J D Wetherspoon PLC

10-Year Study

JDW.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: J D Wetherspoon PLC has compounded at -1.2% annually over the last 10 years, with a maximum drawdown of 75.7% and an annualized volatility of 60.5%.

1Y CAGR
-15.5%
3Y CAGR
-4.5%
5Y CAGR
-13.6%
10Y CAGR
-1.2%

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 →
75.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +82.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -53.8%
% 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.
2026-9.17.9-22.911.0————————-16.0%
20254.2-5.0-6.918.212.65.9-2.8-7.7-1.9-4.26.47.425.2%
20243.6-9.8-3.0-1.55.7-4.42.01.7-2.3-15.84.6-6.5-24.7%
20232.323.827.1-0.32.9-8.30.57.0-4.4-8.68.518.182.5%
2022-7.2-1.8-10.8-5.91.5-16.4-10.8-13.4-16.111.5-1.70.2-53.8%
20213.17.49.9-1.6-1.4-10.6-3.7-1.9-6.3-1.9-16.212.1-13.9%
2020-6.7-13.3-34.37.020.3-11.5-16.021.2-18.33.028.11.1-32.9%
20199.18.1-0.24.4-2.47.37.23.1-1.8-5.19.43.950.7%
20180.20.7-10.22.25.23.3-3.32.14.9-4.8-7.4-2.6-10.6%
20175.54.5-3.55.73.5-5.24.96.714.9-0.1-1.82.943.1%
2016———-5.213.1-5.920.74.26.0-6.7-5.78.328.1%

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 60.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.0% of variance. Idiosyncratic stock-specific factors contribute 10.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019478.470626462338
2016-05-0110722.252034811805
2016-06-0110093.212719527672
2016-07-0112180.477929999766
2016-08-0112687.99777964585
2016-09-0113445.702863936845
2016-10-0112549.611807262429
2016-11-0111828.370562830238
2016-12-0112809.258778337515
2017-01-0113516.07664406517
2017-02-0114129.132548004081
2017-03-0113631.475981651307
2017-04-0114403.87983502424
2017-05-0114903.561059123698
2017-06-0114128.692538797735
2017-07-0114816.660779364
2017-08-0115816.024766056642
2017-09-0118176.84185392187
2017-10-0118149.67051618311
2017-11-0117814.374269984728
2017-12-0118324.606484074127
2018-01-0118353.76247872263
2018-02-0118484.96522388776
2018-03-0116604.396645837514
2018-04-0116968.84734819067
2018-05-0117847.350344561055
2018-06-0118432.508741721365
2018-07-0117832.720807696896
2018-08-0118213.074919721395
2018-09-0119105.442821572884
2018-10-0118186.334360226614
2018-11-0116831.562937316845
2018-12-0116389.7890786638
2019-01-0117877.09250532011
2019-02-0119320.218084563003
2019-03-0119290.766699118627
2019-04-0120144.861492486612
2019-05-0119657.19282741916
2019-06-0121089.759724203457
2019-07-0122610.940782760994
2019-08-0123319.840230503287
2019-09-0122891.546653899222
2019-10-0121723.143745776837
2019-11-0123772.21738793304
2019-12-0124692.815111208478
2020-01-0123029.800315821994
2020-02-0119956.189852587686
2020-03-0113118.522172156217
2020-04-0114031.696663191722
2020-05-0116882.580927847106
2020-06-0114937.446383493561
2020-07-0112546.8609804759
2020-08-0115204.716590993288
2020-09-0112420.64910896597
2020-10-0112799.283185002027
2020-11-0116392.584521768455
2020-12-0116570.76517293285
2021-01-0117090.4575849587
2021-02-0118352.5670690956
2021-03-0120164.06650969928
2021-04-0119837.40275181142
2021-05-0119555.284541338096
2021-06-0117491.362896208288
2021-07-0116852.883383406177
2021-08-0116526.21962551832
2021-09-0115486.834801466615
2021-10-0115189.868588019688
2021-11-0112732.464863880228
2021-12-0114269.26932625052
2022-01-0113244.732505172416
2022-02-0113007.15984211362
2022-03-0111603.990483493193
2022-04-0110920.965423276548
2022-05-0111084.29807146734
2022-06-019265.373860129997
2022-07-018263.10981275916
2022-08-017156.906667585661
2022-09-016007.644159939346
2022-10-016696.60780594794
2022-11-016583.760829457355
2022-12-016595.639539534981
2023-01-016744.122646258445
2023-02-018352.199369094493
2023-03-0110616.574439095955
2023-04-0110586.876894655026
2023-05-0110891.269417329346
2023-06-019985.519697027506
2023-07-0110037.488476681972
2023-08-0110735.36153987222
2023-09-0110267.637907500835
2023-10-019384.16096090626
2023-11-0110185.971583405437
2023-12-0112034.591800689983
2024-01-0112472.619427114167
2024-02-0111255.053951898071
2024-03-0110920.965423276548
2024-04-0110757.634313579483
2024-05-0111373.841052674334
2024-06-0110868.996643622082
2024-07-0111084.29807146734
2024-08-0111269.901954871671
2024-09-0111010.054979611881
2024-10-019274.644823337841
2024-11-019697.592134235423
2024-12-019063.171167889052
2025-01-019440.802146014132
2025-02-018972.53850234405
2025-03-018353.222467423933
2025-04-019871.303461118572
2025-05-0111117.564921358357
2025-06-0111771.092441318773
2025-07-0111444.328681338564
2025-08-0110562.827160691362
2025-09-0110357.64902157953
2025-10-019923.284548722866
2025-11-0110561.759446043794
2025-12-0111346.391247570717
2026-01-0110315.600449486328
2026-02-0111131.002125582936
2026-03-018584.795004941641
2026-04-019530.968647959404
Annual Return Matrix
YearAnnual Return
20170.43057508644168685
2018-0.10558575471139708
20190.5065974914438369
2020-0.32892361205867116
2021-0.13888893015282466
2022-0.5377731410955089
20230.8246284880417327
2024-0.24690664062495005
20250.2519228686501198
2026-0.16000000000000003
Total Factor Risk
0.6054824337319129
VTI.US Exposure
-0.022605373418121674
VEA.US Exposure
0.14253302513171745
VWO.US Exposure
-0.017812931204737596
QQQ.US Exposure
0.043070762598526276
VTV.US Exposure
-0.011713828054651917
IJR.US Exposure
0.02600938968363099
QUAL.US Exposure
-0.01955367052935237
SHV.US Exposure
0.7398750757581731
TLT.US Exposure
0.004650405529506259
LQD.US Exposure
-0.006783657640720339
HYG.US Exposure
-0.005630498010795642
GLD.US Exposure
0.007359645728236719
USO.US Exposure
0.001239817285315417
VNQ.US Exposure
-0.007341225102289725
BTC-USD.CC Exposure
0.001247978361560007
CPER.US Exposure
-0.0024915701669865294
VIX.INDX Exposure
0.01651708956192991
UUP.US Exposure
0.0036885778922799667
TIP.US Exposure
-0.0002238405317189386
Idiosyncratic Exposure
0.10796482712849867
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.5%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.99%
Market Cap$630.3M
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 →
-6.7%
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 →
-10.0%
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 →
22.0% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is J D Wetherspoon PLC a high-risk investment?

J D Wetherspoon PLC (JDW.LSE) has an annualized volatility of 60.5% and experienced a maximum drawdown of 75.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, JDW.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.2%. 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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