Genus PLC

10-Year Study

GNS.LSE · Healthcare · GB · Common Stock

Executive Summary: Genus PLC has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 72.7% and an annualized volatility of 35.1%.

1Y CAGR
+35.9%
3Y CAGR
+3.0%
5Y CAGR
-11.3%
10Y CAGR
+7.0%

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 →
72.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +69.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.9%
% 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.
202621.8-7.8-18.711.6————————2.0%
202525.4-5.21.7-1.29.41.522.04.4-9.03.87.9-1.369.8%
20245.7-21.4-1.52.2-0.1-8.410.7-2.312.44.2-17.0-9.7-27.4%
2023-2.92.3-2.6-6.5-6.0-14.313.6-5.4-10.02.0-6.69.8-26.3%
2022-23.0-13.7-13.7-10.89.7-9.113.2-11.34.1-2.414.82.5-38.9%
202117.42.2-3.34.7-0.7-1.811.27.6-7.81.1-12.22.118.4%
2020-3.02.53.54.72.21.3-3.7-0.914.46.41.90.933.1%
20193.7-1.61.88.610.3-0.5-0.3-0.46.23.710.5-0.149.5%
2018-4.4-9.87.28.61.82.38.8-0.6-16.1-7.49.6-10.8-14.2%
2017-4.41.0-0.1-0.69.2-5.0-2.97.812.612.1-0.08.542.6%
2016———-1.91.03.316.40.07.0-3.7-0.9-2.718.4%

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 35.1%. The dominant macroeconomic risk driver is TIP.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 45.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019810.333040378719
2016-05-019908.436363487817
2016-06-0110235.447683674374
2016-07-0111909.744592594669
2016-08-0111909.744592594669
2016-09-0112740.352630989231
2016-10-0112269.456534171813
2016-11-0112158.697659164229
2016-12-0111835.783764478494
2017-01-0111315.167812807837
2017-02-0111427.198881170138
2017-03-0111415.969440515039
2017-04-0111349.789854666498
2017-05-0112395.426289817317
2017-06-0111779.956797947683
2017-07-0111442.441128960723
2017-08-0112329.246703968776
2017-09-0113884.465877206498
2017-10-0115558.808013184127
2017-11-0115553.33553924658
2017-12-0116873.33608197127
2018-01-0116133.33607613552
2018-02-0114546.668779207925
2018-03-0115588.377755057261
2018-04-0116926.435565157313
2018-05-0117234.188912543126
2018-06-0117635.60676620121
2018-07-0119187.754146883475
2018-08-0119067.32908257352
2018-09-0115989.794879246678
2018-10-0114812.304064716127
2018-11-0116231.853737447304
2018-12-0114477.787970886613
2019-01-0115017.500682782675
2019-02-0114774.629925956013
2019-03-0115034.948843821341
2019-04-0116335.269051387275
2019-05-0118014.84877239177
2019-06-0117933.578668235317
2019-07-0117879.398841953906
2019-08-0117811.673512000638
2019-09-0118908.818459175433
2019-10-0119599.613615036626
2019-11-0121655.530598000907
2019-12-0121641.902664369718
2020-01-0120987.73923654393
2020-02-0121519.246884877008
2020-03-0122272.257693851923
2020-04-0123310.718345728466
2020-05-0123829.94903640107
2020-06-0124130.556508727946
2020-07-0123228.734821215985
2020-08-0123023.77528046611
2020-09-0126330.453828718422
2020-10-0128024.785594569486
2020-11-0128554.02240694314
2020-12-0128801.124082036633
2021-01-0133811.80642119171
2021-02-0134559.97647609444
2021-03-0133412.14221020836
2021-04-0134973.393359850976
2021-05-0134732.6716177164
2021-06-0134113.67368590597
2021-07-0137930.828571361875
2021-08-0140819.48655910214
2021-09-0137621.32960545666
2021-10-0138033.99513648651
2021-11-0133392.58077844228
2021-12-0134096.89080029132
2022-01-0126252.810642772776
2022-02-0122648.400917146366
2022-03-0119547.256001484617
2022-04-0117427.67391116589
2022-05-0119117.79810174746
2022-06-0117372.260553369095
2022-07-0119658.08417601554
2022-08-0117427.67391116589
2022-09-0118134.20151776169
2022-10-0117690.890278575327
2022-11-0120314.2521837374
2022-12-0120816.527834190023
2023-01-0120202.635453577783
2023-02-0120663.054191935465
2023-03-0120118.28115589854
2023-04-0118816.262745276545
2023-05-0117696.247496463537
2023-06-0115162.211947412898
2023-07-0117220.240742167258
2023-08-0116296.227888345775
2023-09-0114672.205230465413
2023-10-0114966.208822952702
2023-11-0113973.225436163906
2023-12-0115345.090471621921
2024-01-0116221.952659234255
2024-02-0112743.80228831403
2024-03-0112551.791545866656
2024-04-0112829.139909755973
2024-05-0112814.917459161426
2024-06-0111733.969634261919
2024-07-0112985.59343151398
2024-08-0112686.910297529843
2024-09-0114258.551269392194
2024-10-0114863.028397923408
2024-11-0112340.090255699195
2024-12-0111146.351985555353
2025-01-0113979.682692801487
2025-02-0113246.180793848655
2025-03-0113477.838158330884
2025-04-0113318.764385122107
2025-05-0114569.658713707477
2025-06-0114786.576434310473
2025-07-0118040.346620167416
2025-08-0118835.71256833663
2025-09-0117136.521082228042
2025-10-0117787.275702974366
2025-11-0119185.02593407004
2025-12-0118929.711900726903
2026-01-0123051.209867551835
2026-02-0121264.011634149872
2026-03-0117288.407400663877
2026-04-0119301.740920741187
Annual Return Matrix
YearAnnual Return
20170.4256205096118313
2018-0.1419724054239776
20190.49483489521254387
20200.33080369728552306
20210.1838736121260518
2022-0.3894889725836185
2023-0.2628410177792264
2024-0.27362096651247536
20250.6982876483048504
20260.01965317919075149
Total Factor Risk
0.3510235723377984
VTI.US Exposure
-0.06723090986724645
VEA.US Exposure
0.07450170251475381
VWO.US Exposure
0.09167297795085705
QQQ.US Exposure
-0.016982305818960826
VTV.US Exposure
-0.037843309131054347
IJR.US Exposure
0.07791764967733587
QUAL.US Exposure
0.12168497449377502
SHV.US Exposure
0.055229687490499
TLT.US Exposure
-0.03206325148301482
LQD.US Exposure
0.03965991309978908
HYG.US Exposure
0.07056392669991214
GLD.US Exposure
-0.00668333430743456
USO.US Exposure
0.04117332621765963
VNQ.US Exposure
-0.025644367385760983
BTC-USD.CC Exposure
-0.0037374890348245557
CPER.US Exposure
-0.01428768098306729
VIX.INDX Exposure
-0.015869940876378462
UUP.US Exposure
-0.007991062055948364
TIP.US Exposure
0.19741347462530856
Idiosyncratic Exposure
0.4585160181738005
Value Score
35.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.1%

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 →35.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.34%
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.820.01%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 →
-4.5%
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 →
+2.0%
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 →
16.5% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Genus PLC a high-risk investment?

Genus PLC (GNS.LSE) has an annualized volatility of 35.1% and experienced a maximum drawdown of 72.7% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, GNS.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.0%. 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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