Saga plc

10-Year Study

SAGA.LSE · Financial Services · GB · Common Stock

Executive Summary: Saga plc has compounded at -13.1% annually over the last 10 years, with a maximum drawdown of 96.6% and an annualized volatility of 109.2%.

1Y CAGR
+385.8%
3Y CAGR
+79.2%
5Y CAGR
+10.2%
10Y CAGR
-13.1%

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 →
96.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +224.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -65.1%
% 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.
202632.85.4-14.831.0————————56.3%
20252.8-2.41.06.910.021.92.419.727.5-2.60.945.5224.6%
2024-5.9-10.90.2-13.930.7-20.0-0.5-4.66.50.91.26.0-17.3%
202348.1-6.8-23.3-2.0-14.57.23.718.2-15.4-11.10.032.315.9%
2022-0.1-1.3-17.4-3.0-0.7-20.3-11.3-5.1-40.2-4.112.530.2-55.9%
2021-2.553.1-10.011.8-0.14.8-10.60.2-1.2-11.4-17.711.012.6%
2020-21.1-22.8-47.5-4.227.8-25.7-2.1-9.90.8-26.479.32.3-65.1%
20195.311.0-8.2-47.0-26.4-6.511.9-7.622.8-4.29.33.3-46.3%
2018-8.3-1.4-1.120.5-2.5-0.8-1.12.03.2-6.9-5.4-8.1-12.0%
2017-5.32.37.53.1-0.93.6-0.3-2.8-2.2-2.2-4.4-31.0-32.6%
2016———5.85.1-10.45.78.2-3.2-5.8-3.92.32.1%

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 109.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.6% of variance. Idiosyncratic stock-specific factors contribute 11.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110575.176798478287
2016-05-0111113.10938784474
2016-06-019955.278440797363
2016-07-0110518.687259888657
2016-08-0111381.891547891955
2016-09-0111020.069461250383
2016-10-0110385.866607743581
2016-11-019982.786221890914
2016-12-0110213.117742476088
2017-01-019673.931958407426
2017-02-019899.029019168976
2017-03-0110637.137766252163
2017-04-0110972.16567782545
2017-05-0110875.699812789708
2017-06-0111268.538355896682
2017-07-0111230.86877104452
2017-08-0110913.369397641873
2017-09-0110676.590242024406
2017-10-0110445.955652465682
2017-11-019986.792667817248
2017-12-016887.443420754793
2018-01-016318.956172898961
2018-02-016231.496492538702
2018-03-016165.901844682816
2018-04-017428.599602808774
2018-05-017244.119630047211
2018-06-017186.899398457549
2018-07-017106.790714506239
2018-08-017249.841967966238
2018-09-017484.446131558374
2018-10-016971.033350986876
2018-11-016596.435153446879
2018-12-016063.804022831435
2019-01-016385.723976469976
2019-02-017088.095315821702
2019-03-016508.63912947799
2019-04-013447.4716268535653
2019-05-012536.534874830266
2019-06-012370.849675001243
2019-07-012653.349078530926
2019-08-012450.711946790081
2019-09-013009.750996912563
2019-10-012882.125234754799
2019-11-013151.172692568182
2019-12-013255.597490588899
2020-01-012568.850840692648
2020-02-011984.0716120508498
2020-03-011041.7910530981337
2020-04-01997.5641168493668
2020-05-011275.2112692016
2020-06-01947.8086449480425
2020-07-01927.5380969840501
2020-08-01836.0130656002236
2020-09-01843.1073077303902
2020-10-01620.5269784895671
2020-11-011112.4519889733253
2020-12-011137.6327938975398
2021-01-011109.7540455885883
2021-02-011698.8050179228876
2021-03-011528.8345846844409
2021-04-011708.6974770002575
2021-05-011706.8988480770995
2021-06-011788.7364640807957
2021-07-011598.9811126876093
2021-08-011602.5783705339256
2021-09-011582.793452379186
2021-10-011402.9305600633693
2021-11-011154.7197686675424
2021-12-011281.5231077501928
2022-01-011280.6237932886143
2022-02-011263.5368185186114
2022-03-011043.2047754317362
2022-04-011011.7287692764681
2022-05-011004.5342535838356
2022-06-01800.8395280361733
2022-07-01710.4584246474755
2022-08-01674.0361889535226
2022-09-01402.89287878742914
2022-10-01386.2555612482161
2022-11-01434.5937135580918
2022-12-01565.6687963332431
2023-01-01837.7114209609157
2023-02-01781.0546098814333
2023-03-01599.3930886424587
2023-04-01587.252343411141
2023-05-01501.8174695611282
2023-06-01537.7900480242915
2023-07-01557.5749661790313
2023-08-01659.1975003374677
2023-09-01557.5749661790313
2023-10-01495.52226833007467
2023-11-01495.52226833007467
2023-12-01655.6002424911514
2024-01-01616.9297206432508
2024-02-01549.4811360248196
2024-03-01550.3804504863987
2024-04-01473.93872125217666
2024-05-01619.6276640279881
2024-06-01495.52226833007467
2024-07-01492.82432494533737
2024-08-01470.3414634058603
2024-09-01500.91815509954915
2024-10-01505.41472740744456
2024-11-01511.70992863849807
2024-12-01542.286620332187
2025-01-01557.5749661790313
2025-02-01544.085249255345
2025-03-01549.4811360248196
2025-04-01587.252343411141
2025-05-01645.7077834137814
2025-06-01786.9001538816975
2025-07-01805.7857575748583
2025-08-01964.5147600435663
2025-09-011229.8125262093959
2025-10-011198.336520054128
2025-11-011209.5779508238666
2025-12-011760.4080585410547
2026-01-012338.2176001056155
2026-02-012464.121624726687
2026-03-012099.8992677871584
2026-04-012751.9022524319935
Annual Return Matrix
YearAnnual Return
2017-0.32562772755374225
2018-0.11958564994398102
2019-0.46310971160497216
2020-0.6505609808380348
20210.1264822134387351
2022-0.5585964912280702
20230.1589825119236885
2024-0.1728395061728396
20252.246268656716418
20260.5632183908045978
Total Factor Risk
1.092174082464478
VTI.US Exposure
-0.02813581256033532
VEA.US Exposure
0.02668090385821859
VWO.US Exposure
0.02359964998280266
QQQ.US Exposure
0.03736085434507111
VTV.US Exposure
0.0381183210202889
IJR.US Exposure
0.02091834210088899
QUAL.US Exposure
-0.013938038703295338
SHV.US Exposure
0.7355016221251722
TLT.US Exposure
-0.002173894652928705
LQD.US Exposure
-0.003491307661554414
HYG.US Exposure
-0.0028301040361533966
GLD.US Exposure
-0.005407893065826631
USO.US Exposure
0.00017486786481507184
VNQ.US Exposure
0.020471428736054627
BTC-USD.CC Exposure
-0.0008209302339896518
CPER.US Exposure
0.0015686484993507404
VIX.INDX Exposure
0.0011530101197259961
UUP.US Exposure
0.02122468763106845
TIP.US Exposure
0.010812089553381572
Idiosyncratic Exposure
0.11921355507724447
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
109.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$700.3M
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 →
+16.4%
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 →
+81.5%
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 →
0.8% 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 →
1.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Saga plc a high-risk investment?

Saga plc (SAGA.LSE) has an annualized volatility of 109.2% and experienced a maximum drawdown of 96.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SAGA.LSE has generated a Compound Annual Growth Rate (CAGR) of -13.1%. 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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