Haleon PLC

10-Year Study

HLN.LSE · Healthcare · GB · Common Stock

Executive Summary: Haleon PLC has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 19.2% and an annualized volatility of 92.2%.

1Y CAGR
-15.5%
3Y CAGR
+5.1%
5Y CAGR
+6.6%
10Y CAGR
+6.6%

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 →
19.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +19.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -5.9%
% 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.
20261.17.1-7.9-5.7————————-5.9%
2025-0.76.3-1.8-2.610.0-9.5-4.01.6-8.46.54.71.11.1%
2024-0.03.11.81.9-4.2-0.88.49.92.9-5.20.50.819.5%
2023-0.9-0.70.89.0-9.31.34.4-3.65.7-3.30.2-2.5-0.4%
2022———————-11.37.9-4.06.015.212.2%

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 92.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 93.1% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-07-0110000
2022-08-018870.799826715676
2022-09-019569.911330425337
2022-10-019184.371712882423
2022-11-019736.119518649853
2022-12-0111218.298277347829
2023-01-0111112.06259842222
2023-02-0111033.241997753643
2023-03-0111118.739014432798
2023-04-0112120.114989922356
2023-05-0110987.522592321979
2023-06-0111127.370820893077
2023-07-0111612.5201165744
2023-08-0111197.887314053352
2023-09-0111835.038508227944
2023-10-0111440.942707059825
2023-11-0111460.039273459013
2023-12-0111168.376402938631
2024-01-0111163.165629493484
2024-02-0111508.650352060307
2024-03-0111714.610943920627
2024-04-0111939.689708704442
2024-05-0111433.261587669014
2024-06-0111345.341039180192
2024-07-0112294.890165034236
2024-08-0113506.612856818245
2024-09-0113892.012031953169
2024-10-0113167.181562144508
2024-11-0113234.359847299493
2024-12-0113343.969745104232
2025-01-0113248.501317457822
2025-02-0114086.477952882655
2025-03-0113835.438949145084
2025-04-0113471.430233073179
2025-05-0114813.562703393918
2025-06-0113399.847818047137
2025-07-0112866.573590561406
2025-08-0113068.34611779373
2025-09-0111970.014465568021
2025-10-0112751.450427971231
2025-11-0113356.433108541454
2025-12-0113496.875516530972
2026-01-0113644.52009928918
2026-02-0114609.611518294063
2026-03-0113460.864642687508
2026-04-0112693.833029821686
Annual Return Matrix
YearAnnual Return
2023-0.004450039852300969
20240.1947994286432857
20250.01145879182488696
2026-0.059498399146211356
Total Factor Risk
0.9218920322554738
VTI.US Exposure
0.0144214170917803
VEA.US Exposure
0.005334834775155985
VWO.US Exposure
0.0018157976851148885
QQQ.US Exposure
0.0007793102366964364
VTV.US Exposure
0.010590333145650688
IJR.US Exposure
0.00011779015247569931
QUAL.US Exposure
0.0001360415915999811
SHV.US Exposure
0.9313265879404524
TLT.US Exposure
0.0015128226718408853
LQD.US Exposure
-0.0006847646176259732
HYG.US Exposure
0.004547030484515491
GLD.US Exposure
0.0011374676346771373
USO.US Exposure
0.0004581028616886875
VNQ.US Exposure
0.0036251768286974244
BTC-USD.CC Exposure
0.0004714716214336018
CPER.US Exposure
0.0025692808492142082
VIX.INDX Exposure
0.0011909481995414294
UUP.US Exposure
-0.00019032200197640064
TIP.US Exposure
0.0016085996328111616
Idiosyncratic Exposure
0.01923207321625607
Value Score
41.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
92.2%

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 →20.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.91%
Market Cap$33.3B
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$1.760.02%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 →
-8.0%
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 →
-3.6%
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 →
14.6% 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 →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Haleon PLC a high-risk investment?

Haleon PLC (HLN.LSE) has an annualized volatility of 92.2% and experienced a maximum drawdown of 19.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HLN.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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.

Run a Full Backtest on Haleon PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest