Greatland Resources Limited

10-Year Study

GGP.LSE · Basic Materials · GB · Common Stock

Executive Summary: Greatland Resources Limited has compounded at 62.4% annually over the last 10 years, with a maximum drawdown of 83.6% and an annualized volatility of 54.2%.

1Y CAGR
+192.7%
3Y CAGR
+70.6%
5Y CAGR
+11.8%
10Y CAGR
+62.4%

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 →
83.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
132.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +1950.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -56.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.915.9-19.028.6————————45.9%
202519.510.542.611.06.816.2-26.79.933.53.52.638.3309.8%
2024-27.0-12.5-1.6-2.435.5-14.61.3-5.53.0-7.213.1-12.2-35.5%
2023-4.52.7-1.94.4-0.5-10.0-2.8-8.4-0.246.617.5-10.523.2%
2022-13.7-1.9-0.3-1.5-17.3-15.536.6-37.7-8.38.7-3.65.3-50.0%
2021-33.6-2.0-20.014.60.0-20.02.33.1-13.88.4-16.410.3-56.6%
202077.831.311.973.422.720.012.59.635.814.420.033.71950.0%
201926.5-20.50.3-13.2-5.04.322.6-10.42.9-8.5-1.512.5-0.6%
2018-63.0-13.0-5.84.44.2195.1-29.5-10.2-7.89.449.64.3-2.9%
201767.61.85.2-6.652.633.30.0-4.37.2195.07.7-1.3997.1%
2016———226.30.0-4.8-16.98.2-34.028.6-24.40.078.9%

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 54.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 20.3% of variance. Idiosyncratic stock-specific factors contribute 43.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0132631.578947368424
2016-05-0132631.578947368424
2016-06-0131052.63157894737
2016-07-0125789.47368421053
2016-08-0127894.736842105267
2016-09-0118421.05263157895
2016-10-0123684.210526315794
2016-11-0117894.736842105263
2016-12-0117894.736842105263
2017-01-0130000.000000000004
2017-02-0130526.315789473687
2017-03-0132105.263157894733
2017-04-0130000.000000000004
2017-05-0145789.47368421052
2017-06-0161052.631578947374
2017-07-0161052.631578947374
2017-08-0158421.05263157895
2017-09-0162631.57894736843
2017-10-01184736.84210526317
2017-11-01198947.36842105264
2017-12-01196315.7894736842
2018-01-0172631.57894736843
2018-02-0163157.89473684211
2018-03-0159473.68421052632
2018-04-0162105.26315789474
2018-05-0164736.84210526317
2018-06-01191052.63157894736
2018-07-01134736.84210526317
2018-08-01121052.63157894737
2018-09-01111578.94736842107
2018-10-01122105.26315789475
2018-11-01182631.57894736846
2018-12-01190526.3157894737
2019-01-01241052.63157894736
2019-02-01191578.94736842107
2019-03-01192105.26315789475
2019-04-01166842.10526315792
2019-05-01158421.05263157896
2019-06-01165263.15789473685
2019-07-01202631.57894736843
2019-08-01181578.94736842107
2019-09-01186842.10526315792
2019-10-01171052.63157894736
2019-11-01168421.05263157893
2019-12-01189473.68421052635
2020-01-01336842.10526315786
2020-02-01442105.2631578947
2020-03-01494736.84210526315
2020-04-01857894.7368421054
2020-05-011052631.5789473685
2020-06-011263157.8947368423
2020-07-011421052.6315789474
2020-08-011557894.7368421052
2020-09-012115789.473684211
2020-10-012421052.6315789474
2020-11-012905263.157894737
2020-12-013884210.5263157897
2021-01-012578947.3684210526
2021-02-012526315.7894736845
2021-03-012021052.6315789474
2021-04-012315789.473684211
2021-05-012315789.473684211
2021-06-011852631.5789473685
2021-07-011894736.8421052634
2021-08-011953684.210526316
2021-09-011684210.5263157897
2021-10-011826315.7894736845
2021-11-011526315.7894736845
2021-12-011684210.5263157897
2022-01-011452631.5789473685
2022-02-011425263.157894737
2022-03-011421052.6315789474
2022-04-011400000
2022-05-011157894.7368421054
2022-06-01978947.3684210527
2022-07-011336842.105263158
2022-08-01832631.5789473683
2022-09-01763157.8947368423
2022-10-01829473.6842105263
2022-11-01800000
2022-12-01842105.2631578948
2023-01-01804210.5263157896
2023-02-01826315.7894736843
2023-03-01810526.3157894737
2023-04-01846315.7894736843
2023-05-01842105.2631578948
2023-06-01757894.7368421054
2023-07-01736842.105263158
2023-08-01674736.8421052631
2023-09-01673684.2105263157
2023-10-01987368.4210526317
2023-11-011160000.0000000002
2023-12-011037894.7368421052
2024-01-01757894.7368421054
2024-02-01663157.8947368423
2024-03-01652631.5789473685
2024-04-01636842.105263158
2024-05-01863157.8947368423
2024-06-01736842.105263158
2024-07-01746315.7894736843
2024-08-01705263.1578947369
2024-09-01726315.7894736843
2024-10-01673684.2105263157
2024-11-01762105.2631578948
2024-12-01669473.6842105263
2025-01-01800000
2025-02-01884210.5263157894
2025-03-011261052.6315789474
2025-04-011400000
2025-05-011494736.8421052634
2025-06-011736842.105263158
2025-07-011273684.210526316
2025-08-011400000
2025-09-011868421.0526315789
2025-10-011934210.5263157897
2025-11-011984210.5263157897
2025-12-012743684.2105263155
2026-01-013315789.4736842103
2026-02-013842105.263157895
2026-03-013112631.578947368
2026-04-014002631.578947369
Annual Return Matrix
YearAnnual Return
20179.970588235294118
2018-0.029490616621983712
2019-0.005524861878453136
202019.5
2021-0.5663956639566395
2022-0.5
20230.23249999999999993
2024-0.3549695740365111
20253.0982704402515715
20260.458852867830424
Total Factor Risk
0.541555004783373
VTI.US Exposure
-0.03567514208595004
VEA.US Exposure
0.20272552209516856
VWO.US Exposure
-0.043229553479322905
QQQ.US Exposure
0.03201634665105206
VTV.US Exposure
-0.023535957724738297
IJR.US Exposure
0.009037411432781329
QUAL.US Exposure
-0.024396923970633238
SHV.US Exposure
0.02139200040541306
TLT.US Exposure
-0.009392990358073108
LQD.US Exposure
-0.005187292884168459
HYG.US Exposure
0.02049832169486156
GLD.US Exposure
0.15055335112382576
USO.US Exposure
0.005272228154806627
VNQ.US Exposure
0.12507175327356412
BTC-USD.CC Exposure
0.028350014623803765
CPER.US Exposure
0.08220792458404091
VIX.INDX Exposure
0.054656293385047475
UUP.US Exposure
-0.02114895283862382
TIP.US Exposure
-0.0042653487476660215
Idiosyncratic Exposure
0.43505099466481073
Value Score
47.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.2%

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 →7.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$4.5B
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 →
+16.6%
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 →
+66.0%
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 →
3.0% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Greatland Resources Limited a high-risk investment?

Greatland Resources Limited (GGP.LSE) has an annualized volatility of 54.2% and experienced a maximum drawdown of 83.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, GGP.LSE has generated a Compound Annual Growth Rate (CAGR) of 62.4%. It has had a positive return in 50% 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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