Future PLC

10-Year Study

FUTR.LSE · Communication Services · GB · Common Stock

Executive Summary: Future PLC has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 91.9% and an annualized volatility of 48.7%.

1Y CAGR
-52.3%
3Y CAGR
-22.5%
5Y CAGR
-34.9%
10Y CAGR
+11.9%

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 →
91.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
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 →
51.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +203.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.9%
% 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.
20266.3-23.3-28.611.1————————-35.3%
2025-0.4-0.7-18.5-5.4-4.58.5-2.11.7-9.7-6.33.4-17.0-43.0%
2024-9.7-14.30.18.259.9-1.06.8-3.6-6.4-13.22.72.817.1%
202319.0-6.8-17.3-2.7-36.0-6.524.2-7.414.5-0.5-3.8-6.5-37.1%
2022-17.9-15.5-2.0-14.8-10.7-13.06.1-14.9-15.2-7.715.4-9.8-66.9%
20210.112.2-1.823.320.310.410.211.6-4.2-4.41.66.9120.6%
2020-11.7-9.7-13.53.233.7-7.58.27.730.72.2-14.93.019.9%
201912.727.59.912.231.9-13.216.65.03.423.5-12.79.7203.7%
2018-8.6-0.8-1.315.612.15.0-4.6-0.213.5-9.832.4-17.030.7%
2017-10.0-11.911.9-4.949.42.120.00.3-3.111.84.019.4108.5%
2016———-8.03.50.00.3-2.0-5.76.137.114.647.1%

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 48.7%. The dominant macroeconomic risk driver is LQD.US, accounting for 29.1% of variance. Idiosyncratic stock-specific factors contribute 55.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019197.867164293188
2016-05-019518.723812887507
2016-06-019518.723812887507
2016-07-019545.458938344038
2016-08-019358.295488590347
2016-09-018823.53147900682
2016-10-019358.295488590347
2016-11-0112834.230800656826
2016-12-0114705.882869751706
2017-01-0113235.301611399724
2017-02-0111657.753493884657
2017-03-0113048.129375867045
2017-04-0112406.424864457393
2017-05-0118538.327521540534
2017-06-0118921.571986719417
2017-07-0122709.455167487693
2017-08-0122780.76054974376
2017-09-0122067.74187029906
2017-10-0124670.23896440266
2017-11-0125668.46160131365
2017-12-0130659.548428531638
2018-01-0128021.39864330001
2018-02-0127807.50006808979
2018-03-0127450.990728367437
2018-04-0131729.06766191971
2018-05-0135579.33865927256
2018-06-0137361.86778632634
2018-07-0135650.63525574963
2018-08-0135579.769162442906
2018-09-0140399.17308248177
2018-10-0136459.831857761754
2018-11-0148277.84674614282
2018-12-0140063.90775634927
2019-01-0145138.819700879365
2019-02-0157556.19164595419
2019-03-0163261.465661222115
2019-04-0170980.36993401001
2019-05-0193633.6839737727
2019-06-0181300.21621802087
2019-07-0194808.29869539967
2019-08-0199506.7663676866
2019-09-01102862.81093970058
2019-10-01127026.33888682425
2019-11-01110917.31439822246
2019-12-01121656.66405729031
2020-01-01107469.90651052579
2020-02-0197058.75841128515
2020-03-0183960.86638323743
2020-04-0186647.6103120445
2020-05-01115865.99227027163
2020-06-01107134.06132298017
2020-07-01115865.99227027163
2020-08-01124765.84581133594
2020-09-01163051.99511862118
2020-10-01166578.35201629237
2020-11-01141725.93992460045
2020-12-01145923.97841158387
2021-01-01146056.30981468156
2021-02-01163872.1563728087
2021-03-01160846.82609341215
2021-04-01198327.3282533959
2021-05-01238497.01678874507
2021-06-01263203.8924515223
2021-07-01289927.6578958235
2021-08-01323542.46123055374
2021-09-01310096.53813950584
2021-10-01296482.54309644236
2021-11-01301188.6192533318
2021-12-01321861.71535306086
2022-01-01264256.6396328247
2022-02-01223381.80447600293
2022-03-01218840.15417284967
2022-04-01186543.99083467535
2022-05-01166527.09578168395
2022-06-01144912.21688925437
2022-07-01153743.19870884193
2022-08-01130866.75224015398
2022-09-01111018.06092586296
2022-10-01102439.39789299449
2022-11-01118166.95264377267
2022-12-01106560.52567072833
2023-01-01126859.32122828705
2023-02-01118177.25836252407
2023-03-0197694.32166318312
2023-04-0195081.27284851648
2023-05-0160858.757181276094
2023-06-0156897.038577476946
2023-07-0170678.76292717556
2023-08-0165452.66529784229
2023-09-0174935.50798934812
2023-10-0174556.1907673763
2023-11-0171732.41504371364
2023-12-0167054.21616354903
2024-01-0160538.480394094906
2024-02-0151859.887911031685
2024-03-0151902.2265799686
2024-04-0156135.68054204742
2024-05-0189749.35929706739
2024-06-0188817.9964382452
2024-07-0194829.50756587357
2024-08-0191442.73912474314
2024-09-0185600.56510130443
2024-10-0174297.22993174328
2024-11-0176329.28396779836
2024-12-0178488.35401066417
2025-01-0178144.17990463915
2025-02-0177591.77405085032
2025-03-0163229.22185234093
2025-04-0159829.80188946962
2025-05-0157110.26943348419
2025-06-0161954.44046448656
2025-07-0160637.16226367353
2025-08-0161656.989131112816
2025-09-0155665.509579574114
2025-10-0152138.61674938478
2025-11-0153923.30717806929
2025-12-0144744.874156894686
2026-01-0147574.993212985726
2026-02-0136513.69746872922
2026-03-0126076.192032528466
2026-04-0128957.927540166387
Annual Return Matrix
YearAnnual Return
20171.0848492198720536
20180.30673508938787775
20192.0365650998687306
20200.1994737776375788
20211.2056807856844354
2022-0.6689245082974888
2023-0.3707405651249662
20240.1705207890168552
2025-0.429917027552709
2026-0.3528213435436762
Total Factor Risk
0.4870046068594035
VTI.US Exposure
0.10291888836545034
VEA.US Exposure
-0.013560206148960804
VWO.US Exposure
0.024643011428162102
QQQ.US Exposure
-0.046702655031234004
VTV.US Exposure
-0.028518010615576198
IJR.US Exposure
-0.02900916633895933
QUAL.US Exposure
0.03910304632960113
SHV.US Exposure
0.029604942055835845
TLT.US Exposure
-0.02747660712258041
LQD.US Exposure
0.2906515177700285
HYG.US Exposure
-0.00551230486597352
GLD.US Exposure
0.00477903287260104
USO.US Exposure
0.000053556964662788784
VNQ.US Exposure
0.07739978873497472
BTC-USD.CC Exposure
-0.002317814358750785
CPER.US Exposure
0.005166834481663572
VIX.INDX Exposure
0.004482130923937957
UUP.US Exposure
-0.00003616878667186642
TIP.US Exposure
0.01920877364679726
Idiosyncratic Exposure
0.5551214096949917
Value Score
48.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.7%

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 →4.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.04%
Market Cap$264.1M
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
$15
Avg Yield on Cost
0.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$14.940.15%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 →
-17.0%
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 →
-41.8%
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 →
56.4% 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 →
1.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Future PLC a high-risk investment?

Future PLC (FUTR.LSE) has an annualized volatility of 48.7% and experienced a maximum drawdown of 91.9% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, FUTR.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.9%. 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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