Imperial Brands PLC

10-Year Study

IMB.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Imperial Brands PLC has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 60.6% and an annualized volatility of 19.9%.

1Y CAGR
+3.5%
3Y CAGR
+26.3%
5Y CAGR
+19.9%
10Y CAGR
+3.9%

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 →
60.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +51.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.79.8-8.1-8.6————————-9.3%
20256.64.82.57.3-7.32.42.77.11.2-4.27.4-2.829.6%
20245.1-7.73.83.37.44.35.92.8-0.37.512.2-0.651.7%
2023-1.91.1-7.05.6-12.82.65.8-1.5-6.85.08.4-2.2-5.8%
20228.4-3.8-1.73.48.72.5-2.06.6-2.214.52.4-2.537.8%
2021-4.3-6.311.91.07.5-2.7-1.01.31.1-1.13.14.815.1%
20204.4-20.3-3.712.2-11.44.9-17.1-0.29.1-10.514.912.8-12.5%
20196.21.94.5-7.2-20.2-3.613.42.9-13.9-7.44.99.7-13.4%
2018-8.4-7.6-7.47.45.14.13.5-5.2-2.7-0.7-6.8-1.4-19.6%
20173.74.82.0-2.2-3.4-5.0-9.53.4-0.5-3.61.83.3-6.1%
2016———-3.71.87.8-1.70.8-0.5-0.5-11.83.2-5.7%

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 19.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 14.7% of variance. Idiosyncratic stock-specific factors contribute 31.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019625.938177270844
2016-05-019798.383562925255
2016-06-0110560.422217828553
2016-07-0110378.054115591358
2016-08-0110463.667131492912
2016-09-0110411.263666967201
2016-10-0110364.100600235275
2016-11-019137.603645719126
2016-12-019429.059507497077
2017-01-019777.741827518266
2017-02-0110245.62201909698
2017-03-0110445.510310881838
2017-04-0110215.908804448449
2017-05-019871.3327547863
2017-06-019380.350043375625
2017-07-018486.789058304059
2017-08-018776.07113304773
2017-09-018730.826687512568
2017-10-018419.598810506199
2017-11-018568.651085052934
2017-12-018852.455565590482
2018-01-018104.498265668094
2018-02-017490.182661260574
2018-03-016938.214287859615
2018-04-017448.713848661193
2018-05-017829.468512150593
2018-06-018153.048058611542
2018-07-018441.95842296012
2018-08-018005.5632313523965
2018-09-017792.587037092848
2018-10-017740.072162131039
2018-11-017214.564537421559
2018-12-017115.775825568018
2019-01-017558.827919085629
2019-02-017701.203268648708
2019-03-018050.909332492843
2019-04-017472.6676058343955
2019-05-015963.273370046068
2019-06-015750.8999216481725
2019-07-016523.790055709838
2019-08-016715.539224713772
2019-09-015778.935818809461
2019-10-015349.672435348447
2019-11-015613.316247661601
2019-12-016159.751064932313
2020-01-016429.3432703912285
2020-02-015124.227513664593
2020-03-014933.074416164392
2020-04-015533.559210719183
2020-05-014900.477878893159
2020-06-015141.074106474184
2020-07-014263.9002103398225
2020-08-014255.398105170322
2020-09-014644.259546475326
2020-10-014156.909226011164
2020-11-014775.936927112264
2020-12-015388.281542283932
2021-01-015158.432571195247
2021-02-014831.817732115814
2021-03-015408.155726529788
2021-04-015464.339958112757
2021-05-015873.523792468746
2021-06-015715.672660531015
2021-07-015660.608180842652
2021-08-015734.779293615736
2021-09-015798.023969056855
2021-10-015736.639385827638
2021-11-015913.948324759265
2021-12-016199.673993554316
2022-01-016717.43217530314
2022-02-016459.410739421823
2022-03-016347.090023585641
2022-04-016565.819514374744
2022-05-017138.939954857724
2022-06-017320.353623911945
2022-07-017172.8302907417055
2022-08-017646.549518678678
2022-09-017479.2243923754395
2022-10-018563.813202383117
2022-11-018765.664268809458
2022-12-018542.913220665721
2023-01-018377.912311156102
2023-02-018474.241778821122
2023-03-017878.297601302505
2023-04-018315.745801225608
2023-05-017251.128210359743
2023-06-017437.219064081485
2023-07-017869.292352228047
2023-08-017749.549236969433
2023-09-017219.054840067239
2023-10-017582.822749230665
2023-11-018223.236633353235
2023-12-018045.1000740391655
2024-01-018454.814263143955
2024-02-017804.611663009205
2024-03-018104.524963099786
2024-04-018372.386456208074
2024-05-018990.455616829015
2024-06-019374.900686837636
2024-07-019930.72478546945
2024-08-0110204.071060553933
2024-09-0110171.306124098184
2024-10-0110938.951753068883
2024-11-0112277.712434672796
2024-12-0112201.245856186379
2025-01-0113004.148010766663
2025-02-0113623.909891239286
2025-03-0113965.116930386805
2025-04-0114983.863712897051
2025-05-0113895.146555807978
2025-06-0114226.453981919369
2025-07-0114607.210699057361
2025-08-0115637.491285470553
2025-09-0115817.808306176827
2025-10-0115151.637048005421
2025-11-0116267.207714079133
2025-12-0115815.904573932352
2026-01-0115547.150770510982
2026-02-0117070.953918230593
2026-03-0115695.009361813813
2026-04-0114344.735412792867
Annual Return Matrix
YearAnnual Return
2017-0.06115179795483672
2018-0.19618056562440633
2019-0.1343528497905413
2020-0.12524362015867563
20210.15058464278510186
20220.3779616846865863
2023-0.058272059397995846
20240.5166058524938344
20250.2962532482626139
2026-0.09301833823430206
Total Factor Risk
0.1992771808337617
VTI.US Exposure
0.09158463736599355
VEA.US Exposure
-0.0397038989717763
VWO.US Exposure
0.09948392107813843
QQQ.US Exposure
0.013799043316209429
VTV.US Exposure
0.14521928829319353
IJR.US Exposure
-0.010678879513365878
QUAL.US Exposure
0.02932600642468325
SHV.US Exposure
0.1466874974896116
TLT.US Exposure
0.006899271644745671
LQD.US Exposure
0.019098342189492863
HYG.US Exposure
0.10110761130066935
GLD.US Exposure
0.009795819184836609
USO.US Exposure
0.03338879290369033
VNQ.US Exposure
-0.01369854433845771
BTC-USD.CC Exposure
0.017602004449485776
CPER.US Exposure
-0.006336695537601922
VIX.INDX Exposure
0.0064919419619811364
UUP.US Exposure
0.034086034365565815
TIP.US Exposure
0.0055795089210441485
Idiosyncratic Exposure
0.31026829747186035
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.9%

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 →12.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.27%
Market Cap$23.9B
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 →
-11.4%
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 →
-8.2%
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 →
16.0% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Imperial Brands PLC a high-risk investment?

Imperial Brands PLC (IMB.LSE) has an annualized volatility of 19.9% and experienced a maximum drawdown of 60.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, IMB.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.9%. It has had a positive return in 40% 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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