London Stock Exchange Group PLC

10-Year Study

LSEG.LSE · Financial Services · GB · Common Stock

Executive Summary: London Stock Exchange Group PLC has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 28.4%.

1Y CAGR
-16.9%
3Y CAGR
+3.7%
5Y CAGR
+4.7%
10Y CAGR
+14.7%

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 →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +107.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -23.1%
% 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.
2026-9.39.10.07.3————————6.2%
20256.6-1.6-3.31.4-3.0-5.7-12.9-1.0-7.111.4-6.10.5-20.7%
2024-3.6-0.76.9-6.83.62.60.78.2-0.32.97.20.121.7%
20233.80.45.96.12.4-2.21.1-3.40.70.67.64.130.0%
20224.2-8.921.2-0.6-6.53.14.81.3-5.9-0.89.0-13.53.0%
2021-3.610.7-27.86.62.45.2-6.06.2-6.4-4.7-8.46.6-23.1%
20201.1-3.3-3.92.47.74.11.53.70.9-6.7-2.111.116.2%
201912.7-1.65.414.65.43.820.85.05.1-4.8-1.212.8107.1%
20183.52.62.44.25.0-0.1-1.75.6-0.8-5.9-6.50.78.4%
20178.8-2.93.06.72.26.52.85.8-3.0-1.80.50.431.9%
2016———-3.81.8-7.59.6-0.31.60.4-2.26.04.8%

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 28.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.1% of variance. Idiosyncratic stock-specific factors contribute 28.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019620.567200519958
2016-05-019794.396203584063
2016-06-019063.845264967882
2016-07-019937.641462091746
2016-08-019908.1513824622
2016-09-0110069.990547753403
2016-10-0110105.954851235521
2016-11-019882.976249797717
2016-12-0110479.983046390229
2017-01-0111404.26416308103
2017-02-0111069.796661680988
2017-03-0111404.26416308103
2017-04-0112166.70651523729
2017-05-0112433.555146801573
2017-06-0113235.8371193483
2017-07-0113606.121445779349
2017-08-0114391.59047414242
2017-09-0113954.377781601888
2017-10-0113702.980323088419
2017-11-0113768.562146818167
2017-12-0113819.57045458389
2018-01-0114307.79145489015
2018-02-0114675.779044899093
2018-03-0115032.835996989195
2018-04-0115666.794962232294
2018-05-0116451.601539835334
2018-06-0116429.553110637135
2018-07-0116157.62609066927
2018-08-0117057.75680947684
2018-09-0116917.5765379097
2018-10-0115917.867807850647
2018-11-0114877.580862875579
2018-12-0114984.560849649008
2019-01-0116891.753782481628
2019-02-0116626.14829807864
2019-03-0117526.254971486567
2019-04-0120077.35687471802
2019-05-0121160.26868635133
2019-06-0121969.198354028278
2019-07-0126534.438987313166
2019-08-0127848.750590890653
2019-09-0129266.41553697205
2019-10-0127848.750590890653
2019-11-0127520.364947525126
2019-12-0131036.497828319698
2020-01-0131380.903954012494
2020-02-0130339.680227819543
2020-03-0129154.285858418567
2020-04-0129861.081282222338
2020-05-0132159.93537453195
2020-06-0133473.567961697125
2020-07-0133978.18869476081
2020-08-0135244.693237908636
2020-09-0135549.07653166792
2020-10-0133154.04279762534
2020-11-0132465.169884831157
2020-12-0136077.746578009006
2021-01-0134788.11634045008
2021-02-0138520.847629492295
2021-03-0127795.249185331846
2021-04-0129639.61039309099
2021-05-0130336.539532310166
2021-06-0131922.659253232847
2021-07-0130000.093748880387
2021-08-0131867.57086695248
2021-09-0129840.802760375813
2021-10-0128438.884341873207
2021-11-0126043.6099190159
2021-12-0127757.950246326083
2022-01-0128919.541861723283
2022-02-0126332.002082742387
2022-03-0131907.628921639374
2022-04-0131710.13885709831
2022-05-0129651.147801641328
2022-06-0130572.4850162595
2022-07-0132038.622341445436
2022-08-0132456.448339731283
2022-09-0130557.613187056217
2022-10-0130309.239941623982
2022-11-0133041.32215954299
2022-12-0128586.669230941556
2023-01-0129668.285627978476
2023-02-0129772.43930971188
2023-03-0131519.045635934297
2023-04-0133437.08110283865
2023-05-0134254.37813126208
2023-06-0133517.20895313023
2023-07-0133901.81793816269
2023-08-0132765.443857363214
2023-09-0132989.81083954994
2023-10-0133174.11193977125
2023-11-0135682.20288487287
2023-12-0137156.607773004056
2024-01-0135826.44397358766
2024-02-0135562.00719579624
2024-03-0138022.02299617863
2024-04-0135444.8915408204
2024-05-0136711.06342463078
2024-06-0137664.69990409492
2024-07-0137945.18260286883
2024-08-0141072.239079411054
2024-09-0140952.0238221381
2024-10-0142134.107252721726
2024-11-0145159.42476295645
2024-12-0145219.53043477329
2025-01-0148224.81793925475
2025-02-0147463.478125028305
2025-03-0145920.7645771829
2025-04-0146585.566651683715
2025-05-0145182.99269860439
2025-06-0142618.279220630895
2025-07-0137108.160832554735
2025-08-0136741.37064709136
2025-09-0134128.43721974586
2025-10-0138015.77682791325
2025-11-0135699.403329438246
2025-12-0135875.73626011801
2026-01-0132549.455976840756
2026-02-0135507.04013233306
2026-03-0135523.07039875849
2026-04-0138111.95842646585
Annual Return Matrix
YearAnnual Return
20170.31866343613446624
20180.08430004383230982
20191.07123172575636
20200.1624296909263181
2021-0.23060742759233777
20220.029855193818756787
20230.29978793516757785
20240.2169983522453658
2025-0.20663182666465763
20260.06233243967828428
Total Factor Risk
0.2842994741253808
VTI.US Exposure
-0.03617492720856903
VEA.US Exposure
0.036195304612452496
VWO.US Exposure
-0.016677381116058293
QQQ.US Exposure
0.05607804894328387
VTV.US Exposure
-0.016525744682946094
IJR.US Exposure
0.009468179764511702
QUAL.US Exposure
0.08594151781191703
SHV.US Exposure
0.28065352501513274
TLT.US Exposure
-0.007633210936010734
LQD.US Exposure
0.0162633536131693
HYG.US Exposure
0.02318618161196559
GLD.US Exposure
0.009202788847276972
USO.US Exposure
-0.0005950699136090489
VNQ.US Exposure
0.15838630067198822
BTC-USD.CC Exposure
0.01408674042131192
CPER.US Exposure
0.024234375308591995
VIX.INDX Exposure
0.07443401454855961
UUP.US Exposure
0.01003000351877723
TIP.US Exposure
-0.0027560660056940326
Idiosyncratic Exposure
0.2822020651739486
Value Score
34.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

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 →37.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.70%
Market Cap$44.3B
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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.130.04%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 →
+13.6%
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 →
+6.3%
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 →
18.2% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is London Stock Exchange Group PLC a high-risk investment?

London Stock Exchange Group PLC (LSEG.LSE) has an annualized volatility of 28.4% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, LSEG.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.7%. 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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