Rolls-Royce Holdings PLC

10-Year Study

RR.LSE · Industrials · GB · Common Stock

Executive Summary: Rolls-Royce Holdings PLC has compounded at 20.5% annually over the last 10 years, with a maximum drawdown of 86.6% and an annualized volatility of 82.7%.

1Y CAGR
+49.2%
3Y CAGR
+110.1%
5Y CAGR
+64.9%
10Y CAGR
+20.5%

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 →
86.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +221.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -52.5%
% 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.
20265.310.1-15.110.4————————8.7%
20256.622.80.70.714.911.710.8-0.211.2-1.9-8.57.7102.3%
20240.522.515.6-3.29.80.7-1.610.46.21.64.31.889.7%
202313.537.12.82.1-5.85.422.420.3-0.6-2.524.811.5221.6%
2022-6.8-9.6-2.3-17.64.1-4.37.6-13.7-9.612.316.32.5-24.2%
2021-17.617.4-2.2-0.62.3-7.60.815.222.0-5.9-7.10.310.5%
2020-1.9-7.5-45.1-3.1-17.75.1-18.94.1-46.159.948.25.3-52.5%
20196.68.0-5.44.0-6.0-2.32.6-10.52.7-10.50.4-4.0-15.5%
20183.0-3.73.8-2.8-1.819.80.31.4-1.8-14.61.3-2.3-0.6%
2017-0.117.9-4.210.56.82.7-0.32.9-3.010.2-11.9-1.230.7%
2016———-0.8-7.514.911.2-2.7-6.51.5-6.9-1.3-0.4%

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 82.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.2% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019921.403810481293
2016-05-019173.035654831461
2016-06-0110543.803561286375
2016-07-0111721.925702236318
2016-08-0111410.72582683378
2016-09-0110669.767303052544
2016-10-0110831.15178973619
2016-11-0110085.71671051515
2016-12-019958.997550018512
2017-01-019951.541287364082
2017-02-0111733.126416993005
2017-03-0111241.143648000983
2017-04-0112416.859640402032
2017-05-0113265.553931767969
2017-06-0113624.904756619937
2017-07-0113579.029389519077
2017-08-0113976.617458752738
2017-09-0113563.739154844985
2017-10-0114952.091530636893
2017-11-0113169.522491426931
2017-12-0113015.850736719785
2018-01-0113400.023128869774
2018-02-0112902.136902391505
2018-03-0113393.877191297202
2018-04-0113017.995752868026
2018-05-0112779.334727904701
2018-06-0115314.748478204303
2018-07-0115358.138424420356
2018-08-0115575.106807814944
2018-09-0115302.344689173171
2018-10-0113074.11590361603
2018-11-0113239.291473187764
2018-12-0112933.869152149724
2019-01-0113781.584197013204
2019-02-0114881.74432713175
2019-03-0114074.546772077112
2019-04-0114632.869522984693
2019-05-0113759.31216337673
2019-06-0113445.726959342559
2019-07-0113791.308214055183
2019-08-0112338.58448380711
2019-09-0112677.763397655013
2019-10-0111344.149676381616
2019-11-0111385.748526827829
2019-12-0110931.345977177407
2020-01-0110720.14059310345
2020-02-019920.129750626062
2020-03-015449.669271014877
2020-04-015280.070564209704
2020-05-014345.654678391332
2020-06-014566.461083409732
2020-07-013705.6472140092737
2020-08-013857.6494448470157
2020-09-012080.0248818298473
2020-10-013325.294588486739
2020-11-014928.261649081603
2020-12-015187.030633931727
2021-01-014275.511761786025
2021-02-015021.511480510401
2021-03-014909.612109713437
2021-04-014877.907074528834
2021-05-014989.80680109046
2021-06-014612.144467945065
2021-07-014648.977850738301
2021-08-015355.346809128915
2021-09-016534.026442981653
2021-10-016147.039162269845
2021-11-015711.561869600956
2021-12-015729.2793055536085
2022-01-015338.561832356438
2022-02-014825.686870086391
2022-03-014713.786787760102
2022-04-013883.3957777009236
2022-05-014041.920953623942
2022-06-013867.542904343959
2022-07-014162.213168571806
2022-08-013590.1247358903324
2022-09-013244.6331338726363
2022-10-013643.7430954560455
2022-11-014239.144430700547
2022-12-014345.4494021811215
2023-01-014930.126923206615
2023-02-016757.826607634229
2023-03-016948.056818741851
2023-04-017093.992906320849
2023-05-016681.36210874257
2023-06-017042.705872587905
2023-07-018618.63019389904
2023-08-0110364.735964532376
2023-09-0110299.460975802818
2023-10-0110043.022961020803
2023-11-0112532.797836075068
2023-12-0113973.510951320199
2024-01-0114043.448591715294
2024-02-0117209.285900863502
2024-03-0119894.88645363577
2024-04-0119260.784326885045
2024-05-0121139.7710450456
2024-06-0121298.296932497946
2024-07-0120962.597397048405
2024-08-0123144.645800529062
2024-09-0124580.69697563798
2024-10-0124963.021604684247
2024-11-0126044.719791564174
2024-12-0126510.97072753148
2025-01-0128254.74410503806
2025-02-0134688.99563691766
2025-03-0134922.118258784016
2025-04-0135167.484877271854
2025-05-0140389.91658546595
2025-06-0145118.08017899869
2025-07-0149986.1361300254
2025-08-0149894.940839522016
2025-09-0155490.63513928149
2025-10-0154418.12706516092
2025-11-0149801.679267859356
2025-12-0153625.40370602833
2026-01-0156469.8816417394
2026-02-0162182.1529060772
2026-03-0152786.04956106441
2026-04-0158297.8084463275
Annual Return Matrix
YearAnnual Return
20170.306943863712025
2018-0.00629859593724269
2019-0.15482785169815028
2020-0.5254902145846203
20210.1045393231485241
2022-0.24153647074442475
20232.215665322050797
20240.8972304684118602
20251.022762736874764
20260.08713043478260873
Total Factor Risk
0.8266073195512931
VTI.US Exposure
0.02532078631459891
VEA.US Exposure
0.09723922308366113
VWO.US Exposure
0.0053334647030424025
QQQ.US Exposure
-0.01635576878649766
VTV.US Exposure
-0.009072586297616337
IJR.US Exposure
0.0007252624939215978
QUAL.US Exposure
-0.00727778909462988
SHV.US Exposure
0.8216152672783006
TLT.US Exposure
0.006694529769339243
LQD.US Exposure
0.0041594993947107715
HYG.US Exposure
0.008102567950101822
GLD.US Exposure
-0.0008089642065180973
USO.US Exposure
0.0007466925971285804
VNQ.US Exposure
-0.0066967075929337035
BTC-USD.CC Exposure
0.0068270646740848494
CPER.US Exposure
-0.0017381217245963868
VIX.INDX Exposure
-0.001654259689490833
UUP.US Exposure
-0.00302138636567077
TIP.US Exposure
-0.00012013938197408071
Idiosyncratic Exposure
0.06998136488103791
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
82.7%

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 →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.79%
Market Cap$99.0B
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 →
-0.2%
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 →
+8.7%
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 →
8.3% 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 →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Rolls-Royce Holdings PLC a high-risk investment?

Rolls-Royce Holdings PLC (RR.LSE) has an annualized volatility of 82.7% and experienced a maximum drawdown of 86.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, RR.LSE has generated a Compound Annual Growth Rate (CAGR) of 20.5%. 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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