Hill & Smith Holdings PLC

10-Year Study

HILS.LSE · Industrials · GB · Common Stock

Executive Summary: Hill & Smith Holdings PLC has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 30.8%.

1Y CAGR
+32.3%
3Y CAGR
+21.2%
5Y CAGR
+11.9%
10Y CAGR
+12.0%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +66.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.1%
% 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.
20264.26.7-11.612.8————————11.0%
20256.7-4.1-8.72.55.3-3.214.13.4-3.35.45.5-5.117.5%
2024-1.8-3.27.8-3.49.5-3.617.0-6.7-4.4-0.72.3-9.50.1%
20237.59.7-2.92.55.84.75.113.6-3.9-4.310.16.066.6%
2022-16.8-5.64.4-6.00.7-15.813.6-20.8-12.68.520.9-0.8-33.1%
2021-4.1-5.915.70.04.2-1.58.714.0-1.91.0-8.07.229.8%
2020-3.5-5.9-28.520.610.6-2.5-2.70.5-1.80.510.07.5-3.6%
2019-8.06.95.32.7-3.8-2.9-3.61.98.74.84.58.425.9%
2018-10.51.39.4-0.27.75.01.9-29.6-7.10.521.90.3-8.3%
20170.6-8.515.34.49.8-4.1-2.9-4.1-1.64.6-2.54.613.9%
2016———3.42.4-5.620.68.8-2.8-11.523.0-2.335.6%

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 30.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 26.0% of variance. Idiosyncratic stock-specific factors contribute 20.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110337.763038658268
2016-05-0110580.858322976437
2016-06-019991.160717957364
2016-07-0112052.29412157688
2016-08-0113108.133382716731
2016-09-0112737.466902216911
2016-10-0111277.262593210366
2016-11-0113876.20551344411
2016-12-0113559.5515546685
2017-01-0113638.715727459934
2017-02-0112473.882790573636
2017-03-0114385.113173549538
2017-04-0115018.419724905696
2017-05-0116484.795137001358
2017-06-0115808.907017993744
2017-07-0115350.678363664458
2017-08-0114720.613793187305
2017-09-0114480.043237341282
2017-10-0115144.475810765043
2017-11-0114767.945621064762
2017-12-0115448.655042441535
2018-01-0113833.412185558254
2018-02-0114018.011095963046
2018-03-0115333.28123576169
2018-04-0115310.206201186707
2018-05-0116483.36063218764
2018-06-0117314.55370710882
2018-07-0117642.34762040926
2018-08-0112421.054759967043
2018-09-0111543.03534934086
2018-10-0111595.717197075961
2018-11-0114132.155327088274
2018-12-0114167.573934036553
2019-01-0113034.168948326267
2019-02-0113931.448976917996
2019-03-0114675.246553807116
2019-04-0115064.85396262828
2019-05-0114491.13810742911
2019-06-0114070.582281898232
2019-07-0113565.916657456237
2019-08-0113818.248786579703
2019-09-0115019.836469183629
2019-10-0115740.78853226796
2019-11-0116456.896067667094
2019-12-0117837.38699346781
2020-01-0117207.689929461983
2020-02-0116190.486664638323
2020-03-0111582.797090387056
2020-04-0113974.436304502475
2020-05-0115451.802755861352
2020-06-0115064.296555043522
2020-07-0114652.571814384914
2020-08-0114725.228800102304
2020-09-0114458.81803087847
2020-10-0114531.476382790916
2020-11-0115984.622928113959
2020-12-0117190.4321534554
2021-01-0116483.30735058027
2021-02-0115507.96430241602
2021-03-0117946.323289021708
2021-04-0117946.323289021708
2021-05-0118702.21442458802
2021-06-0118423.630857373475
2021-07-0120026.75693026353
2021-08-0122838.39592852013
2021-09-0122394.452209745374
2021-10-0122616.424752230276
2021-11-0120815.988690090813
2021-12-0122305.266996183807
2022-01-0118554.603879256225
2022-02-0117511.373232331447
2022-03-0118281.377162874633
2022-04-0117188.468931153195
2022-05-0117312.66289314483
2022-06-0114580.409391279496
2022-07-0116569.79159650686
2022-08-0113119.849871557171
2022-09-0111470.426180450597
2022-10-0112439.935575705718
2022-11-0115033.68695470886
2022-12-0114919.120569309878
2023-01-0116039.326744538876
2023-02-0117592.340782602983
2023-03-0117083.15578490024
2023-04-0117515.963647735352
2023-05-0118534.333643140835
2023-06-0119413.227418605857
2023-07-0120395.521667238878
2023-08-0123161.454609740234
2023-09-0122256.709691336917
2023-10-0121300.26521944713
2023-11-0123453.385902697675
2023-12-0124860.58867432492
2024-01-0124417.580799166735
2024-02-0123635.800267200433
2024-03-0125486.012280180927
2024-04-0124626.055334452067
2024-05-0126955.065434595534
2024-06-0125977.283728247956
2024-07-0130390.51456234146
2024-08-0128342.45837784283
2024-09-0127087.19835608481
2024-10-0126888.998973850892
2024-11-0127500.962825969018
2024-12-0124877.38467640099
2025-01-0126555.40966110302
2025-02-0125463.360766074755
2025-03-0123252.630369505216
2025-04-0123838.60645917898
2025-05-0125094.91708493867
2025-06-0124281.906700080155
2025-07-0127710.099965858786
2025-08-0128658.61230922623
2025-09-0127710.099965858786
2025-10-0129200.618777066888
2025-11-0130807.69861846257
2025-12-0129236.574298674015
2026-01-0130466.149853291146
2026-02-0132515.4424443197
2026-03-0128758.40602743402
2026-04-0132447.132691285413
Annual Return Matrix
YearAnnual Return
20170.13931902394829732
2018-0.08292508991142034
20190.25902903888257134
2020-0.03626959712481037
20210.29753963117793325
2022-0.3311391174173176
20230.6663575147630107
20240.0006756075769602798
20250.17522700553037662
20260.10981308411214963
Total Factor Risk
0.30796177884545906
VTI.US Exposure
-0.188521288375619
VEA.US Exposure
0.2598562383266666
VWO.US Exposure
-0.05872213120440674
QQQ.US Exposure
0.006652639950393945
VTV.US Exposure
-0.045207811452685695
IJR.US Exposure
0.18966486064981317
QUAL.US Exposure
0.2272611755074225
SHV.US Exposure
0.19794943233868129
TLT.US Exposure
-0.02376500843419895
LQD.US Exposure
0.13529670284354808
HYG.US Exposure
-0.0012732517650589459
GLD.US Exposure
0.0003590600673310292
USO.US Exposure
0.014436433457766223
VNQ.US Exposure
0.03717759131572467
BTC-USD.CC Exposure
0.014324284768419241
CPER.US Exposure
-0.0079922890019479
VIX.INDX Exposure
0.02231991184336934
UUP.US Exposure
-0.00860785500918259
TIP.US Exposure
0.021053731466584742
Idiosyncratic Exposure
0.2077375727073788
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

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 →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.45%
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
$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 →
+5.2%
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 →
+10.5%
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 →
2.1% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hill & Smith Holdings PLC a high-risk investment?

Hill & Smith Holdings PLC (HILS.LSE) has an annualized volatility of 30.8% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, HILS.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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