Games Workshop Group PLC

10-Year Study

GAW.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Games Workshop Group PLC has compounded at 51.3% annually over the last 10 years, with a maximum drawdown of 49.3% and an annualized volatility of 42.9%.

1Y CAGR
+32.4%
3Y CAGR
+32.5%
5Y CAGR
+14.5%
10Y CAGR
+51.3%

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 →
49.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +311.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.5%
% 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.
2026-9.95.2-1.19.5————————2.8%
202511.3-1.8-1.510.2-0.55.81.0-4.8-6.010.321.8-2.048.5%
20241.6-5.06.8-0.20.86.9-3.52.62.812.018.1-5.840.3%
202311.1-1.44.34.2-4.615.46.7-6.0-1.8-6.68.5-7.820.4%
2022-19.7-5.9-1.92.0-0.9-9.015.9-7.2-18.011.215.116.3-10.5%
2021-7.8-7.54.88.910.5-4.5-0.32.1-11.0-6.1-2.66.5-9.3%
20209.4-5.0-31.339.032.20.79.55.411.11.8-5.114.587.3%
20190.33.50.533.37.411.3-8.7-2.88.6-5.329.06.5108.4%
2018-10.93.6-3.65.619.14.5-0.218.97.3-18.9-1.11.220.8%
201720.07.69.72.7-4.330.633.52.422.415.3-13.736.1311.5%
2016———0.06.3-9.87.611.2-6.317.32.922.158.4%

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 42.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.4% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110001.232448816003
2016-05-0110628.30307079073
2016-06-019592.042832081008
2016-07-0110320.081241962922
2016-08-0111478.566519182517
2016-09-0110755.843252442392
2016-10-0112611.798222549693
2016-11-0112978.161073419735
2016-12-0115842.46181484898
2017-01-0119011.795299220965
2017-02-0120461.84939741226
2017-03-0122441.28510859668
2017-04-0123037.501324633333
2017-05-0122057.43543679016
2017-06-0128801.24254758797
2017-07-0138449.66243858103
2017-08-0139361.70113813824
2017-09-0148175.417662287095
2017-10-0155539.97037472091
2017-11-0147906.28206733821
2017-12-0165198.88435145454
2018-01-0158067.36744614348
2018-02-0160149.59138176115
2018-03-0158010.37914577012
2018-04-0161282.115506697584
2018-05-0172984.86147574286
2018-06-0176261.66383247732
2018-07-0176134.5588281704
2018-08-0190497.1718455539
2018-09-0197068.27334585271
2018-10-0178731.73044118678
2018-11-0177834.13896508185
2018-12-0178785.91168158838
2019-01-0179049.38664909126
2019-02-0181793.24956889208
2019-03-0182185.23140970552
2019-04-01109537.51278541073
2019-05-01117602.59472000322
2019-06-01130886.26025531955
2019-07-01119552.9732080244
2019-08-01116188.72013678521
2019-09-01126145.72062876813
2019-10-01119464.27343488135
2019-11-01154081.57482376148
2019-12-01164165.4477825389
2020-01-01179605.0084593825
2020-02-01170536.78294981807
2020-03-01117210.2009555963
2020-04-01162957.37221980642
2020-05-01215471.87342518123
2020-06-01216960.68488276954
2020-07-01237668.72506658046
2020-08-01250398.86495118207
2020-09-01278135.11226745
2020-10-01283048.1947282417
2020-11-01268581.8932340553
2020-12-01307494.19901955535
2021-01-01283608.4872205688
2021-02-01262330.9859225112
2021-03-01274888.8919155676
2021-04-01299302.0054367271
2021-05-01330786.1694660307
2021-06-01315825.99151503836
2021-07-01314994.869225886
2021-08-01321637.17371249787
2021-09-01286184.12918189645
2021-10-01268767.8601266931
2021-11-01261841.49445879718
2021-12-01278905.9508674812
2022-01-01223882.67220150237
2022-02-01210771.1541866552
2022-03-01206792.84262824527
2022-04-01210920.16090267076
2022-05-01208927.66322721538
2022-06-01190141.25325095747
2022-07-01220455.68715333226
2022-08-01204633.4926436758
2022-09-01167708.09698940325
2022-10-01186564.4575713716
2022-11-01214694.87922499896
2022-12-01249675.7164729906
2023-01-01277290.9778434936
2023-02-01273300.11590334016
2023-03-01284977.0834281477
2023-04-01297042.4251403613
2023-05-01283268.2815178853
2023-06-01326986.2208236013
2023-07-01348845.18881547713
2023-08-01328071.63284851477
2023-09-01322038.1946186169
2023-10-01300863.49483285035
2023-11-01326303.600311866
2023-12-01300711.1595084423
2024-01-01305450.2607243809
2024-02-01290031.26632953156
2024-03-01309613.38977572427
2024-04-01308870.45235522295
2024-05-01311208.0190893366
2024-06-01332557.7930462647
2024-07-01321025.79937261384
2024-08-01329275.99777694134
2024-09-01338405.06174369244
2024-10-01379178.9233313856
2024-11-01447976.4353128809
2024-12-01421979.21646152984
2025-01-01469499.3567015816
2025-02-01461115.4392617
2025-03-01454311.86336627277
2025-04-01500425.0054895463
2025-05-01497827.0831125611
2025-06-01526728.9811833968
2025-07-01531813.3673856837
2025-08-01506158.8722860796
2025-09-01476018.6654539282
2025-10-01524934.050700486
2025-11-01639608.9117676273
2025-12-01626669.2721941277
2026-01-01564731.0321642564
2026-02-01594299.4425411433
2026-03-01587987.7100602704
2026-04-01643962.8112722227
Annual Return Matrix
YearAnnual Return
20173.1154515701811114
20180.20839355558437123
20191.0836903994461617
20200.873075017752069
2021-0.09297166659802947
2022-0.10480319370589186
20230.20440691532359168
20240.40327089008375494
20250.4850714152441169
20260.027595958259682973
Total Factor Risk
0.4294342003982233
VTI.US Exposure
0.04934003385538404
VEA.US Exposure
0.027601200608594133
VWO.US Exposure
-0.012410695201252786
QQQ.US Exposure
0.0008418602063778079
VTV.US Exposure
-0.008277298152656555
IJR.US Exposure
-0.03967051479977253
QUAL.US Exposure
-0.008678239653218697
SHV.US Exposure
0.5841500631925605
TLT.US Exposure
-0.00013698629320135273
LQD.US Exposure
0.10902559508445943
HYG.US Exposure
0.014757231937571856
GLD.US Exposure
-0.0003810125048618105
USO.US Exposure
0.000293815021014843
VNQ.US Exposure
0.06677315849841156
BTC-USD.CC Exposure
-0.002052226772264692
CPER.US Exposure
0.001941220741926628
VIX.INDX Exposure
0.03596338046418944
UUP.US Exposure
-0.0009868827141604809
TIP.US Exposure
0.0017880019268988584
Idiosyncratic Exposure
0.18011829455399997
Value Score
38.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.9%

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 →28.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.18%
Market Cap$5.8B
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
$53
Avg Yield on Cost
0.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$53.150.53%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 →
+10.3%
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 →
+16.2%
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 →
1.5% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Games Workshop Group PLC a high-risk investment?

Games Workshop Group PLC (GAW.LSE) has an annualized volatility of 42.9% and experienced a maximum drawdown of 49.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GAW.LSE has generated a Compound Annual Growth Rate (CAGR) of 51.3%. 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 Games Workshop Group PLC

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

Start a Free Backtest