Safestore Holdings Plc

10-Year Study

SAFE.LSE · Real Estate · GB · Common Stock

Executive Summary: Safestore Holdings Plc has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 52.8% and an annualized volatility of 60.5%.

1Y CAGR
+7.1%
3Y CAGR
-6.8%
5Y CAGR
-3.3%
10Y CAGR
+10.2%

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 →
52.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +85.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.4%
% 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.
202612.4-4.1-20.08.7————————-6.3%
2025-4.3-1.74.82.54.47.8-3.5-6.64.68.73.7-0.720.0%
2024-6.3-7.71.32.516.4-14.56.17.23.8-9.8-8.0-13.5-24.3%
20236.50.7-4.34.3-5.7-9.15.5-2.4-14.9-7.112.015.5-3.4%
2022-10.10.66.8-6.0-9.7-6.88.4-3.2-24.07.60.44.2-31.4%
20213.9-1.41.27.010.80.412.39.4-9.214.610.75.985.0%
2020-0.1-1.7-17.912.3-7.49.06.12.5-0.43.0-4.21.4-1.1%
201913.96.2-0.88.0-1.5-3.32.87.4-0.44.87.96.663.6%
2018-0.2-0.60.911.62.4-2.02.9-5.0-2.12.5-1.2-4.04.3%
20175.73.80.86.98.6-4.21.3-2.15.61.94.57.347.3%
2016———0.93.25.71.50.43.4-6.9-4.52.35.4%

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 60.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.5% of variance. Idiosyncratic stock-specific factors contribute 6.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110086.38854524246
2016-05-0110408.105107783264
2016-06-0110997.917482785595
2016-07-0111167.328888883596
2016-08-0111212.503676256089
2016-09-0111594.989099230934
2016-10-0110790.868358478725
2016-11-0110299.962652016415
2016-12-0110540.898820303808
2017-01-0111146.245733856125
2017-02-0111564.87257431594
2017-03-0111660.993027714901
2017-04-0112460.954290592714
2017-05-0113537.826442610516
2017-06-0112965.544996779183
2017-07-0113128.995013786209
2017-08-0112852.36592133427
2017-09-0113573.463801230937
2017-10-0113837.662087668936
2017-11-0114465.517015558751
2017-12-0115528.517626382836
2018-01-0115503.652045387524
2018-02-0115416.620527420206
2018-03-0115557.546654219985
2018-04-0117363.617348674186
2018-05-0117775.52472726248
2018-06-0117411.145733737056
2018-07-0117913.01769722891
2018-08-0117017.36859840281
2018-09-0116665.503759207506
2018-10-0117081.344384526266
2018-11-0116873.426056350603
2018-12-0116201.686255505452
2019-01-0118456.805925827142
2019-02-0119592.36323037435
2019-03-0119444.64223132174
2019-04-0120993.039621805026
2019-05-0120683.360937501857
2019-06-0119998.805340801344
2019-07-0120548.904227625044
2019-08-0122061.303083451116
2019-09-0121979.109736789986
2019-10-0123031.21156303097
2019-11-0124855.956249278144
2019-12-0126499.866841142477
2020-01-0126466.98791489105
2020-02-0126023.134317399123
2020-03-0121363.34428371449
2020-04-0123981.648288362947
2020-05-0122213.878129679662
2020-06-0124215.126766835463
2020-07-0125694.87292755404
2020-08-0126333.463912362025
2020-09-0126215.83165545235
2020-10-0127005.664113429913
2020-11-0125862.922977821014
2020-12-0126215.83165545235
2021-01-0127240.936565184136
2021-02-0126854.42264026033
2021-03-0127174.472236477428
2021-04-0129087.44706885801
2021-05-0132230.18661687994
2021-06-0132349.747791964186
2021-07-0136340.9533539164
2021-08-0139747.918971148385
2021-09-0136100.05687530338
2021-10-0141365.36448814013
2021-11-0145804.74188415615
2021-12-0148489.01806554909
2022-01-0143567.84771230701
2022-02-0143808.744190920035
2022-03-0146769.83997520189
2022-04-0143977.6118484791
2022-05-0139719.46147462222
2022-06-0137031.94264683294
2022-07-0140141.25158212965
2022-08-0138873.634824037814
2022-09-0129560.15902858728
2022-10-0131813.70301883632
2022-11-0131936.943426735044
2022-12-0133274.985543036106
2023-01-0135422.89546493874
2023-02-0135669.37628073618
2023-03-0134153.028302309904
2023-04-0135609.02813085051
2023-05-0133595.79718100119
2023-06-0130522.022411171532
2023-07-0132213.985291800465
2023-08-0131432.26937223239
2023-09-0126760.1517256872
2023-10-0124851.308588408945
2023-11-0127832.737392872612
2023-12-0132141.265870412422
2024-01-0130105.16969915624
2024-02-0127796.377682178583
2024-03-0128163.55876671481
2024-04-0128872.78149603877
2024-05-0133594.70174598847
2024-06-0128723.468941043768
2024-07-0130489.80233351471
2024-08-0132682.498083980972
2024-09-0133911.16339564215
2024-10-0130584.31535510153
2024-11-0128145.884954716068
2024-12-0124346.475775208797
2025-01-0123306.83650672125
2025-02-0122909.88022846964
2025-03-0124012.74911720242
2025-04-0124618.93348288403
2025-05-0125694.420465266176
2025-06-0127688.965516420212
2025-07-0126730.99569089205
2025-08-0124964.805181248852
2025-09-0126115.805738094983
2025-10-0128378.11717741324
2025-11-0129429.893548324362
2025-12-0129211.600339267337
2026-01-0132823.36070730175
2026-02-0131473.911778585592
2026-03-0125183.098390305877
2026-04-0127366.03048087613
Annual Return Matrix
YearAnnual Return
20170.47316826497489095
20180.04335047589983132
20190.6356239976031892
2020-0.010718362752266564
20210.84960823302603
2022-0.3137624379595837
2023-0.03407122960751996
2024-0.2425165868273752
20250.19982869837007522
2026-0.06317934782608692
Total Factor Risk
0.605330352872774
VTI.US Exposure
-0.04152374900985936
VEA.US Exposure
0.011386695607733815
VWO.US Exposure
0.0065192478595396276
QQQ.US Exposure
0.011578518227527552
VTV.US Exposure
0.03376261009455937
IJR.US Exposure
0.0033361190321989
QUAL.US Exposure
0.022913174537704098
SHV.US Exposure
0.8151584660396289
TLT.US Exposure
0.0066126477078750434
LQD.US Exposure
-0.007555991441833006
HYG.US Exposure
0.013492853837698417
GLD.US Exposure
0.00329357938491251
USO.US Exposure
0.004754622666445099
VNQ.US Exposure
0.050048440222071125
BTC-USD.CC Exposure
0.0012743355695364208
CPER.US Exposure
0.0009613738163501834
VIX.INDX Exposure
-0.0036044682007103
UUP.US Exposure
-0.0036142229394400026
TIP.US Exposure
0.007604170194381462
Idiosyncratic Exposure
0.06360157679367999
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.5%

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 →12.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.75%
Market Cap$1.4B
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.180.08%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 →
-4.5%
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 →
-2.3%
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 →
17.6% 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 →
1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Safestore Holdings Plc a high-risk investment?

Safestore Holdings Plc (SAFE.LSE) has an annualized volatility of 60.5% and experienced a maximum drawdown of 52.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SAFE.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.2%. 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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