Persimmon PLC

10-Year Study

PSN.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Persimmon PLC has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 60.7% and an annualized volatility of 36.5%.

1Y CAGR
-10.6%
3Y CAGR
+2.1%
5Y CAGR
-13.5%
10Y CAGR
+1.2%

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 →
60.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +63.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -52.6%
% 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.
20263.57.1-29.17.5————————-15.5%
20255.7-4.8-1.18.72.90.2-11.7-7.29.06.110.41.818.8%
20245.3-6.8-3.5-0.910.8-3.617.53.5-0.0-9.7-14.2-4.8-10.1%
202316.02.9-13.59.8-8.6-14.613.0-8.01.1-3.923.211.022.1%
2022-16.20.8-5.8-2.43.7-9.91.1-21.7-16.25.5-2.5-4.3-52.6%
2021-7.81.518.36.50.9-6.41.91.2-9.32.00.64.311.6%
202013.3-7.0-29.515.14.04.45.110.7-5.6-5.516.64.216.9%
201923.12.4-6.03.0-12.07.30.6-5.314.14.912.35.455.6%
2018-8.64.02.17.34.3-6.9-2.0-2.0-2.8-3.0-17.21.6-23.0%
20178.66.82.811.35.4-4.311.76.2-2.98.5-9.47.863.4%
2016———-4.75.8-31.216.68.1-0.5-6.70.44.5-14.8%

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 36.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 30.3% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019529.976474779034
2016-05-0110081.535298963257
2016-06-016940.048039935979
2016-07-018091.127454254453
2016-08-018748.201965629925
2016-09-018705.036277325498
2016-10-018124.700987267685
2016-11-018153.477453141272
2016-12-018517.986280665038
2017-01-019251.799023864123
2017-02-019884.89215751756
2017-03-0110163.069608432468
2017-04-0111308.478232367834
2017-05-0111915.15583294372
2017-06-0111399.089170729778
2017-07-0112731.18662599846
2017-08-0113519.259264756449
2017-09-0113127.764955584087
2017-10-0114246.319700579103
2017-11-0112914.222245310419
2017-12-0113920.921614755334
2018-01-0112721.017595677893
2018-02-0113224.367280400349
2018-03-0113501.950045393041
2018-04-0114489.247415565236
2018-05-0115113.645865028066
2018-06-0114069.508988316551
2018-07-0113786.230695589578
2018-08-0113514.060463033738
2018-09-0113136.355742899763
2018-10-0112741.987943015038
2018-11-0110553.520990879339
2018-12-0110720.154756868946
2019-01-0113191.900991225662
2019-02-0113514.060463033738
2019-03-0112706.027750360547
2019-04-0113092.478608375573
2019-05-0111517.399015948171
2019-06-0112357.093559135876
2019-07-0112431.348160901629
2019-08-0111772.344136134592
2019-09-0113427.588578270215
2019-10-0114089.68576142804
2019-11-0115828.466259489865
2019-12-0116676.198462820998
2020-01-0118891.44112386734
2020-02-0117567.245768057648
2020-03-0112379.65204441839
2020-04-0114243.221594718081
2020-05-0114811.658218861241
2020-06-0115468.693150474835
2020-07-0116253.631072092063
2020-08-0117996.377462294095
2020-09-0116986.657167523816
2020-10-0116045.625570505163
2020-11-0118705.688353902442
2020-12-0119487.439115194426
2021-01-0117966.19393588573
2021-02-0118240.862640910138
2021-03-0121574.37804114811
2021-04-0122983.31762511534
2021-05-0123188.788042953936
2021-06-0121706.46659097037
2021-07-0122118.241570129157
2021-08-0122392.43432851697
2021-09-0120320.753400767357
2021-10-0120724.42640266966
2021-11-0120846.290510504718
2021-12-0121752.651225612066
2022-01-0118233.83921216484
2022-02-0118378.55271653222
2022-03-0117309.678488646794
2022-04-0116899.268021778764
2022-05-0117518.90799436978
2022-06-0115783.012860948875
2022-07-0115960.921911603551
2022-08-0112504.41635930508
2022-09-0110483.88534732478
2022-10-0111055.733746941845
2022-11-0110776.16308840882
2022-12-0110310.213310179173
2023-01-0111962.219138299111
2023-02-0112305.328178069349
2023-03-0110640.61427790435
2023-04-0111681.029667505263
2023-05-0110680.942097282108
2023-06-019116.35905770482
2023-07-0110303.130511791058
2023-08-019476.391414160154
2023-09-019578.621981115506
2023-10-019205.26410832981
2023-11-0111338.96553344861
2023-12-0112584.756349459614
2024-01-0113255.218715290406
2024-02-0112353.718394941707
2024-03-0111923.3547806168
2024-04-0111814.63115372532
2024-05-0113092.133274953187
2024-06-0112619.322345001941
2024-07-0114826.770761440406
2024-08-0115344.797611361371
2024-09-0115340.13016794188
2024-10-0113853.802254562186
2024-11-0111880.084205943398
2024-12-0111313.466271858544
2025-01-0111955.633065922568
2025-02-0111379.57140065356
2025-03-0111252.0830086556
2025-04-0112229.498301780843
2025-05-0112588.356128802441
2025-06-0112607.862024950095
2025-07-0111138.890826648065
2025-08-0110341.170620932251
2025-09-0111275.086766259243
2025-10-0111962.98302770336
2025-11-0113209.745526868475
2025-12-0113442.276627903238
2026-01-0113912.286300207548
2026-02-0114901.780347163987
2026-03-0110572.743891729562
2026-04-0111364.339129294714
Annual Return Matrix
YearAnnual Return
20170.634297257129236
2018-0.22992492497722072
20190.5555930712787254
20200.16857802805843236
20210.11623959910932813
2022-0.5260249795188324
20230.22061066738888968
2024-0.10101825115236818
20250.18816605847316326
2026-0.15458225984541774
Total Factor Risk
0.3647879493922405
VTI.US Exposure
-0.16438795363706446
VEA.US Exposure
0.3030397457716961
VWO.US Exposure
-0.019525364031674926
QQQ.US Exposure
0.20194078044807812
VTV.US Exposure
0.09485226266446782
IJR.US Exposure
0.016141418445413436
QUAL.US Exposure
-0.06403889259927227
SHV.US Exposure
0.06559012232332209
TLT.US Exposure
-0.0023674417631291706
LQD.US Exposure
-0.04693438494276245
HYG.US Exposure
0.18674611462892435
GLD.US Exposure
0.021900596573585316
USO.US Exposure
0.02666956308263985
VNQ.US Exposure
0.06626530395622365
BTC-USD.CC Exposure
-0.005618449502629111
CPER.US Exposure
-0.005409974227331787
VIX.INDX Exposure
-0.00894246932815882
UUP.US Exposure
-0.02382469905671728
TIP.US Exposure
0.061237735637480695
Idiosyncratic Exposure
0.29666598555690876
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.5%

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 →12.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.49%
Market Cap$3.5B
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 →
-11.4%
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 →
-7.2%
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 →
25.6% 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 →
1.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Persimmon PLC a high-risk investment?

Persimmon PLC (PSN.LSE) has an annualized volatility of 36.5% and experienced a maximum drawdown of 60.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, PSN.LSE has generated a Compound Annual Growth Rate (CAGR) of 1.2%. 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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