PPHE Hotel Group Ltd

10-Year Study

PPH.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: PPHE Hotel Group Ltd has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 51.3% and an annualized volatility of 53.6%.

1Y CAGR
+16.5%
3Y CAGR
+19.5%
5Y CAGR
+1.8%
10Y CAGR
+11.4%

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 →
51.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +66.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.1%
% 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.
2026-0.612.0-20.46.7————————-5.5%
2025-7.40.4-8.86.119.97.02.0-21.27.64.834.5-6.731.1%
20242.55.39.36.0-9.5-3.08.8-5.7-6.61.6-6.020.020.7%
20230.8-13.44.5-1.1-3.63.2-8.56.3-2.8-1.825.9-7.0-2.2%
20220.6-4.45.47.92.2-8.1-2.4-2.1-0.9-9.4-1.61.6-11.8%
2021-1.81.89.112.6-0.20.8-9.0-1.9-3.9-4.2-1.33.83.8%
20208.1-13.0-44.032.5-3.9-10.7-1.85.1-12.01.534.32.2-24.1%
20195.72.6-8.63.69.81.1-1.6-4.33.32.22.2-1.613.8%
20182.70.4-2.66.27.815.63.10.38.5-3.43.93.154.3%
20179.66.5-0.6-1.012.7-2.90.011.416.1-1.94.00.266.4%
2016———1.3-2.2-6.619.8-4.8-6.11.2-1.1-2.2-2.9%

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 53.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.9% of variance. Idiosyncratic stock-specific factors contribute 17.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110126.182044877205
2016-05-019908.081035118894
2016-06-019253.772916763855
2016-07-0111089.651779693724
2016-08-0110559.892111501747
2016-09-019913.534832632879
2016-10-0110028.140916628145
2016-11-019920.696864702564
2016-12-019705.808760851403
2017-01-0110636.993371473163
2017-02-0111331.80038931463
2017-03-0111258.860300510181
2017-04-0111149.903095432976
2017-05-0112566.339975996509
2017-06-0112203.150988765856
2017-07-0112203.150988765856
2017-08-0113597.796428313946
2017-09-0115784.075420167179
2017-10-0115490.416838069714
2017-11-0116114.439840711793
2017-12-0116151.145679158946
2018-01-0116591.632704125124
2018-02-0116665.046077379466
2018-03-0116224.560748773323
2018-04-0117232.134148151606
2018-05-0118569.1101319344
2018-06-0121465.890864677116
2018-07-0122134.37885656852
2018-08-0122208.655677080907
2018-09-0124091.42193139072
2018-10-0123265.85948201646
2018-11-0124166.47398843931
2018-12-0124916.984380764974
2019-01-0126342.956501087792
2019-02-0127018.418229084946
2019-03-0124691.83160233928
2019-04-0125582.429102752772
2019-05-0128087.53387418946
2019-06-0128391.182320535714
2019-07-0127935.709651016336
2019-08-0126721.114169271288
2019-09-0127590.444403920294
2019-10-0128203.564900614507
2019-11-0128816.685397308727
2019-12-0128356.844600698056
2020-01-0130656.04858375142
2020-02-0126670.762810698943
2020-03-0114944.82334530681
2020-04-0119802.22138346643
2020-05-0119022.606542012476
2020-06-0116995.607275688195
2020-07-0116683.762017650628
2020-08-0117541.338173613967
2020-09-0115436.377592780293
2020-10-0115670.261536308468
2020-11-0121049.60580833676
2020-12-0121517.37539175315
2021-01-0121127.567122846154
2021-02-0121517.37539175315
2021-03-0123466.411647208006
2021-04-0126413.357138919164
2021-05-0126350.98706949563
2021-06-0126569.27976793795
2021-07-0124168.06517415256
2021-08-0123700.29728709622
2021-09-0122764.758120263443
2021-10-0121798.036463258966
2021-11-0121517.37539175315
2021-12-0122328.174419738843
2022-01-0122452.91286222588
2022-02-0121455.005322329613
2022-03-0122608.835491244667
2022-04-0124401.950814040774
2022-05-0124947.68001560651
2022-06-0122920.682445642266
2022-07-0122374.951547716493
2022-08-0121907.181964300104
2022-09-0121720.687534722372
2022-10-0119689.257375985482
2022-11-0119376.72848485363
2022-12-0119689.257375985482
2023-01-0119845.520973371393
2023-02-0117189.03472873083
2023-03-0117970.35441202041
2023-04-0117766.711478844274
2023-05-0117135.00566160162
2023-06-0117687.74931191396
2023-07-0116187.44778391766
2023-08-0117213.969524891963
2023-09-0116740.191434230004
2023-10-0116441.618497109826
2023-11-0120692.3778302707
2023-12-0119248.724549298346
2024-01-0119729.94287507581
2024-02-0120772.581732746963
2024-03-0122697.453339496777
2024-04-0124061.991781135628
2024-05-0121785.85829456444
2024-06-0121135.53322957265
2024-07-0123005.215458929004
2024-08-0121704.567025305456
2024-09-0120270.964677543165
2024-10-0120600.572521511967
2024-11-0119364.538441638855
2024-12-0123237.447147782645
2025-01-0121506.998757416277
2025-02-0121589.401142498486
2025-03-0119694.147981967693
2025-04-0120894.577161056666
2025-05-0125046.703336316103
2025-06-0126787.918523827502
2025-07-0127323.676521104844
2025-08-0121530.790206913516
2025-09-0123172.278084300615
2025-10-0124291.875707700205
2025-11-0132671.894282842593
2025-12-0130466.62623675249
2026-01-0130296.990233207096
2026-02-0133927.2007090785
2026-03-0127006.051764426484
2026-04-0128804.193402007644
Annual Return Matrix
YearAnnual Return
20170.6640700509477329
20180.5427378884283891
20190.1380528304455868
2020-0.24119288677050266
20210.03768113039922372
2022-0.11818776556226096
2023-0.0223742733549942
20240.20722009857165835
20250.31110039941111456
2026-0.054565701559020074
Total Factor Risk
0.5361079327876764
VTI.US Exposure
0.10712049039632471
VEA.US Exposure
0.04472360463204264
VWO.US Exposure
-0.0025713589941497306
QQQ.US Exposure
0.0074734512744951955
VTV.US Exposure
0.018989796205253984
IJR.US Exposure
-0.0010236198223285925
QUAL.US Exposure
0.001945399465717356
SHV.US Exposure
0.6192656358927239
TLT.US Exposure
0.0029109775891087244
LQD.US Exposure
0.004100529722442499
HYG.US Exposure
0.0007036093147840468
GLD.US Exposure
0.00041915164369460357
USO.US Exposure
0.0014113620078330276
VNQ.US Exposure
0.0019653262073927574
BTC-USD.CC Exposure
0.006799284518781784
CPER.US Exposure
0.00015214279519928865
VIX.INDX Exposure
-0.0006545314455409277
UUP.US Exposure
-0.00048212647319342844
TIP.US Exposure
0.011188956310622384
Idiosyncratic Exposure
0.17556191875879573
Value Score
29.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.6%

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 →51.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.42%
Market Cap$668.0M
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 →
-5.0%
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 →
+3.4%
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 →
17.6% 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 →
0.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PPHE Hotel Group Ltd a high-risk investment?

PPHE Hotel Group Ltd (PPH.LSE) has an annualized volatility of 53.6% and experienced a maximum drawdown of 51.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, PPH.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.4%. 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.

Run a Full Backtest on PPHE Hotel Group Ltd

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

Start a Free Backtest