Marks and Spencer Group PLC

10-Year Study

MKS.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Marks and Spencer Group PLC has compounded at 2.6% annually over the last 10 years, with a maximum drawdown of 72.2% and an annualized volatility of 50.2%.

1Y CAGR
-3.7%
3Y CAGR
+28.2%
5Y CAGR
+17.7%
10Y CAGR
+2.6%

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 →
72.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +121.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.98.3-14.56.2————————9.2%
2025-10.65.70.29.4-3.1-5.3-1.8-0.75.59.1-12.3-5.1-11.2%
2024-9.2-4.212.0-3.518.8-5.114.64.28.90.92.1-1.939.1%
202318.29.74.4-1.68.77.97.19.94.3-8.416.58.3121.8%
2022-5.9-19.7-11.5-11.08.8-9.64.4-13.8-19.06.914.32.3-46.7%
20213.90.26.34.74.7-11.5-7.532.52.20.128.6-2.069.8%
2020-17.6-10.0-37.3-7.26.11.3-4.117.0-12.2-8.641.18.4-36.2%
201916.8-5.52.22.5-15.0-6.4-1.3-7.5-4.1-1.69.49.9-4.8%
2018-4.3-1.9-8.66.52.83.94.4-2.1-4.22.51.1-15.5-16.4%
2017-4.1-0.20.78.84.3-10.1-3.3-0.810.6-2.6-6.90.5-5.1%
2016———4.3-10.3-12.20.28.0-3.92.8-1.56.5-8.0%

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 50.2%. The dominant macroeconomic risk driver is QQQ.US, accounting for 16.0% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110425.896512859412
2016-05-019347.611642953168
2016-06-018208.363965258564
2016-07-018223.817118908302
2016-08-018878.01506457532
2016-09-018527.73802755507
2016-10-018769.839656451433
2016-11-018638.699468987385
2016-12-019198.49554201345
2017-01-018817.415507541285
2017-02-018799.016356948188
2017-03-018856.836545825248
2017-04-019634.766363113453
2017-05-0110052.641366196087
2017-06-019038.738526774912
2017-07-018737.720291587046
2017-08-018667.209654338581
2017-09-019583.831275689994
2017-10-019331.625277186988
2017-11-018683.65258297947
2017-12-018728.01249849201
2018-01-018353.717588201616
2018-02-018195.683514614344
2018-03-017491.453609546097
2018-04-017976.649974905705
2018-05-018199.649279730407
2018-06-018520.12642459281
2018-07-018892.57508793001
2018-08-018707.79376155154
2018-09-018338.234441370329
2018-10-018546.110517542345
2018-11-018642.678564406358
2018-12-017299.180652931567
2019-01-018527.521410132764
2019-02-018060.987468848749
2019-03-018235.197865018687
2019-04-018441.89087680734
2019-05-017172.052886643769
2019-06-016710.264533196121
2019-07-016621.091471872061
2019-08-016122.67811117606
2019-09-015874.267916426999
2019-10-015780.315941509298
2019-11-016326.438456324263
2019-12-016949.8067439335455
2020-01-015729.114248027615
2020-02-015156.204489512718
2020-03-013230.4389468794093
2020-04-012998.0184504722597
2020-05-013182.263232158556
2020-06-013222.6273893734824
2020-07-013091.767138270567
2020-08-013616.5045146403386
2020-09-013174.451674652629
2020-10-012901.6670210305524
2020-11-014093.386103559124
2020-12-014436.808032307322
2021-01-014607.705848203841
2021-02-014619.099924617137
2021-03-014910.43702731579
2021-04-015143.180783568536
2021-05-015384.066022324258
2021-06-014767.209587687065
2021-07-014410.767285570414
2021-08-015843.045014433385
2021-09-015973.252080693656
2021-10-015976.508007179702
2021-11-017688.732094903759
2021-12-017532.484281906581
2022-01-017089.778257076225
2022-02-015690.053127922252
2022-03-015035.7618701348565
2022-04-014484.007302339935
2022-05-014877.88442760679
2022-06-014410.767285570414
2022-07-014604.449921717796
2022-08-013968.0612607400585
2022-09-013212.2097576484284
2022-10-013434.2126223305236
2022-11-013924.1179171934914
2022-12-014013.6342338175123
2023-01-014746.051064391362
2023-02-015208.285982986535
2023-03-015436.147515798076
2023-04-015349.8871256601
2023-05-015813.748341210432
2023-06-016272.7306658952875
2023-07-016715.433358149915
2023-08-017382.744989305765
2023-09-017701.752468272212
2023-10-017057.225657367226
2023-11-018218.99154925447
2023-12-018902.002944663913
2024-01-018081.736085329936
2024-02-017738.597425518599
2024-03-018663.440511190458
2024-04-018359.51626996796
2024-05-019934.948121793645
2024-06-019425.040707412514
2024-07-0110800.144767089614
2024-08-0111257.414147850388
2024-09-0112257.490130576982
2024-10-0112362.759532666241
2024-11-0112622.597129585874
2024-12-0112385.117783223946
2025-01-0111075.692125990025
2025-02-0111702.369661296998
2025-03-0111725.45774593909
2025-04-0112830.389891364695
2025-05-0112433.663413850583
2025-06-0111769.471073575942
2025-07-0111556.932723960754
2025-08-0111470.585686853856
2025-09-0112104.888155425999
2025-10-0113210.766752358297
2025-11-0111587.365805506883
2025-12-0110997.499901689016
2026-01-0112200.55973941924
2026-02-0113213.662760665744
2026-03-0111304.096868645194
2026-04-0112007.270347207736
Annual Return Matrix
YearAnnual Return
2017-0.051147825356064325
2018-0.1637064389868037
2019-0.04786481190292269
2020-0.3615926031065264
20210.6977259838734513
2022-0.467156640013379
20231.2179407554526702
20240.39127316180544547
2025-0.1120391348570382
20260.0918181818181818
Total Factor Risk
0.5015197317533481
VTI.US Exposure
0.13821157956485447
VEA.US Exposure
0.04550115867184796
VWO.US Exposure
0.02601367314128535
QQQ.US Exposure
0.159814054358483
VTV.US Exposure
0.011202678490156071
IJR.US Exposure
0.06409148254722968
QUAL.US Exposure
0.0534116248228171
SHV.US Exposure
0.002672385153239103
TLT.US Exposure
-0.028073352051070564
LQD.US Exposure
0.15903049514269396
HYG.US Exposure
0.06887635463867753
GLD.US Exposure
-0.003386399110058375
USO.US Exposure
0.01353777287153066
VNQ.US Exposure
0.09201479912702629
BTC-USD.CC Exposure
0.0017755555508710721
CPER.US Exposure
-0.004697583976503845
VIX.INDX Exposure
-0.010221352197083502
UUP.US Exposure
-0.00304895247583278
TIP.US Exposure
-0.0018999016605157552
Idiosyncratic Exposure
0.21517392739035254
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.2%

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 →353.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.09%
Market Cap$7.2B
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 →
-2.2%
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 →
+1.0%
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 →
11.5% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Marks and Spencer Group PLC a high-risk investment?

Marks and Spencer Group PLC (MKS.LSE) has an annualized volatility of 50.2% and experienced a maximum drawdown of 72.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, MKS.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.6%. It has had a positive return in 40% 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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