Science Group plc

10-Year Study

SAG.LSE · Industrials · GB · Common Stock

Executive Summary: Science Group plc has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 24.2% and an annualized volatility of 27.3%.

1Y CAGR
+21.3%
3Y CAGR
+12.8%
5Y CAGR
+7.7%
10Y CAGR
+17.7%

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 →
24.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +64.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.0-1.8-2.86.2————————1.4%
20252.6-6.9-0.72.37.512.48.6-1.3-0.9-0.9-2.31.923.0%
2024-1.5-2.18.52.29.8-1.5-2.213.1-5.5-2.42.0-2.217.7%
20231.30.0-1.02.01.54.9-3.53.7-4.20.0-2.9-0.80.5%
2022-6.6-15.312.52.57.4-11.13.10.5-3.7-1.30.02.6-12.1%
202114.30.0-3.114.516.7-0.79.3-2.29.2-2.5-7.15.864.2%
2020-4.4-1.7-12.4-4.96.018.81.20.0-2.56.47.24.516.1%
20191.00.0-2.91.30.0-1.50.0-6.83.50.816.810.222.5%
201812.4-9.51.919.0-6.9-0.92.23.00.8-5.3-6.5-3.33.4%
2017-2.813.3-3.122.42.0-4.12.5-3.29.62.8-2.0-5.731.8%
2016———-9.95.3-14.626.13.6-4.82.24.67.816.0%

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 27.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 62.7% of variance. Idiosyncratic stock-specific factors contribute 32.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019010.59680846021
2016-05-019484.837384885219
2016-06-018098.590396076725
2016-07-0110214.444238551008
2016-08-0110579.2433559864
2016-09-0110068.519420299848
2016-10-0110287.402338279086
2016-11-0110761.642914704094
2016-12-0111600.691227359503
2017-01-0111272.366850390647
2017-02-0112768.055298188761
2017-03-0112366.772821491828
2017-04-0115139.266799108816
2017-05-0115439.47666676722
2017-06-0114807.012251617101
2017-07-0115179.051156857762
2017-08-0114695.40747508091
2017-09-0116109.1398011644
2017-10-0116555.584763694187
2017-11-0116220.753196495598
2017-12-0115290.664552188959
2018-01-0117188.0405600493
2018-02-0115551.090062098418
2018-03-0115848.714291254943
2018-04-0118859.742039465462
2018-05-0117566.94002611495
2018-06-0117414.8441506393
2018-07-0117795.07952993092
2018-08-0118327.410784698193
2018-09-0118479.506660173844
2018-10-0117490.88777897962
2018-11-0116350.181641104757
2018-12-0115817.850386337486
2019-01-0115969.946261813137
2019-02-0115969.946261813137
2019-03-0115513.658635386188
2019-04-0115715.941754183348
2019-05-0115715.941754183348
2019-06-0115482.536166618545
2019-07-0115482.536166618545
2019-08-0114432.215331974438
2019-09-0114937.931747762344
2019-10-0115054.630232147243
2019-11-0117583.18645470177
2019-12-0119372.620673903584
2020-01-0118516.80880496098
2020-02-0118205.601354874576
2020-03-0115949.347341748151
2020-04-0115171.328716532144
2020-05-0116085.920767417507
2020-06-0119111.988312913974
2020-07-0119350.88407289777
2020-08-0119350.88407289777
2020-09-0118869.119288432285
2020-10-0120073.5355589935
2020-11-0121518.82991238995
2020-12-0122482.35948132092
2021-01-0125694.118965227473
2021-02-0125694.118965227473
2021-03-0124891.183403648334
2021-04-0128504.414977741966
2021-05-0133261.73987614791
2021-06-0133018.36234276086
2021-07-0136101.158796988595
2021-08-0135289.897479433406
2021-09-0138534.94274965417
2021-10-0137561.423997310936
2021-11-0134884.262511258305
2021-12-0136912.42011454379
2022-01-0134478.6275430832
2022-02-0129205.433288371954
2022-03-0132856.10490797282
2022-04-0133667.36622552801
2022-05-0136153.15598726142
2022-06-0132127.015182007402
2022-07-0133113.005330724714
2022-08-0133277.33989510926
2022-09-0132044.843590417626
2022-10-0131634.011488853743
2022-11-0131634.011488853743
2022-12-0132455.675691981505
2023-01-0132866.50779354539
2023-02-0132866.50779354539
2023-03-0132537.847283571286
2023-04-0133195.176922314495
2023-05-0133694.35167269265
2023-06-0135358.27038021814
2023-07-0134110.32919487527
2023-08-0135358.27038021814
2023-09-0133860.73751028869
2023-10-0133860.73751028869
2023-11-0132862.38800953239
2023-12-0132612.80494374082
2024-01-0132113.630193362667
2024-02-0131448.060986593464
2024-03-0134110.32919487527
2024-04-0134859.09562984
2024-05-0138270.12165429151
2024-06-0137693.79145101724
2024-07-0136846.736277801
2024-08-0141674.933527543515
2024-09-0139387.8931786547
2024-10-0138456.13248811684
2024-11-0139218.48214401145
2024-12-0138371.435589590226
2025-01-0139387.8931786547
2025-02-0136677.32524315776
2025-03-0136423.21730998789
2025-04-0137270.26386440912
2025-05-0140077.39677915631
2025-06-0145033.20390776166
2025-07-0148911.66166058324
2025-08-0148265.25203511298
2025-09-0147834.31228479946
2025-10-0147403.372534485956
2025-11-0146326.023158702184
2025-12-0147187.90265932921
2026-01-0147187.90265932921
2026-02-0146326.023158702184
2026-03-0145033.20390776166
2026-04-0147834.31228479946
Annual Return Matrix
YearAnnual Return
20170.31808219463051346
20180.034477627335893546
20190.2247315659678064
20200.16052236090114502
20210.6418392449071832
2022-0.12073834250727689
20230.004841348960056724
20240.1765757547007505
20250.22976641176622525
20260.013698630136986356
Total Factor Risk
0.27287058697806166
VTI.US Exposure
0.6270462896117918
VEA.US Exposure
0.006272271786550785
VWO.US Exposure
-0.004332067164692225
QQQ.US Exposure
-0.05087724048533551
VTV.US Exposure
-0.05021501370034274
IJR.US Exposure
-0.03573596037794789
QUAL.US Exposure
0.04649186275173764
SHV.US Exposure
0.048122609714990876
TLT.US Exposure
0.002511846786361095
LQD.US Exposure
0.0014930529774318175
HYG.US Exposure
0.012317828755678887
GLD.US Exposure
-0.0005131551679125547
USO.US Exposure
0.009866544642144405
VNQ.US Exposure
0.03589109601108584
BTC-USD.CC Exposure
-0.002195050270704806
CPER.US Exposure
0.013797810178131193
VIX.INDX Exposure
0.0012040138249752607
UUP.US Exposure
0.012270200821548408
TIP.US Exposure
0.004319915484769262
Idiosyncratic Exposure
0.32226314381973853
Value Score
47.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.3%

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 →7.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.90%
Market Cap$219.2M
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 →
+2.7%
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 →
+1.1%
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 →
9.3% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Science Group plc a high-risk investment?

Science Group plc (SAG.LSE) has an annualized volatility of 27.3% and experienced a maximum drawdown of 24.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SAG.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 90% 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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