Melrose Industries PLC

10-Year Study

MRO.LSE · Industrials · GB · Common Stock

Executive Summary: Melrose Industries PLC has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 64.5% and an annualized volatility of 43.4%.

1Y CAGR
+17.5%
3Y CAGR
+5.7%
5Y CAGR
+17.2%
10Y CAGR
+19.3%

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 →
64.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +92.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -25.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.4-9.6-11.17.5————————-8.1%
202510.74.5-25.3-8.78.013.4-3.515.33.52.8-4.9-1.17.5%
20244.17.56.5-6.1-2.5-10.16.4-17.8-5.44.220.9-3.6-1.5%
20235.75.412.510.515.37.34.7-3.3-8.2-0.511.09.492.7%
2022-6.8-0.5-15.8-4.314.610.67.2-15.0-2.114.413.01.811.2%
2021-5.4-1.50.6-1.76.0-10.23.217.74.3-9.3-8.110.32.1%
2020-2.9-10.2-56.39.015.4-1.0-25.219.413.53.628.316.0-25.8%
20192.93.15.313.0-18.910.33.4-3.212.85.77.74.651.9%
20186.70.81.20.73.5-9.91.53.2-9.4-15.64.7-7.2-20.4%
2017-1.39.24.67.31.21.4-4.2-5.3-2.33.3-9.16.29.7%
2016———5.92.910.860.815.017.9-3.38.67.9198.4%

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 43.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110586.140004875642
2016-05-0110898.07712526588
2016-06-0112073.534390030583
2016-07-0119411.237315531464
2016-08-0122331.839445794292
2016-09-0126330.4553179739
2016-10-0125462.822072563882
2016-11-0127650.749196732166
2016-12-0129838.664767245857
2017-01-0129461.43794474349
2017-02-0132177.47106676048
2017-03-0133648.65567451969
2017-04-0136121.576796564405
2017-05-0136541.586802029284
2017-06-0137037.978018016765
2017-07-0135495.368717555895
2017-08-0133601.458995502166
2017-09-0132823.38968050679
2017-10-0133918.52593853225
2017-11-0130833.61928628454
2017-12-0132730.844907206825
2018-01-0134921.11742325774
2018-02-0135214.187425695556
2018-03-0135630.6504592
2018-04-0135863.73388698446
2018-05-0137122.111730772114
2018-06-0133457.08452769238
2018-07-0133960.4310437456
2018-08-0135061.5174338871
2018-09-0131776.131767119918
2018-10-0126808.62642066625
2018-11-0128072.365160185644
2018-12-0126045.623071261787
2019-01-0126808.62642066625
2019-02-0127643.169999318332
2019-03-0129113.557404910534
2019-04-0132909.07158297777
2019-05-0126683.685199884
2019-06-0129434.252195483212
2019-07-0130427.05773476737
2019-08-0129450.51974115192
2019-09-0133213.60281077308
2019-10-0135108.22885941166
2019-11-0137826.607373311286
2019-12-0139556.47830743582
2020-01-0138419.70267825267
2020-02-0134498.65804301887
2020-03-0115074.630831851577
2020-04-0116438.759276140434
2020-05-0118970.962199908263
2020-06-0118781.505371871703
2020-07-0114046.586646054946
2020-08-0116771.550743073294
2020-09-0119028.62648998818
2020-10-0119712.33710791229
2020-11-0125289.124429393883
2020-12-0129333.746954167807
2021-01-0127760.381825177028
2021-02-0127332.0300810951
2021-03-0127496.785195609147
2021-04-0127017.643585930884
2021-05-0128643.023267904984
2021-06-0125723.980881012376
2021-07-0126553.25599316948
2021-08-0131258.308521860094
2021-09-0132613.286471710293
2021-10-0129568.378571667898
2021-11-0127169.93230713773
2021-12-0129961.872939838966
2022-01-0127919.452541630704
2022-02-0127778.913887146213
2022-03-0123394.244200354235
2022-04-0122378.423781118327
2022-05-0125656.553752800315
2022-06-0128366.209257481278
2022-07-0130422.147431564812
2022-08-0125864.98168168064
2022-09-0125311.111034086745
2022-10-0128951.74847231802
2022-11-0132728.603498215536
2022-12-0133310.607294746434
2023-01-0135217.60730745546
2023-02-0137112.23335609403
2023-03-0141748.17192300182
2023-04-0146134.412906818616
2023-05-0153195.56755595146
2023-06-0157098.38052423552
2023-07-0159782.97615210155
2023-08-0157820.28752424823
2023-09-0153083.72817947909
2023-10-0152834.827798555096
2023-11-0158672.681499248436
2023-12-0164193.74554462195
2024-01-0166841.13840469447
2024-02-0171841.77963252446
2024-03-0176540.45454387904
2024-04-0171854.777493943
2024-05-0170035.08844900274
2024-06-0162938.325436410414
2024-07-0166964.36968459678
2024-08-0155029.62934720696
2024-09-0152037.76427540677
2024-10-0154241.693211188096
2024-11-0165592.47718442058
2024-12-0163240.106894412296
2025-01-0170023.17663111606
2025-02-0173197.73964301519
2025-03-0154668.04617302522
2025-04-0149892.793639019925
2025-05-0153862.58314298687
2025-06-0161077.25120071355
2025-07-0158937.017562710345
2025-08-0167935.48901420753
2025-09-0170338.64916981214
2025-10-0172279.66314164666
2025-11-0168744.24483580524
2025-12-0167981.70363258454
2026-01-0172325.87776002366
2026-02-0165370.57769428336
2026-03-0158091.775299903995
2026-04-0162459.056736531624
Annual Return Matrix
YearAnnual Return
20170.09692726408910035
2018-0.20424837351122138
20190.5187380313079026
2020-0.25843380883950795
20210.02141308393546071
20220.11176652279486876
20230.927126244700625
2024-0.014855631839503003
20250.07497768379944314
2026-0.08123725356900058
Total Factor Risk
0.43350749762321866
VTI.US Exposure
-0.08246317204876956
VEA.US Exposure
0.006212041335930532
VWO.US Exposure
0.06577539849118662
QQQ.US Exposure
0.2004610792017265
VTV.US Exposure
0.11224354168006641
IJR.US Exposure
0.047814086170573915
QUAL.US Exposure
-0.08552142950270611
SHV.US Exposure
0.36150022705917095
TLT.US Exposure
-0.0020190821697578117
LQD.US Exposure
0.015103511458725792
HYG.US Exposure
0.015586011899842944
GLD.US Exposure
0.005713998319765339
USO.US Exposure
0.01732248100099072
VNQ.US Exposure
-0.013486069027854763
BTC-USD.CC Exposure
0.00872773827584002
CPER.US Exposure
-0.00706168876253115
VIX.INDX Exposure
0.07191272500685188
UUP.US Exposure
-0.0016055629057333462
TIP.US Exposure
0.0005461359965452294
Idiosyncratic Exposure
0.2632380285201359
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.4%

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 →18.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.36%
Market Cap$6.6B
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
$6
Avg Yield on Cost
0.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.550.06%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 →
-4.1%
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 →
-7.6%
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 →
20.7% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Melrose Industries PLC a high-risk investment?

Melrose Industries PLC (MRO.LSE) has an annualized volatility of 43.4% and experienced a maximum drawdown of 64.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, MRO.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 60% 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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