Investec PLC

10-Year Study

INVP.LSE · Financial Services · GB · Common Stock

Executive Summary: Investec PLC has compounded at 13.2% annually over the last 10 years, with a maximum drawdown of 66.8% and an annualized volatility of 62.4%.

1Y CAGR
+31.4%
3Y CAGR
+24.5%
5Y CAGR
+25.1%
10Y CAGR
+13.2%

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 →
66.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +127.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -44.0%
% 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.
202610.25.6-10.610.5————————15.0%
2025-4.5-0.5-7.3-1.812.62.83.0-0.02.73.2-4.64.48.8%
2024-2.1-5.37.8-3.81.410.67.3-2.7-1.84.6-4.1-1.98.8%
20231.22.6-15.3-1.4-7.77.811.1-0.83.1-5.312.46.911.4%
20225.5-3.823.3-6.18.8-7.83.1-6.5-12.520.818.21.544.1%
20211.62.812.033.06.4-7.1-2.311.84.34.013.310.3127.9%
2020-5.4-6.5-50.27.9-11.110.8-6.8-2.1-3.10.429.54.0-44.0%
201910.90.7-10.29.7-4.910.8-4.5-10.2-0.94.50.34.67.9%
20182.216.1-13.45.1-3.8-3.26.1-8.26.6-10.3-1.6-4.3-11.8%
20174.83.0-6.05.16.4-5.73.52.4-7.6-5.40.36.66.0%
2016———2.0-10.4-1.20.50.34.57.92.45.811.1%

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 62.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.9% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110204.878644409608
2016-05-019147.315485146642
2016-06-019036.097478356087
2016-07-019079.995824832009
2016-08-019106.25310183471
2016-09-019514.296996242349
2016-10-0110261.706225726912
2016-11-0110504.107223040624
2016-12-0111111.101811077586
2017-01-0111639.708604784899
2017-02-0111992.116416287881
2017-03-0111276.941650057901
2017-04-0111847.004710849922
2017-05-0112603.64066771177
2017-06-0111888.46590148179
2017-07-0112309.79844967347
2017-08-0112608.99748702153
2017-09-0111647.290867410842
2017-10-0111016.840500705051
2017-11-0111048.897716261885
2017-12-0111774.352848961327
2018-01-0112038.451918607858
2018-02-0113975.163658707586
2018-03-0112095.673383697938
2018-04-0112707.497971498571
2018-05-0112227.717994974044
2018-06-0111840.377616372962
2018-07-0112568.127122048827
2018-08-0111534.073900473448
2018-09-0112290.256890996605
2018-10-0111023.87624959627
2018-11-0110848.494576220448
2018-12-0110382.101724423155
2019-01-0111514.22215832552
2019-02-0111598.951481396869
2019-03-0110410.34319093122
2019-04-0111415.367178452982
2019-05-0110852.837144815308
2019-06-0112027.324702026925
2019-07-0111482.77546261649
2019-08-0110315.451666522242
2019-09-0110225.08980550019
2019-10-0110686.647733986654
2019-11-0110718.394766072426
2019-12-0111206.086882882597
2020-01-0110601.652539368682
2020-02-019916.28985119071
2020-03-014939.410828652681
2020-04-015331.246405810573
2020-05-014741.050960682522
2020-06-015251.578489219401
2020-07-014893.882788066897
2020-08-014791.453312956412
2020-09-014643.500720807304
2020-10-014661.383044091349
2020-11-016035.249643535186
2020-12-016275.883087418564
2021-01-016378.0811558125415
2021-02-016559.016590384509
2021-03-017344.760558054529
2021-04-019767.3230083267
2021-05-0110397.256402580726
2021-06-019660.097998282667
2021-07-019435.126357914307
2021-08-0110549.000126042807
2021-09-0111000.755272134296
2021-10-0111442.161122096093
2021-11-0112966.40269889161
2021-12-0114301.151716151599
2022-01-0115082.828833867703
2022-02-0114507.23170606817
2022-03-0117893.31756485296
2022-04-0116809.62514081345
2022-05-0118283.725313334544
2022-06-0116858.624282146822
2022-07-0117383.070678504188
2022-08-0116259.177491905688
2022-09-0114218.948172773178
2022-10-0117171.604327994897
2022-11-0120292.645796078494
2022-12-0120601.34235589762
2023-01-0120851.104056215092
2023-02-0121382.852073010294
2023-03-0118111.775352329034
2023-04-0117857.986190434924
2023-05-0116476.2369919884
2023-06-0117757.27503328318
2023-07-0119723.14401966268
2023-08-0119563.448767537673
2023-09-0120166.302652413327
2023-10-0119094.564600877573
2023-11-0121468.300233966962
2023-12-0122956.81655257167
2024-01-0122481.969970301165
2024-02-0121286.21268935962
2024-03-0122948.185574400708
2024-04-0122080.503934898887
2024-05-0122382.68171827857
2024-06-0124756.929400272566
2024-07-0126569.99117700349
2024-08-0125853.47720594607
2024-09-0125385.03615853034
2024-10-0126544.98448097935
2024-11-0125451.957011525035
2024-12-0124967.957555084642
2025-01-0123843.4833899213
2025-02-0123728.740123364398
2025-03-0121993.83473424662
2025-04-0121599.118882000297
2025-05-0124325.40018591314
2025-06-0125013.854861707405
2025-07-0125771.155497435815
2025-08-0125759.368525535483
2025-09-0126449.77784955215
2025-10-0127283.02912376616
2025-11-0126021.247075412983
2025-12-0127153.362585768187
2026-01-0129935.166731001016
2026-02-0131609.172765300416
2026-03-0128261.160696701616
2026-04-0131239.906728322607
Annual Return Matrix
YearAnnual Return
20170.059692643372459386
2018-0.11824438611596289
20190.07936592997553427
2020-0.43995766291933414
20211.278747312043067
20220.4405372913169394
20230.11433595714211964
20240.08760539589221428
20250.08752838616703329
20260.15049864007252944
Total Factor Risk
0.6238018554072116
VTI.US Exposure
0.023268305851870983
VEA.US Exposure
-0.019645313119461213
VWO.US Exposure
0.03646141081096727
QQQ.US Exposure
-0.012472253355219006
VTV.US Exposure
0.018100634897384966
IJR.US Exposure
-0.007041394560097654
QUAL.US Exposure
0.00772082492562932
SHV.US Exposure
0.8186267036488369
TLT.US Exposure
0.0064277574599131285
LQD.US Exposure
-0.001809417765892664
HYG.US Exposure
0.035706010191770304
GLD.US Exposure
-0.0002745583757531001
USO.US Exposure
0.00004100990041488936
VNQ.US Exposure
0.01719216146398828
BTC-USD.CC Exposure
-0.0017243580410383132
CPER.US Exposure
0.006635819041153045
VIX.INDX Exposure
0.0043248455755325625
UUP.US Exposure
0.0005317517226094662
TIP.US Exposure
-0.0007128520895450034
Idiosyncratic Exposure
0.06864291181693558
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
75.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
62.4%

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 →9.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.30%
Market Cap$3.7B
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 →
+4.2%
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 →
+13.3%
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 →
2.1% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Investec PLC a high-risk investment?

Investec PLC (INVP.LSE) has an annualized volatility of 62.4% and experienced a maximum drawdown of 66.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, INVP.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.2%. 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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