RS GROUP PLC

10-Year Study

RS1.LSE · Industrials · GB · Common Stock

Executive Summary: RS GROUP PLC has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 53.8% and an annualized volatility of 34.5%.

1Y CAGR
+7.4%
3Y CAGR
-7.0%
5Y CAGR
-7.7%
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 →
53.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.2%
% 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.
20267.44.0-19.64.4————————-6.3%
2025-4.5-6.2-8.0-8.210.53.3-2.71.10.6-2.16.96.5-4.7%
2024-4.1-4.1-3.61.4-4.51.516.7-4.33.4-14.24.0-4.6-14.2%
20235.04.0-6.50.8-13.5-2.93.2-3.1-3.3-7.911.69.7-5.8%
2022-7.9-10.99.6-2.7-8.2-9.118.95.1-10.8-1.1-3.5-2.5-24.2%
20211.510.52.47.4-7.14.9-1.24.61.34.47.9-0.241.5%
2020-2.2-8.5-14.812.09.95.6-2.23.54.9-4.620.57.530.0%
20197.12.01.414.9-5.95.7-3.8-4.510.85.7-3.13.737.0%
2018-2.22.6-4.51.515.68.9-5.33.4-3.2-13.7-16.1-1.6-17.4%
20171.7-2.0-0.49.613.0-0.47.52.0-1.811.8-8.4-0.734.1%
2016———7.09.9-5.912.74.011.49.720.17.7104.9%

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 34.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110695.940135423241
2016-05-0111756.424159403705
2016-06-0111059.869386961036
2016-07-0112462.54054600077
2016-08-0112955.60236298538
2016-09-0114430.533456830834
2016-10-0115837.458972978951
2016-11-0119025.35671661973
2016-12-0120491.159114559254
2017-01-0120839.337624390508
2017-02-0120426.68101888646
2017-03-0120349.306235145155
2017-04-0122309.44248146602
2017-05-0125210.956786741797
2017-06-0125104.763543793953
2017-07-0126975.6598395637
2017-08-0127519.52274237142
2017-09-0127019.16545119969
2017-10-0130217.089795261734
2017-11-0127682.588615960358
2017-12-0127485.172549990035
2018-01-0126875.36176733263
2018-02-0127577.29862219759
2018-03-0126331.36524778156
2018-04-0126717.426776688473
2018-05-0130876.397564327108
2018-06-0133611.200931255255
2018-07-0131819.78521910206
2018-08-0132892.861284976185
2018-09-0131846.390985038663
2018-10-0127483.141575491056
2018-11-0123059.588257333016
2018-12-0122692.281174523243
2019-01-0124313.800525167248
2019-02-0124806.525627958606
2019-03-0125164.87504429395
2019-04-0128918.548836652462
2019-05-0127225.36280954323
2019-06-0128780.854110291533
2019-07-0127680.194203919455
2019-08-0126424.8969681292
2019-09-0129281.152610096186
2019-10-0130936.685438928325
2019-11-0129989.000669687113
2019-12-0131090.18435369314
2020-01-0130411.122685290346
2020-02-0127814.153006136214
2020-03-0123684.700829439294
2020-04-0126520.261910195648
2020-05-0129158.519163046094
2020-06-0130787.360711225887
2020-07-0130099.11690021982
2020-08-0131154.421939227894
2020-09-0132691.49550807232
2020-10-0131177.366606396605
2020-11-0137576.40606235199
2020-12-0140407.98001948667
2021-01-0141002.43556599785
2021-02-0145324.63256731745
2021-03-0146399.33875746048
2021-04-0149810.36577316259
2021-05-0146259.158759673184
2021-06-0148540.65930776906
2021-07-0147974.583957546216
2021-08-0150191.702614024514
2021-09-0150852.11672972486
2021-10-0153069.23538620316
2021-11-0157283.106621350984
2021-12-0157188.26545691848
2022-01-0152683.38764408561
2022-02-0146921.88177269868
2022-03-0151403.05063059085
2022-04-0150027.87779733333
2022-05-0145926.068252501434
2022-06-0141757.93135626874
2022-07-0149638.59877724645
2022-08-0152185.39804160611
2022-09-0146563.21702084901
2022-10-0146058.658819266246
2022-11-0144440.52798923369
2022-12-0143351.300331422965
2023-01-0145505.549637818454
2023-02-0147320.93084905958
2023-03-0144246.89060476541
2023-04-0144605.1224383666
2023-05-0138563.53449423123
2023-06-0137447.20936086836
2023-07-0138649.14541403286
2023-08-0137447.20936086836
2023-09-0136225.56751039404
2023-10-0133358.65459697716
2023-11-0137223.41734976
2023-12-0140819.257700199305
2024-01-0139125.92736700724
2024-02-0137532.20029898082
2024-03-0136197.459892262144
2024-04-0136705.46006115371
2024-05-0135037.03054425306
2024-06-0135579.79244509554
2024-07-0141518.21757402233
2024-08-0139741.76693712477
2024-09-0141112.17232497944
2024-10-0135275.25850831336
2024-11-0136703.16185316802
2024-12-0135007.98760891769
2025-01-0133415.54860629719
2025-02-0131335.1038442606
2025-03-0128843.702081695406
2025-04-0126480.72738817214
2025-05-0129254.659082224
2025-06-0130233.572756721853
2025-07-0129417.8746065655
2025-08-0129733.627005119655
2025-09-0129917.820358167697
2025-10-0129286.310216389647
2025-11-0131319.764642123588
2025-12-0133350.73914110088
2026-01-0135809.28721881024
2026-02-0137225.624698360196
2026-03-0129930.15051124438
2026-04-0131239.594596111325
Annual Return Matrix
YearAnnual Return
20170.3413185850702529
2018-0.17438098184573814
20190.3700775217168679
20200.29970216836899133
20210.4152715733213974
2022-0.24195462154590586
2023-0.0584075359185553
2024-0.14236589342126227
2025-0.04733915260512289
2026-0.06330128205128205
Total Factor Risk
0.3447071034369901
VTI.US Exposure
-0.11884812419873914
VEA.US Exposure
-0.041434281155666615
VWO.US Exposure
0.03634267601523941
QQQ.US Exposure
0.1041910703189572
VTV.US Exposure
0.09172295907922888
IJR.US Exposure
0.18885518537678353
QUAL.US Exposure
-0.0361735621704303
SHV.US Exposure
0.4094216291072712
TLT.US Exposure
0.024421191396589208
LQD.US Exposure
-0.019565269483831676
HYG.US Exposure
0.15145247928862915
GLD.US Exposure
-0.004152963335951983
USO.US Exposure
0.01449320176574691
VNQ.US Exposure
0.0355716239110065
BTC-USD.CC Exposure
-0.011212852107165881
CPER.US Exposure
0.039587284952912076
VIX.INDX Exposure
-0.02672271184641626
UUP.US Exposure
0.00612440324959261
TIP.US Exposure
-0.00422852303921667
Idiosyncratic Exposure
0.16015458287546175
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.5%

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 →16.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.98%
Market Cap$2.7B
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 →
-8.5%
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 →
-2.1%
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 →
20.2% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is RS GROUP PLC a high-risk investment?

RS GROUP PLC (RS1.LSE) has an annualized volatility of 34.5% and experienced a maximum drawdown of 53.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of RS1.LSE?

Over the past 10 years, RS1.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.4%. 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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