Oxford Instruments PLC

10-Year Study

OXIG.LSE · Technology · GB · Common Stock

Executive Summary: Oxford Instruments PLC has compounded at 17.2% annually over the last 10 years, with a maximum drawdown of 39.6% and an annualized volatility of 37.2%.

1Y CAGR
+65.7%
3Y CAGR
+1.6%
5Y CAGR
+7.4%
10Y CAGR
+17.2%

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 →
39.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +71.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202622.75.0-9.117.2————————37.2%
2025-2.6-8.8-10.2-4.79.15.9-3.41.40.32.44.54.0-3.8%
2024-3.3-1.6-2.76.410.6-1.22.3-8.6-7.41.2-3.94.6-5.3%
20233.86.20.610.20.2-1.3-12.1-7.1-1.6-17.317.68.52.4%
2022-17.723.1-20.810.4-4.5-11.216.4-12.0-11.27.312.94.9-13.3%
2021-0.4-9.76.614.4-5.011.64.38.5-12.41.1-0.214.633.2%
20200.1-9.9-7.9-4.11.814.4-5.917.40.8-0.417.37.129.4%
2019-1.212.8-3.318.51.49.91.10.6-1.81.323.2-3.471.3%
20188.1-17.8-1.622.31.29.1-4.61.63.3-5.10.6-3.88.5%
2017-3.513.32.920.711.4-5.00.10.0-6.8-2.0-7.1-3.617.8%
2016———-2.0-2.010.50.87.2-16.46.7-7.817.510.8%

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 37.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.2% of variance. Idiosyncratic stock-specific factors contribute 19.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019798.507380150246
2016-05-019604.47769447662
2016-06-0110611.94079372539
2016-07-0110694.029768209948
2016-08-0111462.687227454751
2016-09-019586.625088169425
2016-10-0110229.767912816555
2016-11-019427.7311144929
2016-12-0111077.204640059928
2017-01-0110691.319275416936
2017-02-0112113.801410017499
2017-03-0112466.404828440827
2017-04-0115050.902625463874
2017-05-0116768.83342668191
2017-06-0115932.672811660865
2017-07-0115947.876002052843
2017-08-0115947.876002052843
2017-09-0114871.338255469393
2017-10-0114579.892600437212
2017-11-0113544.49755931844
2017-12-0113053.64415191371
2018-01-0114112.04866869739
2018-02-0111602.186816341333
2018-03-0111417.29225071431
2018-04-0113959.60408317086
2018-05-0114129.09241905539
2018-06-0115407.951450154913
2018-07-0114699.185647131804
2018-08-0114930.30550489201
2018-09-0115418.79507205338
2018-10-0114625.295830809786
2018-11-0114718.647711705251
2018-12-0114158.531474153173
2019-01-0113987.384158209583
2019-02-0115774.11558617543
2019-03-0115258.72413043446
2019-04-0118085.570026373658
2019-05-0118335.456992881573
2019-06-0120147.139150790394
2019-07-0120365.789421121608
2019-08-0120490.732904375567
2019-09-0120129.063696415567
2019-10-0120381.07019565565
2019-11-0125106.201960765862
2019-12-0124255.67837510414
2020-01-0124287.17918750915
2020-02-0121893.112492549033
2020-03-0120160.564508820575
2020-04-0119341.54173556386
2020-05-0119688.05067201898
2020-06-0122523.13039137568
2020-07-0121200.092968912366
2020-08-0124885.69627393079
2020-09-0125074.70114836085
2020-10-0124980.19871114582
2020-11-0129295.819914990887
2020-12-0131374.876835174473
2021-01-0131248.87358555443
2021-02-0128224.788991767662
2021-03-0130086.588854724356
2021-04-0134411.73309932635
2021-05-0132675.360382466708
2021-06-0136463.80889606185
2021-07-0138042.32759689393
2021-08-0141278.294482661506
2021-09-0136172.171756764146
2021-10-0136568.79509681428
2021-11-0136489.47108909482
2021-12-0141803.019145620325
2022-01-0134411.992263375374
2022-02-0142359.33376021119
2022-03-0133537.78405494014
2022-04-0137034.61523795469
2022-05-0135365.67304490851
2022-06-0131407.896315892252
2022-07-0136572.40523550996
2022-08-0132170.911592209824
2022-09-0128553.68467724749
2022-10-0130634.39067313157
2022-11-0134571.72645680321
2022-12-0136249.467021704906
2023-01-0137612.831690778
2023-02-0139938.57316820126
2023-03-0140179.166544925596
2023-04-0144269.26055214488
2023-05-0144349.45944487061
2023-06-0143788.07379869622
2023-07-0138495.00960640244
2023-08-0135749.168157685315
2023-09-0135184.28132075942
2023-10-0129083.521639950486
2023-11-0134212.822215608314
2023-12-0137124.55176587285
2024-01-0135911.33056968715
2024-02-0135345.16111832753
2024-03-0134374.585151814834
2024-04-0136558.382314513234
2024-05-0140440.687831290474
2024-06-0139955.399022670914
2024-07-0140862.859464250134
2024-08-0137362.65419641895
2024-09-0134595.04957048924
2024-10-0135002.051027585454
2024-11-0133621.52540657805
2024-12-0135172.03293067164
2025-01-0134274.36955043621
2025-02-0131271.282196799933
2025-03-0128072.341104788276
2025-04-0126766.651166345517
2025-05-0129214.820419948104
2025-06-0130944.859299507636
2025-07-0129894.76949173638
2025-08-0130322.778093341647
2025-09-0130421.549309096707
2025-10-0131145.873208693585
2025-11-0132552.32513896228
2025-12-0133839.89175196383
2026-01-0141515.76963716538
2026-02-0143579.17767082171
2026-03-0139617.434246201556
2026-04-0146418.42712513282
Annual Return Matrix
YearAnnual Return
20170.17842403170075327
20180.08464205928866853
20190.7131493064364489
20200.2935064668146914
20210.3323723744073739
2022-0.1328505030837529
20230.024140623740591005
2024-0.05259373493624475
2025-0.037875012267093555
20260.37170731707317084
Total Factor Risk
0.37242714763830276
VTI.US Exposure
-0.09967263412364422
VEA.US Exposure
0.1548887120813254
VWO.US Exposure
-0.03044807035185359
QQQ.US Exposure
0.07146050003767548
VTV.US Exposure
-0.025710097960264106
IJR.US Exposure
0.04431586072318217
QUAL.US Exposure
0.03568104034127197
SHV.US Exposure
0.2521265979752684
TLT.US Exposure
0.06395274764381215
LQD.US Exposure
0.1024354633837796
HYG.US Exposure
0.03963602761342053
GLD.US Exposure
-0.003381791579875026
USO.US Exposure
0.0023020442235651877
VNQ.US Exposure
0.12982983413656513
BTC-USD.CC Exposure
-0.0030704432455980557
CPER.US Exposure
0.03162445539365553
VIX.INDX Exposure
0.03980125401402503
UUP.US Exposure
-0.00429207897554289
TIP.US Exposure
-0.0009583182544362699
Idiosyncratic Exposure
0.19947889692366777
Value Score
13
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.2%

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 →92.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.90%
Market Cap$1.4B
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 →
+9.9%
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 →
+32.3%
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 →
0.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Oxford Instruments PLC a high-risk investment?

Oxford Instruments PLC (OXIG.LSE) has an annualized volatility of 37.2% and experienced a maximum drawdown of 39.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, OXIG.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.2%. It has had a positive return in 70% 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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