Renishaw PLC

10-Year Study

RSW.LSE · Technology · GB · Common Stock

Executive Summary: Renishaw PLC has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 62.1% and an annualized volatility of 38.7%.

1Y CAGR
+68.1%
3Y CAGR
+2.4%
5Y CAGR
-4.2%
10Y CAGR
+9.4%

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 →
62.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +109.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.7%
% 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.
20268.313.2-17.915.2————————15.9%
20256.5-19.8-11.2-12.214.711.34.08.610.70.6-1.81.26.1%
2024-2.122.9-1.0-2.4-3.6-7.52.6-6.65.6-14.3-0.68.1-3.3%
20237.51.32.9-12.012.3-3.6-0.1-6.7-3.2-12.43.714.1-0.1%
2022-5.13.6-17.39.9-4.5-12.221.6-14.8-4.9-0.47.1-0.7-21.7%
20214.2-4.211.7-2.3-11.7-11.03.75.7-12.16.9-9.75.3-16.0%
20205.5-12.1-9.111.49.34.520.2-1.117.5-0.40.12.953.5%
201910.1-9.2-12.321.7-13.38.9-9.5-7.94.63.44.6-4.9-9.7%
2018-4.9-2.7-6.54.713.9-1.33.2-0.2-12.3-11.21.6-0.9-17.8%
201712.77.81.79.78.4-2.215.29.84.94.07.3-1.7109.3%
2016———3.33.311.519.10.82.0-2.0-4.01.939.7%

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 38.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.4% of variance. Idiosyncratic stock-specific factors contribute 23.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110332.424955898545
2016-05-0110670.299281074642
2016-06-0111896.457251261649
2016-07-0114174.386340008921
2016-08-0114288.827571493472
2016-09-0114569.501745639993
2016-10-0114271.149896857849
2016-11-0113702.071642866202
2016-12-0113967.273215170082
2017-01-0115746.332723484895
2017-02-0116972.889116047198
2017-03-0117268.311952824744
2017-04-0118943.554613155535
2017-05-0120535.589670231617
2017-06-0120080.72305922897
2017-07-0123131.661263982514
2017-08-0125405.997516607113
2017-09-0126642.63597778351
2017-10-0127716.619623408355
2017-11-0129730.3396784175
2017-12-0129226.909664665218
2018-01-0127789.337142839602
2018-02-0127039.786343283275
2018-03-0125279.728960228877
2018-04-0126457.87927252039
2018-05-0130126.973949443975
2018-06-0129734.257391854226
2018-07-0130687.99805994524
2018-08-0130631.895329133975
2018-09-0126865.74163607192
2018-10-0123864.29925754022
2018-11-0124238.063572606752
2018-12-0124011.539667775854
2019-01-0126446.6722842303
2019-02-0124011.539667775854
2019-03-0121056.288703887883
2019-04-0125635.718393274477
2019-05-0122215.34991589003
2019-06-0124192.57307437286
2019-07-0121897.176074295094
2019-08-0120169.947288016276
2019-09-0121089.86170458778
2019-10-0121803.60181501537
2019-11-0122805.13973817446
2019-12-0121688.482050400497
2020-01-0122885.723381548196
2020-02-0120111.34722273384
2020-03-0118286.82407612054
2020-04-0120367.4995548925
2020-05-0122251.667106657987
2020-06-0123257.326750858494
2020-07-0127950.405303634943
2020-08-0127649.863091072064
2020-09-0132481.654024590396
2020-10-0132337.162281078734
2020-11-0132366.061013494433
2020-12-0133290.805102262166
2021-01-0134677.92251445832
2021-02-0133233.00891647532
2021-03-0137130.354847885785
2021-04-0136290.43251658665
2021-05-0132061.85881497034
2021-06-0128534.185535131768
2021-07-0129600.017829880937
2021-08-0131279.862492479217
2021-09-0127503.10871776296
2021-10-0129403.101248142826
2021-11-0126565.189830674968
2021-12-0127969.516787203822
2022-01-0126541.784594573575
2022-02-0127489.704970469422
2022-03-0122736.968582573067
2022-04-0124993.040079116574
2022-05-0123876.754593304762
2022-06-0120962.66264330415
2022-07-0125486.555579089974
2022-08-0121714.686475485316
2022-09-0120657.153261256615
2022-10-0120574.900464753624
2022-11-0122039.238272696388
2022-12-0121895.97121433512
2023-01-0123543.541745967428
2023-02-0123842.01446445893
2023-03-0124536.781867650607
2023-04-0121600.039317829265
2023-05-0124249.10044797256
2023-06-0123386.058107505225
2023-07-0123374.071541565878
2023-08-0121803.81349688732
2023-09-0121108.584358615437
2023-10-0118483.496360350848
2023-11-0119168.464363772546
2023-12-0121870.14218882381
2024-01-0121417.824713596347
2024-02-0126332.188844275814
2024-03-0126078.433441591664
2024-04-0125464.823333251472
2024-05-0124544.40753121892
2024-06-0122703.57720619835
2024-07-0123286.506873073755
2024-08-0121752.481602223284
2024-09-0122979.70181890366
2024-10-0119688.567362671543
2024-11-0119563.560583735463
2024-12-0121157.39717505106
2025-01-0122532.471743347945
2025-02-0118063.4792365025
2025-03-0116032.04697265505
2025-04-0114083.0529667694
2025-05-0116157.788562681368
2025-06-0117981.040978540703
2025-07-0118704.05480143089
2025-08-0120307.259754505303
2025-09-0122476.301223175877
2025-10-0122607.11230625033
2025-11-0122191.422829614894
2025-12-0122447.231738313625
2026-01-0124301.846326379422
2026-02-0127499.457685113557
2026-03-0122575.13619266299
2026-04-0126015.766014660916
Annual Return Matrix
YearAnnual Return
20171.092527955486787
2018-0.17844411389120096
2019-0.096747549283271
20200.5349532081083299
2021-0.15984258412232732
2022-0.21714874872802148
2023-0.0011796245646504833
2024-0.032589866477273355
20250.06096376376502244
20260.15897435897435908
Total Factor Risk
0.38718374192182137
VTI.US Exposure
-0.10461830258333973
VEA.US Exposure
0.18752557381925175
VWO.US Exposure
0.04183551045565484
QQQ.US Exposure
0.03004172948213892
VTV.US Exposure
-0.028115397698840795
IJR.US Exposure
0.15564987208683329
QUAL.US Exposure
0.10518137982996349
SHV.US Exposure
0.3543583229602268
TLT.US Exposure
0.04581155075763081
LQD.US Exposure
-0.013823564984357816
HYG.US Exposure
0.003140899429868885
GLD.US Exposure
-0.0008090290049490779
USO.US Exposure
-0.0011259767634805861
VNQ.US Exposure
-0.0211089888352361
BTC-USD.CC Exposure
0.005018163651909074
CPER.US Exposure
-0.0105292444760371
VIX.INDX Exposure
-0.01636493819144475
UUP.US Exposure
0.020835505502657767
TIP.US Exposure
0.014497823823109473
Idiosyncratic Exposure
0.23259911073844086
Value Score
35.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.7%

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 →35.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.16%
Market Cap$2.6B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.070.01%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 →
+3.3%
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 →
+16.3%
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 →
6.4% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Renishaw PLC a high-risk investment?

Renishaw PLC (RSW.LSE) has an annualized volatility of 38.7% and experienced a maximum drawdown of 62.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, RSW.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.4%. 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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