Experian PLC

10-Year Study

EXPN.LSE · Industrials · GB · Common Stock

Executive Summary: Experian PLC has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 34.8% and an annualized volatility of 28.4%.

1Y CAGR
-24.7%
3Y CAGR
+1.1%
5Y CAGR
+2.2%
10Y CAGR
+9.8%

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 →
34.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +36.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.3%
% 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.
2026-17.61.0-6.78.2————————-16.1%
202516.8-6.1-5.24.1-0.62.46.7-4.3-2.9-4.7-6.31.2-1.1%
20243.42.72.0-6.111.23.1-0.40.36.7-3.9-0.7-8.29.0%
20235.5-5.0-5.25.60.87.7-0.3-8.2-2.6-7.416.510.315.6%
2022-14.9-4.80.6-5.4-4.9-8.219.0-8.41.44.24.7-3.2-21.3%
2021-7.6-11.19.911.8-3.23.913.71.1-3.07.71.07.532.4%
20203.8-1.7-13.15.618.41.2-5.04.24.7-3.5-6.15.010.3%
20191.02.75.97.07.31.04.90.73.2-6.65.6-0.436.2%
2018-0.2-4.1-1.28.410.53.1-0.02.52.6-8.55.8-0.118.7%
2017-2.94.41.91.9-2.5-1.3-4.33.1-3.55.8-3.06.45.4%
2016———0.54.49.84.62.52.01.9-4.04.929.3%

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 28.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.6% of variance. Idiosyncratic stock-specific factors contribute 31.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110048.192964036389
2016-05-0110489.959759906584
2016-06-0111522.049621127015
2016-07-0112052.454843530897
2016-08-0112354.3784829725
2016-09-0112599.181255643527
2016-10-0112835.823904490187
2016-11-0112321.737987675027
2016-12-0112930.734566584095
2017-01-0112561.050434595832
2017-02-0113119.684485260765
2017-03-0113374.355336558006
2017-04-0113629.027129915257
2017-05-0113292.202993207276
2017-06-0113115.274702344364
2017-07-0112549.027864722064
2017-08-0112940.403870547765
2017-09-0112482.410090970025
2017-10-0113206.873081435906
2017-11-0112807.169265103696
2017-12-0113623.230634661119
2018-01-0113596.975422125315
2018-02-0113035.670631326226
2018-03-0112880.683860203946
2018-04-0113965.593142179938
2018-05-0115427.498825957708
2018-06-0115905.560367912114
2018-07-0115901.317329617848
2018-08-0116291.638228230053
2018-09-0116720.142703250625
2018-10-0115294.624087438242
2018-11-0116177.087499004949
2018-12-0116164.360268242166
2019-01-0116318.348455751677
2019-02-0116757.885395573354
2019-03-0117743.6438033412
2019-04-0118989.709407458384
2019-05-0120372.331320622114
2019-06-0120569.886957508854
2019-07-0121570.77013877015
2019-08-0121726.080036476567
2019-09-0122424.9726920354
2019-10-0120949.532432064523
2019-11-0122114.353838682582
2019-12-0122019.442234528666
2020-01-0122852.26285170044
2020-02-0122453.627331421892
2020-03-0119507.18391413688
2020-04-0120590.435170491666
2020-05-0124377.480620647977
2020-06-0124658.521615802492
2020-07-0123416.410779615893
2020-08-0124404.85123223805
2020-09-0125541.99491570212
2020-10-0124641.026619318727
2020-11-0123145.246341627702
2020-12-0124291.137052303646
2021-01-0122441.20155986297
2021-02-0119956.514509843822
2021-03-0121923.192905157634
2021-04-0124513.238062804314
2021-05-0123731.834139030158
2021-06-0124667.8263425415
2021-07-0128050.13454972122
2021-08-0128368.886207158055
2021-09-0127527.735895359736
2021-10-0129635.038414852137
2021-11-0129927.22680612923
2021-12-0132158.48746612705
2022-01-0127369.41234767478
2022-02-0126054.68564163943
2022-03-0126214.58525572454
2022-04-0124802.142432879402
2022-05-0123594.014527507446
2022-06-0121651.07039213719
2022-07-0125763.51373311534
2022-08-0123603.80535721267
2022-09-0123945.759010686255
2022-10-0124962.62141387193
2022-11-0126141.462557589308
2022-12-0125313.57456664062
2023-01-0126701.834708976465
2023-02-0125363.578170020166
2023-03-0124052.448249110814
2023-04-0125408.789514118416
2023-05-0125607.719616562732
2023-06-0127570.28686198397
2023-07-0127488.069516492407
2023-08-0125231.653970052852
2023-09-0124583.0494199972
2023-10-0122755.992797009145
2023-11-0126519.72979834734
2023-12-0129251.179105862582
2024-01-0130249.447128530428
2024-02-0131066.25555167741
2024-03-0131699.512060016757
2024-04-0129772.210831146574
2024-05-0133103.68830625617
2024-06-0134123.12818563481
2024-07-0133993.522395357155
2024-08-0134104.612938157996
2024-09-0136391.213971503625
2024-10-0134965.55969904951
2024-11-0134724.865250091025
2024-12-0131892.071010599586
2025-01-0137264.94542881865
2025-02-0135005.05462299465
2025-03-0133182.26176362113
2025-04-0134549.356643666266
2025-05-0134344.75722406944
2025-06-0135183.25752105386
2025-07-0137546.31237673733
2025-08-0135933.43309748861
2025-09-0134901.94144437583
2025-10-0133260.93131110731
2025-11-0131160.438001382005
2025-12-0131535.526731659385
2026-01-0125982.01513230997
2026-02-0126245.79193568368
2026-03-0124474.719113031657
2026-04-0126471.886338575423
Annual Return Matrix
YearAnnual Return
20170.05355427137655333
20180.18652915022342342
20190.3622216944638308
20200.1031676821592118
20210.32387740421057454
2022-0.21284934208103756
20230.1555530819582911
20240.09028326328929803
2025-0.011179715447820926
2026-0.16056939324880315
Total Factor Risk
0.28418098559909233
VTI.US Exposure
0.5964980128224407
VEA.US Exposure
0.05919396267564521
VWO.US Exposure
-0.030933170837709172
QQQ.US Exposure
-0.1653323128844247
VTV.US Exposure
-0.05599155762100986
IJR.US Exposure
-0.045959108451421225
QUAL.US Exposure
0.07041840945293172
SHV.US Exposure
0.04545418956140197
TLT.US Exposure
0.08511085284022975
LQD.US Exposure
0.009399892428177112
HYG.US Exposure
-0.019403031787252882
GLD.US Exposure
0.00001220043792847785
USO.US Exposure
-0.0036188590725863066
VNQ.US Exposure
0.048766116618706425
BTC-USD.CC Exposure
0.002049828005989307
CPER.US Exposure
0.002255296208573456
VIX.INDX Exposure
0.047405229073474366
UUP.US Exposure
0.04557221816007574
TIP.US Exposure
-0.004675191771707472
Idiosyncratic Exposure
0.3137770241405374
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

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 →23.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.44%
Market Cap$23.3B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.50.01%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 →
+6.9%
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 →
-15.4%
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 →
30.9% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Experian PLC a high-risk investment?

Experian PLC (EXPN.LSE) has an annualized volatility of 28.4% and experienced a maximum drawdown of 34.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EXPN.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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