Inchcape PLC

10-Year Study

INCH.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Inchcape PLC has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 45.5% and an annualized volatility of 29.5%.

1Y CAGR
+21.8%
3Y CAGR
+5.3%
5Y CAGR
+4.0%
10Y CAGR
+5.2%

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 →
45.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.8%
% 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.
20266.28.8-15.67.2————————4.5%
2025-12.30.6-1.30.24.06.7-3.3-3.53.710.30.9-0.24.1%
2024-4.3-0.46.210.52.6-6.513.32.5-6.5-10.17.5-0.112.5%
202311.2-0.2-14.94.4-3.12.05.3-5.6-0.7-12.2-5.013.0-9.2%
2022-7.5-11.2-10.36.64.2-4.420.8-8.8-10.29.011.6-1.3-6.9%
20213.36.66.23.81.0-1.810.78.9-11.81.80.49.743.6%
2020-6.9-12.2-24.915.83.8-2.1-12.417.8-12.812.520.77.5-5.2%
20193.9-1.41.17.6-1.75.11.4-6.19.32.10.98.433.9%
2018-7.4-6.31.85.13.36.7-9.6-0.7-3.3-19.17.5-5.2-26.8%
20172.24.612.11.5-2.5-7.66.44.73.7-9.4-4.54.914.8%
2016———-6.42.5-7.87.35.2-6.1-1.2-6.515.40.0%

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 29.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 32.1% of variance. Idiosyncratic stock-specific factors contribute 36.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019364.20148887054
2016-05-019602.471644974017
2016-06-018855.143890764633
2016-07-019503.7683141408
2016-08-019995.187078894049
2016-09-019382.510700419025
2016-10-019268.522746720866
2016-11-018670.093876607823
2016-12-0110002.31083307504
2017-01-0110223.159042889221
2017-02-0110693.354422642693
2017-03-0111989.950636504378
2017-04-0112175.17810371303
2017-05-0111873.628189324269
2017-06-0110965.30319628437
2017-07-0111670.162491787867
2017-08-0112214.385369666254
2017-09-0112661.878588987975
2017-10-0111466.117114282131
2017-11-0110945.262831630178
2017-12-0111480.788538267947
2018-01-0110629.816371581957
2018-02-019954.907207827493
2018-03-0110138.306908602215
2018-04-0110659.15921955359
2018-05-0111008.649061746564
2018-06-0111746.070992262257
2018-07-0110617.365082444687
2018-08-0110547.444636619528
2018-09-0110196.878245912074
2018-10-018245.906158094107
2018-11-018863.206174419787
2018-12-018405.947122145273
2019-01-018733.649672973743
2019-02-018611.713794253834
2019-03-018703.165210368621
2019-04-019366.190934751696
2019-05-019209.79761676608
2019-06-019681.28840379797
2019-07-019814.877032921879
2019-08-019215.39921810242
2019-09-0110068.380547675326
2019-10-0110283.619269350858
2019-11-0110379.280266195352
2019-12-0111256.178323754812
2020-01-0110474.94323474042
2020-02-019199.454075544525
2020-03-016906.766560904647
2020-04-017995.71312860772
2020-05-018297.964968401526
2020-06-018123.881552848279
2020-07-017115.857520184299
2020-08-018380.861175717167
2020-09-017304.862765696512
2020-10-018220.041389938491
2020-11-019922.740884631066
2020-12-0110668.812665573554
2021-01-0111025.268525901442
2021-02-0111754.760276700574
2021-03-0112484.2520274997
2021-04-0112956.762183729368
2021-05-0113087.505648922148
2021-06-0112853.352403621306
2021-07-0114224.821975154995
2021-08-0115491.337925029633
2021-09-0113663.37629274548
2021-10-0113916.089155567963
2021-11-0113966.631728132461
2021-12-0115322.862025914454
2022-01-0114168.80399009102
2022-02-0112585.132115768793
2022-03-0111287.869467112429
2022-04-0112037.586922419892
2022-05-0112545.142084686906
2022-06-0111993.328159591021
2022-07-0114493.73630161025
2022-08-0113221.831694061475
2022-09-0111873.553264702381
2022-10-0112943.47686524846
2022-11-0114448.330009046162
2022-12-0114265.65983748455
2023-01-0115866.197638533655
2023-02-0115831.403038469456
2023-03-0113474.091065751481
2023-04-0114065.59335174113
2023-05-0113624.914329609974
2023-06-0113902.060505969916
2023-07-0114635.160468823076
2023-08-0113819.562582170622
2023-09-0113729.061525733452
2023-10-0112054.786066544106
2023-11-0111457.475150657641
2023-12-0112950.74849697265
2024-01-0112398.690081005348
2024-02-0112344.389447143045
2024-03-0113104.600292915839
2024-04-0114480.222265862529
2024-05-0114862.391073401679
2024-06-0113891.48233237982
2024-07-0115739.94570725294
2024-08-0116132.631565664333
2024-09-0115081.738819077544
2024-10-0113557.46836800766
2024-11-0114579.96073949813
2024-12-0114570.492633332307
2025-01-0112781.132954924558
2025-02-0112856.873860849992
2025-03-0112686.457808368055
2025-04-0112714.862126865524
2025-05-0113224.000564695047
2025-06-0114108.189970984453
2025-07-0113641.80391674376
2025-08-0113161.101344620925
2025-09-0113654.026488614218
2025-10-0115063.792400435037
2025-11-0115191.952937873291
2025-12-0115162.377429233695
2026-01-0116098.935202820952
2026-02-0117518.559617521638
2026-03-0114787.75431979879
2026-04-0115848.529229672356
Annual Return Matrix
YearAnnual Return
20170.14781361326064424
2018-0.2678249325709262
20190.33907317761976774
2020-0.05218162339714283
20210.4362293636815582
2022-0.06899508633843565
2023-0.0921731876051628
20240.12506953839295742
20250.04062215402019809
20260.04525357607282188
Total Factor Risk
0.29515653728641156
VTI.US Exposure
-0.12287247634598326
VEA.US Exposure
0.32093379541695016
VWO.US Exposure
-0.017243070395856996
QQQ.US Exposure
0.031418596925486
VTV.US Exposure
-0.011767077761657956
IJR.US Exposure
0.23042065014673213
QUAL.US Exposure
0.035513440735883035
SHV.US Exposure
0.01793174082927287
TLT.US Exposure
0.03921661141921135
LQD.US Exposure
-0.011139480906977918
HYG.US Exposure
0.08084805126162885
GLD.US Exposure
-0.007620784182753476
USO.US Exposure
0.004827655861605962
VNQ.US Exposure
0.012133561222880344
BTC-USD.CC Exposure
-0.0011581947032161608
CPER.US Exposure
0.012358420742664383
VIX.INDX Exposure
-0.02579450104677854
UUP.US Exposure
-0.008938517486654283
TIP.US Exposure
0.05779994562007724
Idiosyncratic Exposure
0.3631316326474863
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.5%

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 →10.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.13%
Market Cap$2.8B
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 →
-1.9%
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 →
+6.4%
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 →
9.7% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Inchcape PLC a high-risk investment?

Inchcape PLC (INCH.LSE) has an annualized volatility of 29.5% and experienced a maximum drawdown of 45.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, INCH.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.2%. 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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