Greggs PLC

10-Year Study

GRG.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Greggs PLC has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 50.0% and an annualized volatility of 45.5%.

1Y CAGR
-21.8%
3Y CAGR
-13.8%
5Y CAGR
-5.8%
10Y CAGR
+6.5%

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 →
50.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +87.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -37.3%
% 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.
2026-4.3-1.4-3.97.0————————-3.1%
2025-22.8-2.3-17.36.814.2-7.0-17.7-0.22.90.6-3.37.7-37.3%
20242.70.96.6-3.67.9-5.713.11.6-1.3-12.2-1.53.19.5%
202314.80.72.33.2-4.7-4.98.1-10.7-0.1-3.23.65.913.4%
2022-20.0-3.5-2.8-4.5-1.7-20.112.8-9.6-6.517.914.81.3-26.5%
202115.90.67.65.25.64.26.210.4-2.63.6-1.811.387.4%
2020-1.9-7.3-22.815.70.9-12.3-26.218.6-17.19.530.96.2-20.6%
201922.415.52.7-0.921.05.7-2.7-5.5-0.6-15.017.210.485.1%
2018-5.7-9.42.80.9-13.4-5.75.90.90.310.020.1-9.2-7.0%
20170.20.66.65.11.3-0.81.99.44.62.24.25.348.4%
2016———-3.19.1-12.26.60.3-1.3-5.8-5.67.5-6.3%

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 45.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.2% of variance. Idiosyncratic stock-specific factors contribute 17.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019694.584502800048
2016-05-0110576.762909663108
2016-06-019285.950654226104
2016-07-019898.632739860059
2016-08-019927.351340755327
2016-09-019793.96238572908
2016-10-019228.92709733125
2016-11-018712.183940728204
2016-12-019368.97803994427
2017-01-019388.295620483113
2017-02-019446.248362099648
2017-03-0110074.066697024886
2017-04-0110592.072622942906
2017-05-0110730.015310926314
2017-06-0110641.337608715217
2017-07-0110838.399977874245
2017-08-0111853.267418635078
2017-09-0112394.080826455223
2017-10-0112662.43689489271
2017-11-0113199.149031767685
2017-12-0113904.826010767383
2018-01-0113109.697413300151
2018-02-0111877.246692235825
2018-03-0112215.176376485271
2018-04-0112330.742209950622
2018-05-0110681.923329887506
2018-06-0110069.937526277368
2018-07-0110661.69233408048
2018-08-0110752.730602177204
2018-09-0110781.256330525803
2018-10-0111864.491630423207
2018-11-0114245.566296844678
2018-12-0112937.508324451896
2019-01-0115839.761003014879
2019-02-0118292.36954962198
2019-03-0118793.11035002607
2019-04-0118615.463817231546
2019-05-0122520.87814991801
2019-06-0123805.417801966232
2019-07-0123163.148582459566
2019-08-0121899.327566242013
2019-09-0121775.286258037264
2019-10-0118503.784547536776
2019-11-0121691.93620503977
2019-12-0123942.396127216307
2020-01-0123483.969622695204
2020-02-0121775.286258037264
2020-03-0116815.93869612821
2020-04-0119455.371597467474
2020-05-0119625.287458941802
2020-06-0117203.986129673915
2020-07-0112690.593860636363
2020-08-0115048.178106515625
2020-09-0112478.199943569616
2020-10-0113667.610973889907
2020-11-0117894.269695986768
2020-12-0119009.342309468004
2021-01-0122025.349760413483
2021-02-0122152.786353260504
2021-03-0123830.705940207572
2021-04-0125062.596239155166
2021-05-0126453.78349219642
2021-06-0127558.235985262112
2021-07-0129257.39581304027
2021-08-0132305.262412197502
2021-09-0131463.072913343458
2021-10-0132605.050640567333
2021-11-0132007.37986163154
2021-12-0135614.74667100771
2022-01-0128474.721444734256
2022-02-0127482.161715503047
2022-03-0126699.615928894807
2022-04-0125495.367055864863
2022-05-0125051.262854227418
2022-06-0120005.603008132428
2022-07-0122572.692935017963
2022-08-0120415.009559927927
2022-09-0119090.662955103395
2022-10-0122502.89612078722
2022-11-0125825.920274980457
2022-12-0126160.452248517853
2023-01-0130041.030904974974
2023-02-0130241.75057431137
2023-03-0130933.118593811145
2023-04-0131919.337789700025
2023-05-0130424.181316691145
2023-06-0128929.02363064737
2023-07-0131285.028505106755
2023-08-0127932.25224429649
2023-09-0127911.24248009349
2023-10-0127021.913232585128
2023-11-0128002.45542521361
2023-12-0129667.09591927786
2024-01-0130465.212221666112
2024-02-0130738.851057026463
2024-03-0132768.34575764097
2024-04-0131580.65481078718
2024-05-0134084.84887890103
2024-06-0132137.14305538742
2024-07-0136333.98416698347
2024-08-0136913.65836036986
2024-09-0136436.43830638011
2024-10-0131981.023039656775
2024-11-0131514.487396931458
2024-12-0132494.21200404765
2025-01-0125099.620489905978
2025-02-0124516.451543016763
2025-03-0120270.97622378844
2025-04-0121658.919821548014
2025-05-0124739.35276825478
2025-06-0123001.366119887145
2025-07-0118938.070444817466
2025-08-0118902.11245173031
2025-09-0119457.07955058513
2025-10-0119566.252690208115
2025-11-0118923.34420131721
2025-12-0120378.986062956996
2026-01-0119493.470597126125
2026-02-0119214.472573645166
2026-03-0118462.390945131276
2026-04-0119748.207922913087
Annual Return Matrix
YearAnnual Return
20170.4841347638434743
2018-0.06956704712208783
20190.8506187997549084
2020-0.20603843456339344
20210.8735391309813509
2022-0.2654601058888383
20230.13404369456031406
20240.09529466896463945
2025-0.37284258315239405
2026-0.030952380952380953
Total Factor Risk
0.4550074605090603
VTI.US Exposure
-0.05559409772150526
VEA.US Exposure
0.003943910153896657
VWO.US Exposure
-0.007520317933703993
QQQ.US Exposure
-0.008224812486136223
VTV.US Exposure
-0.02842949448010209
IJR.US Exposure
0.03274628912749122
QUAL.US Exposure
0.124693487142031
SHV.US Exposure
0.5822456164489173
TLT.US Exposure
-0.005293299038159196
LQD.US Exposure
0.007535366981922834
HYG.US Exposure
0.10367385105494256
GLD.US Exposure
-0.00020319955283184667
USO.US Exposure
0.0025324749249282003
VNQ.US Exposure
0.005680061363581911
BTC-USD.CC Exposure
0.004011119740951308
CPER.US Exposure
0.00354302651259654
VIX.INDX Exposure
0.019670509897553607
UUP.US Exposure
0.04466191379761653
TIP.US Exposure
-0.0008890846777530637
Idiosyncratic Exposure
0.1712166787437621
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.5%

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 →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.46%
Market Cap$1.6B
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 →
+2.0%
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 →
+0.7%
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 →
24.5% 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 →
1.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Greggs PLC a high-risk investment?

Greggs PLC (GRG.LSE) has an annualized volatility of 45.5% and experienced a maximum drawdown of 50.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GRG.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.5%. 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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