IMI PLC

10-Year Study

IMI.LSE · Industrials · GB · Common Stock

Executive Summary: IMI PLC has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 39.3% and an annualized volatility of 25.4%.

1Y CAGR
+48.8%
3Y CAGR
+23.6%
5Y CAGR
+13.3%
10Y CAGR
+14.3%

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 →
39.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +51.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.04.3-12.913.6————————14.5%
202510.5-0.5-5.7-5.312.45.36.12.80.54.51.92.238.8%
20240.12.84.7-2.45.9-4.97.4-2.8-1.0-8.910.30.19.9%
202312.37.6-1.55.2-0.12.9-0.7-7.34.4-6.66.77.733.1%
2022-5.0-11.3-6.80.64.1-16.913.8-13.4-2.69.79.8-4.5-24.4%
20217.05.11.920.84.13.62.14.3-8.9-1.64.12.151.4%
2020-6.4-8.9-25.715.08.82.513.24.3-0.5-1.58.14.25.9%
20191.4-1.11.312.6-13.814.60.7-2.4-4.54.511.85.230.3%
2018-0.3-7.7-12.03.66.2-2.49.7-1.5-9.2-9.3-2.1-3.0-26.5%
201712.16.4-3.99.5-2.0-4.70.7-4.59.5-1.72.86.132.5%
2016———0.87.5-3.810.9-0.11.6-7.4-2.47.213.6%

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 25.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 70.4% of variance. Idiosyncratic stock-specific factors contribute 26.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110081.871056473046
2016-05-0110836.6637555183
2016-06-0110426.919147465162
2016-07-0111559.108196033041
2016-08-0111546.770992640746
2016-09-0111732.480771874543
2016-10-0110858.552986227854
2016-11-0110596.37422270342
2016-12-0111361.06121340695
2017-01-0112737.497226232734
2017-02-0113556.803901357134
2017-03-0113032.447800409689
2017-04-0114267.059453027357
2017-05-0113988.188172371167
2017-06-0113330.050923229537
2017-07-0113419.290645744428
2017-08-0112813.923427480746
2017-09-0114033.221603040676
2017-10-0113796.136520118582
2017-11-0114179.988830773671
2017-12-0115049.303178323715
2018-01-0115004.144250729169
2018-02-0113852.58446656106
2018-03-0112192.984607802144
2018-04-0112637.041216042386
2018-05-0113423.962553999329
2018-06-0113099.936624052854
2018-07-0114372.897569980223
2018-08-0114155.62816630168
2018-09-0112854.903877912027
2018-10-0111653.785643265865
2018-11-0111407.701860377825
2018-12-0111062.01344984772
2019-01-0111214.351029730791
2019-02-0111085.450000598961
2019-03-0111226.069305106412
2019-04-0112644.307202781923
2019-05-0110905.03818814385
2019-06-0112493.852076774454
2019-07-0112584.125722819506
2019-08-0112286.03629941513
2019-09-0111738.359161931536
2019-10-0112261.585790553618
2019-11-0113704.125882542863
2019-12-0114413.170674106732
2020-01-0113496.30154857501
2020-02-0112298.26084079517
2020-03-019136.899176340863
2020-04-0110505.996471254644
2020-05-0111426.462224569903
2020-06-0111712.123174091044
2020-07-0113254.69572414863
2020-08-0113824.943768820975
2020-09-0113759.422965138665
2020-10-0113549.756108134996
2020-11-0114650.509603081748
2020-12-0115266.407154237431
2021-01-0116327.848737415368
2021-02-0117153.41457167614
2021-03-0117481.020016189104
2021-04-0121125.660356262953
2021-05-0122000.373923792562
2021-06-0122795.568076092208
2021-07-0123272.684567472
2021-08-0124268.786461848078
2021-09-0122098.84052250074
2021-10-0121752.712872733
2021-11-0122644.655171528626
2021-12-0123110.59387997132
2022-01-0121952.401298094555
2022-02-0119476.267105373492
2022-03-0118145.01141166357
2022-04-0118260.964865994956
2022-05-0119015.66201624501
2022-06-0115808.200197258351
2022-07-0117991.430271341465
2022-08-0115584.336500609515
2022-09-0115177.434112688254
2022-10-0116655.84350761624
2022-11-0118283.45020709845
2022-12-0117469.646857357344
2023-01-0119626.225948086485
2023-02-0121118.19899362875
2023-03-0120806.24073390602
2023-04-0121893.461952469752
2023-05-0121879.73572629349
2023-06-0122511.146408705834
2023-07-0122360.156494665527
2023-08-0120737.65381216875
2023-09-0121648.895541493563
2023-10-0120226.80574388017
2023-11-0121579.86082391013
2023-12-0123250.471611739893
2024-01-0123264.27769959573
2024-02-0123926.999864805584
2024-03-0125059.14755643226
2024-04-0124447.949009458476
2024-05-0125885.243900421614
2024-06-0124615.401838301776
2024-07-0126429.461315858072
2024-08-0125696.50936007407
2024-09-0125429.859768595077
2024-10-0123156.328952539916
2024-11-0125542.133881260517
2024-12-0125556.168145343694
2025-01-0128236.688341506797
2025-02-0128096.34712677642
2025-03-0126482.421018225003
2025-04-0125092.042011806978
2025-05-0128214.35559325534
2025-06-0129718.74285166663
2025-07-0131535.360755172045
2025-08-0132429.546311502763
2025-09-0132600.678482012012
2025-10-0134055.30193134063
2025-11-0134711.30858495942
2025-12-0135481.40335225104
2026-01-0139388.92124554557
2026-02-0141071.72092221986
2026-03-0135761.8476227745
2026-04-0140615.36846752853
Annual Return Matrix
YearAnnual Return
20170.32463886037022194
2018-0.26494846181443743
20190.30294279060970974
20200.05919838871148175
20210.5138200918188278
2022-0.24408490114581927
20230.3309067894493789
20240.09916773182525818
20250.38836945939861955
20260.144694533762058
Total Factor Risk
0.25412542771257374
VTI.US Exposure
0.20423755700855883
VEA.US Exposure
0.7039924997769921
VWO.US Exposure
-0.08032902246009879
QQQ.US Exposure
-0.0930874412502046
VTV.US Exposure
-0.10643945714390883
IJR.US Exposure
0.1876523406717063
QUAL.US Exposure
-0.0007577777197992079
SHV.US Exposure
0.03261179472356023
TLT.US Exposure
0.07055770461466387
LQD.US Exposure
-0.013130392839782016
HYG.US Exposure
0.008477410176872497
GLD.US Exposure
-0.01275626641308005
USO.US Exposure
-0.00044145348030119304
VNQ.US Exposure
-0.07215902307455965
BTC-USD.CC Exposure
-0.007658230336564535
CPER.US Exposure
0.01255649127437132
VIX.INDX Exposure
-0.07951837138921154
UUP.US Exposure
-0.018579790755790908
TIP.US Exposure
-0.0014093408582965296
Idiosyncratic Exposure
0.2661807694748727
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.4%

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 →21.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.30%
Market Cap$6.3B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.310.03%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 →
+3.1%
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 →
+15.4%
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 →
1.9% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is IMI PLC a high-risk investment?

IMI PLC (IMI.LSE) has an annualized volatility of 25.4% and experienced a maximum drawdown of 39.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, IMI.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.3%. It has had a positive return in 80% 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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