JTC PLC

10-Year Study

JTC.LSE · Financial Services · GB · Common Stock

Executive Summary: JTC PLC has compounded at 21.1% annually over the last 10 years, with a maximum drawdown of 35.1% and an annualized volatility of 30.9%.

1Y CAGR
+64.2%
3Y CAGR
+26.0%
5Y CAGR
+16.9%
10Y CAGR
+21.1%

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 →
35.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +65.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.80.8-0.31.1————————2.3%
20250.8-3.4-5.1-8.31.41.610.522.914.7-1.1-2.30.832.3%
2024-1.8-2.65.34.16.36.79.53.2-2.2-2.8-1.4-3.022.2%
2023-3.97.2-8.812.8-12.12.71.6-3.25.2-12.516.110.110.6%
2022-14.80.47.7-7.4-4.9-20.026.13.0-9.81.614.0-6.1-17.3%
20219.08.6-6.48.9-3.6-4.64.418.8-2.14.49.97.365.9%
20203.93.7-2.2-4.85.17.55.6-2.01.810.74.5-0.736.9%
2019-7.7-8.6-8.832.3-2.0-3.9-5.00.7-0.92.83.910.16.9%
2018———0.224.30.80.8-1.63.1-14.5-6.023.827.8%

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 30.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 58.6% of variance. Idiosyncratic stock-specific factors contribute 39.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-0110016.338497665496
2018-05-0112450.9782559386
2018-06-0112549.016386005758
2018-07-0112647.05808811001
2018-08-0112450.9782559386
2018-09-0112843.134348244328
2018-10-0110975.637635411462
2018-11-0110320.376006912606
2018-12-0112777.60889980186
2019-01-0111794.716457053577
2019-02-0110779.06129008406
2019-03-019828.931571557012
2019-04-0113006.951541387589
2019-05-0112743.195894443446
2019-06-0112249.27246534499
2019-07-0111640.100831463076
2019-08-0111722.421998319
2019-09-0111611.863878239257
2019-10-0111942.68809365024
2019-11-0112405.838423188523
2019-12-0113662.96329767607
2020-01-0114192.27847029655
2020-02-0114721.593642917029
2020-03-0114390.772999543138
2020-04-0113696.04393319862
2020-05-0114390.772999543138
2020-06-0115475.350622231002
2020-07-0116342.505491114023
2020-08-0116008.984387697477
2020-09-0116290.039410285253
2020-10-0118033.007765965845
2020-11-0118837.45552367314
2020-12-0118703.379111370046
2021-01-0120379.311046917635
2021-02-0122122.27583056114
2021-03-0120714.49671961974
2021-04-0122558.017919481284
2021-05-0121753.57373381108
2021-06-0120757.26471973976
2021-07-0121668.559250986687
2021-08-0125752.508552349816
2021-09-0125199.76796047041
2021-10-0126317.497659422697
2021-11-0128925.538386360822
2021-12-0131025.517561384568
2022-01-0126419.11139862041
2022-02-0126520.72156578103
2022-03-0128552.960629364366
2022-04-0126452.98145434062
2022-05-0125165.89433271311
2022-06-0120144.7818074722
2022-07-0125402.909709975593
2022-08-0126154.069818322623
2022-09-0123590.63311857056
2022-10-0123967.8080873063
2022-11-0127328.10196594206
2022-12-0125647.955026624182
2023-01-0124653.58205665751
2023-02-0126436.596520192907
2023-03-0124104.963595583962
2023-04-0127190.9464576644
2023-05-0123899.232119186017
2023-06-0124535.7405529442
2023-07-0124933.99054053137
2023-08-0124137.486993319937
2023-09-0125399.866334371964
2023-10-0122216.18468574825
2023-11-0125782.602964862228
2023-12-0128374.780275068293
2024-01-0127852.866363305468
2024-02-0127139.580564260414
2024-03-0128566.148590313423
2024-04-0129749.15726714873
2024-05-0131616.175327011064
2024-06-0133721.58042637978
2024-07-0136914.78155385757
2024-08-0138107.84551511097
2024-09-0137276.82537346541
2024-10-0136219.823877139075
2024-11-0135726.55770286581
2024-12-0134669.559778576564
2025-01-0134951.42565358456
2025-02-0133753.49657780986
2025-03-0132027.063181834907
2025-04-0129384.56658509325
2025-05-0129782.066444890792
2025-06-0130244.63096034575
2025-07-0133411.42401759157
2025-08-0141061.53441139795
2025-09-0147079.44889182907
2025-10-0146579.3636987444
2025-11-0145507.752570705794
2025-12-0145864.956280052
2026-01-0146222.1599893982
2026-02-0146579.3636987444
2026-03-0146436.48221500592
2026-04-0146936.567408090596
Annual Return Matrix
YearAnnual Return
20190.06928952081855755
20200.3689108800102905
20210.6588188357110143
2022-0.1733270854908634
20230.10631745281888927
20240.2218441673375433
20250.32291718074809306
20260.02336448598130847
Total Factor Risk
0.3085267100880981
VTI.US Exposure
0.5858744214736005
VEA.US Exposure
0.01004444081852304
VWO.US Exposure
0.021045542595889942
QQQ.US Exposure
-0.034401630346936746
VTV.US Exposure
0.11762707124657477
IJR.US Exposure
-0.07727197934837814
QUAL.US Exposure
-0.12247457620273493
SHV.US Exposure
0.006574205235069734
TLT.US Exposure
0.03392156151832309
LQD.US Exposure
0.016329536036421354
HYG.US Exposure
-0.0023866907276115404
GLD.US Exposure
-0.007721099029619137
USO.US Exposure
0.0035830632714194516
VNQ.US Exposure
0.050019587980538405
BTC-USD.CC Exposure
0.013822367536434956
CPER.US Exposure
0.003995625350363213
VIX.INDX Exposure
-0.019458407473785137
UUP.US Exposure
-0.004254836585702445
TIP.US Exposure
0.010194411369391575
Idiosyncratic Exposure
0.39493738528221806
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.9%

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 →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 →1.01%
Market Cap$2.2B
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 →
+1.0%
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 →
+8.7%
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 →
3.8% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JTC PLC a high-risk investment?

JTC PLC (JTC.LSE) has an annualized volatility of 30.9% and experienced a maximum drawdown of 35.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, JTC.LSE has generated a Compound Annual Growth Rate (CAGR) of 21.1%. It has had a positive return in 88% 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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