Nichols

10-Year Study

NICL.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Nichols has compounded at -1.3% annually over the last 10 years, with a maximum drawdown of 42.2% and an annualized volatility of 59.4%.

1Y CAGR
-34.6%
3Y CAGR
+2.3%
5Y CAGR
-7.0%
10Y CAGR
-1.3%

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 →
42.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +20.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.6%
% 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.
20266.4-4.4-3.50.0————————-1.9%
20252.40.00.5-5.014.3-1.4-4.3-10.6-4.7-6.8-1.9-6.0-22.9%
2024-7.9-5.1-1.2-0.46.8-1.020.1-2.2-13.317.313.0-2.320.0%
2023-4.0-3.114.9-4.4-9.3-1.65.30.21.0-8.612.19.69.2%
2022-12.99.2-2.6-1.5-1.3-16.38.1-6.8-2.51.6-0.7-1.8-26.6%
2021-3.7-16.921.211.57.9-8.62.8-9.91.1-11.711.114.412.1%
2020-14.7-3.5-4.66.7-2.35.01.9-4.80.4-3.4-10.725.0-9.8%
201916.6-1.75.19.7-1.8-1.75.5-4.0-11.1-2.37.5-2.217.8%
20181.2-0.3-2.73.41.3-5.1-0.30.0-0.3-7.98.0-5.5-8.9%
2017-3.03.512.70.1-3.85.31.2-4.0-3.51.1-9.6-3.4-5.0%
2016———3.27.2-0.82.1-0.6-1.04.47.25.630.2%

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 59.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.5% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110321.569269037125
2016-05-0111066.666736137779
2016-06-0110980.392994602615
2016-07-0111209.315242361261
2016-08-0111142.21761165614
2016-09-0111027.755966743483
2016-10-0111509.282469364543
2016-11-0112338.140213196422
2016-12-0113024.907998539024
2017-01-0112630.213785187336
2017-02-0113072.27201274656
2017-03-0114737.881155422681
2017-04-0114756.677953985461
2017-05-0114194.329802637783
2017-06-0114948.116021618716
2017-07-0115120.27794002177
2017-08-0114522.686051885543
2017-09-0114013.329074754218
2017-10-0114161.72457865337
2017-11-0112802.102682123295
2017-12-0112368.948914244686
2018-01-0112513.333503537557
2018-02-0112473.226441608056
2018-03-0112136.85565761441
2018-04-0112544.132825985807
2018-05-0112707.043276507702
2018-06-0112055.400432353461
2018-07-0112024.101959971093
2018-08-0112024.101959971093
2018-09-0111983.064332506803
2018-10-0111039.192648428068
2018-11-0111921.50737027703
2018-12-0111264.90116258168
2019-01-0113132.125195973664
2019-02-0112906.416681820054
2019-03-0113564.520339317749
2019-04-0114879.235414844137
2019-05-0114607.944820485782
2019-06-0114357.522653226786
2019-07-0115140.850420187333
2019-08-0114531.011122498585
2019-09-0112911.781241028457
2019-10-0112617.375523833889
2019-11-0113563.679391516433
2019-12-0113269.273674321861
2020-01-0111313.58026492461
2020-02-0110914.030020898648
2020-03-0110414.342380382472
2020-04-0111108.631802936858
2020-05-0110848.27248792896
2020-06-0111390.686945978743
2020-07-0111611.620710658208
2020-08-0111057.630976056957
2020-09-0111101.950071459722
2020-10-0110725.237760536205
2020-11-019572.939195930938
2020-12-0111966.174515947007
2021-01-0111522.982519852674
2021-02-019572.939195930938
2021-03-0111598.587582837787
2021-04-0112936.886711201123
2021-05-0113962.915973475236
2021-06-0112758.446341121566
2021-07-0113116.469186349135
2021-08-0111813.8066539083
2021-09-0111948.564631319421
2021-10-0110556.062405204499
2021-11-0111723.968002300884
2021-12-0113408.445846139897
2022-01-0111679.048676497177
2022-02-0112757.11457991948
2022-03-0112430.612167274627
2022-04-0112249.143551456991
2022-05-0112090.357600808227
2022-06-0110116.884449916452
2022-07-0110933.49478419581
2022-08-0110185.820286224453
2022-09-019933.468211495767
2022-10-0110094.055895414023
2022-11-0110025.232602306198
2022-12-019841.704862752005
2023-01-019451.707243874342
2023-02-019158.061193280962
2023-03-0110521.211527549898
2023-04-0110055.67032762055
2023-05-019124.590011895192
2023-06-018975.6172030618
2023-07-019450.468226605733
2023-08-019471.012570971254
2023-09-019565.251870118895
2023-10-018745.372572701084
2023-11-019800.848554887996
2023-12-0110743.238420164407
2024-01-019895.087854035637
2024-02-019386.19772277171
2024-03-019270.196945389976
2024-04-019231.889532596628
2024-05-019863.948817853521
2024-06-019768.181848970153
2024-07-0111731.39585351252
2024-08-0111474.488905376698
2024-09-019951.326107990411
2024-10-0111677.577278361538
2024-11-0113200.739033681159
2024-12-0112896.1064742039
2025-01-0113200.739033681159
2025-02-0113200.739033681159
2025-03-0113271.778802592453
2025-04-0112603.046065078108
2025-05-0114403.480919498788
2025-06-0114197.716519309755
2025-07-0113580.424360809331
2025-08-0112140.076685686121
2025-09-0111566.94001812154
2025-10-0110785.390016897112
2025-11-0110576.976683237264
2025-12-019941.31601557473
2026-01-0110576.976683237264
2026-02-0110108.046682502607
2026-03-019753.744015280867
2026-04-019753.744015280867
Annual Return Matrix
YearAnnual Return
2017-0.0503618977092134
2018-0.08925962580308922
20190.17793076768379068
2020-0.09820425671802657
20210.12052902356311246
2022-0.26600703946719584
20230.09160339290649167
20240.20039283964867538
2025-0.22912267858051905
2026-0.018867924528301883
Total Factor Risk
0.593648017214542
VTI.US Exposure
0.0008670776270389377
VEA.US Exposure
-0.004132650445022746
VWO.US Exposure
-0.0011911653159028743
QQQ.US Exposure
0.004297442316929568
VTV.US Exposure
0.02317671744530926
IJR.US Exposure
0.010126733397884008
QUAL.US Exposure
-0.0007295496523049546
SHV.US Exposure
0.8046323296852531
TLT.US Exposure
0.029276337097745745
LQD.US Exposure
-0.002768337585643272
HYG.US Exposure
0.007327573127958233
GLD.US Exposure
-0.00038177048710623753
USO.US Exposure
0.0005891497514775593
VNQ.US Exposure
0.0059134071128132655
BTC-USD.CC Exposure
0.0003931549867476786
CPER.US Exposure
0.0036518513345017256
VIX.INDX Exposure
0.003715845445893401
UUP.US Exposure
0.0005781907500776843
TIP.US Exposure
0.01949492527395604
Idiosyncratic Exposure
0.09516273813239404
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.4%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.62%
Market Cap$348.8M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.950.02%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 →
-2.4%
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 →
-12.9%
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 →
35.3% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nichols a high-risk investment?

Nichols (NICL.LSE) has an annualized volatility of 59.4% and experienced a maximum drawdown of 42.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NICL.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.3%. 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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