Goodwin PLC

10-Year Study

GDWN.LSE · Industrials · GB · Common Stock

Executive Summary: Goodwin PLC has compounded at 24.6% annually over the last 10 years, with a maximum drawdown of 55.4% and an annualized volatility of 101.4%.

1Y CAGR
+111.1%
3Y CAGR
+48.1%
5Y CAGR
+37.4%
10Y CAGR
+24.6%

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 →
55.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +183.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -38.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.8-3.6-53.717.9————————-38.0%
2025-6.6-6.8-5.55.02.711.011.211.745.958.4-7.18.1183.9%
2024-5.64.0-3.526.3-10.931.96.0-16.03.5-5.7-0.614.639.3%
20237.0-3.19.83.617.0-5.39.3-1.312.10.40.011.677.3%
2022-2.8-0.89.1-1.5-13.4-13.8-3.415.90.714.62.72.55.3%
20211.6-7.63.01.07.0-9.13.13.218.63.4-7.1-5.39.2%
202017.4-22.9-26.713.11.136.91.3-2.5-0.10.216.4-12.15.2%
20193.215.4-10.014.8-1.012.1-0.31.2-0.1-3.04.0-12.421.7%
2018-2.7-11.7-2.34.116.4-7.029.52.813.4-9.35.1-5.628.5%
2017-2.4-0.6-5.90.61.3-3.41.61.26.023.3-3.01.318.7%
2016———5.6-6.0-3.813.20.81.7-5.6-6.7-7.5-9.7%

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 101.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.3% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110555.555740890555
2016-05-019924.24276290001
2016-06-019545.454575782092
2016-07-0110808.081198969167
2016-08-0110896.464642252487
2016-09-0111080.179144808719
2016-10-0110461.750581720224
2016-11-019766.018198043417
2016-12-019031.634571278451
2017-01-018812.607524415569
2017-02-018761.071866425362
2017-03-018245.714619317283
2017-04-018294.67352776828
2017-05-018400.321593287908
2017-06-018116.8751407387645
2017-07-018245.714619317283
2017-08-018348.7859352977
2017-09-018848.788103717172
2017-10-0110914.034844832908
2017-11-0110591.00906566141
2017-12-0110723.396745702777
2018-01-0110432.143983052969
2018-02-019214.178127319583
2018-03-019002.357572371
2018-04-019373.043209928024
2018-05-0110908.739230878295
2018-06-0110140.891220403159
2018-07-0113132.85105460247
2018-08-0113503.536692159496
2018-09-0115311.541496042635
2018-10-0113889.75555240486
2018-11-0114600.648857826745
2018-12-0113780.387813482565
2019-01-0114217.860103583733
2019-02-0116405.223555707533
2019-03-0114764.700799813185
2019-04-0116952.064251936983
2019-05-0116788.011642744554
2019-06-0118811.322485675923
2019-07-0118756.63828261178
2019-08-0118975.375094868356
2019-09-0118958.773675387605
2019-10-0118396.198927466372
2019-11-0119127.54609976398
2019-12-0116764.731491288792
2020-01-0119690.120847685215
2020-02-0115189.521529903339
2020-03-0111138.982677664446
2020-04-0112601.67768946565
2020-05-0112742.321376445962
2020-06-0117439.821188794274
2020-07-0117664.85108796277
2020-08-0117214.791289625784
2020-09-0117195.77458445577
2020-10-0117224.675279184008
2020-11-0120056.92067754769
2020-12-0117629.28166934939
2021-01-0117918.286615013807
2021-02-0116559.964638082452
2021-03-0117051.27244522656
2021-04-0117224.675279184008
2021-05-0118438.495116886148
2021-06-0116762.26816676814
2021-07-0117282.476001434494
2021-08-0117831.585198035078
2021-09-0121150.69948208135
2021-10-0121865.652735961572
2021-11-0120316.58724135343
2021-12-0119244.157694136095
2022-01-0118707.94292052743
2022-02-0118558.993853364806
2022-03-0120257.00774792958
2022-04-0119959.110948016318
2022-05-0117278.036412766985
2022-06-0114894.858677430922
2022-07-0114388.433984137178
2022-08-0116682.242145734468
2022-09-0116806.136293503918
2022-10-0119267.794800797314
2022-11-0119784.439088263014
2022-12-0120270.692142815446
2023-01-0121699.06207517744
2023-02-0121030.46362476335
2023-03-0123095.589601594627
2023-04-0123928.141247508403
2023-05-0127998.392033560463
2023-06-0126518.30029273663
2023-07-0128985.11897116836
2023-08-0128615.0965363669
2023-09-0132063.701492039396
2023-10-0132188.463007597813
2023-11-0132188.463007597813
2023-12-0135931.307139938115
2024-01-0133935.123558209554
2024-02-0135307.50022935206
2024-03-0134080.68922378923
2024-04-0143042.648140580306
2024-05-0138372.33163473809
2024-06-0150616.13470888969
2024-07-0153645.52946965464
2024-08-0145062.24464775694
2024-09-0146624.16186417354
2024-10-0143949.00477886291
2024-11-0143694.22816776895
2024-12-0150063.648782766075
2025-01-0146751.550169720525
2025-02-0143566.83919501598
2025-03-0141164.50464125168
2025-04-0143222.729706512764
2025-05-0144380.48155592438
2025-06-0149268.766919926944
2025-07-0154800.24686621686
2025-08-0161232.20069556225
2025-09-0189320.15445818704
2025-10-01141477.90931002563
2025-11-01131439.58032743135
2025-12-01142114.8761915882
2026-01-01167468.70386896073
2026-02-01161463.8499453725
2026-03-0174727.07104909803
2026-04-0188071.1908792941
Annual Return Matrix
YearAnnual Return
20170.18731517103275053
20180.28507674762708257
20190.2165645639440119
20200.05156958096882325
20210.09160191861897338
20220.053342654170421167
20230.7725742607498123
20240.39331554479184727
20251.8386839482724615
2026-0.3802816901408451
Total Factor Risk
1.0141343288646516
VTI.US Exposure
0.006699171579895794
VEA.US Exposure
0.0010787893756436528
VWO.US Exposure
0.0006941209128317653
QQQ.US Exposure
0.007500937438845423
VTV.US Exposure
0.008822410752374223
IJR.US Exposure
0.000503657284220994
QUAL.US Exposure
0.0008644854338954502
SHV.US Exposure
0.7926826779382256
TLT.US Exposure
0.00024363047833410922
LQD.US Exposure
0.0006498850839515664
HYG.US Exposure
0.018480898420822765
GLD.US Exposure
0.00020487824913540537
USO.US Exposure
0.00014419871127314702
VNQ.US Exposure
0.01192227311456432
BTC-USD.CC Exposure
0.0005298160001439944
CPER.US Exposure
-0.00023220946447345813
VIX.INDX Exposure
0.008989451521688506
UUP.US Exposure
0.008111697987807675
TIP.US Exposure
0.010994281849519286
Idiosyncratic Exposure
0.12111494733129988
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
101.4%

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 →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.28%
Market Cap$931.1M
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.340.09%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 →
-37.0%
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 →
-21.8%
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 →
52.2% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goodwin PLC a high-risk investment?

Goodwin PLC (GDWN.LSE) has an annualized volatility of 101.4% and experienced a maximum drawdown of 55.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GDWN.LSE has generated a Compound Annual Growth Rate (CAGR) of 24.6%. It has had a positive return in 90% 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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