Ferguson Plc

10-Year Study

FERG.LSE · Industrials · GB · Common Stock

Executive Summary: Ferguson Plc has compounded at 21.4% annually over the last 10 years, with a maximum drawdown of 29.5% and an annualized volatility of 25.0%.

1Y CAGR
+47.7%
3Y CAGR
+20.3%
5Y CAGR
+17.3%
10Y CAGR
+21.4%

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 →
29.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +54.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.04.9-9.99.8————————15.2%
20254.7-3.6-12.63.37.318.16.31.3-2.612.62.1-12.821.5%
2024-1.611.05.5-2.1-6.3-3.813.1-10.1-4.84.210.5-17.5-6.3%
20238.85.1-10.35.14.36.80.82.75.6-8.78.513.247.3%
2022-11.5-1.6-8.5-2.3-6.0-3.612.0-3.0-5.82.8-1.612.2-18.1%
2021-4.3-0.86.75.44.94.90.44.1-1.67.64.314.354.8%
2020-0.7-0.9-24.013.411.03.92.78.65.9-1.211.35.534.1%
20191.52.5-6.512.4-5.89.310.1-1.9-1.712.82.11.940.3%
20182.0-5.34.05.14.717.3-2.32.85.4-17.3-5.0-0.17.9%
2017-1.10.22.1-1.54.2-7.8-3.91.76.49.31.20.010.1%
2016———-3.06.0-4.58.84.1-0.6-0.79.36.828.2%

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 25.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 26.6% of variance. Idiosyncratic stock-specific factors contribute 42.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019700.43135141603
2016-05-0110284.335828387628
2016-06-019824.828620226795
2016-07-0110685.453065713733
2016-08-0111119.573585210603
2016-09-0111056.105396281668
2016-10-0110982.117988897984
2016-11-0111999.98562076356
2016-12-0112818.929721885392
2017-01-0112676.841223627534
2017-02-0112697.508808291066
2017-03-0112968.767968314032
2017-04-0112775.725985455476
2017-05-0113312.389902093173
2017-06-0112278.13947793321
2017-07-0111793.579017994258
2017-08-0111991.57156654188
2017-09-0112754.884529412528
2017-10-0113937.447607032782
2017-11-0114109.514979184403
2017-12-0114109.514979184403
2018-01-0114390.117341538888
2018-02-0113622.432283792132
2018-03-0114173.047727950423
2018-04-0114900.763643832035
2018-05-0115600.40520101384
2018-06-0118296.899025957126
2018-07-0117880.384267486665
2018-08-0118389.127155037622
2018-09-0119382.812359291194
2018-10-0116037.440083610858
2018-11-0115239.059024234553
2018-12-0115229.952419033252
2019-01-0115463.69901235554
2019-02-0115849.228717198604
2019-03-0114826.20840333582
2019-04-0116669.992598728222
2019-05-0115701.66217003733
2019-06-0117160.286412380876
2019-07-0118888.572692414084
2019-08-0118520.85196535734
2019-09-0118214.418331824432
2019-10-0120542.4064407828
2019-11-0120966.604186683428
2019-12-0121365.849188734115
2020-01-0121216.132358817267
2020-02-0121022.748135458714
2020-03-0115985.614307575022
2020-04-0118135.57829895907
2020-05-0120127.4565247271
2020-06-0120905.237493815006
2020-07-0121474.34566312508
2020-08-0123320.78524863479
2020-09-0124699.29146679253
2020-10-0124414.737748954743
2020-11-0127168.22360416955
2020-12-0128651.768310444488
2021-01-0127419.78100936444
2021-02-0127194.02406269846
2021-03-0129007.676788218534
2021-04-0130560.464120668796
2021-05-0132073.093400366983
2021-06-0133632.57368047304
2021-07-0133766.434834492604
2021-08-0135155.2427484722
2021-09-0134586.333394114954
2021-10-0137214.37471725268
2021-11-0138805.16651834411
2021-12-0144356.01470805143
2022-01-0139262.09610164595
2022-02-0138635.93354313079
2022-03-0135335.72344121099
2022-04-0134518.71246702909
2022-05-0132448.95160143427
2022-06-0131277.90255066746
2022-07-0135029.34446344924
2022-08-0133994.463847243205
2022-09-0132013.212317385995
2022-10-0132918.84744110666
2022-11-0132406.545692536492
2022-12-0136346.713616340916
2023-01-0139549.68046365408
2023-02-0141586.35001093665
2023-03-0137285.16054362464
2023-04-0139193.180676463104
2023-05-0140873.6383881008
2023-06-0143657.90864790389
2023-07-0143992.1147495348
2023-08-0145188.22182070405
2023-09-0147721.15476566595
2023-10-0143578.00741271648
2023-11-0147289.03009885982
2023-12-0153543.811974463206
2024-01-0152709.68567392638
2024-02-0158513.07507270961
2024-03-0161736.81368078705
2024-04-0160436.15342073048
2024-05-0156658.89380900875
2024-06-0154494.07555283671
2024-07-0161647.87626931151
2024-08-0155441.95408541069
2024-09-0152790.75558889191
2024-10-0155017.30442065047
2024-11-0160799.1491747107
2024-12-0150153.089347769936
2025-01-0152534.45927156475
2025-02-0150658.22862259643
2025-03-0144278.521261333415
2025-04-0145729.086895376495
2025-05-0149065.38814712937
2025-06-0157956.959937429776
2025-07-0161633.877422364865
2025-08-0162434.790254443156
2025-09-0160797.0124641936
2025-10-0168469.71213759051
2025-11-0169894.64201405269
2025-12-0160928.346247318244
2026-01-0167641.10203495173
2026-02-0170942.45734034527
2026-03-0163899.56602217241
2026-04-0170172.14110242011
Annual Return Matrix
YearAnnual Return
20170.10067808196932626
20180.07941006062234002
20190.40288351538332323
20200.34100770146557635
20210.5481074057087862
2022-0.18056854621469587
20230.4731403928191942
2024-0.06332613427505718
20250.2148473212653137
20260.15171583383503906
Total Factor Risk
0.24966734955141098
VTI.US Exposure
-0.03042941191889538
VEA.US Exposure
0.17485639788082682
VWO.US Exposure
-0.023612621294301084
QQQ.US Exposure
0.023550374551115694
VTV.US Exposure
-0.052146748867402344
IJR.US Exposure
0.26561941070994916
QUAL.US Exposure
-0.024529986563828755
SHV.US Exposure
0.03476216641314304
TLT.US Exposure
0.0106660819524086
LQD.US Exposure
-0.0060888869895590865
HYG.US Exposure
0.021785279177704127
GLD.US Exposure
0.026512089296881897
USO.US Exposure
0.0009046154567644032
VNQ.US Exposure
0.04366146582555369
BTC-USD.CC Exposure
-0.004643456444992667
CPER.US Exposure
-0.006655802675285328
VIX.INDX Exposure
-0.030760067719685147
UUP.US Exposure
0.14171659112149115
TIP.US Exposure
0.006566364355784057
Idiosyncratic Exposure
0.4282661457323272
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.0%

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 →23.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.29%
Market Cap$36.1B
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$2.430.02%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 →
+5.4%
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 →
+8.7%
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 →
1.9% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ferguson Plc a high-risk investment?

Ferguson Plc (FERG.LSE) has an annualized volatility of 25.0% and experienced a maximum drawdown of 29.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, FERG.LSE has generated a Compound Annual Growth Rate (CAGR) of 21.4%. It has had a positive return in 80% 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 Ferguson Plc

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

Start a Free Backtest