Entain PLC

10-Year Study

ENT.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Entain PLC has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 72.3% and an annualized volatility of 84.9%.

1Y CAGR
-17.8%
3Y CAGR
-21.2%
5Y CAGR
-16.8%
10Y CAGR
+2.8%

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 →
72.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +52.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -29.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-21.1-5.0-2.410.6————————-19.1%
20252.95.6-21.510.317.720.013.4-13.1-0.5-9.3-1.9-1.314.4%
2024-2.6-5.7-11.6-1.4-14.2-6.7-9.414.918.1-2.48.1-14.7-29.0%
202312.6-8.7-6.914.9-8.7-3.69.0-15.9-19.4-0.3-13.723.8-23.7%
2022-5.55.8-2.4-7.6-3.7-14.8-3.46.5-14.716.311.0-5.7-21.0%
20219.513.97.411.4-2.55.84.16.410.2-3.8-18.50.848.5%
2020-0.8-10.0-27.034.45.1-6.6-10.321.021.1-0.87.29.531.8%
2019-0.3-2.3-12.316.8-8.28.7-9.29.618.219.7-4.33.839.3%
20180.2-3.74.6-2.913.93.311.3-5.8-15.32.0-21.1-8.8-24.7%
2017-3.914.77.41.87.6-5.91.61.67.014.2-3.82.652.0%
2016———7.311.1-6.512.19.37.6-6.1-6.4-1.527.2%

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 84.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.5% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110732.673779384073
2016-05-0111920.793695702656
2016-06-0111148.515243058408
2016-07-0112495.05131723186
2016-08-0113653.466461012391
2016-09-0114693.07012019823
2016-10-0113792.08028223717
2016-11-0112910.892780906199
2016-12-0112722.774385699118
2017-01-0112232.020715510573
2017-02-0114028.471151106205
2017-03-0115070.064931179844
2017-04-0115347.426938479151
2017-05-0116518.515476295506
2017-06-0115542.608361448545
2017-07-0115789.152649624135
2017-08-0116035.699472985567
2017-09-0117159.499189247566
2017-10-0119594.433644552748
2017-11-0118842.008232255474
2017-12-0119333.17513773665
2018-01-0119374.97781712386
2018-02-0118664.35254902796
2018-03-0119521.562262643227
2018-04-0118958.644527395725
2018-05-0121603.294626115865
2018-06-0122325.52851019297
2018-07-0124853.349639648684
2018-08-0123408.881871494472
2018-09-0119828.677211011633
2018-10-0120228.05771299871
2018-11-0115953.610155346047
2018-12-0114550.384790507453
2019-01-0114507.20804039261
2019-02-0114172.591395984875
2019-03-0112434.833047871407
2019-04-0114521.392405191655
2019-05-0113333.520937085812
2019-06-0114499.146149407628
2019-07-0113160.01281789963
2019-08-0114422.038471952226
2019-09-0117045.06090023435
2019-10-0120406.38015010328
2019-11-0119525.925317481324
2019-12-0120273.394441452925
2020-01-0120112.894360834016
2020-02-0118104.357883058976
2020-03-0113220.766011473237
2020-04-0117769.087160703406
2020-05-0118683.462779922545
2020-06-0117453.29680637569
2020-07-0115662.246316628487
2020-08-0118952.121494218256
2020-09-0122953.69939388777
2020-10-0122769.883209058524
2020-11-0124403.034718863102
2020-12-0126712.545924891572
2021-01-0129245.936857647288
2021-02-0133299.361843019266
2021-03-0135773.837591938514
2021-04-0139862.61067353803
2021-05-0138872.82088100751
2021-06-0141135.197911818126
2021-07-0142808.41549870654
2021-08-0145553.90514957089
2021-09-0150196.48957886507
2021-10-0148264.04416902185
2021-11-0139332.366413452306
2021-12-0139662.29803441971
2022-01-0137494.18681885894
2022-02-0139685.86258684279
2022-03-0138731.42342572565
2022-04-0135785.618600557136
2022-05-0134454.11617844058
2022-06-0129340.202672897143
2022-07-0128338.629336562146
2022-08-0130185.58320936275
2022-09-0125751.408802773698
2022-10-0129948.462206970547
2022-11-0133244.452252816845
2022-12-0131335.624634299445
2023-01-0135295.554500918246
2023-02-0132236.685457464144
2023-03-0130007.957948365365
2023-04-0134485.86684595501
2023-05-0131500.594247561912
2023-06-0130378.13310942572
2023-07-0133100.6996098856
2023-08-0127844.526685873232
2023-09-0122439.201173081194
2023-10-0122381.467385848187
2023-11-0119311.953097033733
2023-12-0123916.22326266249
2024-01-0123290.77516856451
2024-02-0121962.89806220535
2024-03-0119404.31498771449
2024-04-0119141.502411975813
2024-05-0116430.643399745062
2024-06-0115330.722598950839
2024-07-0113894.988546030356
2024-08-0115964.3466673968
2024-09-0118860.664664883927
2024-10-0118410.894809054873
2024-11-0119908.47979101956
2024-12-0116982.507724711268
2025-01-0117466.87272657209
2025-02-0118450.436102668944
2025-03-0114486.536135017914
2025-04-0115985.834902613371
2025-05-0118818.958322558796
2025-06-0122589.768395562005
2025-07-0125623.46557876772
2025-08-0122258.93171324817
2025-09-0122152.453907786166
2025-10-0120088.81263049869
2025-11-0119698.394010471333
2025-12-0119434.734682660648
2026-01-0115337.874358217705
2026-02-0114577.318604917653
2026-03-0114222.392586710961
2026-04-0115723.222606556397
Annual Return Matrix
YearAnnual Return
20170.5195722687237048
2018-0.2473877318730544
20190.39332359476012724
20200.3176158537256366
20210.48478165076212987
2022-0.20993925750076858
2023-0.23677209113348263
2024-0.2899168259888256
20250.14439722317223747
2026-0.1909731280980954
Total Factor Risk
0.8488404680609456
VTI.US Exposure
0.3142144845930044
VEA.US Exposure
0.035474558119565694
VWO.US Exposure
-0.0017324648786321457
QQQ.US Exposure
-0.045136974230526705
VTV.US Exposure
-0.01665994061941903
IJR.US Exposure
-0.0008094800729148838
QUAL.US Exposure
-0.01820516821722874
SHV.US Exposure
0.6251738747594882
TLT.US Exposure
-0.003432610559239962
LQD.US Exposure
0.0006894012476551817
HYG.US Exposure
0.006792836188657907
GLD.US Exposure
-0.0006178319144409669
USO.US Exposure
0.00021026290693357597
VNQ.US Exposure
-0.01334625620121845
BTC-USD.CC Exposure
0.00028181182803433823
CPER.US Exposure
0.0000545260526693417
VIX.INDX Exposure
-0.006475760749240236
UUP.US Exposure
0.008301300792886858
TIP.US Exposure
0.019772922300644855
Idiosyncratic Exposure
0.09545050865332093
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
84.9%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.38%
Market Cap$3.7B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.480.02%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 →
+8.1%
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 →
-18.2%
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 →
38.6% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Entain PLC a high-risk investment?

Entain PLC (ENT.LSE) has an annualized volatility of 84.9% and experienced a maximum drawdown of 72.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ENT.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.8%. It has had a positive return in 50% 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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