Reckitt Benckiser Group PLC

10-Year Study

RKT.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Reckitt Benckiser Group PLC has compounded at -0.3% annually over the last 10 years, with a maximum drawdown of 38.6% and an annualized volatility of 29.5%.

1Y CAGR
+1.0%
3Y CAGR
-4.1%
5Y CAGR
-1.7%
10Y CAGR
-0.3%

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 →
38.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -16.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.56.7-21.9-1.6————————-16.7%
202510.3-1.7-0.2-5.14.0-1.514.5-1.03.41.70.62.629.4%
20245.3-12.4-9.71.8-0.4-3.8-2.46.64.82.33.8-0.6-6.6%
20230.3-0.16.96.3-2.9-5.3-1.3-1.01.6-5.0-1.90.4-2.8%
2022-5.25.2-7.78.8-1.60.57.71.1-10.1-3.32.9-3.3-6.8%
2021-5.3-3.28.3-0.70.30.5-13.71.65.31.63.13.8-0.2%
20202.5-8.97.59.69.02.93.7-1.60.7-10.1-3.2-0.69.5%
2019-2.5-1.610.7-1.22.4-2.12.51.6-0.9-6.01.71.04.9%
2018-1.7-15.14.5-4.01.08.38.9-2.57.0-9.72.8-7.7-10.8%
2017-1.27.5-0.3-1.111.6-1.9-5.30.4-7.1-1.1-3.76.72.7%
2016———0.23.38.9-2.21.2-1.20.7-7.51.84.5%

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 29.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.9% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110016.875280498678
2016-05-0110349.56684052792
2016-06-0111275.38276098017
2016-07-0111022.477002234187
2016-08-0111157.381024801509
2016-09-0111022.351574878481
2016-10-0111095.176457985488
2016-11-0110260.7244640056
2016-12-0110447.338364497298
2017-01-0110322.929030821624
2017-02-0111092.141996169365
2017-03-0111054.212523751432
2017-04-0110927.264236329944
2017-05-0112198.090803604267
2017-06-0111961.443590847164
2017-07-0111323.72530448891
2017-08-0111369.107602368078
2017-09-0110564.338482222975
2017-10-0110443.390503468809
2017-11-0110057.28749440253
2017-12-0110728.703730283576
2018-01-0110548.832300324702
2018-02-018956.35098014877
2018-03-019356.409632940946
2018-04-018984.332282870893
2018-05-019077.295358117606
2018-06-019830.454222065833
2018-07-0110709.664577844429
2018-08-0110443.172055825376
2018-09-0111170.802752080232
2018-10-0110083.337175838053
2018-11-0110368.339134765292
2018-12-019573.83645373056
2019-01-019335.007965237219
2019-02-019182.157828622423
2019-03-0110161.354391392762
2019-04-0110038.208333237479
2019-05-0110282.805679918793
2019-06-0110065.745739145708
2019-07-0110321.681958835223
2019-08-0110488.415123338402
2019-09-0110398.266261871717
2019-10-019775.41921893165
2019-11-019942.604482037532
2019-12-0110045.866003375337
2020-01-0110295.00474053391
2020-02-019377.125150995433
2020-03-0110080.286510487937
2020-04-0111044.592225564396
2020-05-0112034.10783891967
2020-06-0112380.604809909042
2020-07-0112837.047960160111
2020-08-0112631.296485763545
2020-09-0112715.393027219237
2020-10-0111437.126037188711
2020-11-0111073.82920214899
2020-12-0111003.187995301778
2021-01-0110424.604006133739
2021-02-0110091.581773984908
2021-03-0110929.183054824258
2021-04-0110850.132413879468
2021-05-0110881.619881296112
2021-06-0110931.175089286973
2021-07-019437.686359394986
2021-08-019588.631680569533
2021-09-0110092.38534924467
2021-10-0110256.841017025812
2021-11-0110577.09686482622
2021-12-0110978.715057754096
2022-01-0110405.716686809394
2022-02-0110942.361729093118
2022-03-0110095.847704384327
2022-04-0110982.40126171518
2022-05-0110802.881308413365
2022-06-0110859.201391823559
2022-07-0111696.961307261114
2022-08-0111827.302334639186
2022-09-0110631.762787463946
2022-10-0110283.063736200866
2022-11-0110581.948522972862
2022-12-0110236.807647747974
2023-01-0110265.272856009895
2023-02-0110251.040351900749
2023-03-0110955.55460645967
2023-04-0111642.135349719776
2023-05-0111308.985689778941
2023-06-0110704.246396138999
2023-07-0110570.26237422382
2023-08-0110463.216227459208
2023-09-0110632.037047280011
2023-10-0110096.214584400857
2023-11-019905.373762017498
2023-12-019945.743966759152
2024-01-0110474.226428784117
2024-02-019171.370675944423
2024-03-018279.556571288198
2024-04-018425.652834883287
2024-05-018395.48045428708
2024-06-018074.898335326935
2024-07-017878.777561386139
2024-08-018394.851117028626
2024-09-018800.557401569284
2024-10-019006.294672868155
2024-11-019344.703879916211
2024-12-019292.788757227952
2025-01-0110248.40977817262
2025-02-0110075.359635936598
2025-03-0110056.131842354818
2025-04-019544.54826597681
2025-05-019927.277139144047
2025-06-019775.3694080679
2025-07-0111189.887914554163
2025-08-0111078.83429375947
2025-09-0111455.47463901877
2025-10-0111651.80825938137
2025-11-0111723.930989348777
2025-12-0112024.441730741475
2026-01-0112204.748255594546
2026-02-0113026.841154055699
2026-03-0110178.219869753593
2026-04-0110018.184966141114
Annual Return Matrix
YearAnnual Return
20170.02693177496216892
2018-0.10764275960880598
20190.04930411668572465
20200.09529511856964734
2021-0.0022241679009874504
2022-0.06757688910799475
2023-0.028433051689982225
2024-0.06565172114962115
20250.29395405888128434
2026-0.16684822543330213
Total Factor Risk
0.2945606806435875
VTI.US Exposure
-0.007432579623233519
VEA.US Exposure
0.062258730747451294
VWO.US Exposure
0.039231661403597254
QQQ.US Exposure
0.03906642439059993
VTV.US Exposure
0.006662438673918668
IJR.US Exposure
0.001469869330742784
QUAL.US Exposure
-0.013274998499726163
SHV.US Exposure
0.4492188893835832
TLT.US Exposure
-0.01109232235561436
LQD.US Exposure
0.013358793269758326
HYG.US Exposure
0.032129892574363515
GLD.US Exposure
0.024887873209254025
USO.US Exposure
0.053444708322244516
VNQ.US Exposure
-0.004803515422170518
BTC-USD.CC Exposure
0.036407140898950544
CPER.US Exposure
0.006196643452804965
VIX.INDX Exposure
-0.003362211559072652
UUP.US Exposure
0.030925963416097893
TIP.US Exposure
0.01947032120349204
Idiosyncratic Exposure
0.225236277182958
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.5%

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 →10.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.09%
Market Cap$33.4B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.450.07%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 →
-12.5%
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 →
23.1% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Reckitt Benckiser Group PLC a high-risk investment?

Reckitt Benckiser Group PLC (RKT.LSE) has an annualized volatility of 29.5% and experienced a maximum drawdown of 38.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, RKT.LSE has generated a Compound Annual Growth Rate (CAGR) of -0.3%. It has had a positive return in 40% 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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