Relx PLC

10-Year Study

REL.LSE · Industrials · GB · Common Stock

Executive Summary: Relx PLC has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 38.1% and an annualized volatility of 25.9%.

1Y CAGR
-34.4%
3Y CAGR
+4.0%
5Y CAGR
+10.0%
10Y CAGR
+10.4%

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 →
38.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +38.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -15.4%
% 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.
2026-14.60.2-4.29.0————————-10.6%
202510.9-5.11.45.0-0.7-1.4-0.0-12.03.2-5.6-9.7-0.4-15.4%
20244.96.1-1.1-3.54.76.50.9-3.2-0.81.54.1-2.118.8%
20235.04.24.62.6-5.14.4-0.0-1.07.63.46.02.338.8%
2022-5.50.54.51.9-4.9-2.29.0-6.2-2.76.3-1.2-1.0-2.7%
20211.1-6.67.55.1-2.24.410.23.9-1.65.43.22.837.3%
20205.6-7.2-7.35.64.3-0.2-12.95.41.4-11.514.42.6-3.4%
20194.32.5-5.17.26.53.62.31.4-1.7-3.90.81.720.7%
2018-10.4-4.2-1.98.06.3-1.82.53.6-5.5-4.15.3-1.0-4.6%
2017-1.85.83.91.86.2-0.2-0.53.1-3.25.9-0.30.622.8%
2016———-4.83.310.14.31.41.2-0.1-5.95.414.9%

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 25.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 21.0% of variance. Idiosyncratic stock-specific factors contribute 40.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019524.6637179426
2016-05-019839.528426192517
2016-06-0110831.352934928651
2016-07-0111295.779396220621
2016-08-0111458.026672129969
2016-09-0111600.755748109397
2016-10-0111584.897392206218
2016-11-0110902.96678769003
2016-12-0111489.744352149031
2017-01-0111283.578947918775
2017-02-0111933.791872415903
2017-03-0112401.628378856598
2017-04-0112620.715549854289
2017-05-0113402.458233966472
2017-06-0113378.280994497743
2017-07-0113313.807710439338
2017-08-0113725.087039901693
2017-09-0113286.793607743532
2017-10-0114065.982146738641
2017-11-0114025.399511188134
2017-12-0114114.681309399246
2018-01-0112645.586029620144
2018-02-0112118.009831038167
2018-03-0111890.747071955344
2018-04-0112846.98879555211
2018-05-0113656.89872369233
2018-06-0113408.966559772756
2018-07-0113739.54245559462
2018-08-0114238.65416884797
2018-09-0113455.944240243007
2018-10-0112906.382835757528
2018-11-0113593.335559577083
2018-12-0113460.107554876602
2019-01-0114042.976444643553
2019-02-0114396.861093137319
2019-03-0113668.275222981807
2019-04-0114646.662875791188
2019-05-0115605.433570974687
2019-06-0116172.903037660863
2019-07-0116545.570044428376
2019-08-0116772.444550216307
2019-09-0116482.45516279577
2019-10-0115847.038464863901
2019-11-0115974.97518712889
2019-12-0116252.16964364641
2020-01-0117169.046743276176
2020-02-0115928.065281548024
2020-03-0114772.373677046262
2020-04-0115600.24104623516
2020-05-0116268.884867793944
2020-06-0116238.491702755988
2020-07-0114138.505151230467
2020-08-0114904.523092792828
2020-09-0115110.253769518322
2020-10-0113372.4862414554
2020-11-0115298.47528767778
2020-12-0115692.427482562733
2021-01-0115867.517131797664
2021-02-0114816.978268175362
2021-03-0115924.420928924572
2021-04-0116744.214372362407
2021-05-0116383.405066598994
2021-06-0117096.114184809925
2021-07-0118833.34338660859
2021-08-0119567.917652347547
2021-09-0119254.042457482636
2021-10-0120303.283916079585
2021-11-0120957.939968682196
2021-12-0121540.851459808182
2022-01-0120357.09136897434
2022-02-0120455.738688685633
2022-03-0121370.462483258394
2022-04-0121780.306921491218
2022-05-0120715.411399871944
2022-06-0120260.327222975226
2022-07-0122080.661994136703
2022-08-0120721.759002369123
2022-09-0120172.11045874015
2022-10-0121445.463144063564
2022-11-0121179.799132655695
2022-12-0120959.940296131736
2023-01-0122004.272916311857
2023-02-0122929.51440550433
2023-03-0123983.008254303782
2023-04-0124598.43039165463
2023-05-0123334.112099086116
2023-06-0124366.01867740402
2023-07-0124356.722867218636
2023-08-0124123.39716017405
2023-09-0125966.806376532695
2023-10-0126837.04467013913
2023-11-0128446.519173661443
2023-12-0129101.537337815902
2024-01-0130523.86310285643
2024-02-0132385.987870812154
2024-03-0132039.76372124421
2024-04-0130907.51738740582
2024-05-0132374.987038052408
2024-06-0134488.45982435266
2024-07-0134810.69359950405
2024-08-0133707.73860464477
2024-09-0133421.99967100132
2024-10-0133907.75682640789
2024-11-0135288.83092091842
2024-12-0134564.957342000525
2025-01-0138336.71901179564
2025-02-0136365.11649680504
2025-03-0136888.97185395983
2025-04-0138736.754487109174
2025-05-0138463.593604722715
2025-06-0137914.66347492121
2025-07-0137905.03363135243
2025-08-0133364.60983109626
2025-09-0134439.3259341873
2025-10-0132502.900523212465
2025-11-0129346.527103323497
2025-12-0129240.023705719883
2026-01-0124970.20567452039
2026-02-0125018.61630979476
2026-03-0123972.946587868355
2026-04-0126141.743048160162
Annual Return Matrix
YearAnnual Return
20170.2284591263999054
2018-0.04637538320378165
20190.2074323758102694
2020-0.03444107299867505
20210.37269083981711315
2022-0.026967883083003463
20230.38843607981014827
20240.1877364738764229
2025-0.15405584284665708
2026-0.10596026490066224
Total Factor Risk
0.258836602394643
VTI.US Exposure
0.1503378005743009
VEA.US Exposure
0.04498092438830168
VWO.US Exposure
-0.012570682597089938
QQQ.US Exposure
-0.10069835444350117
VTV.US Exposure
0.04029245999875341
IJR.US Exposure
-0.017645407839854126
QUAL.US Exposure
0.20993904765795907
SHV.US Exposure
0.0018307283762756565
TLT.US Exposure
0.07241694935181396
LQD.US Exposure
-0.004155612336667243
HYG.US Exposure
-0.006382635454295255
GLD.US Exposure
-0.0003056534419541197
USO.US Exposure
-0.004613248238975975
VNQ.US Exposure
0.03347697170726415
BTC-USD.CC Exposure
0.04736705306342303
CPER.US Exposure
0.004241653590057017
VIX.INDX Exposure
0.06910535303759828
UUP.US Exposure
0.05012995966575194
TIP.US Exposure
0.01415535869611988
Idiosyncratic Exposure
0.40809733424471883
Value Score
41
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.9%

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 →22.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.71%
Market Cap$45.2B
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
$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 →
+10.9%
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 →
-13.6%
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 →
34.3% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Relx PLC a high-risk investment?

Relx PLC (REL.LSE) has an annualized volatility of 25.9% and experienced a maximum drawdown of 38.1% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, REL.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.4%. 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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