Jet2 PLC

10-Year Study

JET2.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Jet2 PLC has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 67.6% and an annualized volatility of 37.7%.

1Y CAGR
-39.1%
3Y CAGR
+0.2%
5Y CAGR
-2.2%
10Y CAGR
+6.9%

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 →
67.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +121.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -22.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.61.5-11.54.9————————-16.7%
2025-3.0-8.2-11.827.817.5-0.8-11.80.1-12.4-6.05.8-0.1-10.3%
20247.04.43.4-0.4-7.5-1.48.53.9-4.42.69.50.627.7%
202326.86.51.5-6.6-2.44.2-9.8-6.13.4-7.520.04.231.7%
202218.2-2.6-10.88.3-5.8-22.41.2-6.8-18.922.618.6-4.6-13.8%
2021-7.810.2-12.817.6-9.5-12.34.9-7.010.9-4.7-20.014.2-22.0%
20200.4-27.7-55.216.837.1-4.8-23.010.4-6.026.764.52.2-15.6%
20192.81.3-1.417.3-3.7-6.9-9.0-1.022.838.317.214.5121.9%
20180.518.03.23.0-5.8-3.718.46.4-4.2-8.8-1.8-7.214.6%
20173.14.6-3.317.92.7-1.5-21.06.24.711.816.9-2.838.9%
2016———-5.93.8-18.7-8.0-7.5-5.9-14.433.04.0-24.8%

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 37.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 38.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019405.120801388399
2016-05-019766.5667607751
2016-06-017936.748013653173
2016-07-017304.216771998869
2016-08-016758.2832787966045
2016-09-016356.225322543129
2016-10-015442.233518413074
2016-11-017236.085819480528
2016-12-017524.314777191548
2017-01-017758.11536927984
2017-02-018115.596843561157
2017-03-017849.387926736835
2017-04-019256.495684497855
2017-05-019507.493592049443
2017-06-019362.980876682732
2017-07-017396.830329952765
2017-08-017856.993431373202
2017-09-018222.976036077302
2017-10-019196.246563990999
2017-11-0110751.943678629312
2017-12-0110453.150887913001
2018-01-0110506.914442380295
2018-02-0112396.3158733985
2018-03-0112788.021305815893
2018-04-0113172.044837204978
2018-05-0112403.996148971662
2018-06-0111943.166610940645
2018-07-0114139.787192161144
2018-08-0115038.405441503688
2018-09-0114412.358140433798
2018-10-0113137.26984977381
2018-11-0112905.436058414305
2018-12-0111976.030063118049
2019-01-0112317.315502307089
2019-02-0112480.202362664075
2019-03-0112309.558830341983
2019-04-0114442.594857092421
2019-05-0113907.397495141107
2019-06-0112953.347974349666
2019-07-0111782.118140355777
2019-08-0111665.769686334294
2019-09-0114328.092920118794
2019-10-0119808.78308187271
2019-11-0123206.81169736041
2019-12-0126573.60556672875
2020-01-0126667.727547059767
2020-02-0119279.19841654661
2020-03-018643.4812828027
2020-04-0110094.51859138707
2020-05-0113835.844959536731
2020-06-0113169.151527041966
2020-07-0110141.580394280154
2020-08-0111200.445764819722
2020-09-0110533.752332324955
2020-10-0113341.706594617825
2020-11-0121945.970521070532
2020-12-0122432.264439446353
2021-01-0120691.018368780988
2021-02-0122808.750735315276
2021-03-0119890.98722506036
2021-04-0123397.00945511005
2021-05-0121177.312287156805
2021-06-0118565.444806613912
2021-07-0119475.28357284144
2021-08-0118102.68097695706
2021-09-0120079.229560267242
2021-10-0119130.171812234574
2021-11-0115313.549485275244
2021-12-0117490.89216844332
2022-01-0120675.331101149957
2022-02-0120134.134184248265
2022-03-0117961.498819188106
2022-04-0119459.59793066556
2022-05-0118322.297847426
2022-06-0114209.19250151533
2022-07-0114378.610440656012
2022-08-0113402.8854754692
2022-09-0110871.019646388733
2022-10-0113330.726645094708
2022-11-0115804.550721758975
2022-12-0115080.205646083474
2023-01-0119117.748458540245
2023-02-0120352.92857441244
2023-03-0120651.888787008975
2023-04-0119290.831799039126
2023-05-0118818.788245943717
2023-06-0119605.526417465968
2023-07-0117685.885018878846
2023-08-0116600.185009304918
2023-09-0117163.68642174417
2023-10-0115879.975091525315
2023-11-0119049.630509663086
2023-12-0119856.7470123728
2024-01-0121239.882557614663
2024-02-0122177.87258154624
2024-03-0122925.082934785274
2024-04-0122829.69472489415
2024-05-0121112.698819578218
2024-06-0120810.633987649468
2024-07-0122575.32562336611
2024-08-0123449.721340096745
2024-09-0122427.679030474515
2024-10-0123020.41100283593
2024-11-0125199.099562866344
2024-12-0125359.297920408935
2025-01-0124594.630178882962
2025-02-0122570.514276128746
2025-03-0119903.820193451917
2025-04-0125429.98083750926
2025-05-0129879.825224560693
2025-06-0129638.859626181078
2025-07-0126136.814884877953
2025-08-0126152.87925810326
2025-09-0122911.15115871383
2025-10-0121533.888382920824
2025-11-0122781.525987045447
2025-12-0122749.119287764563
2026-01-0120106.88017778578
2026-02-0120415.7166558601
2026-03-0118075.06124308633
2026-04-0118952.807022876492
Annual Return Matrix
YearAnnual Return
20170.38924954596525274
20180.14568613727425994
20191.218899370382018
2020-0.15584415584415579
2021-0.220279690636751
2022-0.13782524637074556
20230.31674245553341374
20240.27711240439370455
2025-0.1029278744560087
2026-0.1668773290458716
Total Factor Risk
0.3771834391521304
VTI.US Exposure
0.14701197999390908
VEA.US Exposure
0.4043120120329357
VWO.US Exposure
-0.045202189584179917
QQQ.US Exposure
0.08997608789438596
VTV.US Exposure
0.02166862749028851
IJR.US Exposure
0.027136578650798045
QUAL.US Exposure
-0.14003346406806147
SHV.US Exposure
0.0010198532937614239
TLT.US Exposure
0.0003614574493644769
LQD.US Exposure
-0.003806674397230696
HYG.US Exposure
0.03775841757992396
GLD.US Exposure
-0.008416801362732502
USO.US Exposure
0.0035469264877813207
VNQ.US Exposure
-0.018318255365725712
BTC-USD.CC Exposure
0.036884883890938434
CPER.US Exposure
-0.004223653169991791
VIX.INDX Exposure
0.007693230455136994
UUP.US Exposure
-0.00004287621591787423
TIP.US Exposure
0.061478692640107864
Idiosyncratic Exposure
0.3811951663045083
Value Score
48.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

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 →4.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.41%
Market Cap$2.1B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.730.01%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 →
-2.1%
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 →
-15.2%
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 →
39.3% 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 →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Jet2 PLC a high-risk investment?

Jet2 PLC (JET2.LSE) has an annualized volatility of 37.7% and experienced a maximum drawdown of 67.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of JET2.LSE?

Over the past 10 years, JET2.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.9%. It has had a positive return in 50% 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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