Keller Group PLC

10-Year Study

KLR.LSE · Industrials · GB · Common Stock

Executive Summary: Keller Group PLC has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 53.7% and an annualized volatility of 68.9%.

1Y CAGR
+49.5%
3Y CAGR
+55.8%
5Y CAGR
+27.0%
10Y CAGR
+13.7%

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 →
53.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +70.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -47.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.413.7-4.614.2————————31.7%
2025-5.2-5.25.73.210.6-4.9-8.91.513.05.32.32.618.9%
2024-0.7-1.021.25.319.6-4.821.312.6-2.71.2-9.0-2.670.4%
20231.10.2-16.3-1.61.67.022.3-8.6-2.33.25.28.016.1%
2022-13.7-7.56.11.4-8.0-4.19.7-9.9-10.4-0.316.79.1-14.8%
20218.63.62.42.91.1-1.39.914.7-4.6-3.7-2.19.747.0%
202011.5-22.4-19.016.93.64.0-8.011.4-2.9-16.627.110.32.7%
20195.22.116.413.92.3-11.77.20.8-12.9-8.122.317.760.2%
20182.6-9.4-3.819.33.2-3.16.3-2.4-2.3-36.2-9.6-15.8-47.5%
2017-3.75.85.52.1-5.22.20.2-5.0-1.014.41.42.419.1%
2016———2.810.1-5.112.6-10.8-2.4-22.514.28.61.1%

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 68.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.9% of variance. Idiosyncratic stock-specific factors contribute 8.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110279.232937878136
2016-05-0111312.90634241858
2016-06-0110731.84416713562
2016-07-0112083.70227851086
2016-08-0110779.278528357738
2016-09-0110518.707293463614
2016-10-018152.5964008388655
2016-11-019308.69543993892
2016-12-0110111.377081159346
2017-01-019739.986903098586
2017-02-0110303.06156188378
2017-03-0110866.136220668976
2017-04-0111093.760735636926
2017-05-0110517.988898027454
2017-06-0110744.37924647687
2017-07-0110768.854426375061
2017-08-0110232.673545456471
2017-09-0110133.627077245008
2017-10-0111594.552352146393
2017-11-0111761.69349750818
2017-12-0112046.44887004687
2018-01-0112355.968622697797
2018-02-0111192.179068351643
2018-03-0110771.234341512298
2018-04-0112851.19727967595
2018-05-0113263.917299791021
2018-06-0112858.13624277345
2018-07-0113669.696514769013
2018-08-0113339.12777583852
2018-09-0113031.300857561528
2018-10-018311.302846964274
2018-11-017516.085150121621
2018-12-016329.67166565508
2019-01-016656.7368453045965
2019-02-016797.824182848217
2019-03-017913.693077523158
2019-04-019016.737692642802
2019-05-019222.849027357051
2019-06-018147.954461097506
2019-07-018731.84785121478
2019-08-018802.78847951606
2019-09-017666.944507636636
2019-10-017044.935634531979
2019-11-018613.482071889279
2019-12-0110141.461271578342
2020-01-0111304.350068569924
2020-02-018775.745496443484
2020-03-017112.545855272792
2020-04-018315.99820585345
2020-05-018613.482071889279
2020-06-018954.491491158671
2020-07-018240.104333121806
2020-08-019176.812774176078
2020-09-018913.364273458144
2020-10-017435.12198446608
2020-11-019446.91287981705
2020-12-0110416.975131544652
2021-01-0111312.418201929906
2021-02-0111715.366202073585
2021-03-0111998.922406845755
2021-04-0112342.175430323472
2021-05-0112476.491430371363
2021-06-0112310.963911681572
2021-07-0113523.64119647839
2021-08-0115513.159991268732
2021-09-0114798.124435299742
2021-10-0114254.076203335382
2021-11-0113958.73462933098
2021-12-0115311.084565274055
2022-01-0113212.610971371943
2022-02-0112217.778813413364
2022-03-0112963.902471372403
2022-04-0113150.434767391847
2022-05-0112093.424563413595
2022-06-0111601.483947085573
2022-07-0112723.17368683301
2022-08-0111462.765472441708
2022-09-0110272.46344242199
2022-10-0110239.85381573894
2022-11-0111951.930135122815
2022-12-0113044.39960101423
2023-01-0113191.147526186896
2023-02-0113223.758994909525
2023-03-0111071.433373888905
2023-04-0110892.072137954028
2023-05-0111071.433373888905
2023-06-0111841.105665837442
2023-07-0114479.980253335705
2023-08-0113229.859829998168
2023-09-0112920.18903010169
2023-10-0113333.084043976854
2023-11-0114021.244242475037
2023-12-0115139.502262485115
2024-01-0115036.27804850643
2024-02-0114881.4417275384
2024-03-0118029.771043690416
2024-04-0118993.192742732466
2024-05-0122720.699827677203
2024-06-0121628.6963977995
2024-07-0126243.287377515884
2024-08-0129540.56217205939
2024-09-0128757.559039671087
2024-10-0129113.470559141908
2024-11-0126479.733420032
2024-12-0125803.504111892853
2025-01-0124451.043653574987
2025-02-0123169.766972782945
2025-03-0124486.6355423379
2025-04-0125269.636832686625
2025-05-0127952.13828559534
2025-06-0126570.88859068315
2025-07-0124208.2241541124
2025-08-0124572.80799592541
2025-09-0127777.95686495916
2025-10-0129251.588528882723
2025-11-0129914.722777648323
2025-12-0130688.379401208196
2026-01-0132640.941355906914
2026-02-0137117.09753507474
2026-03-0135404.000725763595
2026-04-0140414.34838310371
Annual Return Matrix
YearAnnual Return
20170.1913756922875689
2018-0.4745611977490216
20190.6022096891069575
20200.02716707706989352
20210.46982059301544044
2022-0.14804209032982085
20230.16061319229349502
20240.7043825922753464
20250.18931053968999123
20260.31692677070828323
Total Factor Risk
0.6888936707001633
VTI.US Exposure
-0.018320673185029543
VEA.US Exposure
0.02091034888116347
VWO.US Exposure
-0.006555555236418565
QQQ.US Exposure
0.0011214826095058265
VTV.US Exposure
0.004907914432651576
IJR.US Exposure
0.014203382672289136
QUAL.US Exposure
0.012058331547630743
SHV.US Exposure
0.8088509210349643
TLT.US Exposure
0.012166207276522657
LQD.US Exposure
-0.003159381062879247
HYG.US Exposure
-0.002912430129832448
GLD.US Exposure
-0.0012481326277644787
USO.US Exposure
-0.00030559716223046177
VNQ.US Exposure
0.036511982342762185
BTC-USD.CC Exposure
-0.0008230811575092986
CPER.US Exposure
0.002775381229951654
VIX.INDX Exposure
-0.00010377445928486815
UUP.US Exposure
-0.00017783562353746986
TIP.US Exposure
0.032059659783415975
Idiosyncratic Exposure
0.08804084883362899
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
68.9%

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 →9.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.54%
Market Cap$1.4B
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 →
+8.0%
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 →
+34.0%
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 →
0.9% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Keller Group PLC a high-risk investment?

Keller Group PLC (KLR.LSE) has an annualized volatility of 68.9% and experienced a maximum drawdown of 53.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, KLR.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 80% 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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