Glencore PLC

10-Year Study

GLEN.LSE · Basic Materials · GB · Common Stock

Executive Summary: Glencore PLC has compounded at 15.8% annually over the last 10 years, with a maximum drawdown of 69.3% and an annualized volatility of 67.9%.

1Y CAGR
+109.3%
3Y CAGR
+11.1%
5Y CAGR
+11.9%
10Y CAGR
+15.8%

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 →
69.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +61.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.3%
% 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.
202622.87.05.9-1.3————————37.2%
2025-0.8-8.9-12.2-12.816.00.17.5-4.116.96.7-1.012.715.1%
2024-10.9-10.816.07.42.8-6.2-4.7-6.76.7-5.0-6.5-7.0-25.1%
2023-2.0-8.5-6.20.9-12.28.06.5-10.911.5-7.41.56.9-14.4%
20222.115.413.1-0.55.0-14.73.82.51.14.512.8-2.047.4%
20215.818.0-2.23.98.9-3.74.61.27.53.8-2.25.061.0%
2020-5.5-13.1-35.918.91.814.32.0-3.1-4.8-3.135.910.0-0.9%
20196.2-1.84.6-4.3-16.37.3-2.5-11.13.3-4.94.8-3.5-19.2%
20183.5-4.3-8.4-0.96.1-2.7-7.6-6.35.8-3.9-9.00.4-25.3%
201717.7-1.3-2.8-3.0-6.10.716.37.6-4.96.1-6.414.840.6%
2016———3.6-19.516.622.2-6.821.917.811.7-0.776.3%

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 67.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.1% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110356.007104414175
2016-05-018334.394647905696
2016-06-019717.102125314399
2016-07-0111872.222840256813
2016-08-0111064.843762986719
2016-09-0113486.968207874443
2016-10-0115893.198508021875
2016-11-0117755.882304050003
2016-12-0117631.919483306036
2017-01-0120753.341542537615
2017-02-0120473.62121810782
2017-03-0119907.825468736613
2017-04-0119303.879935911944
2017-05-0118126.300270187676
2017-06-0118259.81492208289
2017-07-0121244.838878382303
2017-08-0122856.560138814835
2017-09-0121745.50443770147
2017-10-0123080.753252034083
2017-11-0121592.905303887608
2017-12-0124797.506294362633
2018-01-0125668.596213280758
2018-02-0124565.423649924753
2018-03-0122495.789905747595
2018-04-0122303.02704817729
2018-05-0123660.793633135523
2018-06-0123021.658489429694
2018-07-0121272.778304172756
2018-08-0119940.444908183505
2018-09-0121099.899111181014
2018-10-0120282.495086625007
2018-11-0118456.848611787755
2018-12-0118533.180146001083
2019-01-0119684.5466204803
2019-02-0119334.68363235552
2019-03-0120225.24164086905
2019-04-0119364.560276913595
2019-05-0116202.347934720205
2019-06-0117392.15189841046
2019-07-0116953.138486207386
2019-08-0115076.171697681346
2019-09-0115577.655620044268
2019-10-0114807.524848187264
2019-11-0115523.554150698998
2019-12-0114979.374693913043
2020-01-0114161.50394668365
2020-02-0112300.463270204298
2020-03-017879.525451730007
2020-04-019369.227503647471
2020-05-019542.471123932133
2020-06-0110905.499527523212
2020-07-0111123.331146769577
2020-08-0110775.565213944396
2020-09-0110257.893047622338
2020-10-019935.41964761799
2020-11-0113501.084970379094
2020-12-0114848.96087073828
2021-01-0115702.935493811769
2021-02-0118526.153732055154
2021-03-0118115.098926026374
2021-04-0118816.787694888684
2021-05-0120490.02683975045
2021-06-0119725.119525758615
2021-07-0120623.88673855475
2021-08-0120869.299749759924
2021-09-0122434.61726822744
2021-10-0123289.02664666792
2021-11-0122769.366113888005
2021-12-0123907.510910441673
2022-01-0124420.797162326147
2022-02-0128192.31275789625
2022-03-0131880.937127980473
2022-04-0131716.727468483434
2022-05-0133298.4122478259
2022-06-0128387.51791767524
2022-07-0129455.80136283021
2022-08-0130186.05611668834
2022-09-0130510.85034313707
2022-10-0131873.201039832547
2022-11-0135957.050005818055
2022-12-0135248.756791454245
2023-01-0134534.08290273372
2023-02-0131608.383873644747
2023-03-0129646.2242135723
2023-04-0129926.986672190622
2023-05-0126267.209599398506
2023-06-0128377.141330018963
2023-07-0130231.71182368368
2023-08-0126924.029057002823
2023-09-0130019.2251380668
2023-10-0127799.242758446082
2023-11-0128224.075473531713
2023-12-0130159.76620390794
2024-01-0126860.145591900255
2024-02-0123966.190098062907
2024-03-0127808.82655690372
2024-04-0129878.677678764376
2024-05-0130716.649468255826
2024-06-0128822.215743514796
2024-07-0127461.2907886846
2024-08-0125612.499984016347
2024-09-0127331.5035247152
2024-10-0125963.974124383512
2024-11-0124280.115440336856
2024-12-0122583.47622719293
2025-01-0122398.16175201298
2025-02-0120394.78344707301
2025-03-0117912.13849771562
2025-04-0115618.004754177808
2025-05-0118115.05417179742
2025-06-0118127.84109435598
2025-07-0119479.75766224367
2025-08-0118681.69385805749
2025-09-0121840.063730022033
2025-10-0123300.96963233762
2025-11-0123067.60829564388
2025-12-0125992.61683091469
2026-01-0131919.35543680767
2026-02-0134141.083231357625
2026-03-0136155.02353433097
2026-04-0135669.12047710566
Annual Return Matrix
YearAnnual Return
20170.40639856697627263
2018-0.25261919783384257
2019-0.19175367767926466
2020-0.008706226116885762
20210.6100460576709035
20220.47438003577608967
2023-0.14437361912236546
2024-0.25120519587228485
20250.15095730034762278
20260.3722789324806295
Total Factor Risk
0.6791406765521711
VTI.US Exposure
0.01590976027232383
VEA.US Exposure
0.026661235858044245
VWO.US Exposure
0.0033808629433865326
QQQ.US Exposure
-0.0035180021445330874
VTV.US Exposure
0.0063521800067851625
IJR.US Exposure
0.003179789487886262
QUAL.US Exposure
-0.007416799007722287
SHV.US Exposure
0.8210280207659324
TLT.US Exposure
-0.0001747643537280879
LQD.US Exposure
-0.0005258403476302164
HYG.US Exposure
0.007038895034646665
GLD.US Exposure
-0.00012177776672268673
USO.US Exposure
0.013135302366502127
VNQ.US Exposure
-0.00708267404645415
BTC-USD.CC Exposure
0.0017968115446275914
CPER.US Exposure
0.03743764293763881
VIX.INDX Exposure
-0.0029631034616777155
UUP.US Exposure
0.004029008848636623
TIP.US Exposure
0.012982176964891958
Idiosyncratic Exposure
0.06887127409716577
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
67.9%

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 →281.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.02%
Market Cap$66.0B
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 →
+6.2%
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 →
+40.1%
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 →
1.4% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Glencore PLC a high-risk investment?

Glencore PLC (GLEN.LSE) has an annualized volatility of 67.9% and experienced a maximum drawdown of 69.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GLEN.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.8%. 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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