Paragon Banking Group PLC

10-Year Study

PAG.LSE · Financial Services · GB · Common Stock

Executive Summary: Paragon Banking Group PLC has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 43.7% and an annualized volatility of 43.1%.

1Y CAGR
-8.6%
3Y CAGR
+25.0%
5Y CAGR
+16.4%
10Y CAGR
+15.1%

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 →
43.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -18.7%
% 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.
20263.9-0.4-16.010.2————————-4.1%
20258.1-2.5-2.614.57.24.4-2.5-4.0-0.2-4.41.61.420.9%
20240.9-5.07.23.66.8-3.911.4-4.51.3-11.810.4-1.812.7%
20236.72.5-12.8-3.4-3.49.41.5-0.3-6.6-9.88.844.530.5%
20223.7-11.2-1.1-0.8-0.8-0.511.50.4-26.58.49.720.04.6%
2021-4.3-1.01.92.83.24.910.01.7-2.90.5-5.79.521.3%
2020-3.1-10.4-26.90.46.2-1.2-10.213.3-6.5-11.436.721.1-6.8%
201911.24.70.35.2-5.20.9-3.54.610.64.4-1.38.546.8%
20182.8-1.1-3.611.2-7.4-1.05.0-6.52.9-11.1-1.3-8.1-18.7%
2017-0.55.0-1.511.9-2.4-6.42.5-5.47.38.11.81.422.3%
2016———-7.94.0-20.212.516.4-1.25.710.213.530.8%

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 43.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 19.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019209.794460936791
2016-05-019581.652175053952
2016-06-017646.235865757437
2016-07-018598.464324780585
2016-08-0110004.742797968955
2016-09-019884.923976738908
2016-10-0110452.480420165251
2016-11-0111521.378793570206
2016-12-0113079.004031864217
2017-01-0113019.403194682624
2017-02-0113673.919033246722
2017-03-0113470.790244414458
2017-04-0115070.007293995646
2017-05-0114708.893766670863
2017-06-0113773.867669133473
2017-07-0114119.367866669063
2017-08-0113353.07555384072
2017-09-0114328.060696151386
2017-10-0115495.435299926088
2017-11-0115775.867808113002
2017-12-0116000.864005613608
2018-01-0116450.93901082534
2018-02-0116270.819595336314
2018-03-0115690.429412733733
2018-04-0117444.929360980866
2018-05-0116157.410354558164
2018-06-0115997.302047712743
2018-07-0116792.133758565345
2018-08-0115692.89314077703
2018-09-0116144.72725753053
2018-10-0114350.870833104536
2018-11-0114168.788210259509
2018-12-0113015.593406150185
2019-01-0114471.408849108564
2019-02-0115155.20757759164
2019-03-0115204.04964970841
2019-04-0115999.488788579576
2019-05-0115169.158984322043
2019-06-0115308.711927019225
2019-07-0114778.874333833694
2019-08-0115459.339497350886
2019-09-0117096.712745346253
2019-10-0117844.51494928948
2019-11-0117614.14908810476
2019-12-0119102.668455582676
2020-01-0118503.039812776107
2020-02-0116572.604413231824
2020-03-0112107.10462388786
2020-04-0112150.815144103795
2020-05-0112901.134529755955
2020-06-0112748.154998136411
2020-07-0111444.201419243418
2020-08-0112966.697880367781
2020-09-0112128.957454283753
2020-10-0110752.161107404452
2020-11-0114700.443228076587
2020-12-0117796.42608791573
2021-01-0117036.12544506251
2021-02-0116863.358338310194
2021-03-0117186.35454261399
2021-04-0117667.092514202883
2021-05-0118237.967944322663
2021-06-0119135.591054188895
2021-07-0121048.00770899047
2021-08-0121409.92304129976
2021-09-0120781.33708999216
2021-10-0120895.62588654119
2021-11-0119714.649754574784
2021-12-0121581.353806411233
2022-01-0122380.651328056323
2022-02-0119865.53001496217
2022-03-0119649.387688260165
2022-04-0119492.190176479708
2022-05-0119327.13497585109
2022-06-0119232.81841255248
2022-07-0121438.822036711004
2022-08-0121518.968519192542
2022-09-0115820.647401641612
2022-10-0117151.060545023294
2022-11-0118818.07628032463
2022-12-0122580.888759520218
2023-01-0124083.612223784257
2023-02-0124682.74034590353
2023-03-0121517.22398592322
2023-04-0120793.087177583286
2023-05-0120085.501567893203
2023-06-0121972.39652706675
2023-07-0122305.165033333218
2023-08-0122241.798142436528
2023-09-0120784.354792388396
2023-10-0118739.718065929752
2023-11-0120387.25722924382
2023-12-0129465.6285640839
2024-01-0129740.215185020148
2024-02-0128265.49658212403
2024-03-0130306.40613026075
2024-04-0131403.668962420616
2024-05-0133554.30430783091
2024-06-0132259.535040578623
2024-07-0135924.060806946254
2024-08-0134293.179749613315
2024-09-0134739.99408122139
2024-10-0130651.624481195733
2024-11-0133846.36055858109
2024-12-0133220.81660679046
2025-01-0135901.71717471137
2025-02-0134998.228739897866
2025-03-0134095.49351582739
2025-04-0139025.802084401395
2025-05-0141826.58464606628
2025-06-0143655.195672002475
2025-07-0142548.1459596075
2025-08-0140833.060800629006
2025-09-0140762.579712778876
2025-10-0138953.51815019217
2025-11-0139587.867378539915
2025-12-0140151.73065961338
2026-01-0141725.84392404331
2026-02-0141572.37359058477
2026-03-0134939.25962785559
2026-04-0138510.93637701745
Annual Return Matrix
YearAnnual Return
20170.22340080075141033
2018-0.18656933765677242
20190.46767556879551875
2020-0.06838009939314005
20210.21267909072291613
20220.04631474753970477
20230.30489233076182787
20240.12744299801850545
20250.20863165812143847
2026-0.040864845814636785
Total Factor Risk
0.4307655968693466
VTI.US Exposure
-0.06604168331643986
VEA.US Exposure
0.028311453348740006
VWO.US Exposure
0.0377547967593064
QQQ.US Exposure
0.04528244920580973
VTV.US Exposure
0.04825428029323181
IJR.US Exposure
0.07530927015166117
QUAL.US Exposure
-0.03704032734759523
SHV.US Exposure
0.5731168399428599
TLT.US Exposure
0.041839187984632466
LQD.US Exposure
-0.024066154630264115
HYG.US Exposure
0.00918435878806747
GLD.US Exposure
-0.0017190640996756412
USO.US Exposure
0.005074771905727865
VNQ.US Exposure
0.03862393135047358
BTC-USD.CC Exposure
-0.004295282646446226
CPER.US Exposure
-0.002232186528443448
VIX.INDX Exposure
0.01452056302110575
UUP.US Exposure
0.020635595315543608
TIP.US Exposure
0.0029778320934508245
Idiosyncratic Exposure
0.19450936840825417
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
71
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.1%

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 →8.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.92%
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
$15
Avg Yield on Cost
0.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$14.720.15%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 →
-1.0%
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 →
-4.8%
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 →
15.5% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Paragon Banking Group PLC a high-risk investment?

Paragon Banking Group PLC (PAG.LSE) has an annualized volatility of 43.1% and experienced a maximum drawdown of 43.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, PAG.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.1%. 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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