Draper Esprit PLC

10-Year Study

GROW.LSE · Financial Services · GB · Common Stock

Executive Summary: Draper Esprit PLC has compounded at 5.5% annually over the last 10 years, with a maximum drawdown of 79.0% and an annualized volatility of 65.1%.

1Y CAGR
+79.3%
3Y CAGR
+21.3%
5Y CAGR
-8.8%
10Y CAGR
+5.5%

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 →
79.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +58.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -65.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.1-8.5-0.911.7————————1.4%
2025-0.6-4.1-15.63.512.86.711.00.87.920.45.72.758.2%
2024-14.011.3-10.918.118.610.41.99.9-1.5-15.8-7.21.114.9%
20231.08.6-29.52.33.9-8.1-1.6-7.4-6.33.210.56.7-21.6%
2022-25.0-10.113.0-10.7-22.6-22.114.6-22.0-18.85.421.9-9.2-65.2%
20214.223.3-4.74.3-4.512.310.88.4-7.4-3.9-4.310.154.2%
20207.12.3-33.15.422.1-0.416.69.1-4.510.67.90.937.5%
20190.0-0.5-3.3-3.9-3.15.31.6-11.0-6.44.311.1-2.0-9.4%
20188.811.3-2.51.3-3.011.214.9-7.812.1-13.35.8-3.635.4%
20170.40.4-0.30.9-5.1-1.50.0-1.1-0.89.18.82.112.8%
2016——————0.30.06.66.23.6-2.315.1%

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 65.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.1% of variance. Idiosyncratic stock-specific factors contribute 15.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0110033.167495854063
2016-08-0110033.167495854063
2016-09-0110696.517412935322
2016-10-0111359.867330016585
2016-11-0111774.46102819237
2016-12-0111509.121061359869
2017-01-0111558.872305140962
2017-02-0111608.623548922056
2017-03-0111575.456053067994
2017-04-0111674.958540630183
2017-05-0111073.79767827529
2017-06-0110912.106135986733
2017-07-0110912.106135986733
2017-08-0110796.019900497513
2017-09-0110713.101160862356
2017-10-0111691.542288557213
2017-11-0112719.73466003317
2017-12-0112985.074626865671
2018-01-0114129.353233830845
2018-02-0115721.393034825871
2018-03-0115323.383084577114
2018-04-0115522.388059701492
2018-05-0115058.04311774461
2018-06-0116749.585406301823
2018-07-0119237.14759535655
2018-08-0117744.610281923713
2018-09-0119900.49751243781
2018-10-0117247.09784411277
2018-11-0118242.12271973466
2018-12-0117578.7728026534
2019-01-0117578.7728026534
2019-02-0117495.85406301824
2019-03-0116915.42288557214
2019-04-0116252.072968490878
2019-05-0115754.560530679933
2019-06-0116583.74792703151
2019-07-0116849.087893864013
2019-08-0114991.708126036485
2019-09-0114029.850746268658
2019-10-0114626.865671641792
2019-11-0116252.072968490878
2019-12-0115920.39800995025
2020-01-0117048.09286898839
2020-02-0117446.10281923715
2020-03-0111674.958540630183
2020-04-0112305.14096185738
2020-05-0115024.875621890547
2020-06-0114958.540630182422
2020-07-0117446.10281923715
2020-08-0119038.14262023217
2020-09-0118175.787728026535
2020-10-0120099.50248756219
2020-11-0121691.54228855721
2020-12-0121890.54726368159
2021-01-0122819.237147595355
2021-02-0128126.03648424544
2021-03-0126799.336650082918
2021-04-0127960.199004975122
2021-05-0126699.83416252073
2021-06-0129983.41625207297
2021-07-0133233.83084577115
2021-08-0136019.90049751244
2021-09-0133366.5008291874
2021-10-0132072.96849087894
2021-11-0130679.93366500829
2021-12-0133764.510779436154
2022-01-0125339.966832504146
2022-02-0122786.069651741294
2022-03-0125737.9767827529
2022-04-0122985.074626865673
2022-05-0117794.361525704808
2022-06-0113864.013266998341
2022-07-0115893.864013266999
2022-08-0112398.009950248756
2022-09-0110069.651741293532
2022-10-0110613.598673300166
2022-11-0112935.323383084578
2022-12-0111747.92703150912
2023-01-0111860.696517412936
2023-02-0112875.621890547263
2023-03-019074.626865671642
2023-04-019280.265339966832
2023-05-019645.107794361526
2023-06-018862.354892205638
2023-07-018716.41791044776
2023-08-018072.968490878939
2023-09-017562.189054726368
2023-10-017807.628524046435
2023-11-018630.182421227197
2023-12-019207.296849087896
2024-01-017913.764510779436
2024-02-018809.286898839138
2024-03-017847.429519071309
2024-04-019270.315091210614
2024-05-0110995.02487562189
2024-06-0112139.303482587065
2024-07-0112371.475953565505
2024-08-0113598.673300165838
2024-09-0113399.668325041459
2024-10-0111276.948590381426
2024-11-0110464.344941956882
2024-12-0110580.431177446104
2025-01-0110514.096185737977
2025-02-0110082.918739635159
2025-03-018507.462686567163
2025-04-018802.653399668325
2025-05-019930.348258706468
2025-06-0110600.331674958541
2025-07-0111767.827529021559
2025-08-0111867.330016583748
2025-09-0112802.653399668325
2025-10-0115416.252072968491
2025-11-0116298.507462686566
2025-12-0116733.001658374793
2026-01-0116749.585406301823
2026-02-0115323.383084577114
2026-03-0115184.07960199005
2026-04-0116965.174129353232
Annual Return Matrix
YearAnnual Return
20170.1282420749279538
20180.3537675606641124
2019-0.09433962264150941
20200.375
20210.5424242424242425
2022-0.6520628683693517
2023-0.21626199887069442
20240.14913544668587897
20250.5815047021943573
20260.013875123885034757
Total Factor Risk
0.6510685227271857
VTI.US Exposure
0.0561236268772101
VEA.US Exposure
0.032083405934626406
VWO.US Exposure
-0.015997529620039395
QQQ.US Exposure
-0.07861268640525329
VTV.US Exposure
-0.07963505025784924
IJR.US Exposure
0.043942852522899735
QUAL.US Exposure
0.2378403502086405
SHV.US Exposure
0.5009185268529883
TLT.US Exposure
0.0017173228978917966
LQD.US Exposure
-0.0019467555741297174
HYG.US Exposure
-0.0028421498214644013
GLD.US Exposure
0.0017457613572498904
USO.US Exposure
0.0011881820641342397
VNQ.US Exposure
0.09357690065425212
BTC-USD.CC Exposure
-0.01021361857490559
CPER.US Exposure
0.013659974719222331
VIX.INDX Exposure
0.04519577130977855
UUP.US Exposure
-0.002676486926460213
TIP.US Exposure
0.0054217101013996375
Idiosyncratic Exposure
0.15850989167980822
Value Score
47
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
65.1%

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 →7.4x
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$806.4M
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 →
+9.6%
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 →
+18.5%
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 →
3.9% 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 →
1.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Draper Esprit PLC a high-risk investment?

Draper Esprit PLC (GROW.LSE) has an annualized volatility of 65.1% and experienced a maximum drawdown of 79.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GROW.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.5%. It has had a positive return in 70% 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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