Polar Capital Holdings plc

10-Year Study

POLR.LSE · Financial Services · GB · Common Stock

Executive Summary: Polar Capital Holdings plc has compounded at 16.1% annually over the last 10 years, with a maximum drawdown of 48.8% and an annualized volatility of 30.1%.

1Y CAGR
+89.3%
3Y CAGR
+22.0%
5Y CAGR
+5.3%
10Y CAGR
+16.1%

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 →
48.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +91.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.17.3-3.913.8————————30.3%
2025-1.4-12.4-2.7-8.28.211.97.3-3.54.519.7-5.71.015.1%
2024-2.7-7.28.218.81.52.412.8-11.00.4-10.813.0-3.418.3%
20238.62.3-14.68.14.11.40.20.5-4.6-10.36.68.37.5%
2022-20.7-10.710.5-10.39.5-16.42.0-6.3-9.21.315.80.8-33.9%
2021-7.52.55.510.26.32.09.6-0.2-7.72.5-3.71.120.1%
20206.2-15.4-22.13.95.219.2-0.19.9-10.38.920.314.634.8%
2019-0.22.38.312.3-2.75.3-0.6-11.27.1-7.48.32.223.3%
2018-8.8-3.27.33.512.820.3-7.1-4.6-4.2-12.1-0.4-7.7-8.7%
201725.1-2.5-4.512.82.29.90.35.3-0.61.48.712.291.4%
2016———-4.4-5.2-5.87.10.5-1.9-8.02.17.3-9.2%

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 30.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 18.2% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019556.787405638479
2016-05-019058.176116930526
2016-06-018531.85972115184
2016-07-019138.94715985213
2016-08-019183.528766656184
2016-09-019012.63836713817
2016-10-018291.919670165227
2016-11-018462.810069683239
2016-12-019080.605157873031
2017-01-0111358.32207273368
2017-02-0111070.770708847545
2017-03-0110571.33575479425
2017-04-0111925.856295164796
2017-05-0112190.70790292499
2017-06-0113393.887135960076
2017-07-0113437.904272807178
2017-08-0114150.161680323383
2017-09-0114063.106589207564
2017-10-0114253.044969823895
2017-11-0115487.621404239973
2017-12-0117377.38042164754
2018-01-0115848.553862529676
2018-02-0115336.274337006995
2018-03-0116456.879679196747
2018-04-0117033.191985448193
2018-05-0119210.36988909893
2018-06-0123116.47319170897
2018-07-0121484.538707087322
2018-08-0120492.943549548367
2018-09-0119633.56107968127
2018-10-0117253.732701587774
2018-11-0117187.62635775184
2018-12-0115870.643069518506
2019-01-0115837.01678779731
2019-02-0116206.888607037901
2019-03-0117551.853477422927
2019-04-0119703.80878983401
2019-05-0119165.81708178248
2019-06-0120174.54793444315
2019-07-0120063.51438995197
2019-08-0117818.64041074981
2019-09-0119081.38274403822
2019-10-0117678.340826960008
2019-11-0119151.53253593312
2019-12-0119568.42239862868
2020-01-0120778.110315861257
2020-02-0117576.004727723885
2020-03-0113697.894527060573
2020-04-0114231.583591664736
2020-05-0114978.740218254039
2020-06-0117860.635823567427
2020-07-0117835.269234889773
2020-08-0119592.625488007317
2020-09-0117573.539491585365
2020-10-0119143.940991001888
2020-11-0123032.551484843978
2020-12-0126384.679363784755
2021-01-0124413.406276675523
2021-02-0125019.95228500894
2021-03-0126384.679363784755
2021-04-0129076.216115962863
2021-05-0130895.848381065603
2021-06-0131502.39438939902
2021-07-0134529.80228575773
2021-08-0134451.32368204905
2021-09-0131783.108754929028
2021-10-0132567.877512323303
2021-11-0131351.49083427508
2021-12-0131684.75850477668
2022-01-0125132.04565064378
2022-02-0122455.023840215832
2022-03-0124812.400137776745
2022-04-0122255.247554635505
2022-05-0124372.891157520527
2022-06-0120377.336646426385
2022-07-0120782.32656084583
2022-08-0119482.09881449789
2022-09-0117691.61739074338
2022-10-0117926.08553908609
2022-11-0120761.009180124667
2022-12-0120937.215965053547
2023-01-0122736.849865967182
2023-02-0123263.569454572265
2023-03-0119861.82581839504
2023-04-0121463.93555365863
2023-05-0122341.807294564613
2023-06-0122649.063267866335
2023-07-0122684.319600585666
2023-08-0122801.25128013722
2023-09-0121748.88344386576
2023-10-0119503.836667738007
2023-11-0120790.062103215056
2023-12-0122517.02913701759
2024-01-0121913.029003387972
2024-02-0120342.633263868967
2024-03-0122009.668563976906
2024-04-0126141.012659102766
2024-05-0126527.57090145852
2024-06-0127155.728045286618
2024-07-0130639.72877794558
2024-08-0127269.35930355927
2024-09-0127371.493806382197
2024-10-0124409.65082349255
2024-11-0127575.757052130524
2024-12-0126629.48652817569
2025-01-0126262.54073687521
2025-02-0123012.48976178216
2025-03-0122383.445593735996
2025-04-0120548.73391692615
2025-05-0122226.183111750077
2025-06-0124873.40897230756
2025-07-0126676.930804047133
2025-08-0125751.228874135868
2025-09-0126901.342171320088
2025-10-0132203.062883105184
2025-11-0130351.670543077693
2025-12-0130642.654805885693
2026-01-0134040.994342628655
2026-02-0136517.750276187086
2026-03-0135077.77589621125
2026-04-0139916.08981293005
Annual Return Matrix
YearAnnual Return
20170.9136808747356526
2018-0.08670681745863396
20190.23299492735818683
20200.3483294067504259
20210.20087714798106426
2022-0.33920228674309993
20230.07545478704527486
20240.18263765464500326
20250.15070393015140637
20260.30263157894736836
Total Factor Risk
0.30108093598080493
VTI.US Exposure
-0.012310686667254368
VEA.US Exposure
0.18238564798594142
VWO.US Exposure
-0.02298815329294765
QQQ.US Exposure
0.05515629160418618
VTV.US Exposure
-0.05430006773396707
IJR.US Exposure
0.1519564661803875
QUAL.US Exposure
0.06814958843999346
SHV.US Exposure
0.14635564562134679
TLT.US Exposure
-0.007725915417355759
LQD.US Exposure
0.01471246390141857
HYG.US Exposure
0.08152433652386747
GLD.US Exposure
-0.0040133853175403425
USO.US Exposure
0.0034826250438268615
VNQ.US Exposure
0.01692585877017826
BTC-USD.CC Exposure
-0.01851385105525624
CPER.US Exposure
0.07841348962993461
VIX.INDX Exposure
-0.010812188070168897
UUP.US Exposure
0.03345640014427532
TIP.US Exposure
-0.005825502731004412
Idiosyncratic Exposure
0.3039709364401383
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
88.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.1%

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 →15.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.35%
Market Cap$590.9M
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 →
+10.1%
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 →
+28.8%
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 →
0.4% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Polar Capital Holdings plc a high-risk investment?

Polar Capital Holdings plc (POLR.LSE) has an annualized volatility of 30.1% and experienced a maximum drawdown of 48.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, POLR.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.1%. It has had a positive return in 80% 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.

Run a Full Backtest on Polar Capital Holdings plc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest