HG Capital Trust PLC

10-Year Study

HGT.LSE · Financial Services · GB · Common Stock

Executive Summary: HG Capital Trust PLC has compounded at 14.2% annually over the last 10 years, with a maximum drawdown of 27.6% and an annualized volatility of 22.0%.

1Y CAGR
-24.4%
3Y CAGR
-0.3%
5Y CAGR
+4.6%
10Y CAGR
+14.2%

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 →
27.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +47.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -23.9%
% 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.
2026-10.8-11.9-2.5-0.5————————-23.9%
2025-3.20.8-3.10.4-1.42.81.4-3.8-0.2-3.72.52.9-4.9%
2024-0.82.17.32.20.60.811.1-4.50.4-1.04.51.125.8%
20231.62.0-4.30.416.5-7.75.3-0.30.5-5.59.58.026.3%
2022-0.6-0.25.7-2.2-10.6-13.313.9-0.7-8.52.44.6-3.7-15.1%
20215.92.9-3.85.6-1.37.412.51.1-2.7-1.38.00.839.8%
20203.9-10.7-5.51.44.9-0.24.711.03.85.31.31.321.4%
201911.50.55.04.8-1.30.6-0.50.97.14.65.41.647.4%
2018-1.0-1.74.77.6-2.64.3-1.01.33.4-1.0-3.3-6.33.6%
2017-2.44.6-0.1-3.02.611.30.40.2-3.16.7-1.22.719.4%
2016———4.36.7-4.24.13.113.3-0.30.75.637.4%

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 22.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.2% of variance. Idiosyncratic stock-specific factors contribute 42.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110434.246659330802
2016-05-0111129.863103286189
2016-06-0110657.19458006473
2016-07-0111094.194878017037
2016-08-0111442.00309999473
2016-09-0112967.002589065689
2016-10-0112922.417307479249
2016-11-0113011.598627052994
2016-12-0113742.883296277532
2017-01-0113417.373093293492
2017-02-0114028.261367633344
2017-03-0114019.344311316057
2017-04-0113601.221496882257
2017-05-0113950.449563774164
2017-06-0115531.134940124495
2017-07-0115595.45821729866
2017-08-0115623.026872716282
2017-09-0115143.45274013934
2017-10-0116164.159887445023
2017-11-0115969.296929370244
2017-12-0116405.415202451597
2018-01-0116238.389809816075
2018-02-0115960.014155423538
2018-03-0116705.518786591932
2018-04-0117979.679007485378
2018-05-0117507.76343232449
2018-06-0118262.819747461217
2018-07-0118074.05566867704
2018-08-0118310.00807805705
2018-09-0118939.33282347993
2018-10-0118748.98755376856
2018-11-0118130.365427206598
2018-12-0116988.293808938353
2019-01-0118939.33282347993
2019-02-0119034.50545833562
2019-03-0119978.186019045283
2019-04-0120943.314843080247
2019-05-0120677.911408131196
2019-06-0120798.555200235784
2019-07-0120702.038015271937
2019-08-0120895.061628798758
2019-09-0122373.464389321474
2019-10-0123394.859946282533
2019-11-0124659.446970405916
2019-12-0125048.559771706146
2020-01-0126021.31488395457
2020-02-0123248.949368545487
2020-03-0121971.91718862102
2020-04-0122268.836878105238
2020-05-0123357.535235280135
2020-06-0123308.055791300005
2020-07-0124396.754148474905
2020-08-0127069.00984103115
2020-09-0128110.713482825795
2020-10-0129605.960767103486
2020-11-0130004.689790777244
2020-12-0130403.429570851873
2021-01-0132197.726311985105
2021-02-0133144.71984416126
2021-03-0131898.676855129565
2021-04-0133692.091571391844
2021-05-0133239.5052485858
2021-06-0135703.56004599437
2021-07-0140179.072561604604
2021-08-0140631.658884410645
2021-09-0139523.308582854945
2021-10-0139017.89757539968
2021-11-0142151.463031863685
2021-12-0142505.25181272246
2022-01-0142252.54093079439
2022-02-0142151.463031863685
2022-03-0144551.861448951735
2022-04-0143580.009874375995
2022-05-0138976.48543206848
2022-06-0133810.31517330175
2022-07-0138516.13298783774
2022-08-0138260.38880086568
2022-09-0135015.60215945504
2022-10-0135839.49944012933
2022-11-0137487.29400147793
2022-12-0136096.975407640704
2023-01-0136663.396720803634
2023-02-0137384.312219594074
2023-03-0135794.171966883194
2023-04-0135950.7098686751
2023-05-0141899.01030355639
2023-06-0138663.968961329665
2023-07-0140698.90790262015
2023-08-0140594.54930142555
2023-09-0140803.804323858014
2023-10-0138548.585049248184
2023-11-0142219.873741366646
2023-12-0145576.48392617237
2024-01-0145209.3572082407
2024-02-0146153.40348657978
2024-03-0149529.461244149854
2024-04-0150641.88822163349
2024-05-0150959.72911080061
2024-06-0151383.50979208953
2024-07-0157104.55974589079
2024-08-0154561.86490175641
2024-09-0154778.81075080754
2024-10-0154246.98202282723
2024-11-0156693.41783561852
2024-12-0157331.61661175524
2025-01-0155523.379575100655
2025-02-0155948.84901132541
2025-03-0154204.78466223288
2025-04-0154419.03065466683
2025-05-0153669.15892474714
2025-06-0155168.9023845865
2025-07-0155918.76335810532
2025-08-0153776.28192096412
2025-09-0153674.44031757198
2025-10-0151684.50615750167
2025-11-0152975.27426133106
2025-12-0154534.95238679156
2026-01-0148618.93191090688
2026-02-0142810.47544367464
2026-03-0141734.83535715016
2026-04-0141519.70733984526
Annual Return Matrix
YearAnnual Return
20170.19373895919608453
20180.035529646722970654
20190.47446000483738415
20200.21377954852296033
20210.39804135298843857
2022-0.1507643439760462
20230.26261226630431533
20240.2579210082248682
2025-0.04878048780487809
2026-0.23865877712031558
Total Factor Risk
0.22036328624128368
VTI.US Exposure
0.3819984898904163
VEA.US Exposure
0.017569408084261467
VWO.US Exposure
-0.015408551621937154
QQQ.US Exposure
-0.09349129778414483
VTV.US Exposure
-0.060541039430462705
IJR.US Exposure
0.003282145910201378
QUAL.US Exposure
0.08046436492677345
SHV.US Exposure
0.0003404463000299821
TLT.US Exposure
0.0009010583869972549
LQD.US Exposure
-0.004437449566049083
HYG.US Exposure
0.18066198876235817
GLD.US Exposure
0.0018077084326319375
USO.US Exposure
0.000006902289264685202
VNQ.US Exposure
0.08999879280034569
BTC-USD.CC Exposure
0.009752116340707924
CPER.US Exposure
0.01846111649122084
VIX.INDX Exposure
-0.034465040066348235
UUP.US Exposure
-0.001996349500747406
TIP.US Exposure
0.0007110155992251118
Idiosyncratic Exposure
0.4243841737552552
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.0%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.28%
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.230.03%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 →
-5.8%
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 →
-18.4%
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 →
26.0% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HG Capital Trust PLC a high-risk investment?

HG Capital Trust PLC (HGT.LSE) has an annualized volatility of 22.0% and experienced a maximum drawdown of 27.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, HGT.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.2%. 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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