EasyJet PLC

10-Year Study

EZJ.LSE · Industrials · GB · Common Stock

Executive Summary: EasyJet PLC has compounded at -9.5% annually over the last 10 years, with a maximum drawdown of 77.3% and an annualized volatility of 43.8%.

1Y CAGR
-36.1%
3Y CAGR
-5.9%
5Y CAGR
-14.4%
10Y CAGR
-9.5%

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 →
77.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +57.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.4-0.2-25.27.1————————-25.2%
2025-8.61.2-12.511.816.5-7.6-7.2-0.8-5.24.43.12.2-6.5%
20249.1-1.45.0-5.6-14.6-0.5-1.65.49.5-1.88.21.310.7%
202351.5-1.16.6-4.0-5.32.4-6.3-6.41.0-14.323.912.557.1%
202211.3-2.6-7.60.8-7.7-29.28.9-9.9-17.617.512.3-17.0-41.6%
2021-12.235.3-0.85.9-2.8-11.1-5.4-5.9-1.1-6.0-20.312.0-20.4%
2020-2.2-17.4-48.15.612.70.0-27.528.4-20.80.859.23.1-39.1%
201914.42.6-9.04.1-25.19.41.1-0.119.47.78.16.536.1%
201813.41.1-1.6-0.97.5-2.1-3.2-5.8-13.8-8.7-7.3-0.7-22.3%
2017-5.57.17.913.821.1-3.9-9.1-3.21.810.05.04.155.9%
2016———-3.04.1-29.2-4.16.1-8.9-7.05.71.5-33.8%

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 43.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 46.0% of variance. Idiosyncratic stock-specific factors contribute 26.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019697.168715467522
2016-05-0110092.165735699638
2016-06-017149.439904647427
2016-07-016853.19239199604
2016-08-017274.522479570913
2016-09-016629.361319582631
2016-10-016168.531630993625
2016-11-016517.445278330522
2016-12-016616.194785911253
2017-01-016254.11460490298
2017-02-016700.289896061657
2017-03-017228.703750467167
2017-04-018229.167382147656
2017-05-019962.365026615893
2017-06-019574.861870082119
2017-07-018708.262542802599
2017-08-018426.442157149928
2017-09-018574.398238401633
2017-10-019433.951172210382
2017-11-019906.000949485358
2017-12-0110314.641266249835
2018-01-0111695.56267108413
2018-02-0111829.427985575901
2018-03-0111641.365238734965
2018-04-0111536.161250896455
2018-05-0112399.559600408076
2018-06-0112138.364258946878
2018-07-0111746.569226573469
2018-08-0111064.557933758246
2018-09-019533.658245876304
2018-10-018706.537307703964
2018-11-018071.685134493591
2018-12-018017.269522530076
2019-01-019170.886152665125
2019-02-019405.211058474159
2019-03-018562.382198159616
2019-04-018914.838233957233
2019-05-016675.210351410592
2019-06-017303.500974737629
2019-07-017386.251654023697
2019-08-017381.654730760295
2019-09-018811.399884849649
2019-10-019485.663781173927
2019-11-0110251.872203311079
2019-12-0110914.642276340643
2020-01-0110673.287138513751
2020-02-018814.336218826073
2020-03-014573.36289532429
2020-04-014831.265340754134
2020-05-015446.386400137373
2020-06-015446.386400137373
2020-07-013950.2318158402445
2020-08-015071.546752053009
2020-09-014017.5109342329874
2020-10-014051.1509984747627
2020-11-016450.76413369562
2020-12-016647.795476813366
2021-01-015834.04107029222
2021-02-017894.0566256906495
2021-03-017834.787527398713
2021-04-018297.730325956303
2021-05-018061.452914617024
2021-06-017166.804375713377
2021-07-016777.5477015383685
2021-08-016375.476005292876
2021-09-016305.432268360925
2021-10-015926.8017494772785
2021-11-014723.366430642115
2021-12-015289.409197886889
2022-01-015884.9435864284205
2022-02-015732.729972424522
2022-03-015295.117221038171
2022-04-015336.975384087029
2022-05-014924.0977363865
2022-06-013487.584973889153
2022-07-013799.6222260381205
2022-08-013422.8947182351694
2022-09-012819.749295461662
2022-10-013314.4422783608247
2022-11-013720.6614074605304
2022-12-013088.025373481076
2023-01-014679.605256512561
2023-02-014627.281542610681
2023-03-014931.707760527672
2023-04-014733.830971404329
2023-05-014483.630468379108
2023-06-014591.131402713104
2023-07-014302.876738618802
2023-08-014026.0391309178694
2023-09-014065.04378743649
2023-10-013481.876950737871
2023-11-014312.390783931475
2023-12-014851.796446500541
2024-01-015291.311198876779
2024-02-015215.528125978526
2024-03-015474.482075938627
2024-04-015165.655902465631
2024-05-014411.810991808164
2024-06-014389.7526287613255
2024-07-014321.656346905587
2024-08-014556.633771376047
2024-09-014987.264775103282
2024-10-014899.028292643508
2024-11-015301.846445995495
2024-12-015370.9002939364245
2025-01-014908.6191048575265
2025-02-014968.119513944303
2025-03-014347.840930899688
2025-04-014861.953919657378
2025-05-015664.088241532914
2025-06-015231.565337723861
2025-07-014853.107544368238
2025-08-014812.803911071605
2025-09-014561.153927738104
2025-10-014762.670074039656
2025-11-014909.138291532408
2025-12-015019.235159240816
2026-01-014696.80912314017
2026-02-014686.821345238936
2026-03-013506.025191664731
2026-04-013753.497439419804
Annual Return Matrix
YearAnnual Return
20170.5589990319230289
2018-0.22272919478420516
20190.3613914619769725
2020-0.39092868932373526
2021-0.2043363523538515
2022-0.4161870904760522
20230.5711646957846064
20240.1069920911068516
2025-0.06547601248390855
2026-0.25217740943870437
Total Factor Risk
0.43803980922405616
VTI.US Exposure
-0.006331453930692594
VEA.US Exposure
0.46027876043888805
VWO.US Exposure
-0.059200803154622735
QQQ.US Exposure
0.1595513009500376
VTV.US Exposure
-0.029648489362002303
IJR.US Exposure
0.06592333648271635
QUAL.US Exposure
-0.16631989493854435
SHV.US Exposure
0.03318819797282382
TLT.US Exposure
-0.026216712776657193
LQD.US Exposure
0.08335453414456025
HYG.US Exposure
0.1494033061257629
GLD.US Exposure
-0.009857333182157412
USO.US Exposure
0.01970257509733119
VNQ.US Exposure
0.026741214112871125
BTC-USD.CC Exposure
0.005513691122885615
CPER.US Exposure
0.03771126161097481
VIX.INDX Exposure
-0.03101310743577212
UUP.US Exposure
-0.02018497137068501
TIP.US Exposure
0.03898511963174663
Idiosyncratic Exposure
0.26841946846053544
Value Score
47.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.8%

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 →5.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.62%
Market Cap$2.7B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.330.01%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 →
-9.9%
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 →
-19.1%
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 →
35.0% 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 →
1.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EasyJet PLC a high-risk investment?

EasyJet PLC (EZJ.LSE) has an annualized volatility of 43.8% and experienced a maximum drawdown of 77.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EZJ.LSE has generated a Compound Annual Growth Rate (CAGR) of -9.5%. It has had a positive return in 40% 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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