Impax Environmental Markets PLC

10-Year Study

IEM.LSE · Financial Services · GB · Common Stock

Executive Summary: Impax Environmental Markets PLC has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 38.2% and an annualized volatility of 22.8%.

1Y CAGR
+21.2%
3Y CAGR
+3.7%
5Y CAGR
-0.1%
10Y CAGR
+11.0%

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 →
38.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +32.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.410.8-10.06.8————————10.2%
20255.7-5.1-8.7-1.36.71.47.2-0.30.02.8-2.5-0.44.3%
2024-5.13.03.7-4.63.6-2.54.1-2.80.6-1.9-2.52.3-2.6%
20232.52.0-1.7-4.2-1.31.21.7-4.4-6.5-9.47.311.0-3.7%
2022-17.1-2.15.5-5.2-4.2-5.714.4-2.2-11.23.85.1-2.9-22.8%
20219.0-1.3-3.59.5-4.23.62.07.70.41.34.2-0.930.1%
2020-0.9-3.6-15.79.16.72.45.75.30.66.712.6-0.228.9%
20195.93.73.25.6-4.37.32.9-4.73.01.33.22.532.9%
20182.5-3.0-1.26.61.1-1.13.8-0.74.0-7.43.6-7.5-0.4%
2017-0.53.41.3-0.03.30.93.20.5-1.05.02.0-0.618.7%
2016———-0.5-0.68.96.84.32.43.5-2.42.827.6%

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 22.8%. The dominant macroeconomic risk driver is QUAL.US, accounting for 29.8% of variance. Idiosyncratic stock-specific factors contribute 17.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019954.024352262448
2016-05-019895.474719519532
2016-06-0110773.770796242763
2016-07-0111505.686342911273
2016-08-0112003.384014015803
2016-09-0112296.151522322694
2016-10-0112720.66215249858
2016-11-0112413.25723600596
2016-12-0112764.574377055766
2017-01-0112698.706040219988
2017-02-0113130.535374488738
2017-03-0113306.190720914921
2017-04-0113302.985966787915
2017-05-0113745.925545243455
2017-06-0113864.04362592459
2017-07-0114306.983204380133
2017-08-0114380.8086168552
2017-09-0114233.1642401025
2017-10-0114941.866275991877
2017-11-0115237.161477694719
2017-12-0115148.569693085148
2018-01-0115532.456679397557
2018-02-0115059.984356673016
2018-03-0114882.80723565131
2018-04-0115858.116442838987
2018-05-0116036.9636469973
2018-06-0115858.116442838987
2018-07-0116454.284537029096
2018-08-0116335.050918191077
2018-09-0116990.839045898916
2018-10-0115738.882824000964
2018-11-0116305.24090143221
2018-12-0115083.094696293125
2019-01-0115977.350061677009
2019-02-0116573.518155867117
2019-03-0117110.072664736937
2019-04-0118062.174809342923
2019-05-0117279.47970784507
2019-06-0118543.8293652201
2019-07-0119085.697188779366
2019-08-0118182.588448312217
2019-09-0118724.44982367404
2019-10-0118965.28354981007
2019-11-0119567.351744656542
2019-12-0120049.012748731155
2020-01-0119868.392290277214
2020-02-0119145.90400826401
2020-03-0116135.543689439335
2020-04-0117604.597822701653
2020-05-0118792.452513862012
2020-06-0119249.32019878503
2020-07-0120345.797484042323
2020-08-0121431.6610363156
2020-09-0121553.951100739545
2020-10-0122990.886762559963
2020-11-0125895.31609386254
2020-12-0125834.17428574929
2021-01-0128157.717750791355
2021-02-0127786.636884592095
2021-03-0126806.291635204834
2021-04-0129349.060916766026
2021-05-0128123.63257913067
2021-06-0129134.606766351502
2021-07-0129716.691997335605
2021-08-0132006.94986719937
2021-09-0132129.813821195352
2021-10-0132559.850556576162
2021-11-0133911.392739716575
2021-12-0133604.22640652918
2022-01-0127844.23863231153
2022-02-0127259.019577372244
2022-03-0128768.27822166452
2022-04-0127259.019577372244
2022-05-0126119.378058460647
2022-06-0124640.92245333278
2022-07-0128183.0527185278
2022-08-0127564.805996307765
2022-09-0124474.58475220545
2022-10-0125401.64854615716
2022-11-0126699.541726608037
2022-12-0125926.98963968118
2023-01-0126575.936229906612
2023-02-0127097.975846342037
2023-03-0126631.842101699684
2023-04-0125513.118535279056
2023-05-0125171.286692661502
2023-06-0125482.044671822216
2023-07-0125917.10455300773
2023-08-0124779.126669035304
2023-09-0123156.308819651014
2023-10-0120971.75625039898
2023-11-0122500.946272974124
2023-12-0124966.37587445618
2024-01-0123686.84716031057
2024-02-0124400.462722648197
2024-03-0125312.334563434466
2024-04-0124148.91209236914
2024-05-0125029.342522444564
2024-06-0124400.462722648197
2024-07-0125406.671691961874
2024-08-0124704.03096166482
2024-09-0124861.98600612192
2024-10-0124388.120872750627
2024-11-0123787.896862371606
2024-12-0124324.941434246768
2025-01-0125714.934218713828
2025-02-0124395.21388993314
2025-03-0122261.427979115575
2025-04-0121974.79915477028
2025-05-0123439.78447544881
2025-06-0123758.260946943585
2025-07-0125478.02744481794
2025-08-0125408.39336067799
2025-09-0125408.39336067799
2025-10-0126112.40110883203
2025-11-0125472.39172025656
2025-12-0125376.390956789986
2026-01-0126240.40427618662
2026-02-0129081.37044829803
2026-03-0126179.681600906875
2026-04-0127952.935896534804
Annual Return Matrix
YearAnnual Return
20170.18676653412859534
2018-0.004322190023122063
20190.3292373450163695
20200.2885509431073736
20210.30076642027866285
2022-0.2284604523839402
2023-0.03705072507742213
2024-0.025691932358740233
20250.043225161523426925
20260.10153315119285744
Total Factor Risk
0.22813274815047987
VTI.US Exposure
0.2684067670838553
VEA.US Exposure
0.26539341013193685
VWO.US Exposure
-0.040692437200109434
QQQ.US Exposure
-0.15348391927351207
VTV.US Exposure
-0.14396859166804063
IJR.US Exposure
0.13609381331403517
QUAL.US Exposure
0.29771704718682623
SHV.US Exposure
0.15415350937501202
TLT.US Exposure
0.04176131341879509
LQD.US Exposure
-0.01743845080735113
HYG.US Exposure
-0.025946377649745982
GLD.US Exposure
0.0032424814531933147
USO.US Exposure
-0.003945613449054015
VNQ.US Exposure
0.05528399237393289
BTC-USD.CC Exposure
-0.006392213347963682
CPER.US Exposure
-0.0011632206790835335
VIX.INDX Exposure
-0.026394638080660168
UUP.US Exposure
0.027257683185774515
TIP.US Exposure
-0.006672622747712879
Idiosyncratic Exposure
0.17678806737987224
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.24%
Market Cap$792.1M
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$2.060.02%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 →
+2.2%
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 →
+7.6%
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 →
3.9% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Impax Environmental Markets PLC a high-risk investment?

Impax Environmental Markets PLC (IEM.LSE) has an annualized volatility of 22.8% and experienced a maximum drawdown of 38.2% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, IEM.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 60% 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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