OneSavings Bank PLC

10-Year Study

OSB.LSE · Financial Services · GB · Common Stock

Executive Summary: OneSavings Bank PLC has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 43.1% and an annualized volatility of 35.4%.

1Y CAGR
+17.4%
3Y CAGR
+10.9%
5Y CAGR
+9.9%
10Y CAGR
+10.6%

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 →
43.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +69.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -13.0%
% 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.
2026-4.20.0-18.611.6————————-13.0%
20254.25.41.810.43.07.06.4-3.27.6-5.06.211.469.3%
2024-3.1-7.6-9.315.413.0-7.620.4-26.55.4-9.013.70.5-5.1%
202313.72.1-9.63.2-0.6-2.8-23.5-4.3-4.1-8.425.123.94.2%
2022-1.1-8.817.6-0.9-7.5-7.69.66.1-23.6-1.315.20.4-8.7%
2021-3.28.2-3.915.8-2.3-0.94.36.3-1.80.9-0.610.536.2%
2020-1.6-5.9-34.7-2.713.8-4.4-11.128.8-8.210.326.29.02.1%
20197.44.40.313.4-7.6-9.80.2-10.114.8-2.57.512.029.0%
2018-3.22.4-6.36.41.51.95.9-4.5-2.2-7.1-7.31.2-12.0%
20170.27.812.88.4-7.1-7.95.4-0.22.21.7-3.65.525.6%
2016———-13.915.7-36.2-3.330.7-5.215.68.77.32.7%

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 35.4%. The dominant macroeconomic risk driver is VWO.US, accounting for 12.8% of variance. Idiosyncratic stock-specific factors contribute 53.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018614.784927184883
2016-05-019963.943136023383
2016-06-016361.179607367781
2016-07-016150.840569226295
2016-08-018037.86044033657
2016-09-017623.199172994254
2016-10-018810.172366179768
2016-11-019572.708810397202
2016-12-0110268.410286739316
2017-01-0110289.676847016155
2017-02-0111094.741524046463
2017-03-0112518.608851209836
2017-04-0113574.732335093735
2017-05-0112614.618743997244
2017-06-0111614.244831825057
2017-07-0112239.865880392093
2017-08-0112211.991094536239
2017-09-0112484.541297744063
2017-10-0112692.1285378079
2017-11-0112229.459880201472
2017-12-0112898.449853001193
2018-01-0112479.550914374111
2018-02-0112773.40677978528
2018-03-0111963.161097493323
2018-04-0112732.906959409756
2018-05-0112925.34220295366
2018-06-0113169.098725032809
2018-07-0113951.674906583054
2018-08-0113323.047897416094
2018-09-0113027.974984542521
2018-10-0112107.74535847913
2018-11-0111218.807049099802
2018-12-0111355.067487481274
2019-01-0112198.584021486507
2019-02-0112730.653710895016
2019-03-0112772.908230222369
2019-04-0114484.39955326049
2019-05-0113385.581653376084
2019-06-0112073.663141790916
2019-07-0112100.301329221114
2019-08-0110877.628077138326
2019-09-0112486.623475330349
2019-10-0112168.881220566636
2019-11-0113081.544623851687
2019-12-0114649.976661037617
2020-01-0114420.120873830303
2020-02-0113575.059813728196
2020-03-018858.976458196374
2020-04-018618.783099169817
2020-05-019805.629211094194
2020-06-019374.691766844988
2020-07-018336.19836407315
2020-08-0110738.151505301978
2020-09-019855.083372638916
2020-10-0110872.378643505292
2020-11-0113724.702886455336
2020-12-0114962.767634357882
2021-01-0114482.380916304768
2021-02-0115669.227028229147
2021-03-0115054.608284231903
2021-04-0117438.36925415519
2021-05-0117030.795210991553
2021-06-0116885.233401843165
2021-07-0117613.04244758509
2021-08-0118721.04930019771
2021-09-0118390.354532279864
2021-10-0118555.701916238788
2021-11-0118445.468697685897
2021-12-0120374.528027527755
2022-01-0120154.066478162793
2022-02-0118390.354532279864
2022-03-0121628.952043931014
2022-04-0121438.051551002354
2022-05-0119834.49132059425
2022-06-0118334.018431670604
2022-07-0120101.75298824254
2022-08-0121331.572117393756
2022-09-0116305.078118317542
2022-10-0116087.881579815587
2022-11-0118531.316977323324
2022-12-0118608.885424023734
2023-01-0121157.040668447436
2023-02-0121603.061680845185
2023-03-0119528.440541854947
2023-04-0120144.784658359138
2023-05-0120031.247327016743
2023-06-0119463.560670304774
2023-07-0114889.622593093132
2023-08-0114245.516108771782
2023-09-0113661.343102297971
2023-10-0112509.68383648552
2023-11-0115647.535234501584
2023-12-0119386.25616160826
2024-01-0118785.38663251765
2024-02-0117358.332498344276
2024-03-0115747.680156016686
2024-04-0118179.815096765047
2024-05-0120544.161960179576
2024-06-0118976.785675009225
2024-07-0122846.52738234597
2024-08-0116786.97514828184
2024-09-0117696.83787608111
2024-10-0116095.4771290388
2024-11-0118306.446685745148
2024-12-0118406.528066629682
2025-01-0119170.81432205813
2025-02-0120198.960377529103
2025-03-0120555.22291763912
2025-04-0122700.779839046692
2025-05-0123390.425404521648
2025-06-0125023.536915884422
2025-07-0126627.91828674909
2025-08-0125782.83278794292
2025-09-0127737.92911309499
2025-10-0126344.92298142414
2025-11-0127982.316153738997
2025-12-0131159.347682111114
2026-01-0129839.657662633464
2026-02-0129839.657662633464
2026-03-0124281.93466556855
2026-04-0127102.52280742057
Annual Return Matrix
YearAnnual Return
20170.25612918580574506
2018-0.11965642252435538
20190.2901708137964758
20200.021350953694837527
20210.361681777423533
2022-0.08665931309517871
20230.04177416969750136
2024-0.05053725107165319
20250.6928422117043243
2026-0.1301960784313726
Total Factor Risk
0.3535049693642968
VTI.US Exposure
-0.08661514328236698
VEA.US Exposure
0.029295303562233675
VWO.US Exposure
0.12778069763440428
QQQ.US Exposure
0.09061776386345793
VTV.US Exposure
0.051821731584178514
IJR.US Exposure
0.03874366589202217
QUAL.US Exposure
-0.06747065271593303
SHV.US Exposure
0.09705844095940948
TLT.US Exposure
0.018778261742822794
LQD.US Exposure
0.0016064944467709377
HYG.US Exposure
0.033028967996018795
GLD.US Exposure
0.0005101985496660574
USO.US Exposure
0.03935764135030236
VNQ.US Exposure
0.07659372931916326
BTC-USD.CC Exposure
-0.0034607975292811803
CPER.US Exposure
0.03941916943289542
VIX.INDX Exposure
-0.014928910249936592
UUP.US Exposure
-0.004840380858142816
TIP.US Exposure
0.00008433521536530252
Idiosyncratic Exposure
0.5326194830869497
Value Score
47.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
78.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.4%

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 →6.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.54%
Market Cap$1.8B
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
$12
Avg Yield on Cost
0.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$11.780.12%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 →
-2.5%
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 →
-2.3%
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 →
13.8% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is OneSavings Bank PLC a high-risk investment?

OneSavings Bank PLC (OSB.LSE) has an annualized volatility of 35.4% and experienced a maximum drawdown of 43.1% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, OSB.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.6%. 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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