Grafton Group plc

10-Year Study

GFTU.LSE · Industrials · GB · Common Stock

Executive Summary: Grafton Group plc has compounded at 5.3% annually over the last 10 years, with a maximum drawdown of 49.9% and an annualized volatility of 27.4%.

1Y CAGR
-6.9%
3Y CAGR
+8.0%
5Y CAGR
-1.4%
10Y CAGR
+5.3%

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 →
49.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +48.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.7%
% 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.
2026-0.15.8-9.24.0————————-0.1%
2025-3.1-10.33.18.811.31.1-12.9-1.85.64.4-0.7-1.01.7%
20246.70.62.5-3.04.9-6.516.3-0.1-2.6-3.8-6.01.99.3%
202316.53.5-6.80.7-5.9-4.212.1-1.56.0-14.74.912.620.1%
2022-6.6-5.9-9.42.0-4.4-17.18.8-14.5-5.82.712.81.3-33.7%
2021-4.714.23.518.1-1.4-2.512.08.7-8.25.2-13.05.738.4%
20206.1-6.3-37.519.6-1.65.6-2.521.1-13.3-0.426.68.38.0%
201914.28.82.89.0-3.6-5.2-9.83.51.92.87.33.538.1%
2018-1.4-3.21.9-2.30.94.9-3.81.0-1.4-4.4-2.2-9.2-18.2%
20176.27.915.14.34.2-9.29.02.36.4-1.0-6.13.948.8%
2016———-4.47.0-33.012.9-2.0-8.2-0.16.63.8-23.1%

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 27.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 47.7% of variance. Idiosyncratic stock-specific factors contribute 33.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019563.712040273804
2016-05-0110235.457341767022
2016-06-016853.185830145271
2016-07-017735.458254293345
2016-08-017583.102859601986
2016-09-016960.827435067365
2016-10-016952.437668064536
2016-11-017409.596929823441
2016-12-017689.204120092844
2017-01-018164.537256077151
2017-02-018807.632881170457
2017-03-0110135.444456895359
2017-04-0110567.793953016573
2017-05-0111007.233778658345
2017-06-019993.688967958282
2017-07-0110893.830482540268
2017-08-0111141.900763127513
2017-09-0111858.754065761026
2017-10-0111737.453766853905
2017-11-0111016.797054511038
2017-12-0111444.910603446357
2018-01-0111280.800044677288
2018-02-0110916.902798061212
2018-03-0111127.176238398597
2018-04-0110867.060610363305
2018-05-0110960.990594773704
2018-06-0111502.898001092843
2018-07-0111069.371346016476
2018-08-0111184.085029932688
2018-09-0111031.178469342949
2018-10-0110543.330947381177
2018-11-0110310.328301419855
2018-12-019363.75927263622
2019-01-0110696.237507970918
2019-02-0111635.52640175906
2019-03-0111966.149288576229
2019-04-0113037.854876923924
2019-05-0112572.216420582652
2019-06-0111914.41087118158
2019-07-0110746.621736303985
2019-08-0111123.566284269467
2019-09-0111331.344877642998
2019-10-0111644.447259081187
2019-11-0112494.299448067579
2019-12-0112926.679970083736
2020-01-0113716.891263728503
2020-02-0112852.130219696188
2020-03-018035.834543647412
2020-04-019609.70884205155
2020-05-019458.373651787986
2020-06-019988.044080131493
2020-07-019738.342202480831
2020-08-0111796.485094612553
2020-09-0110222.610796208415
2020-10-0110177.21078664514
2020-11-0112886.088974236463
2020-12-0113960.561342391922
2021-01-0113306.612129226867
2021-02-0115195.492338976517
2021-03-0115725.299646268299
2021-04-0118574.675861525226
2021-05-0118309.990301670252
2021-06-0117858.468627527564
2021-07-0120007.088504467913
2021-08-0121750.897104626983
2021-09-0119973.356056455446
2021-10-0121007.270279711218
2021-11-0118265.829502852008
2021-12-0119315.409978000815
2022-01-0118046.514751718012
2022-02-0116981.268024676174
2022-03-0115391.232885112571
2022-04-0115699.91498904786
2022-05-0115014.105831882722
2022-06-0112447.125487334682
2022-07-0113543.138951843066
2022-08-0111580.249207288385
2022-09-0110903.01232239044
2022-10-0111198.389792553568
2022-11-0112631.459454447962
2022-12-0112798.623326289846
2023-01-0114910.088781510902
2023-02-0115427.810590196475
2023-03-0114372.890011012369
2023-04-0114468.07380658895
2023-05-0113616.814502014311
2023-06-0113047.638984146497
2023-07-0114619.965637908826
2023-08-0114396.299961272383
2023-09-0115255.060232212398
2023-10-0113012.364366650156
2023-11-0113655.304862268751
2023-12-0115374.873113214951
2024-01-0116400.87755831317
2024-02-0116492.00243681029
2024-03-0116912.191607166907
2024-04-0116400.873908207883
2024-05-0117204.80412257492
2024-06-0116083.805687375052
2024-07-0118712.173502644684
2024-08-0118701.77800278649
2024-09-0118217.34150421569
2024-10-0117531.2166129432
2024-11-0116482.773145591385
2024-12-0116797.831983463562
2025-01-0116272.735137045027
2025-02-0114590.677193083635
2025-03-0115037.008417507805
2025-04-0116365.502562921429
2025-05-0118220.75252760666
2025-06-0118426.28995633379
2025-07-0116046.377507759213
2025-08-0115759.707363758907
2025-09-0116642.65505738513
2025-10-0117374.501167486174
2025-11-0117254.047693005705
2025-12-0117082.492744503215
2026-01-0117067.892323354066
2026-02-0118064.37106678342
2026-03-0116407.22326635512
2026-04-0117060.592112779494
Annual Return Matrix
YearAnnual Return
20170.4884389105420397
2018-0.18184076773683566
20190.3805010993671598
20200.07998042611876377
20210.38356972218220453
2022-0.3373879539255562
20230.20129116399833324
20240.09255093422693395
20250.01694627981276886
2026-0.0012820512820512775
Total Factor Risk
0.2736227628120135
VTI.US Exposure
0.02348134800720204
VEA.US Exposure
0.4774778471497726
VWO.US Exposure
-0.0815663968956681
QQQ.US Exposure
-0.023593643951518257
VTV.US Exposure
-0.07943364238929689
IJR.US Exposure
0.04289470103054602
QUAL.US Exposure
-0.013652088554176248
SHV.US Exposure
0.17047972615692497
TLT.US Exposure
0.038396893821327965
LQD.US Exposure
-0.003739414972981749
HYG.US Exposure
0.12553310579188193
GLD.US Exposure
-0.008858902717948924
USO.US Exposure
-0.00457331284436943
VNQ.US Exposure
0.064971525184496
BTC-USD.CC Exposure
-0.00011280431312074334
CPER.US Exposure
0.0043001658430395166
VIX.INDX Exposure
-0.037972376349601926
UUP.US Exposure
-0.020806494436142277
TIP.US Exposure
-0.0030669351142441578
Idiosyncratic Exposure
0.3298406995538776
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.4%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.19%
Market Cap$1.7B
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 →
+0.1%
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 →
+1.6%
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 →
8.5% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grafton Group plc a high-risk investment?

Grafton Group plc (GFTU.LSE) has an annualized volatility of 27.4% and experienced a maximum drawdown of 49.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, GFTU.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.3%. 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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