Howden Joinery Group Plc

10-Year Study

HWDN.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Howden Joinery Group Plc has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 30.3%.

1Y CAGR
-2.6%
3Y CAGR
+10.9%
5Y CAGR
+3.5%
10Y CAGR
+7.7%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +57.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.8%
% 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.
20260.515.9-18.55.6————————0.3%
20253.4-5.8-7.09.611.9-0.52.8-4.90.83.0-2.6-1.08.2%
2024-1.33.09.6-1.63.6-3.27.11.2-4.7-6.7-3.1-2.8-0.1%
202322.93.8-2.60.5-4.2-2.114.70.4-0.5-12.814.811.149.5%
2022-9.95.1-10.01.2-10.4-11.712.2-15.6-11.62.713.9-4.1-35.8%
2021-2.63.65.310.30.92.59.95.4-5.33.2-5.94.134.4%
20202.3-7.6-19.52.614.2-6.2-11.314.65.17.8-0.99.34.3%
201916.0-2.5-1.54.70.50.99.5-3.04.13.79.26.757.9%
2018-0.5-4.43.83.56.77.0-11.03.3-4.80.9-5.1-2.2-4.5%
2017-1.713.41.46.8-0.6-10.14.40.31.2-4.09.83.724.7%
2016———3.34.1-24.212.55.6-5.3-12.6-4.06.6-17.9%

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 30.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 63.9% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110332.567124233792
2016-05-0110760.327635327636
2016-06-018151.95491237158
2016-07-019168.56330397997
2016-08-019686.415436415436
2016-09-019174.930393680394
2016-10-018020.81984373651
2016-11-017702.041785375118
2016-12-018211.230898730899
2017-01-018074.306095139428
2017-02-019154.731071397739
2017-03-019278.819174652508
2017-04-019905.680739014073
2017-05-019849.1512345679
2017-06-018851.190861607529
2017-07-019238.1993006993
2017-08-019262.116355866356
2017-09-019370.826318742986
2017-10-018995.381162047828
2017-11-019877.152939652939
2017-12-0110239.073426573426
2018-01-0110184.235517568852
2018-02-019741.156220322888
2018-03-0110107.466222049556
2018-04-0110456.22625830959
2018-05-0111158.033324699993
2018-06-0111937.227510144177
2018-07-0110621.50619442286
2018-08-0110968.801260467926
2018-09-0110438.951480618147
2018-10-0110529.043101959769
2018-11-019994.84697401364
2018-12-019777.130277130276
2019-01-0111343.80395838729
2019-02-0111058.749892083226
2019-03-0110892.655184321851
2019-04-0111402.162652162651
2019-05-0111455.891716308384
2019-06-0111560.784123284124
2019-07-0112655.294936544937
2019-08-0112272.217365967366
2019-09-0112778.427976344645
2019-10-0113256.356298022964
2019-11-0114477.761050677715
2019-12-0115442.027108693777
2020-01-0115804.773158939824
2020-02-0114601.73853923854
2020-03-0111754.85895277562
2020-04-0112057.913537080205
2020-05-0113774.027669861001
2020-06-0112914.319476819477
2020-07-0111454.216308382975
2020-08-0113129.246525079858
2020-09-0113797.388953638954
2020-10-0114876.696991280323
2020-11-0114736.526590693258
2020-12-0116110.19112060779
2021-01-0115699.025511525513
2021-02-0116264.377212293877
2021-03-0117124.08810325477
2021-04-0118894.899853233186
2021-05-0119058.07001640335
2021-06-0119526.749870499872
2021-07-0121454.07871449538
2021-08-0122611.432163515496
2021-09-0121420.60023310023
2021-10-0122104.072239488905
2021-11-0120801.57072865406
2021-12-0121657.089052922383
2022-01-0119513.48959682293
2022-02-0120503.582836916168
2022-03-0118451.299857549857
2022-04-0118669.42124233791
2022-05-0116727.448092031424
2022-06-0114775.66800483467
2022-07-0116585.232668566
2022-08-0114005.743870327204
2022-09-0112387.432012432013
2022-10-0112727.572196322197
2022-11-0114495.56462056462
2022-12-0113906.233812483813
2023-01-0117095.55760597427
2023-02-0117749.268863852198
2023-03-0117283.745575412242
2023-04-0117367.44042994043
2023-05-0116641.89437106104
2023-06-0116296.879046879045
2023-07-0118696.761957178624
2023-08-0118767.792778209445
2023-09-0118681.54029612363
2023-10-0116290.92204092204
2023-11-0118707.9853017353
2023-12-0120787.787058620394
2024-01-0120511.843866010535
2024-02-0121130.161119744454
2024-03-0123169.08130449797
2024-04-0122803.845074678407
2024-05-0123623.84798843132
2024-06-0122868.924285590954
2024-07-0124482.895191228527
2024-08-0124782.26171976172
2024-09-0123610.83052749719
2024-10-0122036.19528619529
2024-11-0121355.742251575586
2024-12-0120766.88897522231
2025-01-0121473.51452559786
2025-02-0120230.378032461365
2025-03-0118817.132327548992
2025-04-0120620.34069325736
2025-05-0123073.863636363632
2025-06-0122953.199192782522
2025-07-0123596.747388414053
2025-08-0122443.7240999741
2025-09-0122618.01778468445
2025-10-0123296.533713200377
2025-11-0122689.501856168525
2025-12-0122460.17871017871
2026-01-0122581.58508158508
2026-02-0126169.8178364845
2026-03-0121340.542173875507
2026-04-0122527.62669429336
Annual Return Matrix
YearAnnual Return
20170.24695962795979165
2018-0.04511571801451009
20190.5794028176973649
20200.04326919045089861
20210.34430987756682363
2022-0.3578899833443996
20230.4948538431706013
2024-0.0010053058239990476
20250.0815379586695304
20260.0030030030030030463
Total Factor Risk
0.3027157112731813
VTI.US Exposure
0.14177574712986085
VEA.US Exposure
0.6391013243275937
VWO.US Exposure
-0.12282424697879497
QQQ.US Exposure
-0.01448646743993683
VTV.US Exposure
-0.12972212515557247
IJR.US Exposure
0.046961898871758175
QUAL.US Exposure
-0.03630317827048651
SHV.US Exposure
0.0012876031778792391
TLT.US Exposure
-0.03702799348945015
LQD.US Exposure
0.1677701772700548
HYG.US Exposure
-0.03881261321830457
GLD.US Exposure
0.00999923377203638
USO.US Exposure
-0.0008741999784748958
VNQ.US Exposure
0.1314008407531754
BTC-USD.CC Exposure
-0.006067223920680613
CPER.US Exposure
0.01050239493708531
VIX.INDX Exposure
-0.029976678698572817
UUP.US Exposure
-0.007928072725164643
TIP.US Exposure
0.014278752035357674
Idiosyncratic Exposure
0.2609448276006369
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.3%

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 →16.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.69%
Market Cap$4.3B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.560.05%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 →
-1.2%
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 →
-0.4%
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 →
13.9% 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 →
1.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Howden Joinery Group Plc a high-risk investment?

Howden Joinery Group Plc (HWDN.LSE) has an annualized volatility of 30.3% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, HWDN.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.7%. 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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