Drax Group PLC

10-Year Study

DRX.LSE · Utilities · GB · Common Stock

Executive Summary: Drax Group PLC has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 60.0% and an annualized volatility of 38.5%.

1Y CAGR
+36.7%
3Y CAGR
+20.9%
5Y CAGR
+19.0%
10Y CAGR
+15.2%

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 →
60.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +68.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -27.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.6-1.6-0.2-2.3————————3.4%
2025-3.9-2.0-4.08.37.14.82.1-8.19.53.13.012.735.0%
20244.0-8.57.76.40.1-5.131.8-1.52.6-3.37.1-2.838.5%
2023-8.1-1.5-4.65.7-12.14.84.3-7.2-20.5-3.73.412.1-27.8%
2022-0.717.511.34.2-16.6-4.522.0-18.0-5.6-13.216.615.719.2%
2021-0.42.39.9-0.36.7-2.7-5.04.816.210.13.710.068.4%
2020-13.4-0.7-43.141.70.822.28.92.5-5.011.111.014.227.7%
201912.0-9.23.7-7.8-13.5-11.716.2-10.74.67.5-6.012.5-8.4%
2018-3.9-4.410.517.94.0-0.211.05.13.23.5-2.7-8.138.0%
2017-2.0-5.1-7.4-0.67.2-5.9-2.2-3.12.5-10.8-2.60.0-27.2%
2016———17.7-3.34.85.6-11.11.23.8-10.533.340.1%

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 38.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.1% of variance. Idiosyncratic stock-specific factors contribute 33.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111768.803259677366
2016-05-0111378.475113211358
2016-06-0111919.780145436842
2016-07-0112586.284872320603
2016-08-0111190.672907740669
2016-09-0111321.386012770869
2016-10-0111747.697818234314
2016-11-0110513.242572477375
2016-12-0114009.005769637464
2017-01-0113730.975404862778
2017-02-0113030.340803338517
2017-03-0112062.79854318119
2017-04-0111989.392944219735
2017-05-0112850.550355548383
2017-06-0112089.614492758255
2017-07-0111818.64768561948
2017-08-0111447.459329942187
2017-09-0111737.512658204249
2017-10-0110474.398332446395
2017-11-0110202.92546348604
2017-12-0110202.92546348604
2018-01-019803.253817703748
2018-02-019373.420887355434
2018-03-0110353.74786721577
2018-04-0112205.71040159468
2018-05-0112692.398045855592
2018-06-0112661.496312940108
2018-07-0114052.021024471553
2018-08-0114762.728919728474
2018-09-0115228.774568635568
2018-10-0115754.444954057579
2018-11-0115322.923375315157
2018-12-0114075.438369394233
2019-01-0115762.291575775302
2019-02-0114310.810386093206
2019-03-0114844.327393232941
2019-04-0113693.79850535973
2019-05-0111838.506616891491
2019-06-0110449.052625635173
2019-07-0112143.709838001621
2019-08-0110842.598259893108
2019-09-0111341.87885306149
2019-10-0112187.795813110837
2019-11-0111456.8560989239
2019-12-0112894.098307036764
2020-01-0111169.407657301326
2020-02-0111087.281814109108
2020-03-016311.53911511628
2020-04-018945.596223393799
2020-05-019014.14362886811
2020-06-0111019.187200790948
2020-07-0111996.009036666044
2020-08-0112299.060163292834
2020-09-0111684.546629867982
2020-10-0112983.804423619558
2020-11-0114414.744830312144
2020-12-0116460.198770429583
2021-01-0116398.746884390443
2021-02-0116776.23171452147
2021-03-0118435.421983645145
2021-04-0118383.734427279185
2021-05-0119607.51975905065
2021-06-0119085.61021200794
2021-07-0118131.779563732096
2021-08-0119004.160893566674
2021-09-0122073.77742122615
2021-10-0124304.982684695253
2021-11-0125198.378897541657
2021-12-0127718.215189205865
2022-01-0127534.95688619629
2022-02-0132345.55392727945
2022-03-0136010.7732571364
2022-04-0137531.53164670919
2022-05-0131284.017342472278
2022-06-0129867.294609482746
2022-07-0136439.961624533025
2022-08-0129882.039652873555
2022-09-0128214.09185075331
2022-10-0124478.83889175657
2022-11-0128542.984092079812
2022-12-0133029.98922354669
2023-01-0130351.88342892575
2023-02-0129905.53157532784
2023-03-0128542.984092079812
2023-04-0130169.232400102068
2023-05-0126517.87383718979
2023-06-0127792.494410680356
2023-07-0128980.866068874486
2023-08-0126887.677181565927
2023-09-0121373.75542085433
2023-10-0120584.661212918323
2023-11-0121276.335856717385
2023-12-0123853.069478026533
2024-01-0124802.910228361732
2024-02-0122684.04003534975
2024-03-0124422.974993620956
2024-04-0125975.38621839178
2024-05-0126000.46024990931
2024-06-0124681.631181079043
2024-07-0132519.383499508058
2024-08-0132017.924177023622
2024-09-0132851.80751965251
2024-10-0131755.89601974387
2024-11-0133998.69276241036
2024-12-0133030.212956141484
2025-01-0131730.411811802536
2025-02-0131093.253343603723
2025-03-0129844.425942113987
2025-04-0132313.22456733046
2025-05-0134617.56908143387
2025-06-0136293.4593906696
2025-07-0137052.84510619574
2025-08-0134041.484284649654
2025-09-0137262.13096773403
2025-10-0138434.0636071767
2025-11-0139579.36141390477
2025-12-0144586.70996425073
2026-01-0147995.96855172032
2026-02-0147250.19323571135
2026-03-0147170.288737567535
2026-04-0146099.56846244036
Annual Return Matrix
YearAnnual Return
2017-0.2716881104011365
20180.3795492694489475
2019-0.08392918439586128
20200.27656842521874303
20210.6839538559522795
20220.19163477872158774
2023-0.277835989694421
20240.3847363747700876
20250.34987655161213493
20260.03393070489844674
Total Factor Risk
0.38540882561045825
VTI.US Exposure
0.04315074253810415
VEA.US Exposure
-0.012680711587253866
VWO.US Exposure
-0.0019471137571094113
QQQ.US Exposure
-0.005004852962591424
VTV.US Exposure
0.01567394494476283
IJR.US Exposure
0.0006101140638050982
QUAL.US Exposure
-0.010599881575205106
SHV.US Exposure
0.4306709074333783
TLT.US Exposure
-0.014082905397083251
LQD.US Exposure
0.14961253151017156
HYG.US Exposure
-0.0036398514258600204
GLD.US Exposure
0.010505254621746542
USO.US Exposure
0.0001272948533700198
VNQ.US Exposure
0.05520159527857279
BTC-USD.CC Exposure
0.0002802164259511263
CPER.US Exposure
0.002701886565362034
VIX.INDX Exposure
0.010551392783395487
UUP.US Exposure
0.0003622837167105051
TIP.US Exposure
-0.002918359426606243
Idiosyncratic Exposure
0.3314255113963789
Value Score
32.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.5%

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 →44.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.27%
Market Cap$3.0B
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 →
-1.3%
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 →
+12.1%
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 →
5.7% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Drax Group PLC a high-risk investment?

Drax Group PLC (DRX.LSE) has an annualized volatility of 38.5% and experienced a maximum drawdown of 60.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DRX.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.2%. It has had a positive return in 70% 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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