Rathbone Brothers PLC

10-Year Study

RAT.LSE · Financial Services · GB · Common Stock

Executive Summary: Rathbone Brothers PLC has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 43.9% and an annualized volatility of 32.0%.

1Y CAGR
+28.6%
3Y CAGR
+5.4%
5Y CAGR
+7.2%
10Y CAGR
+4.4%

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 →
43.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +34.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.22.7-12.12.5————————5.7%
20254.5-7.3-3.45.65.05.510.2-4.01.0-2.33.74.323.7%
2024-4.8-6.2-0.57.45.5-2.814.5-2.0-3.5-7.00.2-0.5-1.6%
20232.7-0.5-8.05.12.0-6.7-3.2-0.50.6-13.86.19.6-8.6%
2022-5.9-11.319.68.8-1.7-6.0-6.8-0.4-7.614.312.6-3.66.9%
20214.5-4.214.1-1.36.01.03.89.0-0.4-2.1-6.27.234.1%
2020-7.4-15.8-9.84.2-4.6-1.514.14.2-7.3-6.02.14.1-24.3%
2019-1.2-0.4-3.415.2-14.93.5-0.71.10.6-6.52.70.0-6.4%
20186.7-4.5-6.3-1.93.46.6-5.37.2-8.0-4.15.3-3.4-5.9%
20174.88.85.9-0.411.7-3.55.54.0-5.9-1.30.5-0.731.8%
2016———-2.2-5.1-8.82.81.80.5-2.53.07.9-3.5%

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 32.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 27.3% of variance. Idiosyncratic stock-specific factors contribute 18.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019780.763586183954
2016-05-019285.230875708603
2016-06-018467.360653477917
2016-07-018703.09951574289
2016-08-018857.051425793485
2016-09-018903.585502068372
2016-10-018679.77962104436
2016-11-018942.508233547029
2016-12-019647.983704217204
2017-01-0110115.057182048009
2017-02-0111005.415802263537
2017-03-0111652.506825672272
2017-04-0111610.079459163266
2017-05-0112963.189920764864
2017-06-0112513.7992378994
2017-07-0113205.169357672368
2017-08-0113728.634835442124
2017-09-0112915.023241835008
2017-10-0112750.722647202198
2017-11-0112810.46806340071
2017-12-0112715.870921057432
2018-01-0113572.225620366256
2018-02-0112964.811322029404
2018-03-0112148.287366910854
2018-04-0111919.10131804661
2018-05-0112324.16879907303
2018-06-0113134.303061038967
2018-07-0112435.562426363984
2018-08-0113336.836801552177
2018-09-0112265.145172470258
2018-10-0111764.318404843594
2018-11-0112387.796197141952
2018-12-0111968.737479383315
2019-01-0111825.643917179437
2019-02-0111774.538973522784
2019-03-0111375.92209320943
2019-04-0113103.961994802414
2019-05-0111153.967942040646
2019-06-0111543.966752592998
2019-07-0111465.966570430388
2019-08-0111595.966407310141
2019-09-0111670.545264783717
2019-10-0110908.280144814375
2019-11-0111197.415335165555
2019-12-0111197.415335165555
2020-01-0110366.808431930656
2020-02-018726.62383581674
2020-03-017874.989822486666
2020-04-018202.806914422286
2020-05-017823.0468748085705
2020-06-017703.693959531197
2020-07-018788.721544005259
2020-08-019157.630936728176
2020-09-018490.12257891572
2020-10-017983.578201562161
2020-11-018148.7560050829115
2020-12-018479.110912037511
2021-01-018864.524853470062
2021-02-018490.12257891572
2021-03-019690.412470900013
2021-04-019566.928342815194
2021-05-0110143.657832246718
2021-06-0110245.433665680921
2021-07-0110629.919991968603
2021-08-0111591.13650777471
2021-09-0111545.299017967101
2021-10-0111298.923035316373
2021-11-0110599.902365880678
2021-12-0111367.67927002779
2022-01-0110691.577345495898
2022-02-019488.344988263394
2022-03-0111344.760525123984
2022-04-0112346.057016057404
2022-05-0112140.288874057936
2022-06-0111417.162812419905
2022-07-0110641.124882831706
2022-08-0110594.092344682746
2022-09-019793.86221211639
2022-10-0111191.279073471389
2022-11-0112600.64011745778
2022-12-0112152.749720822847
2023-01-0112481.20249166529
2023-02-0112421.483678769046
2023-03-0111430.153624969467
2023-04-0112007.611904865751
2023-05-0112253.417316691523
2023-06-0111429.968101940492
2023-07-0111061.259634158389
2023-08-0111008.93513911882
2023-09-0111077.707475828975
2023-10-019547.989591948048
2023-11-0110134.381680798037
2023-12-0111103.202540531356
2024-01-0110567.801281173033
2024-02-019917.67118052364
2024-03-019866.681051118876
2024-04-0110601.358546636395
2024-05-0111183.850451356528
2024-06-0110873.188288862297
2024-07-0112452.389015048437
2024-08-0112206.44778636372
2024-09-0111781.038580318975
2024-10-0110951.758341762963
2024-11-0110978.085109704667
2024-12-0110925.43227390816
2025-01-0111412.469429830326
2025-02-0110583.189891361215
2025-03-0110227.783774799966
2025-04-0110803.11449060172
2025-05-0111339.829813074697
2025-06-0111959.116185092056
2025-07-0113183.928020985244
2025-08-0112660.975006827597
2025-09-0112783.586826632789
2025-10-0112489.5503278822
2025-11-0112951.607683061698
2025-12-0113511.677204491394
2026-01-0115436.91618440597
2026-02-0115856.968325478243
2026-03-0113931.729345563666
2026-04-0114281.772796457224
Annual Return Matrix
YearAnnual Return
20170.31798221378620606
2018-0.05875597875383154
2019-0.06444473742918999
2020-0.24276177508493324
20210.3406687785967599
20220.06906162921617476
2023-0.08636293879180013
2024-0.016010719967888498
20250.23671785845578275
20260.05699481865284972
Total Factor Risk
0.31979162459085114
VTI.US Exposure
-0.10396512618383973
VEA.US Exposure
0.15244684957097074
VWO.US Exposure
0.0005827091072352184
QQQ.US Exposure
0.20970796304552247
VTV.US Exposure
0.2726898416305447
IJR.US Exposure
0.025267238539095314
QUAL.US Exposure
-0.054423942601700866
SHV.US Exposure
0.026937675887143034
TLT.US Exposure
-0.008126185159627389
LQD.US Exposure
0.04716882777754454
HYG.US Exposure
0.0250262166296118
GLD.US Exposure
0.000568879765501608
USO.US Exposure
0.0011567809613014961
VNQ.US Exposure
0.1252415918337377
BTC-USD.CC Exposure
0.00046928228521781216
CPER.US Exposure
-0.006443496113259965
VIX.INDX Exposure
0.029453270740861143
UUP.US Exposure
-0.00599958807263417
TIP.US Exposure
0.07615840294647572
Idiosyncratic Exposure
0.18608280741029887
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.0%

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 →19.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.90%
Market Cap$2.1B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.760.05%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 →
-3.2%
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 →
+5.6%
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 →
9.9% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Rathbone Brothers PLC a high-risk investment?

Rathbone Brothers PLC (RAT.LSE) has an annualized volatility of 32.0% and experienced a maximum drawdown of 43.9% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, RAT.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.4%. It has had a positive return in 50% 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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