NatWest Group PLC

10-Year Study

NWG.LSE · Financial Services · GB · Common Stock

Executive Summary: NatWest Group PLC has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 63.1% and an annualized volatility of 53.1%.

1Y CAGR
+19.2%
3Y CAGR
+34.5%
5Y CAGR
+23.0%
10Y CAGR
+8.9%

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 →
63.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +83.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -30.2%
% 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.
20262.1-6.9-10.611.4————————-5.5%
20257.710.6-5.65.89.7-2.53.1-3.12.212.08.33.162.2%
20242.66.211.114.33.8-1.018.1-6.2-0.46.99.5-0.183.4%
202316.1-5.1-9.8-0.6-0.9-7.21.5-5.72.3-24.416.75.5-17.2%
20227.4-5.2-6.01.04.7-4.313.9-7.9-8.33.911.51.39.2%
2021-12.024.86.60.25.3-1.8-0.45.35.5-1.7-3.86.234.7%
2020-9.2-18.2-36.8-2.1-0.210.2-12.86.4-6.017.124.58.4-30.2%
201911.210.3-7.0-3.0-10.82.9-1.3-14.511.92.56.36.211.0%
20183.5-7.0-3.34.41.8-6.9-0.3-5.53.6-5.4-7.7-0.7-22.0%
2017-1.27.21.89.6-2.0-4.90.61.36.55.3-2.10.523.8%
2016———3.37.2-30.412.14.7-11.35.82.715.60.9%

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 53.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.8% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110327.79559566418
2016-05-0111068.701842496957
2016-06-017705.435018414919
2016-07-018639.42777641433
2016-08-019048.048822777038
2016-09-018028.736821209027
2016-10-018491.241501370754
2016-11-018724.73864385456
2016-12-0110085.315055504416
2017-01-019959.585180618644
2017-02-0110678.043403421983
2017-03-0110871.12991458862
2017-04-0111917.379544991954
2017-05-0111674.899004832188
2017-06-0111100.13745226654
2017-07-0111163.000295677331
2017-08-0111311.182382656723
2017-09-0112047.594836619428
2017-10-0112685.22760872424
2017-11-0112420.294856470853
2017-12-0112483.161887945831
2018-01-0112918.72893927223
2018-02-0112020.657207784103
2018-03-0111621.01537103317
2018-04-0112132.91408018803
2018-05-0112352.94240825417
2018-06-0111499.775100953286
2018-07-0111468.343679247891
2018-08-0110836.080005427732
2018-09-0111226.776137080366
2018-10-0110616.039113169034
2018-11-019798.730011416663
2018-12-019731.369187071614
2019-01-0110818.12158620418
2019-02-0111931.81580223626
2019-03-0111096.661358993326
2019-04-0110764.208635955873
2019-05-019600.63457548525
2019-06-019874.68055540432
2019-07-019748.88785955578
2019-08-018337.36364710031
2019-09-019333.168044400181
2019-10-019562.451994314284
2019-11-0110169.377879817634
2019-12-0110803.279086733972
2020-01-019814.213284707117
2020-02-018031.651713881507
2020-03-015075.695072072397
2020-04-014970.046964951766
2020-05-014961.059379211622
2020-06-015466.82676240023
2020-07-014765.489345983521
2020-08-015071.201279202325
2020-09-014767.7383364506495
2020-10-015583.715633792318
2020-11-016950.42337140842
2020-12-017537.116718835987
2021-01-016635.7196643852885
2021-02-018281.164013807209
2021-03-018824.251236944756
2021-04-018839.98998215047
2021-05-019307.620852874143
2021-06-019136.756210270976
2021-07-019100.784926989478
2021-08-019583.208040413145
2021-09-0110113.860900986625
2021-10-019942.975318062536
2021-11-019560.722323806045
2021-12-0110149.836372332307
2022-01-0110900.840041914145
2022-02-0110329.717917124912
2022-03-019712.418196636316
2022-04-019806.884172384072
2022-05-0110265.741048641015
2022-06-019820.382303251028
2022-07-0111183.450613090716
2022-08-0110303.173966322938
2022-09-019444.055419815742
2022-10-019816.131418103661
2022-11-0110949.082353256514
2022-12-0111087.04556362549
2023-01-0112876.35829391667
2023-02-0112219.996498778342
2023-03-0111024.36699503882
2023-04-0110957.450105497337
2023-05-0110857.074771185113
2023-06-0110070.815977297343
2023-07-0110217.193008613172
2023-08-019638.088433488096
2023-09-019859.796175292264
2023-10-017454.456896024606
2023-11-018696.86707670607
2023-12-019177.937445398115
2024-01-019420.560379740156
2024-02-0110002.027023065346
2024-03-0111111.44522556495
2024-04-0112701.78302644595
2024-05-0113183.071174475592
2024-06-0113049.145257980568
2024-07-0115405.358544362909
2024-08-0114449.562724218486
2024-09-0114395.147206268024
2024-10-0115391.378786114727
2024-11-0116856.42645884934
2024-12-0116831.310637934315
2025-01-0118128.92788069713
2025-02-0120041.85970152504
2025-03-0118918.252337568025
2025-04-0120023.704443284816
2025-05-0121966.61442754607
2025-06-0121413.89046871977
2025-07-0122067.107027655464
2025-08-0121384.255726549567
2025-09-0121844.942786855176
2025-10-0124458.29483804337
2025-11-0126476.94177501887
2025-12-0127297.802355199772
2026-01-0127859.002955935703
2026-02-0125924.117302652136
2026-03-0123168.37106918766
2026-04-0125806.851505483435
Annual Return Matrix
YearAnnual Return
20170.2377562643551434
2018-0.22044036002861123
20190.11014995722147924
2020-0.30233064810004884
20210.3466471000730136
20220.09233736948193028
2023-0.17219268264674592
20240.8338881407797847
20250.6218465063365974
2026-0.05461798097575932
Total Factor Risk
0.5305862948465573
VTI.US Exposure
0.11630642796117481
VEA.US Exposure
0.12060090287167483
VWO.US Exposure
0.017848192105401492
QQQ.US Exposure
-0.015885843265052917
VTV.US Exposure
-0.020576260929673955
IJR.US Exposure
0.0002277955106770726
QUAL.US Exposure
-0.02668066711202028
SHV.US Exposure
0.6476351665225356
TLT.US Exposure
0.011158187383708698
LQD.US Exposure
0.06759568738882782
HYG.US Exposure
0.0012248004338804503
GLD.US Exposure
-0.0008710513600045059
USO.US Exposure
0.00330383251268767
VNQ.US Exposure
0.001204770512035601
BTC-USD.CC Exposure
0.0000710163024182506
CPER.US Exposure
0.001767844644044238
VIX.INDX Exposure
-0.013923312897660703
UUP.US Exposure
-0.0009413246845375497
TIP.US Exposure
0.006334037861775356
Idiosyncratic Exposure
0.083599798238108
Value Score
46.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.1%

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 →8.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.57%
Market Cap$45.9B
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
$10
Avg Yield on Cost
0.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.630.10%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 →
+4.3%
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 →
+6.9%
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 →
11.2% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is NatWest Group PLC a high-risk investment?

NatWest Group PLC (NWG.LSE) has an annualized volatility of 53.1% and experienced a maximum drawdown of 63.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NWG.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.9%. 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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