762276
SHV.US Exposure
0.13609120854586323
TLT.US Exposure
-0.03190244610064517
LQD.US Exposure
0.1118415397646828
HYG.US Exposure
0.014580782214883313
GLD.US Exposure
0.0013318113689003886
USO.US Exposure
-0.0014810835700065615
VNQ.US Exposure
0.0740864123045723
BTC-USD.CC Exposure
-0.014225590443468756
CPER.US Exposure
-0.0014143359871684352
VIX.INDX Exposure
-0.009187404732928008
UUP.US Exposure
0.00796076670173174
TIP.US Exposure
0.004636827418053215
Idiosyncratic Exposure
0.36533964081098563
Value Score
32
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.4%

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 →45.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.01%
Market Cap$8.3B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.050.07%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 →
+18.1%
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 →
+24.5%
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 →
0.0% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Diploma PLC a high-risk investment?

Diploma PLC (DPLM.LSE) has an annualized volatility of 25.4% and experienced a maximum drawdown of 32.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DPLM.LSE has generated a Compound Annual Growth Rate (CAGR) of 27.0%. 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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