Intertek Group PLC

10-Year Study

ITRK.LSE · Industrials · GB · Common Stock

Executive Summary: Intertek Group PLC has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 39.8% and an annualized volatility of 25.9%.

1Y CAGR
+0.6%
3Y CAGR
+7.3%
5Y CAGR
-0.3%
10Y CAGR
+6.5%

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 →
39.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +51.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.55.8-22.730.3————————2.8%
20258.10.5-2.5-8.46.7-1.04.2-5.11.97.3-8.70.01.2%
20245.82.97.9-0.8-1.90.45.3-2.05.4-9.91.50.314.3%
20237.7-3.9-2.92.51.62.72.3-5.10.2-7.04.26.58.0%
2022-5.10.7-3.0-4.1-6.0-9.34.0-9.5-5.6-1.410.7-0.3-26.6%
2021-2.3-2.94.69.6-10.41.9-6.82.2-5.0-1.69.15.41.6%
2020-1.6-8.5-10.30.517.6-1.2-1.19.38.4-12.0-0.92.3-1.5%
20192.33.6-4.510.20.33.93.7-4.91.6-2.33.16.124.3%
2018-3.2-2.2-5.15.212.64.62.9-12.7-2.8-5.50.22.2-6.0%
2017-2.64.011.53.46.8-1.92.018.8-2.08.9-3.6-0.851.4%
2016———2.8-2.710.94.2-3.70.5-2.0-3.85.811.7%

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 25.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.6% of variance. Idiosyncratic stock-specific factors contribute 20.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110284.180510373106
2016-05-0110011.207010552856
2016-06-0111102.642573278828
2016-07-0111568.57711284886
2016-08-0111140.938482320315
2016-09-0111196.831694030821
2016-10-0110968.980106008554
2016-11-0110554.995440123581
2016-12-0111171.158463297157
2017-01-0110885.541126558855
2017-02-0111318.78051958102
2017-03-0112624.917202243985
2017-04-0113048.529035784497
2017-05-0113939.080051054942
2017-06-0113673.20291401082
2017-07-0113945.56477326492
2017-08-0116568.66664511623
2017-09-0116231.934024318685
2017-10-0117675.279200596357
2017-11-0117039.946476552635
2017-12-0116909.621975959504
2018-01-0116368.774593211027
2018-02-0116007.123790604206
2018-03-0115182.82038397
2018-04-0115968.026597156713
2018-05-0117976.09782330797
2018-06-0118798.275573266095
2018-07-0119337.624221123147
2018-08-0116884.245357595206
2018-09-0116417.248577426308
2018-10-0115516.078290776119
2018-11-0115545.866087547669
2018-12-0115886.769697343712
2019-01-0116244.222083123948
2019-02-0116833.356157204555
2019-03-0116075.424959911288
2019-04-0117707.128786387173
2019-05-0117761.337929453664
2019-06-0118452.205736138418
2019-07-0119143.073542823167
2019-08-0118204.030127510014
2019-09-0118488.768598271457
2019-10-0118063.506784958972
2019-11-0118617.02229784466
2019-12-0119751.054061228704
2020-01-0119440.545186856976
2020-02-0117786.749028516126
2020-03-0115950.697303550629
2020-04-0116031.699516388615
2020-05-0118856.68940237701
2020-06-0118630.655495704115
2020-07-0118418.321005504178
2020-08-0120123.848006731572
2020-09-0121810.559909723263
2020-10-0119186.681438511216
2020-11-0119014.510692444906
2020-12-0119448.38053368676
2021-01-0119000.737220836138
2021-02-0118442.904567810896
2021-03-0119289.983651055332
2021-04-0121135.65157254513
2021-05-0118930.731216100918
2021-06-0119286.46701166956
2021-07-0117982.10216670046
2021-08-0118379.689301481787
2021-09-0117469.034471882067
2021-10-0117181.218206984107
2021-11-0118743.14720613286
2021-12-0119761.033480561997
2022-01-0118757.18672767399
2022-02-0118897.58507769422
2022-03-0118335.992461265538
2022-04-0117577.84301682599
2022-05-0116521.28389663235
2022-06-0114992.129584732887
2022-07-0115598.088280382932
2022-08-0114111.707274545703
2022-09-0113328.426886716212
2022-10-0113137.866565575529
2022-11-0114543.69752591195
2022-12-0114504.146989648934
2023-01-0115622.3399659699
2023-02-0115007.513853502092
2023-03-0114572.461089217828
2023-04-0114942.795150368169
2023-05-0115186.552135893133
2023-06-0115592.355472488418
2023-07-0115946.976522758729
2023-08-0115135.369849568158
2023-09-0115169.592726139994
2023-10-0114103.442094467318
2023-11-0114701.076836121665
2023-12-0115663.932699946417
2024-01-0116575.141179847207
2024-02-0117051.035547444753
2024-03-0118390.180053895678
2024-04-0118238.92655317423
2024-05-0117893.299087730844
2024-06-0117960.735888627343
2024-07-0118919.84080104931
2024-08-0118545.19038341165
2024-09-0119543.481041983185
2024-10-0117604.28305126751
2024-11-0117861.832707880894
2024-12-0117907.28257813747
2025-01-0119354.106386667725
2025-02-0119448.7935184124
2025-03-0118956.41894440085
2025-04-0117361.882959580198
2025-05-0118522.210957221403
2025-06-0118344.18711264315
2025-07-0119118.20355562608
2025-08-0118150.683001897418
2025-09-0118502.02916949516
2025-10-0119845.99274533947
2025-11-0118125.876098704917
2025-12-0118125.876098704917
2026-01-0117491.11779174638
2026-02-0118502.02916949516
2026-03-0114293.816690029298
2026-04-0118631.331787579307
Annual Return Matrix
YearAnnual Return
20170.5136856245944474
2018-0.06048936398873894
20190.24323915040646105
2020-0.015324424033454243
20210.01607604017895925
2022-0.26602285230091915
20230.0799623522241728
20240.14321753809621063
20250.012206962145910438
20260.02788586251621261
Total Factor Risk
0.259100942088086
VTI.US Exposure
0.16363712757415363
VEA.US Exposure
0.2656614378772117
VWO.US Exposure
0.011888484343521837
QQQ.US Exposure
-0.06389859709742972
VTV.US Exposure
-0.0016161361531196788
IJR.US Exposure
-0.06498273367515243
QUAL.US Exposure
0.07367630479716317
SHV.US Exposure
0.31570559699733275
TLT.US Exposure
0.03846512632797542
LQD.US Exposure
-0.024028244242991194
HYG.US Exposure
-0.016644332212897715
GLD.US Exposure
0.0039054150602314316
USO.US Exposure
0.03690624012923131
VNQ.US Exposure
0.009583007905989916
BTC-USD.CC Exposure
-0.004586083085854252
CPER.US Exposure
0.035944677436295175
VIX.INDX Exposure
-0.01628911469573654
UUP.US Exposure
0.0369857367790822
TIP.US Exposure
-0.0025934350069110653
Idiosyncratic Exposure
0.20227952094190393
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.9%

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 →17.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.44%
Market Cap$5.7B
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 →
+16.1%
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 →
+4.2%
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 →
7.3% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Intertek Group PLC a high-risk investment?

Intertek Group PLC (ITRK.LSE) has an annualized volatility of 25.9% and experienced a maximum drawdown of 39.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ITRK.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.5%. It has had a positive return in 70% 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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