Qinetiq Group PLC

10-Year Study

QQ.LSE · Industrials · GB · Common Stock

Executive Summary: Qinetiq Group PLC has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 43.2%.

1Y CAGR
-1.8%
3Y CAGR
+12.8%
5Y CAGR
+8.6%
10Y CAGR
+9.4%

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 →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +37.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -15.1%
% 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.
202614.30.7-10.15.7————————9.4%
2025-9.68.4-4.51.726.63.7-2.4-4.315.5-12.8-13.46.38.3%
202416.93.5-1.5-5.930.2-0.910.4-0.3-6.72.1-9.50.037.2%
20232.3-6.9-3.814.3-3.2-1.6-7.53.4-4.43.8-10.64.4-11.5%
20221.59.24.112.46.80.75.0-8.5-5.38.9-3.22.637.2%
2021-5.2-0.85.85.17.1-3.4-2.85.0-6.2-16.9-3.11.9-15.1%
2020-0.9-2.4-6.4-5.6-3.00.82.8-4.6-4.8-13.624.19.0-8.7%
20196.51.3-1.80.1-3.3-4.13.51.40.19.16.07.127.8%
2018-10.0-0.40.611.714.72.00.31.75.6-3.06.9-3.527.1%
20171.15.10.75.36.3-13.5-10.7-3.07.3-1.1-11.56.9-9.9%
2016———-1.99.9-9.61.04.42.7-2.85.68.117.3%

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 43.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 17.0% of variance. Idiosyncratic stock-specific factors contribute 26.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019811.403602422784
2016-05-0110785.083764350587
2016-06-019754.387232800782
2016-07-019855.26361174119
2016-08-0110284.906648971555
2016-09-0110566.013666627794
2016-10-0110271.520339798728
2016-11-0110842.658581226427
2016-12-0111726.133086740545
2017-01-0111856.59074521501
2017-02-0112459.089632426732
2017-03-0112544.515637344351
2017-04-0113209.960290020274
2017-05-0114037.267046739296
2017-06-0112148.844808055654
2017-07-0110844.936170026382
2017-08-0110518.135027071003
2017-09-0111290.987701567976
2017-10-0111162.939031247312
2017-11-019882.474227932984
2017-12-0110568.439079700824
2018-01-019508.500716947725
2018-02-019471.555598625344
2018-03-019526.973276108914
2018-04-0110644.535730495543
2018-05-0112205.423179831512
2018-06-0112454.797253534503
2018-07-0112496.363249133721
2018-08-0112713.555431091167
2018-09-0113426.643299481575
2018-10-0113027.879110404474
2018-11-0113928.616206029807
2018-12-0113436.021928362165
2019-01-0114314.957681195601
2019-02-0114494.487523357602
2019-03-0114229.920399366436
2019-04-0114239.370202897026
2019-05-0113766.929301125161
2019-06-0113199.995839020461
2019-07-0113662.992412234811
2019-08-0113850.154366865901
2019-09-0113859.751994669565
2019-10-0115126.710039403379
2019-11-0116038.539430482348
2019-12-0117171.119736018696
2020-01-0117015.493626310094
2020-02-0116609.902145806198
2020-03-0115547.642394468527
2020-04-0114678.51779338875
2020-05-0114243.9582303354
2020-06-0114359.841510479371
2020-07-0114765.432990983265
2020-08-0114089.449015134467
2020-09-0113413.465039285667
2020-10-0111591.946971600766
2020-11-0114386.959052128857
2020-12-0115681.494536250617
2021-01-0114867.902587089025
2021-02-0114749.42964467972
2021-03-0115598.461094567569
2021-04-0116388.258810737298
2021-05-0117553.207157103803
2021-06-0116960.858869976506
2021-07-0116481.273128339388
2021-08-0117312.346666535264
2021-09-0116230.946409321032
2021-10-0113487.410025661196
2021-11-0113066.866393684508
2021-12-0113317.18763772979
2022-01-0113521.727156906705
2022-02-0114763.828823871758
2022-03-0115369.727669364183
2022-04-0117268.223858509176
2022-05-0118439.638148079404
2022-06-0118560.81572718866
2022-07-0119482.450795048215
2022-08-0117824.804146525606
2022-09-0116883.42632575104
2022-10-0118387.582104065
2022-11-0117794.10597248388
2022-12-0118264.794882871163
2023-01-0118688.092426305495
2023-02-0117400.324008906686
2023-03-0116730.68552685392
2023-04-0119131.083447897145
2023-05-0118512.953512551103
2023-06-0118224.493606052692
2023-07-0116865.703837901376
2023-08-0117441.145408167456
2023-09-0116677.375714004927
2023-10-0117315.593325569822
2023-11-0115484.641879273557
2023-12-0116164.710185037662
2024-01-0118893.96783891315
2024-02-0119548.030022562365
2024-03-0119263.19454824081
2024-04-0118123.858125927665
2024-05-0123588.445178820828
2024-06-0123377.45614135942
2024-07-0125800.695650079142
2024-08-0125715.264170188442
2024-09-0123995.92552503623
2024-10-0124508.525354326568
2024-11-0122169.80300499372
2024-12-0122180.479202493523
2025-01-0120043.252287306874
2025-02-0121731.443810625056
2025-03-0120763.687569566373
2025-04-0121107.77867749835
2025-05-0126731.50129784237
2025-06-0127715.38680958536
2025-07-0127044.42885902108
2025-08-0125890.824656869747
2025-09-0129901.23148569417
2025-10-0126086.719193558365
2025-11-0122604.132619177846
2025-12-0124029.81560838174
2026-01-0127456.989980251772
2026-02-0127648.614037940468
2026-03-0124856.37776876232
2026-04-0126285.345741812314
Annual Return Matrix
YearAnnual Return
2017-0.09872768784696762
20180.2713345676722694
20190.2779913450254272
2020-0.08675177988791227
2021-0.1507705080695786
20220.37152042756565096
2023-0.11497992237531074
20240.372154461700412
20250.08337675615594087
20260.09386381361344398
Total Factor Risk
0.43194519426912836
VTI.US Exposure
0.07149836158268921
VEA.US Exposure
0.07503286644429166
VWO.US Exposure
0.004097551007694326
QQQ.US Exposure
0.006354284411399872
VTV.US Exposure
0.00013957601968636322
IJR.US Exposure
0.007859124107025904
QUAL.US Exposure
0.10805740966611613
SHV.US Exposure
0.17035108212848063
TLT.US Exposure
0.009429196703831617
LQD.US Exposure
0.14132273844264687
HYG.US Exposure
0.046983506826201296
GLD.US Exposure
0.0077637035256125165
USO.US Exposure
-0.0006314630849567374
VNQ.US Exposure
0.005008069830170735
BTC-USD.CC Exposure
0.0002985368766467455
CPER.US Exposure
0.020614382644621326
VIX.INDX Exposure
0.0016714141662476742
UUP.US Exposure
0.022187719021299762
TIP.US Exposure
0.03257961878903643
Idiosyncratic Exposure
0.2693823208912576
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.92%
Market Cap$2.5B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.640.02%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 →
-2.1%
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 →
-0.1%
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 →
14.5% 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 →
0.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Qinetiq Group PLC a high-risk investment?

Qinetiq Group PLC (QQ.LSE) has an annualized volatility of 43.2% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, QQ.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.4%. 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.

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