James Fisher and Sons PLC

10-Year Study

FSJ.LSE · Industrials · GB · Common Stock

Executive Summary: James Fisher and Sons PLC has compounded at -9.8% annually over the last 10 years, with a maximum drawdown of 88.2% and an annualized volatility of 150.1%.

1Y CAGR
+54.2%
3Y CAGR
+8.8%
5Y CAGR
-13.7%
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 →
88.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +25.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -61.0%
% 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.
202619.513.8-11.03.5————————25.3%
2025-2.59.4-8.3-1.94.610.86.0-10.07.510.9-2.0-3.819.0%
202410.1-24.31.85.711.63.28.22.91.1-5.0-12.96.42.3%
2023-6.510.0-27.812.112.99.31.2-18.8-0.5-9.5-4.08.1-21.1%
20223.83.5-12.813.7-7.6-19.93.613.4-17.5-7.830.015.55.7%
20215.618.2-10.2-2.1-6.7-4.4-0.36.1-12.3-52.3-22.416.2-61.0%
2020-2.7-6.6-31.67.6-7.48.8-16.17.3-7.70.0-16.2-0.3-53.2%
201911.62.8-0.72.1-0.9-1.713.1-8.23.2-5.4-1.55.819.6%
2018-3.53.40.67.96.6-2.03.1-0.45.9-10.32.40.012.9%
2017-2.65.3-0.21.77.3-5.6-3.6-1.30.40.73.2-2.62.0%
2016———8.6-1.5-0.57.93.65.1-0.2-0.7-2.920.4%

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 150.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.9% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110859.6559166747
2016-05-0110698.487873708558
2016-06-0110644.765465508277
2016-07-0111481.304199310576
2016-08-0111895.736660522927
2016-09-0112502.034865307709
2016-10-0112482.691164813697
2016-11-0112390.112772374476
2016-12-0112035.227843537066
2017-01-0111726.632110919269
2017-02-0112343.823576154864
2017-03-0112320.678568862413
2017-04-0112524.521906902437
2017-05-0113444.754859494044
2017-06-0112696.09055441139
2017-07-0112243.773508566075
2017-08-0112080.003063959668
2017-09-0112126.794736470825
2017-10-0112209.311327599647
2017-11-0112601.64137890624
2017-12-0112279.930524059857
2018-01-0111848.36804047831
2018-02-0112256.391064694886
2018-03-0112334.856747610085
2018-04-0113305.043536215364
2018-05-0114179.329369280955
2018-06-0113893.199400760195
2018-07-0114322.394353541336
2018-08-0114258.8098251628
2018-09-0115101.303803221772
2018-10-0113540.80557588284
2018-11-0113860.54089690545
2018-12-0113860.54089690545
2019-01-0115475.20590480022
2019-02-0115906.849406546038
2019-03-0115794.942044188125
2019-04-0116119.746415754365
2019-05-0115972.460642153243
2019-06-0115694.250406978177
2019-07-0117756.26921905323
2019-08-0116299.763804239514
2019-09-0116815.26900674881
2019-10-0115907.898493313793
2019-11-0115662.405887287714
2019-12-0116570.72743070502
2020-01-0116120.658485474773
2020-02-0115056.858524669868
2020-03-0110294.309160427689
2020-04-0111079.883901341418
2020-05-0110261.576546562592
2020-06-0111161.714437023087
2020-07-019361.438656102097
2020-08-0110048.81655440161
2020-09-019279.607121439354
2020-10-019280.262453023786
2020-11-017774.470308970544
2020-12-017749.919350100111
2021-01-018183.652956811098
2021-02-019673.07779495072
2021-03-018691.039440133387
2021-04-018510.999075083542
2021-05-017938.143368106766
2021-06-017586.246290963888
2021-07-017561.695332093455
2021-08-018019.979897674877
2021-09-017029.757889900734
2021-10-013355.2977122925504
2021-11-012602.4016402659295
2021-12-013023.8597675417013
2022-01-013138.4309089370568
2022-02-013248.9102238540063
2022-03-012831.5439230566403
2022-04-013220.2674385051673
2022-05-012974.7578498008343
2022-06-012381.4430104320295
2022-07-012467.3713664785464
2022-08-012798.8093112293955
2022-09-012307.79013382073
2022-10-012127.7497687708856
2022-11-012766.074699402151
2022-12-013195.7164796347342
2023-01-012987.033329236051
2023-02-013285.736662159656
2023-03-012373.2593574752186
2023-04-012659.687210963607
2023-05-013003.4006351496732
2023-06-013281.6448356812507
2023-07-013322.563100465306
2023-08-012696.5136492692573
2023-09-012684.23816983404
2023-10-012430.5449281728966
2023-11-012332.341092691163
2023-12-012520.5651106978185
2024-01-012774.2583523589624
2024-02-012099.106983422047
2024-03-012135.933421727697
2024-04-012258.688216079863
2024-05-012520.5651106978185
2024-06-012602.4016402659295
2024-07-012815.176617143018
2024-08-012897.0131467111287
2024-09-012929.7477585383735
2024-10-012782.4420053157733
2024-11-012422.3612752160852
2024-12-012577.850681395496
2025-01-012512.3814577410076
2025-02-012749.7073934885293
2025-03-012520.5651106978185
2025-04-012471.463192956952
2025-05-012586.0343343523073
2025-06-012864.2785348838847
2025-07-013036.1352469769176
2025-08-012733.340087574907
2025-09-012937.9314114951844
2025-10-013257.093876810817
2025-11-013191.624653156329
2025-12-013068.869858804162
2026-01-013666.2765246513723
2026-02-014173.663007973661
2026-03-013715.378442392239
2026-04-013846.316889701216
Annual Return Matrix
YearAnnual Return
20170.020332201741755762
20180.12871492796711914
20190.19553252315028025
2020-0.5323126650590027
2021-0.6098204857444562
20220.05683355886332886
2023-0.21126760563380287
20240.022727272727272707
20250.19047619047619047
20260.2533333333333334
Total Factor Risk
1.5013132308879458
VTI.US Exposure
0.0005950237147463744
VEA.US Exposure
0.010070209339861497
VWO.US Exposure
0.0038339106557255358
QQQ.US Exposure
0.0002595094914051469
VTV.US Exposure
-0.0012453336299917555
IJR.US Exposure
0.003122692097939293
QUAL.US Exposure
0.009711587988388006
SHV.US Exposure
0.9087980378634506
TLT.US Exposure
0.0006278685021987449
LQD.US Exposure
-0.000019316679716039614
HYG.US Exposure
-0.00004001026940403578
GLD.US Exposure
-0.0006108631235011042
USO.US Exposure
0.0005228265551044208
VNQ.US Exposure
0.004204169096651995
BTC-USD.CC Exposure
0.001232365600028062
CPER.US Exposure
0.0010730622588287595
VIX.INDX Exposure
0.0006444412663139891
UUP.US Exposure
0.0004597460296398493
TIP.US Exposure
0.0016061474349063098
Idiosyncratic Exposure
0.05515392580742451
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
150.1%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$225.7M
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 →
-3.0%
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 →
+18.3%
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 →
14.5% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is James Fisher and Sons PLC a high-risk investment?

James Fisher and Sons PLC (FSJ.LSE) has an annualized volatility of 150.1% and experienced a maximum drawdown of 88.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FSJ.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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