Pearson PLC

10-Year Study

PSON.LSE · Communication Services · GB · Common Stock

Executive Summary: Pearson PLC has compounded at 5.5% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 27.4%.

1Y CAGR
-7.2%
3Y CAGR
+12.9%
5Y CAGR
+8.0%
10Y CAGR
+5.5%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +57.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -30.5%
% 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.
2026-8.80.33.19.1————————2.8%
20254.71.4-9.4-1.8-2.6-8.00.11.2-1.90.3-5.95.3-16.4%
20240.8-1.110.2-6.6-2.64.56.60.7-4.012.48.24.036.0%
2023-1.7-0.6-6.45.0-10.03.05.2-2.23.59.6-1.52.95.4%
20220.35.318.04.7-4.0-0.60.914.90.510.83.6-5.657.2%
202119.4-7.64.57.6-1.41.44.7-11.0-7.3-15.4-1.53.4-7.6%
2020-10.8-1.91.9-16.80.824.3-7.86.4-1.8-7.126.95.210.8%
2019-3.5-6.6-1.20.8-5.24.16.3-3.9-11.2-7.6-5.2-1.5-30.5%
2018-5.75.62.313.18.1-1.84.5-0.2-3.01.07.2-2.630.4%
2017-24.48.91.3-1.510.6-2.1-4.9-7.00.915.00.64.0-4.6%
2016———-4.24.215.3-8.80.2-13.00.65.02.9-0.6%

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 27.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 25.8% of variance. Idiosyncratic stock-specific factors contribute 31.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019575.059985339984
2016-05-019973.525181218454
2016-06-0111501.966635447725
2016-07-0110490.935329451875
2016-08-0110509.024430464742
2016-09-019143.034559919457
2016-10-019197.674280984666
2016-11-019659.074967275345
2016-12-019938.344302043644
2017-01-017515.985964890133
2017-02-018183.804076557152
2017-03-018287.012789245324
2017-04-018165.61555886769
2017-05-019028.179893687278
2017-06-018836.49822904182
2017-07-018402.022103641097
2017-08-017812.908860945262
2017-09-017883.7598124654305
2017-10-019062.459710602789
2017-11-019120.42752327021
2017-12-019481.123850297421
2018-01-018937.503994420042
2018-02-019434.748337729498
2018-03-019648.58887495828
2018-04-0110917.349235793476
2018-05-0111805.08808238644
2018-06-0111587.736400627113
2018-07-0112106.238554260595
2018-08-0112084.445787533938
2018-09-0111723.519066303823
2018-10-0111836.802002220305
2018-11-0112690.380963126669
2018-12-0112361.067167011337
2019-01-0111934.279264600642
2019-02-0111143.929310008813
2019-03-0111014.839122513695
2019-04-0111106.225140899469
2019-05-0110528.304953554263
2019-06-0110961.74588308441
2019-07-0111654.713257845042
2019-08-0111204.9111838238
2019-09-019946.14456605015
2019-10-019194.118951264525
2019-11-018714.330913931197
2019-12-018584.950366618721
2020-01-017660.4178814306215
2020-02-017514.863976682844
2020-03-017653.969999834306
2020-04-016368.613366177658
2020-05-016418.476352638842
2020-06-017975.309947269711
2020-07-017354.7920810671985
2020-08-017822.443393643487
2020-09-017679.810445536625
2020-10-017131.6521394705505
2020-11-019047.40991941726
2020-12-019514.463153891491
2021-01-0111363.098896711597
2021-02-0110501.70704745884
2021-03-0110978.329531565978
2021-04-0111809.244646293613
2021-05-0111641.35355016163
2021-06-0111809.244646293613
2021-07-0112369.8284588916
2021-08-0111008.171893011875
2021-09-0110207.941814417469
2021-10-018639.034616728986
2021-11-018507.09606254729
2021-12-018793.917908651854
2022-01-018822.598830828323
2022-02-019292.984891032222
2022-03-0110964.078229878183
2022-04-0111478.24865688859
2022-05-0111019.585874310496
2022-06-0110952.392825272034
2022-07-0111051.721131488024
2022-08-0112697.131828880229
2022-09-0112755.99596967949
2022-10-0114133.431382373108
2022-11-0114645.555088279643
2022-12-0113821.449226877536
2023-01-0113591.875606066944
2023-02-0113515.351591810906
2023-03-0112655.021765150983
2023-04-0113293.467772032825
2023-05-0111962.622485685182
2023-06-0112319.312162841357
2023-07-0112957.75974776569
2023-08-0112678.82653604683
2023-09-0113123.113351580763
2023-10-0114380.418702012714
2023-11-0114162.80822128574
2023-12-0114570.82688637226
2024-01-0114682.654867116986
2024-02-0114516.425449722383
2024-03-0115995.291121222857
2024-04-0114945.31214863898
2024-05-0114552.336962568044
2024-06-0115209.342327123471
2024-07-0116210.19841517193
2024-08-0116325.919426728726
2024-09-0115668.86198677127
2024-10-0117616.84181623222
2024-11-0119062.36502805365
2024-12-0119819.912213496526
2025-01-0120755.251133626265
2025-02-0121048.994274072844
2025-03-0119079.85289487949
2025-04-0118743.057599339747
2025-05-0118249.61318233571
2025-06-0116784.945159078517
2025-07-0116800.610386833443
2025-08-0116995.517570319545
2025-09-0116672.01886076379
2025-10-0116727.250347761114
2025-11-0115742.5518367231
2025-12-0116569.44609919733
2026-01-0115108.178757496686
2026-02-0115146.051777151994
2026-03-0115616.308437872072
2026-04-0117034.96863246049
Annual Return Matrix
YearAnnual Return
2017-0.04600569650743558
20180.3037554790114436
2019-0.3054846923306225
20200.10827235424528947
2021-0.07573157135459896
20220.5717055094725603
20230.05421845764462008
20240.36024622130632844
2025-0.1640000257965707
20260.028095238095238173
Total Factor Risk
0.2738228574141333
VTI.US Exposure
0.25832933628611104
VEA.US Exposure
0.00023077114907633442
VWO.US Exposure
0.01749759315042885
QQQ.US Exposure
0.03334557637204329
VTV.US Exposure
0.10970676897326798
IJR.US Exposure
-0.004153892583186018
QUAL.US Exposure
0.05443289438889365
SHV.US Exposure
0.020473170936706888
TLT.US Exposure
0.000004928782845285375
LQD.US Exposure
0.05015588790979935
HYG.US Exposure
0.022389811602048136
GLD.US Exposure
0.02814992096725107
USO.US Exposure
0.001067964668369664
VNQ.US Exposure
0.031483050579048794
BTC-USD.CC Exposure
0.0016514196999009036
CPER.US Exposure
0.0002663717368418885
VIX.INDX Exposure
0.012454120612240426
UUP.US Exposure
0.0134366544968487
TIP.US Exposure
0.03281856862563442
Idiosyncratic Exposure
0.3162590816458294
Value Score
42.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.4%

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 →19.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.55%
Market Cap$6.2B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.750.03%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 →
+12.2%
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 →
+5.7%
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 →
10.8% 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 →
-0.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pearson PLC a high-risk investment?

Pearson PLC (PSON.LSE) has an annualized volatility of 27.4% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, PSON.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.5%. 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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