Intermediate Capital Group PLC

10-Year Study

ICG.LSE · Financial Services · GB · Common Stock

Executive Summary: Intermediate Capital Group PLC has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 53.4% and an annualized volatility of 48.5%.

1Y CAGR
-7.5%
3Y CAGR
+13.9%
5Y CAGR
+1.1%
10Y CAGR
+14.7%

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 →
53.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +78.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.4%
% 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.
2026-11.6-7.5-9.517.8————————-12.8%
202514.7-3.7-14.4-4.06.9-1.113.00.22.0-13.37.50.33.7%
20246.37.86.72.210.0-3.40.6-3.24.8-7.52.7-1.327.3%
202320.91.0-13.26.97.02.52.0-3.72.3-5.719.99.254.1%
2022-13.6-9.64.2-13.31.8-13.516.2-10.2-28.18.112.4-1.8-44.4%
2021-1.51.86.418.7-3.82.82.21.3-7.07.1-4.65.930.4%
20208.2-8.6-43.725.812.64.44.51.5-12.7-1.839.76.611.4%
20198.73.11.611.011.27.90.7-3.98.92.13.06.278.5%
20181.0-8.6-7.210.65.5-2.1-3.6-1.23.9-12.76.6-7.0-16.1%
2017-1.12.5-0.310.313.0-3.59.0-2.15.44.09.58.568.8%
2016———-0.78.7-24.516.92.4-0.82.612.04.415.9%

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 48.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019927.242648102123
2016-05-0110792.239684851824
2016-06-018144.61599582917
2016-07-019518.386809818901
2016-08-019743.973766733217
2016-09-019662.090964162144
2016-10-019915.926714023948
2016-11-0111103.217970219275
2016-12-0111591.7262580563
2017-01-0111467.530070482439
2017-02-0111757.321174821447
2017-03-0111724.203598631206
2017-04-0112933.054933993511
2017-05-0114613.854596462064
2017-06-0114095.758365758664
2017-07-0115365.647732275085
2017-08-0115035.475746493994
2017-09-0115848.203721523421
2017-10-0116474.681975346975
2017-11-0118032.411180471205
2017-12-0119568.79607138912
2018-01-0119773.704771149598
2018-02-0118066.131491388514
2018-03-0116768.37561114839
2018-04-0118544.252572586734
2018-05-0119568.79607138912
2018-06-0119161.985309689557
2018-07-0118466.450542097737
2018-08-0118240.401566735047
2018-09-0118953.326521101928
2018-10-0116553.7293449024
2018-11-0117649.19853870835
2018-12-0116421.85473905456
2019-01-0117844.49631663414
2019-02-0118406.528860087914
2019-03-0118705.107696031264
2019-04-0120760.03441920177
2019-05-0123078.4148498827
2019-06-0124899.761931509165
2019-07-0125062.035944097173
2019-08-0124088.401249654362
2019-09-0126234.000852271594
2019-10-0126792.937637594136
2019-11-0127604.29831944893
2019-12-0129311.803586341986
2020-01-0131715.00544454735
2020-02-0128984.091790166698
2020-03-0116321.758559478074
2020-04-0120536.466740886684
2020-05-0123121.73201100683
2020-06-0124129.072944739077
2020-07-0125214.788155160335
2020-08-0125589.170850435243
2020-09-0122332.02756444278
2020-10-0121920.204957950456
2020-11-0130624.641906386616
2020-12-0132643.67425213402
2021-01-0132151.938870972317
2021-02-0132738.23793668659
2021-03-0134837.57002686977
2021-04-0141343.610624923334
2021-05-0139773.838451614356
2021-06-0140878.630098883674
2021-07-0141763.94891154786
2021-08-0142302.83831769937
2021-09-0139358.190707612914
2021-10-0142168.11655247931
2021-11-0140224.26422389461
2021-12-0142580.2159009864
2022-01-0136806.46281724778
2022-02-0133264.580141321356
2022-03-0134652.22088984753
2022-04-0130033.218422856637
2022-05-0130566.927124680955
2022-06-0126436.763628782013
2022-07-0130728.445959906647
2022-08-0127608.139873857235
2022-09-0119848.779251103275
2022-10-0121448.312917355684
2022-11-0124104.107531627742
2022-12-0123677.615253081745
2023-01-0128627.638694068508
2023-02-0128916.3908432165
2023-03-0125100.746992365443
2023-04-0126843.56735466764
2023-05-0128710.13830299451
2023-06-0129431.550794237854
2023-07-0130019.11396118904
2023-08-0128897.40352667828
2023-09-0129549.062958573828
2023-10-0127871.839834855375
2023-11-0133416.29574246482
2023-12-0136492.02525669581
2024-01-0138782.95428667517
2024-02-0141812.19583296884
2024-03-0144602.56915091094
2024-04-0145601.46007210771
2024-05-0150161.60561026422
2024-06-0148478.62719074724
2024-07-0148789.673488982735
2024-08-0147234.44668834792
2024-09-0149500.63310599055
2024-10-0145812.52510906098
2024-11-0147056.705611460304
2024-12-0146456.76410252682
2025-01-0153292.61082403687
2025-02-0151313.813952910234
2025-03-0143938.296849901926
2025-04-0142184.36224685434
2025-05-0145107.585803509886
2025-06-0144591.827808304086
2025-07-0150373.962891710136
2025-08-0150466.47680913642
2025-09-0151484.13224609682
2025-10-0144661.21266005597
2025-11-0148014.852134161716
2025-12-0148171.87273901187
2026-01-0142566.67430443357
2026-02-0139377.10532074048
2026-03-0135648.1239353934
2026-04-0142003.8091896642
Annual Return Matrix
YearAnnual Return
20170.6881692714050007
2018-0.160814253511262
20190.784926492902928
20200.11366993013505788
20210.30439409400131456
2022-0.4439291874860306
20230.5412035742048056
20240.2730662048964414
20250.036918383568427915
2026-0.12804284323271664
Total Factor Risk
0.4847129808840453
VTI.US Exposure
0.6184638245228272
VEA.US Exposure
0.11098329215170048
VWO.US Exposure
-0.01972029985311784
QQQ.US Exposure
-0.1930463063698305
VTV.US Exposure
-0.10511724928177357
IJR.US Exposure
0.006406655463607935
QUAL.US Exposure
0.12778485655401164
SHV.US Exposure
0.2492075198018071
TLT.US Exposure
0.008800784754153714
LQD.US Exposure
0.03361539719070829
HYG.US Exposure
-0.029032457956278
GLD.US Exposure
-0.0034446054885228583
USO.US Exposure
-0.0033900321522684984
VNQ.US Exposure
0.07985641982165585
BTC-USD.CC Exposure
-0.00681783741533186
CPER.US Exposure
0.018101130277830977
VIX.INDX Exposure
0.008823598100416087
UUP.US Exposure
-0.006852805617168095
TIP.US Exposure
0.00423753826126706
Idiosyncratic Exposure
0.1011405772343048
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.5%

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 →7.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.30%
Market Cap$4.6B
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 →
+10.0%
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 →
-8.1%
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 →
22.1% 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 →
1.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Intermediate Capital Group PLC a high-risk investment?

Intermediate Capital Group PLC (ICG.LSE) has an annualized volatility of 48.5% and experienced a maximum drawdown of 53.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ICG.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.7%. 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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