3I Group PLC

10-Year Study

III.LSE · Financial Services · GB · Common Stock

Executive Summary: 3I Group PLC has compounded at 21.0% annually over the last 10 years, with a maximum drawdown of 44.0% and an annualized volatility of 33.4%.

1Y CAGR
-32.3%
3Y CAGR
+15.6%
5Y CAGR
+21.3%
10Y CAGR
+21.0%

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 →
44.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +85.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.6%
% 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.
20262.7-0.9-26.614.3————————-14.6%
20259.51.4-8.617.1-3.82.20.8-3.21.77.6-27.43.3-6.4%
20242.4-0.413.82.4-0.58.32.01.64.0-4.017.9-3.950.1%
202317.43.33.64.910.71.21.50.84.0-6.716.88.585.5%
2022-5.5-2.54.0-4.6-4.2-10.514.5-4.3-10.16.216.21.2-3.5%
2021-4.0-0.44.211.1-3.0-4.09.14.5-4.26.41.75.929.0%
20200.6-8.7-21.4-1.05.23.06.85.46.2-3.611.49.99.4%
20199.911.34.18.7-1.88.0-0.1-1.46.4-3.3-5.14.347.1%
20182.00.9-8.69.61.2-4.15.2-5.45.0-6.7-5.1-5.5-12.5%
2017-0.6-1.68.95.912.81.73.73.6-5.85.3-6.22.332.1%
2016———3.818.6-1.512.7-0.45.93.22.73.457.7%

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 33.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.7% of variance. Idiosyncratic stock-specific factors contribute 25.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110376.861532720852
2016-05-0112302.803978071921
2016-06-0112121.327403831438
2016-07-0113660.018569777323
2016-08-0113604.670721699673
2016-09-0114401.687313518767
2016-10-0114855.5449151023
2016-11-0115254.054668608183
2016-12-0115766.20446286846
2017-01-0115676.623507239152
2017-02-0115419.077895405799
2017-03-0116785.183824761938
2017-04-0117770.571421491673
2017-05-0120043.681247002816
2017-06-0120393.938731395603
2017-07-0121150.941388593725
2017-08-0121907.94696098452
2017-09-0120631.209178192606
2017-10-0121715.87074618729
2017-11-0120360.040871001267
2017-12-0120830.378056761714
2018-01-0121238.548758783843
2018-02-0121425.53213198243
2018-03-0119587.625590144315
2018-04-0121471.137406149013
2018-05-0121731.09096712974
2018-06-0120832.071783704363
2018-07-0121919.24624778263
2018-08-0120734.920072704903
2018-09-0121771.20401830158
2018-10-0120313.93126850236
2018-11-0119282.27373367674
2018-12-0118229.36152907686
2019-01-0120025.426310488427
2019-02-0122292.901068563875
2019-03-0123212.148773942838
2019-04-0125232.132419711947
2019-05-0124772.508567022465
2019-06-0126743.68022668538
2019-07-0126719.661954257714
2019-08-0126335.381256185672
2019-09-0128016.61659823252
2019-10-0127091.93788890492
2019-11-0125722.928427647104
2019-12-0126818.597763172664
2020-01-0126977.359156110022
2020-02-0124620.350085488022
2020-03-0119349.44560323353
2020-04-0119149.16312106358
2020-05-0120150.584277491358
2020-06-0120752.40248316112
2020-07-0122173.11871684879
2020-08-0123379.480833336977
2020-09-0124840.07398759002
2020-10-0123952.750557166197
2020-11-0126682.018071279374
2020-12-0129327.613725310137
2021-01-0128149.951680681454
2021-02-0128035.98513834775
2021-03-0129213.64718297644
2021-04-0132468.048759512636
2021-05-0131480.331923837675
2021-06-0130211.83830592323
2021-07-0132954.85678387198
2021-08-0134448.70645613145
2021-09-0133006.368238392795
2021-10-0135131.24051651383
2021-11-0135723.630989081146
2021-12-0137828.49046950635
2022-01-0135766.06744881286
2022-02-0134865.3895207569
2022-03-0136249.041994808045
2022-04-0134591.271038581115
2022-05-0133142.353230980916
2022-06-0129657.55814716184
2022-07-0133965.06141582163
2022-08-0132520.309418550245
2022-09-0129242.860328746276
2022-10-0131048.801782931838
2022-11-0136078.68105022731
2022-12-0136521.073199030405
2023-01-0142877.889866936035
2023-02-0144293.53949575912
2023-03-0145872.53611559322
2023-04-0148104.909038700636
2023-05-0153236.64513796878
2023-06-0153864.92163233298
2023-07-0154652.78451916083
2023-08-0155108.91597102881
2023-09-0157306.63599883975
2023-10-0153477.900653148914
2023-11-0162443.79435647851
2023-12-0167731.37374081895
2024-01-0169354.0166253438
2024-02-0169046.2743108849
2024-03-0178586.29771988204
2024-04-0180460.72871071231
2024-05-0180097.03510329257
2024-06-0186741.63667662205
2024-07-0188495.7081075881
2024-08-0189938.57106000779
2024-09-0193503.29781171062
2024-10-0189740.5303610029
2024-11-01105811.45116833634
2024-12-01101674.84815490167
2025-01-01111374.46961713316
2025-02-01112886.46927897082
2025-03-01103158.3197412475
2025-04-01120788.80740925368
2025-05-01116167.22128207257
2025-06-01118755.39347084297
2025-07-01119648.9408376223
2025-08-01115844.15671492767
2025-09-01117861.84610406362
2025-10-01126826.14811219409
2025-11-0192061.78459349823
2025-12-0195122.73689948852
2026-01-0197688.10645117561
2026-02-0196842.70057618782
2026-03-0171072.397352422
2026-04-0181217.26785227553
Annual Return Matrix
YearAnnual Return
20170.3212043587167772
2018-0.12486650605174887
20190.47117592244772166
20200.09355507637997618
20210.28985913493738624
2022-0.03456170876101594
20230.8545833352623697
20240.5011484713711978
2025-0.06444181008690564
2026-0.14618449279803858
Total Factor Risk
0.3341815281762894
VTI.US Exposure
-0.12869978569597973
VEA.US Exposure
0.06290268556052654
VWO.US Exposure
-0.03545694905425069
QQQ.US Exposure
0.08598462105272077
VTV.US Exposure
0.04673890007593253
IJR.US Exposure
0.053028569822780494
QUAL.US Exposure
0.1287006810418871
SHV.US Exposure
0.23674020473179175
TLT.US Exposure
-0.011539889313253853
LQD.US Exposure
0.11679054413700006
HYG.US Exposure
-0.013309899527526146
GLD.US Exposure
0.029086313910770312
USO.US Exposure
0.0026668734048303
VNQ.US Exposure
0.07568424359735329
BTC-USD.CC Exposure
0.017474738445265176
CPER.US Exposure
0.007418512998087781
VIX.INDX Exposure
-0.004084385105002966
UUP.US Exposure
-0.0006324555248746542
TIP.US Exposure
0.07158762744278878
Idiosyncratic Exposure
0.25891884799915327
Value Score
48.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.4%

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 →4.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.06%
Market Cap$27.4B
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 →
-6.8%
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 →
-22.1%
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 →
36.8% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 3I Group PLC a high-risk investment?

3I Group PLC (III.LSE) has an annualized volatility of 33.4% and experienced a maximum drawdown of 44.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, III.LSE has generated a Compound Annual Growth Rate (CAGR) of 21.0%. 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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