Scottish American Investment Co

10-Year Study

SAIN.LSE · Financial Services · GB · Common Stock

Executive Summary: Scottish American Investment Co has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 17.5% and an annualized volatility of 15.3%.

1Y CAGR
+5.5%
3Y CAGR
+2.7%
5Y CAGR
+4.2%
10Y CAGR
+9.9%

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 →
17.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +25.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -4.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.24.0-8.04.4————————0.1%
20255.1-1.5-3.80.91.91.22.1-0.80.4-0.82.00.87.5%
2024-5.0-0.60.6-0.41.31.64.1-3.60.6-2.53.5-3.2-4.1%
2023-1.23.2-1.04.5-1.50.21.0-3.0-2.3-7.010.16.89.0%
2022-6.1-5.66.3-0.6-2.7-4.58.6-3.6-6.36.28.2-1.6-3.5%
2021-1.5-1.33.66.4-1.31.42.93.4-3.72.01.84.819.5%
2020-0.5-9.4-8.410.66.70.70.04.63.0-4.16.83.312.0%
20193.71.82.05.3-2.86.64.7-2.41.3-1.11.52.425.0%
20180.30.3-2.21.90.5-0.34.41.6-1.0-4.23.0-5.4-1.6%
2017-2.26.9-0.62.34.7-1.01.63.6-2.93.1-0.11.017.1%
2016———6.20.35.92.62.44.7-0.21.13.529.5%

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 15.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.9% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110622.569205828504
2016-05-0110649.597148644685
2016-06-0111278.355515129822
2016-07-0111573.084510368035
2016-08-0111853.582142180214
2016-09-0112408.6000213894
2016-10-0112388.777765188857
2016-11-0112519.687248846614
2016-12-0112954.500933403782
2017-01-0112674.62274709787
2017-02-0113544.250116212213
2017-03-0113461.593849170844
2017-04-0113773.947922104462
2017-05-0114419.208952205281
2017-06-0114277.048855720022
2017-07-0114500.446318428874
2017-08-0115019.785195358289
2017-09-0114590.059435002166
2017-10-0115040.248074689243
2017-11-0115031.607604037725
2017-12-0115175.943701403969
2018-01-0115217.181830022035
2018-02-0115258.4199586401
2018-03-0114920.589203858985
2018-04-0115211.52210996905
2018-05-0115285.72850497621
2018-06-0115243.849753227734
2018-07-0115913.909781203374
2018-08-0116161.396791378167
2018-09-0115992.6111269355
2018-10-0115317.463174758812
2018-11-0115780.760763792192
2018-12-0114930.04501304012
2019-01-0115483.013957113191
2019-02-0115759.493134743692
2019-03-0116075.966255573687
2019-04-0116933.34766352567
2019-05-0116457.242906290074
2019-06-0117537.116433518673
2019-07-0118357.818196449993
2019-08-0117925.259928864358
2019-09-0118164.55649290073
2019-10-0117968.76935767207
2019-11-0118230.763040386788
2019-12-0118669.002205649555
2020-01-0118581.353313715794
2020-02-0116828.396652664727
2020-03-0115407.293361979599
2020-04-0117040.734101163394
2020-05-0118188.556035464047
2020-06-0118317.247162992524
2020-07-0118317.247162992524
2020-08-0119161.048419460967
2020-09-0119743.041297425963
2020-10-0118937.200932239015
2020-11-0120234.314527956056
2020-12-0120910.293701880466
2021-01-0120594.837107009476
2021-02-0120324.441201914877
2021-03-0121048.76889176434
2021-04-0122386.9988447606
2021-05-0122094.705276299166
2021-06-0122414.254447036346
2021-07-0123053.35808291675
2021-08-0123833.39880748798
2021-09-0122960.88598708377
2021-10-0123420.106883469063
2021-11-0123838.98440585646
2021-12-0124993.974965930494
2022-01-0123469.387214856528
2022-02-0122152.70020002266
2022-03-0123542.34942444512
2022-04-0123402.76770369963
2022-05-0122768.429033252047
2022-06-0121737.7617157264
2022-07-0123611.706143522875
2022-08-0122756.46897001566
2022-09-0121317.97355550073
2022-10-0122638.557253177434
2022-11-0124500.09688763047
2022-12-0124120.249726543927
2023-01-0123835.363032127516
2023-02-0124595.057354300592
2023-03-0124341.87356323056
2023-04-0125441.797006119272
2023-05-0125071.559191988927
2023-06-0125119.680048454404
2023-07-0125360.28962518782
2023-08-0124610.52231433312
2023-09-0124053.39196711538
2023-10-0122357.784312251362
2023-11-0124613.545420179944
2023-12-0126283.92523028019
2024-01-0124957.44885868489
2024-02-0124801.66096106176
2024-03-0124950.17434479078
2024-04-0124851.168951908792
2024-05-0125166.974977578193
2024-06-0125565.659635342487
2024-07-0126612.20487657151
2024-08-0125645.202791634412
2024-09-0125795.75981609351
2024-10-0125143.34074903139
2024-11-0126034.828720670317
2024-12-0125200.7003440305
2025-01-0126489.80350341436
2025-02-0126092.257142947903
2025-03-0125098.507718714558
2025-04-0125327.834916184256
2025-05-0125815.666782790642
2025-06-0126123.61061549588
2025-07-0126676.081885401523
2025-08-0126456.268735579357
2025-09-0126560.42558553484
2025-10-0126352.111885623886
2025-11-0126871.9007870664
2025-12-0127081.83457522451
2026-01-0127134.318022264033
2026-02-0128219.184174385027
2026-03-0125969.061608885284
2026-04-0127107.35890672633
Annual Return Matrix
YearAnnual Return
20170.17148038194756654
2018-0.016203189284439645
20190.2504317427940621
20200.12005416634171584
20210.1952952609021834
2022-0.034957434364783935
20230.08970369412697954
2024-0.04121244740879737
20250.07464610925543602
20260.0009424890116260798
Total Factor Risk
0.1533981741648644
VTI.US Exposure
-0.16528793768523448
VEA.US Exposure
0.21818998030154502
VWO.US Exposure
-0.014014765469970275
QQQ.US Exposure
0.037154837270597124
VTV.US Exposure
-0.005649679081031756
IJR.US Exposure
0.07473983324929291
QUAL.US Exposure
0.19514706223021278
SHV.US Exposure
0.38883709037134667
TLT.US Exposure
0.03556535789642789
LQD.US Exposure
0.02321542833783135
HYG.US Exposure
0.0034520892458828707
GLD.US Exposure
0.000830918459393004
USO.US Exposure
0.0000790039751481804
VNQ.US Exposure
0.05938994940960336
BTC-USD.CC Exposure
-0.0060956136648457355
CPER.US Exposure
-0.005693753973683902
VIX.INDX Exposure
0.019165122277004537
UUP.US Exposure
-0.014638244691687589
TIP.US Exposure
0.007871854445584487
Idiosyncratic Exposure
0.1477414670965834
Value Score
31.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.3%

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 →45.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.20%
Market Cap$795.9M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.430.02%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 →
+0.4%
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 →
+1.5%
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 →
3.9% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Scottish American Investment Co a high-risk investment?

Scottish American Investment Co (SAIN.LSE) has an annualized volatility of 15.3% and experienced a maximum drawdown of 17.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SAIN.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 70% 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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