Johnson Matthey PLC

10-Year Study

JMAT.LSE · Basic Materials · GB · Common Stock

Executive Summary: Johnson Matthey PLC has compounded at -0.2% annually over the last 10 years, with a maximum drawdown of 57.6% and an annualized volatility of 38.7%.

1Y CAGR
+26.5%
3Y CAGR
+10.9%
5Y CAGR
-4.0%
10Y CAGR
-0.2%

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 →
57.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +66.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -17.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.7-14.7-5.77.5————————-4.3%
20256.9-0.1-7.4-2.933.64.41.88.15.26.1-5.67.166.2%
2024-4.2-5.316.1-1.80.1-7.94.6-0.2-7.0-2.2-8.70.2-17.1%
20236.1-3.3-9.1-1.0-11.94.13.2-9.5-0.1-8.25.29.5-16.5%
2022-5.2-2.9-0.218.4-5.2-6.311.0-5.7-9.15.68.02.97.9%
202121.73.5-1.47.9-6.32.5-3.3-1.1-8.61.8-23.3-1.3-13.4%
2020-13.1-3.6-28.410.86.00.86.76.1-0.8-8.84.49.0-17.1%
20198.71.61.66.2-7.39.8-3.4-9.55.10.4-5.64.210.1%
201812.5-9.4-3.08.36.64.63.9-7.01.9-16.5-0.9-4.3-6.8%
20172.2-5.80.5-3.34.5-6.0-2.1-1.623.7-1.1-9.71.5-0.9%
2016———5.2-0.1-1.217.01.9-1.33.5-7.61.718.7%

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 38.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.9% of variance. Idiosyncratic stock-specific factors contribute 27.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110521.13703744652
2016-05-0110510.204004466581
2016-06-0110382.850252688377
2016-07-0112143.597921705346
2016-08-0112373.421507442717
2016-09-0112210.320881946787
2016-10-0112640.313852560139
2016-11-0111676.646096774637
2016-12-0111870.635086404789
2017-01-0112128.04383457554
2017-02-0111430.429515538988
2017-03-0111490.11855176788
2017-04-0111113.33223529101
2017-05-0111609.496120074004
2017-06-0110910.027531218206
2017-07-0110678.223133593989
2017-08-0110503.419131375924
2017-09-0112996.271143049455
2017-10-0112848.068199217145
2017-11-0111600.522220459372
2017-12-0111768.922992396234
2018-01-0113242.430250995436
2018-02-0111998.560546169681
2018-03-0111642.622413443589
2018-04-0112607.099836801066
2018-05-0113445.276681205896
2018-06-0114067.231447609493
2018-07-0114615.305812601482
2018-08-0113589.124762966794
2018-09-0113845.669899337552
2018-10-0111556.197710334722
2018-11-0111456.517851682715
2018-12-0110966.755684725935
2019-01-0111922.771426559144
2019-02-0112118.676192511524
2019-03-0112310.663195884954
2019-04-0113074.691934344733
2019-05-0112122.594459242138
2019-06-0113307.588828624279
2019-07-0112851.877065036726
2019-08-0111632.647268624763
2019-09-0112220.275860699063
2019-10-0112272.243310046062
2019-11-0111584.624806046555
2019-12-0112076.386942653406
2020-01-0110500.329689980505
2020-02-0110121.43097803255
2020-03-017247.44434178236
2020-04-018031.4420234913505
2020-05-018517.157869194927
2020-06-018581.271844576495
2020-07-019157.992107102384
2020-08-019714.261457388522
2020-09-019640.637669173762
2020-10-018789.873166028588
2020-11-019176.891744672794
2020-12-0110006.278200668597
2021-01-0112180.838092651078
2021-02-0112605.847019916666
2021-03-0112432.542868898234
2021-04-0113410.475596009359
2021-05-0112568.710704213663
2021-06-0112884.969076093173
2021-07-0112461.480166093774
2021-08-0112323.112212917766
2021-09-0111258.10039383824
2021-10-0111459.362275369553
2021-11-018788.446416820194
2021-12-018670.327715218438
2022-01-018221.131607733101
2022-02-017979.582966752056
2022-03-017960.513430070963
2022-04-019428.87531679
2022-05-018941.54013594248
2022-06-018376.383600127874
2022-07-019296.458874004484
2022-08-018765.729847003582
2022-09-017971.811468855451
2022-10-018415.536018334182
2022-11-019087.647825460275
2022-12-019352.402063371763
2023-01-019919.614025519451
2023-02-019594.236558346152
2023-03-018721.434073523766
2023-04-018633.493890513686
2023-05-017606.796085423659
2023-06-017919.537999448559
2023-07-018169.007871370341
2023-08-017393.383140492801
2023-09-017384.311435455403
2023-10-016776.51173531473
2023-11-017128.13281734419
2023-12-017806.4552688159365
2024-01-017482.24037537923
2024-02-017089.043418095848
2024-03-018227.244950807653
2024-04-018075.48471283597
2024-05-018084.682455789302
2024-06-017444.932143958895
2024-07-017787.009634993691
2024-08-017768.005133877223
2024-09-017226.382901877819
2024-10-017069.5972801219405
2024-11-016456.708673087442
2024-12-016467.7122873003045
2025-01-016911.764031208803
2025-02-016902.1110393031095
2025-03-016390.485831296435
2025-04-016202.246691391273
2025-05-018287.359491040746
2025-06-018654.03555005291
2025-07-018813.556698736258
2025-08-019526.418076539398
2025-09-0110019.937181694393
2025-10-0110628.112474824558
2025-11-0110032.61810849253
2025-12-0110748.513471008078
2026-01-0111897.979264342901
2026-02-0110143.531474516065
2026-03-019563.757061211221
2026-04-0110284.693940364203
Annual Return Matrix
YearAnnual Return
2017-0.00856837846233216
2018-0.06815978897886998
20190.10118136026983082
2020-0.17141788780162814
2021-0.13351122751722944
20220.07866765485186056
2023-0.16529943688054793
2024-0.17149178922006292
20250.661872543729775
2026-0.04315196998123827
Total Factor Risk
0.3874277112801937
VTI.US Exposure
0.06503303013239499
VEA.US Exposure
0.21604636197424676
VWO.US Exposure
-0.02172617095318573
QQQ.US Exposure
-0.007229427784040581
VTV.US Exposure
0.04786780900172582
IJR.US Exposure
0.04418884300242372
QUAL.US Exposure
-0.06784454443191397
SHV.US Exposure
0.25853452723398507
TLT.US Exposure
-0.00202903817870819
LQD.US Exposure
0.0813096809883286
HYG.US Exposure
-0.004324139251148989
GLD.US Exposure
-0.0036639830920497936
USO.US Exposure
0.0000014035338416792571
VNQ.US Exposure
-0.01403130004495268
BTC-USD.CC Exposure
-0.0017400301607201091
CPER.US Exposure
0.0021114681474261737
VIX.INDX Exposure
0.0401972012007437
UUP.US Exposure
0.04130147909099997
TIP.US Exposure
0.05088455649198668
Idiosyncratic Exposure
0.2751122730986169
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.05%
Market Cap$3.2B
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 →
+0.1%
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 →
+0.9%
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 →
14.6% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Johnson Matthey PLC a high-risk investment?

Johnson Matthey PLC (JMAT.LSE) has an annualized volatility of 38.7% and experienced a maximum drawdown of 57.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, JMAT.LSE has generated a Compound Annual Growth Rate (CAGR) of -0.2%. It has had a positive return in 30% 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.

Run a Full Backtest on Johnson Matthey PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest