Discoverie Group PLC

10-Year Study

DSCV.LSE · Technology · GB · Common Stock

Executive Summary: Discoverie Group PLC has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 45.3% and an annualized volatility of 37.3%.

1Y CAGR
+0.1%
3Y CAGR
-6.2%
5Y CAGR
-2.1%
10Y CAGR
+11.1%

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 →
45.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +68.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.6%
% 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.
20265.73.5-18.015.8————————3.8%
2025-9.9-15.2-0.44.212.04.06.0-12.3-2.0-2.21.92.0-14.4%
2024-0.8-14.412.8-6.93.3-6.70.9-2.2-8.29.4-6.215.2-7.9%
202317.6-0.6-9.89.6-6.57.3-4.6-8.9-7.1-9.00.028.79.6%
2022-17.1-5.6-1.9-3.0-2.5-15.822.14.4-18.015.011.4-11.5-27.6%
20210.6-1.20.016.1-3.627.39.8-3.33.60.4-4.02.654.0%
20200.0-9.8-4.51.410.4-6.916.02.70.0-5.910.17.218.8%
201915.4-2.4-3.77.9-0.91.35.2-3.20.55.621.14.260.3%
20182.61.37.81.93.31.4-5.90.2-7.9-6.5-4.27.50.2%
20173.5-7.74.114.38.011.43.8-4.93.62.34.412.668.4%
2016———8.00.9-12.74.69.75.5-15.8-7.87.3-4.0%

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 37.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 39.6% of variance. Idiosyncratic stock-specific factors contribute 38.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110801.641721033237
2016-05-0110894.13960473674
2016-06-019514.670925181921
2016-07-019955.747237174302
2016-08-0110921.91769897521
2016-09-0111525.774237600779
2016-10-019703.703630321514
2016-11-018947.572809763147
2016-12-019598.178573321438
2017-01-019937.94013147043
2017-02-019173.482817257487
2017-03-019545.094080462359
2017-04-0110909.435388440092
2017-05-0111785.37657694428
2017-06-0113125.104947997803
2017-07-0113623.66428132354
2017-08-0112962.527806575701
2017-09-0113428.57369293615
2017-10-0113742.880253529594
2017-11-0114349.822696704125
2017-12-0116164.90420074329
2018-01-0116590.58070977786
2018-02-0116808.877498505342
2018-03-0118118.66318416807
2018-04-0118467.935074153345
2018-05-0119079.167073249864
2018-06-0119349.206011124115
2018-07-0118197.99520223572
2018-08-0118242.272731550573
2018-09-0116803.260458764536
2018-10-0115718.463467199508
2018-11-0115054.305480774514
2018-12-0116190.12144000293
2019-01-0118687.77233850639
2019-02-0118241.76254187394
2019-03-0117572.75032357418
2019-04-0118955.37920714543
2019-05-0118776.976279152015
2019-06-0119018.286089604168
2019-07-0120014.47848956117
2019-08-0119380.5356199077
2019-09-0119471.101717456957
2019-10-0120557.860214963213
2019-11-0124904.894204988264
2019-12-0125953.269597599035
2020-01-0125953.269597599035
2020-02-0123403.475332824466
2020-03-0122356.239198714917
2020-04-0122674.964100973964
2020-05-0125042.630557785913
2020-06-0123312.413905492067
2020-07-0127046.041398672613
2020-08-0127774.552630523114
2020-09-0127774.552630523114
2020-10-0126135.39740556166
2020-11-0128776.258050966462
2020-12-0130842.81848590564
2021-01-0131025.86265396707
2021-02-0130659.774317844203
2021-03-0130659.774317844203
2021-04-0135601.94704231156
2021-05-0134320.64281917936
2021-06-0143679.07682416338
2021-07-0147968.573306578925
2021-08-0146400.369119754396
2021-09-0148060.82352539085
2021-10-0148245.31900971688
2021-11-0146308.12385424029
2021-12-0147490.30763446841
2022-01-0139390.11034461579
2022-02-0137168.34327542763
2022-03-0136474.03951840075
2022-04-0135363.15350715776
2022-05-0134483.70538378894
2022-06-0129040.174712721102
2022-07-0135457.112613721525
2022-08-0137002.79910860452
2022-09-0130351.664332837838
2022-10-0134895.04704889945
2022-11-0138876.35924684116
2022-12-0134391.341239126894
2023-01-0140460.40408013049
2023-02-0140225.16701281963
2023-03-0136273.22291772027
2023-04-0139754.69783149574
2023-05-0137167.114857565444
2023-06-0139872.1950093543
2023-07-0138020.98415093293
2023-08-0134650.8346059181
2023-09-0132182.556763554818
2023-10-0129287.076796424906
2023-11-0129287.076796424906
2023-12-0137693.81882916918
2024-01-0137407.53802770577
2024-02-0132015.888198123987
2024-03-0136119.264514524795
2024-04-0133638.15267748037
2024-05-0134735.5706719198
2024-06-0132405.034135652008
2024-07-0132694.792152193048
2024-08-0131970.38720424478
2024-09-0129362.535335588404
2024-10-0132115.27116581313
2024-11-0130135.22998409496
2024-12-0134716.96608526508
2025-01-0131269.545094080466
2025-02-0126511.134765860086
2025-03-0126414.025361875556
2025-04-0127530.79589094225
2025-05-0130832.550299501152
2025-06-0132075.30300561159
2025-07-0133993.91834092261
2025-08-0129812.32449846621
2025-09-0129221.980556324692
2025-10-0128582.44046012174
2025-11-0129123.58824820183
2025-12-0129719.786988380056
2026-01-0131403.908251054927
2026-02-0132493.633773962192
2026-03-0126648.742332914117
2026-04-0130859.045489601293
Annual Return Matrix
YearAnnual Return
20170.6841637272382444
20180.0015599993013555302
20190.6030311874914718
20200.18839818505021588
20210.5397525247626198
2022-0.27582399541742086
20230.09602642615999724
2024-0.07897455965911515
2025-0.14394054724171224
20260.03833333333333333
Total Factor Risk
0.3730648150275946
VTI.US Exposure
-0.1788983867980026
VEA.US Exposure
0.13244079080270652
VWO.US Exposure
-0.03257027567715108
QQQ.US Exposure
0.3961333465177135
VTV.US Exposure
0.008438866109949952
IJR.US Exposure
0.15056627812963083
QUAL.US Exposure
-0.12685916613084885
SHV.US Exposure
0.103467394901542
TLT.US Exposure
-0.00767470050554979
LQD.US Exposure
-0.024213251314130588
HYG.US Exposure
0.04881923246971347
GLD.US Exposure
-0.004097041092829561
USO.US Exposure
0.008113438167729943
VNQ.US Exposure
0.11103865672917361
BTC-USD.CC Exposure
-0.006627534964165653
CPER.US Exposure
0.012257569908131476
VIX.INDX Exposure
0.007773410089434506
UUP.US Exposure
0.004966729877388354
TIP.US Exposure
0.013612838400917664
Idiosyncratic Exposure
0.38331180437864626
Value Score
41.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.3%

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 →21.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.24%
Market Cap$540.0M
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 →
+4.0%
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 →
+2.0%
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 →
15.0% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Discoverie Group PLC a high-risk investment?

Discoverie Group PLC (DSCV.LSE) has an annualized volatility of 37.3% and experienced a maximum drawdown of 45.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, DSCV.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.1%. 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.

Run a Full Backtest on Discoverie Group PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest