Land Securities Group PLC

10-Year Study

LAND.LSE · Real Estate · GB · Common Stock

Executive Summary: Land Securities Group PLC has compounded at -0.8% annually over the last 10 years, with a maximum drawdown of 47.8% and an annualized volatility of 37.6%.

1Y CAGR
+0.2%
3Y CAGR
+7.0%
5Y CAGR
+3.0%
10Y CAGR
-0.8%

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 →
47.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -29.7%
% 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.
20264.6-0.6-14.59.0————————-3.1%
20250.2-1.9-2.67.76.81.7-8.5-4.15.16.80.52.814.0%
2024-5.0-6.16.2-1.20.3-3.22.60.53.4-7.61.8-3.2-11.7%
202314.0-1.6-9.78.5-10.7-2.712.7-5.5-2.1-3.511.314.622.6%
20221.80.50.1-4.21.9-11.910.1-9.9-19.89.39.21.2-15.3%
2021-8.89.13.84.4-2.4-2.75.10.9-1.7-1.47.06.820.3%
2020-5.3-11.0-32.318.9-8.5-8.74.30.3-9.6-2.531.42.5-29.7%
20197.64.02.81.1-10.22.0-4.4-2.612.19.83.23.329.9%
2018-0.6-7.52.25.5-5.94.5-1.5-2.8-2.4-3.4-3.4-1.1-16.0%
2017-6.87.20.34.4-3.3-4.20.8-1.13.7-0.7-2.37.95.1%
2016———2.83.0-10.05.30.0-2.4-5.6-2.911.0-0.4%

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 37.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.9% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110281.562397395117
2016-05-0110590.373082708133
2016-06-019527.058813605294
2016-07-0110031.378438601887
2016-08-0110031.378438601887
2016-09-019787.342661698805
2016-10-019241.544708800044
2016-11-018973.271468672498
2016-12-019959.3068225028
2017-01-019286.632457468857
2017-02-019959.3068225028
2017-03-019984.28563641956
2017-04-0110427.40246290651
2017-05-0110087.993622761835
2017-06-019667.084872812124
2017-07-019743.429394214285
2017-08-019638.456082839208
2017-09-019991.67318795722
2017-10-019924.89160382219
2017-11-019698.84128671227
2017-12-0110467.271556920807
2018-01-0110402.889223713359
2018-02-019626.151608001006
2018-03-019835.940876227853
2018-04-0110374.393455090045
2018-05-019757.219814860237
2018-06-0110198.57654178233
2018-07-0110048.29972759823
2018-08-019767.996166389594
2018-09-019533.800724933912
2018-10-019207.877329658051
2018-11-018890.958830865626
2018-12-018794.745462025325
2019-01-019459.490456853715
2019-02-019835.596967372783
2019-03-0110112.26677464107
2019-04-0110218.549210761623
2019-05-019173.444266650054
2019-06-019354.638811347175
2019-07-018939.226114232244
2019-08-018705.697401736157
2019-09-019761.178011116692
2019-10-0110714.044004760217
2019-11-0111059.0300083187
2019-12-0111423.664238540372
2020-01-0110823.634130293438
2020-02-019630.495890613623
2020-03-016523.08796409851
2020-04-017755.540501432089
2020-05-017097.13835388351
2020-06-016478.569611694458
2020-07-016755.051242419406
2020-08-016772.624660471116
2020-09-016121.253177912486
2020-10-015966.610992365223
2020-11-017839.566194667985
2020-12-018032.693727751368
2021-01-017328.134794102417
2021-02-017998.087088104257
2021-03-018299.970929968476
2021-04-018669.205752232487
2021-05-018457.526607514343
2021-06-018228.635797926943
2021-07-018645.30733122835
2021-08-018722.802000641097
2021-09-018575.166146910076
2021-10-018452.135998432293
2021-11-019047.0902066438
2021-12-019661.84512940706
2022-01-019833.577313955042
2022-02-019883.354876303121
2022-03-019889.902122242076
2022-04-019474.46671416502
2022-05-019653.229563702951
2022-06-018507.617256697462
2022-07-019368.62876401753
2022-08-018444.977178727486
2022-09-016773.116190580012
2022-10-017403.956963375653
2022-11-018087.151370509231
2022-12-018181.9534152744845
2023-01-019327.479745066206
2023-02-019177.24186396004
2023-03-018288.604093423814
2023-04-018995.778032140553
2023-05-018032.421196205841
2023-06-017819.512415109667
2023-07-018816.356564700936
2023-08-018331.87172069929
2023-09-018154.891681688346
2023-10-017867.299523848456
2023-11-018755.408453409435
2023-12-0110029.58913922858
2024-01-019528.679402974227
2024-02-018945.98749209983
2024-03-019503.308013854985
2024-04-019392.132987607602
2024-05-019421.008353740755
2024-06-019116.227241993736
2024-07-019351.675030789576
2024-08-019399.564338857936
2024-09-019720.598388430126
2024-10-018981.47499263516
2024-11-019142.031761604976
2024-12-018853.974029041481
2025-01-018869.135218472966
2025-02-018700.35221457836
2025-03-018476.871480611975
2025-04-019131.902672496246
2025-05-019756.108599927584
2025-06-019918.625000486663
2025-07-019077.664028301751
2025-08-018708.27022930285
2025-09-019148.398942058495
2025-10-019769.295557865586
2025-11-019814.380062111237
2025-12-0110090.15603079866
2026-01-0110552.486331245223
2026-02-0110487.597868024652
2026-03-018970.830040243825
2026-04-019773.82477259838
Annual Return Matrix
YearAnnual Return
20170.05100402502614698
2018-0.15978625239636912
20190.2989192567160026
2020-0.29683737546739
20210.2028150775906341
2022-0.15316864370226113
20230.22581841159164218
2024-0.11721468286162717
20250.1396188872592623
2026-0.031350482315112504
Total Factor Risk
0.37603922688622005
VTI.US Exposure
-0.07194969885409526
VEA.US Exposure
0.06182333585146351
VWO.US Exposure
0.023633258630265812
QQQ.US Exposure
0.04777452352637101
VTV.US Exposure
0.07398968369712648
IJR.US Exposure
0.02234870891235175
QUAL.US Exposure
-0.034956433658247264
SHV.US Exposure
0.6193111283629938
TLT.US Exposure
-0.016042091294534315
LQD.US Exposure
0.006810487816036122
HYG.US Exposure
0.07449667736274453
GLD.US Exposure
0.0026786489428230168
USO.US Exposure
0.0021734410081574057
VNQ.US Exposure
0.050824388301888505
BTC-USD.CC Exposure
0.0028291667180944525
CPER.US Exposure
-0.007434348916618925
VIX.INDX Exposure
-0.013940361090506075
UUP.US Exposure
-0.002947728861052266
TIP.US Exposure
0.014082937605598247
Idiosyncratic Exposure
0.1444942759391394
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
86.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.6%

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 →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.18%
Market Cap$4.2B
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 →
-1.1%
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 →
+1.7%
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 →
10.7% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Land Securities Group PLC a high-risk investment?

Land Securities Group PLC (LAND.LSE) has an annualized volatility of 37.6% and experienced a maximum drawdown of 47.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, LAND.LSE has generated a Compound Annual Growth Rate (CAGR) of -0.8%. 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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