Gooch & Housego Plc

10-Year Study

GHH.LSE · Technology · GB · Common Stock

Executive Summary: Gooch & Housego Plc has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 76.2% and an annualized volatility of 52.5%.

1Y CAGR
+68.1%
3Y CAGR
+15.4%
5Y CAGR
-8.3%
10Y CAGR
+0.6%

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 →
76.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +48.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -56.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.720.0-11.213.9————————41.7%
2025-15.12.8-2.7-14.340.121.4-5.5-18.315.20.7-12.219.015.9%
20246.6-29.015.65.82.5-15.6-0.4-2.5-13.018.2-3.412.9-12.9%
20237.1-16.7-6.615.18.511.1-7.7-11.1-2.91.02.416.210.6%
2022-18.71.4-0.5-16.24.31.4-2.2-30.3-5.1-16.5-3.315.9-56.1%
202115.5-5.5-7.60.48.85.4-0.72.8-9.8-4.8-7.510.43.8%
20201.4-15.6-28.624.7-7.415.1-8.80.0-2.95.59.02.6-15.1%
201920.1-20.915.330.6-10.2-15.715.4-22.715.3-6.512.611.230.4%
2018-0.1-3.4-11.09.7-2.411.22.54.210.8-2.4-16.8-17.2-18.5%
201711.08.93.90.111.20.8-4.5-1.67.7-2.14.31.648.0%
2016———1.11.7-1.75.110.5-3.0-2.5-3.15.213.3%

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 52.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.0% of variance. Idiosyncratic stock-specific factors contribute 34.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110112.487028656475
2016-05-0110286.83961106328
2016-06-0110115.708430271878
2016-07-0110635.041271318185
2016-08-0111752.736617921346
2016-09-0111402.752140504488
2016-10-0111120.505724089007
2016-11-0110770.519962221746
2016-12-0111331.312293436291
2017-01-0112583.407392602927
2017-02-0113702.05837030731
2017-03-0114235.831002805111
2017-04-0114252.866668524837
2017-05-0115842.827455538429
2017-06-0115971.584617473329
2017-07-0115259.838536877405
2017-08-0115009.30391650764
2017-09-0116170.873520040188
2017-10-0115829.235401354144
2017-11-0116512.51163872623
2017-12-0116774.43419638553
2018-01-0116757.5552336152
2018-02-0116185.625432940065
2018-03-0114412.640738836424
2018-04-0115813.869521160741
2018-05-0115442.114893831826
2018-06-0117175.40364817311
2018-07-0117605.50571959343
2018-08-0118351.01486353164
2018-09-0120329.48464895521
2018-10-0119842.03572030887
2018-11-0116515.91414784872
2018-12-0113677.24150403491
2019-01-0116424.01814363264
2019-02-0112995.144392134487
2019-03-0114983.3143470156
2019-04-0119566.77841248047
2019-05-0117578.023648835242
2019-06-0114820.017621294828
2019-07-0117097.557351332733
2019-08-0113216.121327591723
2019-09-0115237.034389337276
2019-10-0114242.61545730015
2019-11-0116038.983320155141
2019-12-0117835.34961507751
2020-01-0118092.890388089145
2020-02-0115269.88571365702
2020-03-0110907.061448031105
2020-04-0113601.749652451805
2020-05-0112600.865350243213
2020-06-0114499.975918060123
2020-07-0113216.790834821797
2020-08-0113216.790834821797
2020-09-0112831.838288922283
2020-10-0113537.588281580845
2020-11-0114756.613561880838
2020-12-0115141.5692436456
2021-01-0117483.380099838083
2021-02-0116520.992463358805
2021-03-0115269.88571365702
2021-04-0115334.045516595355
2021-05-0116681.38726690677
2021-06-0117580.170148596302
2021-07-0117451.847406854387
2021-08-0117933.056904420257
2021-09-0116168.624693233105
2021-10-0115398.686674848992
2021-11-0114243.786702969623
2021-12-0115719.495097136401
2022-01-0112781.774984232168
2022-02-0112961.438895752046
2022-03-0112897.273605049531
2022-04-0110805.476661311364
2022-05-0111267.468792681884
2022-06-0111422.071653120023
2022-07-0111165.395594950043
2022-08-017777.276644490684
2022-09-017379.428636732267
2022-10-016160.218340382745
2022-11-015954.878356209703
2022-12-016904.578673885797
2023-01-017393.300920615377
2023-02-016161.084231173867
2023-03-015756.763405564027
2023-04-016623.1661266870615
2023-05-017187.931537705652
2023-06-017984.346450330191
2023-07-017368.192047588631
2023-08-016546.65101467849
2023-09-016354.1026168280705
2023-10-016418.28515478944
2023-11-016572.323951466407
2023-12-017637.759647785958
2024-01-018139.540421367247
2024-02-015777.276276089235
2024-03-016675.963121905598
2024-04-017061.115579214561
2024-05-017240.853183567727
2024-06-016111.65476324665
2024-07-016085.97555472824
2024-08-015931.9003036177855
2024-09-015161.524048065507
2024-10-016098.814962995866
2024-11-015893.381686831749
2024-12-016650.9185341164
2025-01-015644.027482028612
2025-02-015804.551640017987
2025-03-015650.448558103471
2025-04-014841.407084064895
2025-05-016780.53795613764
2025-06-018232.362032656332
2025-07-017782.856916696392
2025-08-016357.283952120394
2025-09-017320.508864620421
2025-10-017371.8806090845355
2025-11-016472.8711611309645
2025-12-017705.798516033907
2026-01-018991.152834056329
2026-02-0110789.383400867597
2026-03-019582.000020294317
2026-04-0110917.828441354113
Annual Return Matrix
YearAnnual Return
20170.4803611234068792
2018-0.18463768471058106
20190.3040165745275405
2020-0.1510360284249579
20210.03816816105327647
2022-0.5607633304237873
20230.1061876485922546
2024-0.1292055732541446
20250.15860666109597021
20260.4168328458934851
Total Factor Risk
0.5254251048996633
VTI.US Exposure
0.02349032337911199
VEA.US Exposure
0.04746658668837223
VWO.US Exposure
-0.00997475099201192
QQQ.US Exposure
0.037756524673245764
VTV.US Exposure
-0.00794399968025045
IJR.US Exposure
-0.0030938099590683784
QUAL.US Exposure
-0.015402109463420903
SHV.US Exposure
0.3103848102119129
TLT.US Exposure
0.09939924435846835
LQD.US Exposure
0.002626881491661414
HYG.US Exposure
0.06029171203529465
GLD.US Exposure
0.02110562764157544
USO.US Exposure
0.0011260633944627715
VNQ.US Exposure
0.020796980782540195
BTC-USD.CC Exposure
0.0006623753864755864
CPER.US Exposure
-0.001708019809376429
VIX.INDX Exposure
0.012066470710077045
UUP.US Exposure
-0.002495689358945246
TIP.US Exposure
0.05396048456652704
Idiosyncratic Exposure
0.349484293943348
Value Score
26.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.5%

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 →58.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.72%
Market Cap$208.6M
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.070.01%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 →
+9.9%
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 →
+35.7%
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 →
4.1% 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 →
0.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Gooch & Housego Plc a high-risk investment?

Gooch & Housego Plc (GHH.LSE) has an annualized volatility of 52.5% and experienced a maximum drawdown of 76.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GHH.LSE has generated a Compound Annual Growth Rate (CAGR) of 0.6%. It has had a positive return in 60% 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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