Volution Group plc

10-Year Study

FAN.LSE · Industrials · GB · Common Stock

Executive Summary: Volution Group plc has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 46.6% and an annualized volatility of 58.5%.

1Y CAGR
+6.3%
3Y CAGR
+14.8%
5Y CAGR
+9.8%
10Y CAGR
+16.3%

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 →
46.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +100.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.7%
% 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.
2026-0.510.9-19.911.6————————-1.4%
2025-4.8-3.95.75.67.2-3.013.4-5.70.23.8-2.62.117.3%
20240.5-7.18.00.23.60.021.33.38.5-5.7-2.70.731.5%
20233.3-2.818.20.73.1-15.46.2-4.9-5.20.210.49.921.2%
2022-9.6-1.1-14.7-1.9-1.0-17.423.8-16.2-15.95.313.65.5-32.7%
20214.77.226.85.45.0-4.312.911.5-6.60.41.910.8100.9%
2020-5.8-12.4-26.25.40.612.0-10.5-0.31.814.818.621.38.6%
201910.1-2.410.92.1-1.75.91.1-6.0-1.818.84.425.483.7%
20186.8-4.1-5.70.36.6-6.43.3-5.2-1.3-8.9-0.0-15.6-28.2%
20177.91.76.54.80.9-3.2-0.70.34.36.03.3-4.729.8%
2016———3.32.9-17.610.79.70.0-1.8-8.47.32.6%

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 58.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.8% of variance. Idiosyncratic stock-specific factors contribute 9.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110328.127871483064
2016-05-0110625.006536709414
2016-06-018750.001867631261
2016-07-019687.500466907815
2016-08-0110625.006536709414
2016-09-0110625.006536709414
2016-10-0110437.503828644085
2016-11-019556.27322399473
2016-12-0110255.89536483803
2017-01-0111066.82832882861
2017-02-0111257.633008963136
2017-03-0111984.679447240911
2017-04-0112561.486156370043
2017-05-0112673.641148847224
2017-06-0112273.086537067999
2017-07-0112192.972626502136
2017-08-0112225.013708413457
2017-09-0112753.755059413086
2017-10-0113522.823201060219
2017-11-0113962.508423016987
2017-12-0113313.088210465608
2018-01-0114222.280990352565
2018-02-0113637.80205200382
2018-03-0112858.103353219869
2018-04-0112890.8167823851
2018-05-0113741.485469081737
2018-06-0112858.103353219869
2018-07-0113283.430226043149
2018-08-0112596.358567272828
2018-09-0112432.769009871552
2018-10-0111320.363007752912
2018-11-0111319.033254295178
2018-12-019554.592355859955
2019-01-0110520.045659849064
2019-02-0110270.358301322134
2019-03-0111391.093938864211
2019-04-0111626.310890382
2019-05-0111424.69636050961
2019-06-0112096.737322892528
2019-07-0112231.147009474122
2019-08-0111491.901203800408
2019-09-0111290.286673928018
2019-10-0113407.216826012966
2019-11-0114002.236675198008
2019-12-0117554.03057237669
2020-01-0116529.47047424387
2020-02-0114480.365219028326
2020-03-0110689.514520459528
2020-04-0111270.093844735598
2020-05-0111338.39685520778
2020-06-0112704.472005701504
2020-07-0111372.552095706393
2020-08-0111338.39685520778
2020-09-0111543.313357149367
2020-10-0113250.903560004004
2020-11-0115709.826878052643
2020-12-0119056.70427328974
2021-01-0119944.650879953144
2021-02-0121379.029040919057
2021-03-0127119.18625064807
2021-04-0128595.29476450664
2021-05-0130037.076215790603
2021-06-0128732.603014805092
2021-07-0132440.037830738824
2021-08-0136181.79970924716
2021-09-0133778.838094298946
2021-10-0133916.14634459739
2021-11-0134554.6521200603
2021-12-0138294.03090107979
2022-01-0134623.903887213004
2022-02-0134243.034108923246
2022-03-0129213.73470970287
2022-04-0128656.620304588247
2022-05-0128378.05936676842
2022-06-0123433.662484666747
2022-07-0129004.814006337994
2022-08-0124304.15794482868
2022-09-0120439.169755728773
2022-10-0121518.578448730535
2022-11-0124439.456623890444
2022-12-0125781.50656584446
2023-01-0126629.11980779833
2023-02-0125887.46102253559
2023-03-0130590.13412580663
2023-04-0130796.20108860491
2023-05-0131762.58073769941
2023-06-0126873.839267171377
2023-07-0128536.583908190238
2023-08-0127129.644985708885
2023-09-0125708.504595119957
2023-10-0125765.3478201755
2023-11-0128433.894070943097
2023-12-0131244.141240734683
2024-01-0131402.6657821565
2024-02-0129183.29232015085
2024-03-0131522.612532253992
2024-04-0131587.889980083582
2024-05-0132712.144234921117
2024-06-0132712.144234921117
2024-07-0139675.26374688666
2024-08-0140980.85005610364
2024-09-0144462.40607682389
2024-10-0141923.772256561744
2024-11-0140777.11389711892
2024-12-0141070.4739450498
2025-01-0139090.28428336001
2025-02-0137550.1458993541
2025-03-0139700.64112045922
2025-04-0141914.42662973239
2025-05-0144939.94444917578
2025-06-0143611.67015540186
2025-07-0149441.31678462626
2025-08-0146637.180504320204
2025-09-0146710.97435069932
2025-10-0148482.00425222286
2025-11-0147213.71827454777
2025-12-0148184.886530195115
2026-01-0147960.770778891885
2026-02-0153190.13830930066
2026-03-0142581.99274761429
2026-04-0147512.539276285424
Annual Return Matrix
YearAnnual Return
20170.2980912672051095
2018-0.282315853030332
20190.837234904282502
20200.0856027733754594
20211.0094781527755288
2022-0.3267486874797113
20230.21188190305865073
20240.3145016093930597
20250.17322450660452637
2026-0.013953488372092981
Total Factor Risk
0.5848136594992629
VTI.US Exposure
-0.01901928856472765
VEA.US Exposure
0.034895171324459635
VWO.US Exposure
0.002931496907088046
QQQ.US Exposure
0.006563991452965297
VTV.US Exposure
-0.012129748362177827
IJR.US Exposure
0.013166330265278229
QUAL.US Exposure
0.03343177094933582
SHV.US Exposure
0.7383065896860335
TLT.US Exposure
-0.022052977498529365
LQD.US Exposure
0.041904922021239056
HYG.US Exposure
0.05228192063547378
GLD.US Exposure
0.021456824561029122
USO.US Exposure
0.017675864668097334
VNQ.US Exposure
-0.01453372668193833
BTC-USD.CC Exposure
0.0008350909979346539
CPER.US Exposure
-0.0017132475578465894
VIX.INDX Exposure
-0.00904180180879339
UUP.US Exposure
-0.00464403447304598
TIP.US Exposure
0.02157509367007606
Idiosyncratic Exposure
0.09810975780804855
Value Score
41
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
58.5%

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 →22.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.94%
Market Cap$1.2B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.990.03%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 →
-0.0%
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 →
+0.3%
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 →
10.7% 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 →
1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Volution Group plc a high-risk investment?

Volution Group plc (FAN.LSE) has an annualized volatility of 58.5% and experienced a maximum drawdown of 46.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FAN.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.3%. 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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