Fresnillo PLC

10-Year Study

FRES.LSE · Basic Materials · GB · Common Stock

Executive Summary: Fresnillo PLC has compounded at 15.8% annually over the last 10 years, with a maximum drawdown of 72.5% and an annualized volatility of 42.5%.

1Y CAGR
+241.3%
3Y CAGR
+81.9%
5Y CAGR
+34.9%
10Y CAGR
+15.8%

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 →
72.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +451.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.014.5-22.17.5————————6.6%
202512.06.726.19.016.123.8-2.828.932.0-5.818.526.6451.4%
2024-10.6-14.33.219.411.0-9.34.6-7.112.920.9-12.6-3.86.1%
2023-8.9-7.1-2.3-3.2-8.9-5.81.3-6.7-4.20.55.22.0-33.0%
2022-30.015.02.18.3-0.2-1.0-3.8-6.311.7-5.223.10.53.9%
2021-12.6-7.9-5.0-3.09.0-14.06.05.3-8.510.55.2-1.7-18.8%
20203.5-8.810.48.110.57.046.52.6-5.2-2.9-9.57.378.9%
201916.9-14.41.3-12.52.613.3-30.923.6-7.73.9-18.610.8-24.0%
2018-5.9-9.34.02.24.2-13.9-9.1-12.9-8.43.3-11.214.1-38.3%
201719.02.34.7-5.68.5-5.73.45.8-13.1-7.3-0.810.719.0%
2016———17.1-9.362.917.5-16.513.0-9.6-26.81.728.9%

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 42.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 29.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111709.718643768481
2016-05-0110615.54941601296
2016-06-0117296.2964808716
2016-07-0120315.783501514798
2016-08-0116954.28681613944
2016-09-0119150.109516337874
2016-10-0117313.218770848576
2016-11-0112668.209261883778
2016-12-0112889.902377694829
2017-01-0115339.090464290235
2017-02-0115687.466273299775
2017-03-0116426.445029775336
2017-04-0115501.310860920705
2017-05-0116825.114911971
2017-06-0115864.289700199586
2017-07-0116398.081058574022
2017-08-0117343.831721160324
2017-09-0115079.260540779804
2017-10-0113973.805526942833
2017-11-0113855.74690193544
2017-12-0115336.841485179802
2018-01-0114424.573776929128
2018-02-0113088.368395045449
2018-03-0113614.264047781604
2018-04-0113919.812138685855
2018-05-0114503.898848075456
2018-06-0112484.160989591697
2018-07-0111343.281999107307
2018-08-019878.098943069266
2018-09-019043.547519203534
2018-10-019343.016977364408
2018-11-018294.872595972307
2018-12-019468.530456991277
2019-01-0111064.968278532997
2019-02-019468.530456991277
2019-03-019587.437560481245
2019-04-018389.102265041422
2019-05-018604.208172151173
2019-06-019749.194105170185
2019-07-016733.240281822639
2019-08-018321.296822690869
2019-09-017682.9266578522
2019-10-017979.634727457594
2019-11-016491.601532525923
2019-12-017195.157590183103
2020-01-017444.661377221138
2020-02-016786.060623020882
2020-03-017494.113361069891
2020-04-018102.100584824017
2020-05-018948.962613661295
2020-06-019577.27881961309
2020-07-0114028.994963181274
2020-08-0114389.338918979633
2020-09-0113642.803081561398
2020-10-0113249.589529366622
2020-11-0111995.864178529073
2020-12-0112873.472051898261
2021-01-0111256.167282133023
2021-02-0110371.721745570692
2021-03-019849.715804432353
2021-04-019557.683311284392
2021-05-0110416.435539339052
2021-06-018954.234936280416
2021-07-019495.017297332799
2021-08-0110000.72197340761
2021-09-019150.54397821148
2021-10-0110108.45829542973
2021-11-0110633.08634175819
2021-12-0110455.08603431252
2022-01-017316.688076692231
2022-02-018415.127809099497
2022-03-018595.467821517439
2022-04-019305.101234088952
2022-05-019290.701378636973
2022-06-019201.898649500821
2022-07-018849.086218064336
2022-08-018295.037435918472
2022-09-019265.963886251237
2022-10-018781.705014955072
2022-11-0110812.69926945236
2022-12-0110863.29363246289
2023-01-019894.7771676996
2023-02-019196.094750001053
2023-03-018986.491174737625
2023-04-018696.07130183817
2023-05-017921.076933869663
2023-06-017459.013952998636
2023-07-017556.806209431324
2023-08-017047.811123578463
2023-09-016751.396954652276
2023-10-016783.243009987638
2023-11-017138.450093045121
2023-12-017280.533181833923
2024-01-016511.324823758624
2024-02-015577.98571463803
2024-03-015755.589895081291
2024-04-016873.608524039734
2024-05-017631.183526534695
2024-06-016922.881611822883
2024-07-017243.1579602423935
2024-08-016732.193739838862
2024-09-017602.468152347378
2024-10-019193.82788128406
2024-11-018031.38935923646
2024-12-017726.793250967028
2025-01-018653.013574505674
2025-02-019231.125155304146
2025-03-0111636.812107890171
2025-04-0112688.018167662158
2025-05-0114726.711342125565
2025-06-0118234.276665065547
2025-07-0117727.769512353603
2025-08-0122847.583235547467
2025-09-0130156.76534445862
2025-10-0128393.361269231802
2025-11-0133658.01691411187
2025-12-0142602.8201942479
2026-01-0147305.231061519415
2026-02-0154179.951296823965
2026-03-0142219.47148224207
2026-04-0145401.26579189046
Annual Return Matrix
YearAnnual Return
20170.18983379670270017
2018-0.38262839410964467
2019-0.24009775087427465
20200.7891855585571204
2021-0.18785810136039693
20220.039043925302065796
2023-0.3298042538335305
20240.06129497084727187
20254.513648263969797
20260.06568686262747447
Total Factor Risk
0.42537327405364106
VTI.US Exposure
0.2558448867066099
VEA.US Exposure
0.19548087619701138
VWO.US Exposure
0.018303200422787966
QQQ.US Exposure
-0.016018606316872956
VTV.US Exposure
-0.04575809085335745
IJR.US Exposure
0.026205207228415323
QUAL.US Exposure
-0.015097379368733906
SHV.US Exposure
0.0032195303037652577
TLT.US Exposure
-0.012879072919804724
LQD.US Exposure
0.043319619709381536
HYG.US Exposure
0.004973689983488916
GLD.US Exposure
0.22669295041032003
USO.US Exposure
0.006375735846174658
VNQ.US Exposure
-0.0033992860062331868
BTC-USD.CC Exposure
-0.0011013876471695592
CPER.US Exposure
0.04052052922462412
VIX.INDX Exposure
-0.0005364575766755922
UUP.US Exposure
-0.021839281229425214
TIP.US Exposure
0.005086275596261255
Idiosyncratic Exposure
0.2906070602894323
Value Score
40.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.5%

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 →24.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.68%
Market Cap$25.3B
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
$0
Avg Yield on Cost
0.00%

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 →
-2.0%
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 →
+30.6%
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 →
20.1% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fresnillo PLC a high-risk investment?

Fresnillo PLC (FRES.LSE) has an annualized volatility of 42.5% and experienced a maximum drawdown of 72.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FRES.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.8%. It has had a positive return in 60% 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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