Hikma Pharmaceuticals PLC

10-Year Study

HIK.LSE · Healthcare · GB · Common Stock

Executive Summary: Hikma Pharmaceuticals PLC has compounded at -3.3% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 30.2%.

1Y CAGR
-38.8%
3Y CAGR
-7.1%
5Y CAGR
-9.3%
10Y CAGR
-3.3%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +54.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -39.2%
% 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.
2026-1.4-14.1-4.06.5————————-13.4%
202515.0-5.8-8.11.87.8-7.1-1.2-7.8-4.98.3-15.5-0.3-19.6%
20248.01.8-0.60.30.3-2.00.75.4-3.6-2.93.73.614.9%
202310.11.4-1.69.9-2.75.510.55.7-4.6-8.9-9.43.818.4%
2022-6.40.20.2-8.6-9.8-4.87.0-23.33.8-8.421.22.5-28.4%
2021-4.7-6.82.97.20.20.18.2-3.6-3.5-1.8-8.00.2-10.4%
2020-8.0-2.415.416.58.5-13.7-3.210.89.4-3.23.9-3.528.9%
2019-6.13.67.4-0.4-10.59.06.910.39.1-8.6-4.74.018.1%
2018-14.7-10.940.38.05.011.09.320.8-6.22.8-6.3-3.654.1%
2017-3.617.9-7.9-1.4-12.9-12.9-3.9-10.7-3.3-3.9-11.510.1-39.2%
2016———12.14.37.36.9-18.8-5.3-13.1-3.011.3-3.3%

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 30.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 53.1% of variance. Idiosyncratic stock-specific factors contribute 36.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111208.859354214523
2016-05-0111686.913943660733
2016-06-0112536.224031476813
2016-07-0113395.70563954775
2016-08-0110883.375073124958
2016-09-0110303.605904996728
2016-10-018955.661117935171
2016-11-018685.051514844687
2016-12-019665.374826198578
2017-01-019313.071145928689
2017-02-0110977.578298527505
2017-03-0110114.689131352545
2017-04-019974.515675239778
2017-05-018692.298972572893
2017-06-017569.715371491632
2017-07-017271.046122516535
2017-08-016491.558555272299
2017-09-016278.975403998823
2017-10-016035.283147137243
2017-11-015340.49918931661
2017-12-015879.7344998639655
2018-01-015013.847653909283
2018-02-014467.353656035793
2018-03-016266.013328659325
2018-04-016767.185293169553
2018-05-017103.443125736124
2018-06-017886.293333692681
2018-07-018621.856952515458
2018-08-0110412.115014290599
2018-09-019767.957827120215
2018-10-0110039.876926102195
2018-11-019403.639724802482
2018-12-019060.440752984468
2019-01-018503.403410391458
2019-02-018809.64203223531
2019-03-019459.079002030623
2019-04-019425.75080311901
2019-05-018435.39322215158
2019-06-019193.510864542413
2019-07-019826.165200237143
2019-08-0110842.013968496862
2019-09-0111825.696801230315
2019-10-0110804.386705179197
2019-11-0110293.731969086912
2019-12-0110702.25600750736
2020-01-019847.580667348802
2020-02-019611.066619028217
2020-03-0111090.292268378156
2020-04-0112915.96661041262
2020-05-0114011.37146517992
2020-06-0112098.500542982254
2020-07-0111717.016128634794
2020-08-0112986.676269220627
2020-09-0114208.114020845502
2020-10-0113748.020549415567
2020-11-0114284.795954150548
2020-12-0113791.839064389827
2021-01-0113140.040759697273
2021-02-0112247.240934579544
2021-03-0112607.067197726828
2021-04-0113515.484898093582
2021-05-0113537.641518668364
2021-06-0113548.71951702248
2021-07-0114656.546178695717
2021-08-0114129.321546996896
2021-09-0113639.415988539324
2021-10-0113400.030282482407
2021-11-0112331.14537095074
2021-12-0112353.414287504786
2022-01-0111568.451667405014
2022-02-0111596.287345197654
2022-03-0111620.333033690229
2022-04-0110619.552514247709
2022-05-019576.485072214738
2022-06-019119.790425757104
2022-07-019754.088649814908
2022-08-017483.288642652921
2022-09-017771.107604565181
2022-10-017118.528218950209
2022-11-018628.864845487908
2022-12-018845.441366557221
2023-01-019737.394604764631
2023-02-019871.33001922944
2023-03-019714.6359529677
2023-04-0110677.399916364451
2023-05-0110390.310254450837
2023-06-0110964.488954411514
2023-07-0112115.746086064015
2023-08-0112811.240004020197
2023-09-0112220.132061319344
2023-10-0111128.630739564476
2023-11-0110086.876536622309
2023-12-0110470.218825559989
2024-01-0111304.207374738982
2024-02-0111511.973028502154
2024-03-0111446.375332216736
2024-04-0111479.190088956508
2024-05-0111514.988175545317
2024-06-0111282.301548517884
2024-07-0111359.86375752703
2024-08-0111970.311563322859
2024-09-0111535.686196122808
2024-10-0111197.644105219088
2024-11-0111614.15987416362
2024-12-0112030.676266974708
2025-01-0113835.57959604516
2025-02-0113038.766006934029
2025-03-0111979.370105649929
2025-04-0112200.641222518912
2025-05-0113153.335979775246
2025-06-0112219.080222313598
2025-07-0112071.56635235646
2025-08-0111136.017943400208
2025-09-0110593.254043637842
2025-10-0111472.905881183742
2025-11-019694.886209548416
2025-12-019669.931547490376
2026-01-019538.919571685667
2026-02-018197.606486066035
2026-03-017866.957213797009
2026-04-018378.527785986822
Annual Return Matrix
YearAnnual Return
2017-0.3916703070918064
20180.5409608636570395
20190.18120699635744386
20200.28868521316582263
2021-0.10429535685338875
2022-0.28396788444922494
20230.1836852895939951
20240.14903771042543235
2025-0.1962271003804491
2026-0.1335483870967742
Total Factor Risk
0.30215379533287723
VTI.US Exposure
-0.03327775426050557
VEA.US Exposure
-0.03406103189073244
VWO.US Exposure
0.05362554531933607
QQQ.US Exposure
-0.037084972574188795
VTV.US Exposure
-0.02120282925318798
IJR.US Exposure
0.038668118201660134
QUAL.US Exposure
0.530522623012325
SHV.US Exposure
0.00010163201324336343
TLT.US Exposure
-0.007685333168578783
LQD.US Exposure
0.0047289771563887376
HYG.US Exposure
0.10560779590067693
GLD.US Exposure
0.009561581063989452
USO.US Exposure
-0.0007631001096854954
VNQ.US Exposure
0.019384903312071346
BTC-USD.CC Exposure
-0.001824978127118168
CPER.US Exposure
-0.005057026506981995
VIX.INDX Exposure
0.0032743571277683518
UUP.US Exposure
-0.0017229222505076986
TIP.US Exposure
0.010194863177720503
Idiosyncratic Exposure
0.36700955185630707
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
78.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.2%

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 →9.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.53%
Market Cap$2.8B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.230.02%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 →
-2.1%
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 →
-17.1%
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 →
36.5% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hikma Pharmaceuticals PLC a high-risk investment?

Hikma Pharmaceuticals PLC (HIK.LSE) has an annualized volatility of 30.2% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, HIK.LSE has generated a Compound Annual Growth Rate (CAGR) of -3.3%. 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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