Galliford Try PLC

10-Year Study

GFRD.LSE · Industrials · GB · Common Stock

Executive Summary: Galliford Try PLC has compounded at 64.9% annually over the last 10 years, with a maximum drawdown of 53.8% and an annualized volatility of 31.7%.

1Y CAGR
+34.7%
3Y CAGR
+52.9%
5Y CAGR
+40.8%
10Y CAGR
+64.9%

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 →
53.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +254.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.3%
% 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.
20260.84.8-12.79.5————————1.0%
2025-3.9-4.80.111.15.52.24.1-1.922.9-1.3-0.03.039.8%
202410.0-3.01.60.410.8-10.528.5-2.32.726.00.32.680.4%
20236.43.40.33.01.58.01.7-1.024.2-6.54.23.056.4%
2022-2.70.22.7-1.60.0-2.90.1-7.4-6.712.4-1.31.0-7.3%
2021-0.511.0-6.1-1.20.211.813.16.87.09.9-14.57.049.5%
202064.73.6-14.915.0-22.51.0-19.2-10.0-10.5-7.352.913.236.4%
201913.84.327.9-18.715.30.9-6.1-1.114.39.581.317.1254.4%
2018-15.1-15.935.99.94.8-9.26.84.04.2-13.670.2-13.449.6%
20174.512.420.3-2.2-13.2-7.116.82.7-2.865.7-3.28.9126.7%
2016———-11.18.7-34.27.615.616.856.03.12.151.8%

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 31.7%. The dominant macroeconomic risk driver is HYG.US, accounting for 20.0% of variance. Idiosyncratic stock-specific factors contribute 51.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018891.942830218313
2016-05-019665.46254122821
2016-06-016358.829380660698
2016-07-016843.097220040836
2016-08-017909.271765876132
2016-09-019240.353908172347
2016-10-0114411.810899952883
2016-11-0114858.384377781269
2016-12-0115175.907020574841
2017-01-0115857.54672530234
2017-02-0117820.794722789382
2017-03-0121429.768074969896
2017-04-0120963.823883566307
2017-05-0118197.738338306895
2017-06-0116902.25642636511
2017-07-0119741.113030731376
2017-08-0120265.169362860586
2017-09-0119697.39804198733
2017-10-0132644.887702214546
2017-11-0131601.225066750434
2017-12-0134410.76383435422
2018-01-0129219.674362598817
2018-02-0124563.897178158215
2018-03-0133376.78655567772
2018-04-0136694.41390503116
2018-05-0138473.11659075441
2018-06-0134915.71121930789
2018-07-0137273.96471388933
2018-08-0138773.10088477043
2018-09-0140412.020313072615
2018-10-0134935.60546568243
2018-11-0159462.331815088226
2018-12-0151487.09491649652
2019-01-0158594.31443379928
2019-02-0161115.12486257265
2019-03-0178166.58813674677
2019-04-0163565.52012983614
2019-05-0173299.56546777656
2019-06-0173944.55787655097
2019-07-0169429.34924873043
2019-08-0168667.08549290613
2019-09-0178518.40217789645
2019-10-0185965.65624836397
2019-11-01155831.8936181352
2019-12-01182476.3101408303
2020-01-01300610.43924401863
2020-02-01311488.9272812942
2020-03-01265033.5060991571
2020-04-01304679.85969320976
2020-05-01235983.71812994085
2020-06-01238401.13083084655
2020-07-01192610.59630385847
2020-08-01173371.81299408406
2020-09-01155160.20103659495
2020-10-01143778.07444636407
2020-11-01219786.92215067273
2020-12-01248836.4483534894
2021-01-01247587.56086068793
2021-02-01274945.0290560704
2021-03-01258061.8815768808
2021-04-01255014.13538558193
2021-05-01255623.5275640019
2021-06-01285900.21464844776
2021-07-01323491.96377153025
2021-08-01345640.5423799801
2021-09-01369821.21354902885
2021-10-01406396.7855086121
2021-11-01347651.9553950055
2021-12-01372070.31045495
2022-01-01362137.3226532643
2022-02-01362758.23255326954
2022-03-01372533.37521595735
2022-04-01366666.6666666667
2022-05-01366666.6666666667
2022-06-01356190.51358567615
2022-07-01356609.60159153974
2022-08-01330209.41311973194
2022-09-01308000.10470655985
2022-10-01346133.4485105492
2022-11-01341612.48102193605
2022-12-01345084.8123134914
2023-01-01367222.39673315536
2023-02-01379810.4811266426
2023-03-01380897.0734516517
2023-04-01392386.000732946
2023-05-01398130.464373593
2023-06-01429945.55258886976
2023-07-01437457.4629600545
2023-08-01433038.5843673106
2023-09-01537984.1369561803
2023-10-01502966.07507460343
2023-11-01524164.9651850689
2023-12-01539757.86608031
2024-01-01593733.574158421
2024-02-01575741.8459766505
2024-03-01584668.0802052248
2024-04-01587104.0783205068
2024-05-01650443.1705146328
2024-06-01582231.8203235433
2024-07-01747887.8069211036
2024-08-01730835.0348149312
2024-09-01750323.8050363855
2024-10-01945213.0778493274
2024-11-01948393.801371656
2024-12-01973483.587246741
2025-01-01935848.9084341135
2025-02-01890687.1367991203
2025-03-01891882.8857127901
2025-04-01991264.0699439821
2025-05-011046051.2538610544
2025-06-011068985.3934348987
2025-07-011112305.3766818491
2025-08-011090645.254175174
2025-09-011340372.4935867232
2025-10-011322534.9458143555
2025-11-011321920.318307942
2025-12-011361185.278257683
2026-01-011371655.9342442804
2026-02-011437097.534160515
2026-03-011255169.8863933827
2026-04-011374273.5982409297
Annual Return Matrix
YearAnnual Return
20171.2674601121172917
20180.4962496957156768
20192.5441174227595567
20200.3636644020335795
20210.49524039953503274
2022-0.0725279534087575
20230.5641310391544216
20240.803556091393576
20250.39826217523344254
20260.009615384615384581
Total Factor Risk
0.3165406376497248
VTI.US Exposure
0.04816482186142862
VEA.US Exposure
0.008250928052986927
VWO.US Exposure
0.002459392813355447
QQQ.US Exposure
0.07017129157301721
VTV.US Exposure
0.01974049459235848
IJR.US Exposure
0.061706948054458255
QUAL.US Exposure
0.012806612014557467
SHV.US Exposure
0.0008693035922148203
TLT.US Exposure
0.0003026434937241833
LQD.US Exposure
0.008325660960749456
HYG.US Exposure
0.1998144773109391
GLD.US Exposure
0.00010311176668759062
USO.US Exposure
0.005695547990378565
VNQ.US Exposure
0.0009363039743452476
BTC-USD.CC Exposure
0.024071230610585245
CPER.US Exposure
0.010690309229455242
VIX.INDX Exposure
-0.0023494994948400874
UUP.US Exposure
0.0011589692663440834
TIP.US Exposure
0.016302759342390182
Idiosyncratic Exposure
0.510778692994864
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.7%

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 →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.00%
Market Cap$489.8M
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
$170
Avg Yield on Cost
1.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$170.151.70%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 →
-1.0%
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 →
+6.7%
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 →
9.0% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Galliford Try PLC a high-risk investment?

Galliford Try PLC (GFRD.LSE) has an annualized volatility of 31.7% and experienced a maximum drawdown of 53.8% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, GFRD.LSE has generated a Compound Annual Growth Rate (CAGR) of 64.9%. 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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