Schroders PLC

10-Year Study

SDR.LSE · Financial Services · GB · Common Stock

Executive Summary: Schroders PLC has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 43.2% and an annualized volatility of 36.3%.

1Y CAGR
+73.7%
3Y CAGR
+13.7%
5Y CAGR
+3.6%
10Y CAGR
+6.6%

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 →
43.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +42.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.0%
% 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.
202611.029.8-2.01.0————————42.5%
20259.44.2-1.8-5.68.21.78.2-1.2-1.10.92.44.833.2%
2024-5.5-3.2-0.3-6.311.1-7.18.0-11.22.0-1.5-8.42.7-20.1%
20239.64.1-4.45.6-6.2-4.05.0-8.9-1.1-9.38.77.03.5%
2022-5.1-9.38.3-12.14.3-9.811.2-8.4-14.80.612.9-1.4-25.1%
20212.42.52.23.1-1.4-1.24.14.4-4.90.7-5.13.610.2%
2020-3.6-11.2-10.16.811.3-0.20.5-1.1-7.0-3.023.13.74.6%
20196.94.71.817.2-7.84.5-2.5-7.012.60.76.61.142.4%
20185.8-7.3-5.23.4-1.9-2.4-1.4-0.10.7-13.4-5.7-3.3-28.0%
2017-2.14.70.75.2-0.9-1.711.0-1.3-0.44.1-1.21.920.9%
2016———-6.37.8-13.111.17.5-3.24.6-1.98.412.9%

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 36.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 59.3% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019370.110372303043
2016-05-0110100.634724095393
2016-06-018781.217292162017
2016-07-019757.734004253285
2016-08-0110487.075071863268
2016-09-0110155.588795017915
2016-10-0110618.919733453798
2016-11-0110415.505991275078
2016-12-0111293.195592952856
2017-01-0111052.11288138851
2017-02-0111575.712863345057
2017-03-0111654.819660299378
2017-04-0112258.716260874286
2017-05-0112143.319903166821
2017-06-0111939.45834349367
2017-07-0113251.105978461612
2017-08-0113084.096202965271
2017-09-0113033.594157060383
2017-10-0113569.700341452668
2017-11-0113402.651341066303
2017-12-0113659.051372184715
2018-01-0114451.554318954579
2018-02-0113398.768076954004
2018-03-0112696.59678316677
2018-04-0113130.156030075028
2018-05-0112875.589762565203
2018-06-0112561.355899848397
2018-07-0112382.362920449961
2018-08-0112373.2464022604
2018-09-0112453.722801624695
2018-10-0110783.837514815568
2018-11-0110168.193059678708
2018-12-019830.192182348668
2019-01-0110506.19393700875
2019-02-0111005.147613067378
2019-03-0111198.451139842615
2019-04-0113125.645167722361
2019-05-0112097.809224517388
2019-06-0112640.737271032876
2019-07-0112321.610103285673
2019-08-0111461.601120785857
2019-09-0112910.045559709763
2019-10-0112994.012974286125
2019-11-0113850.485179202178
2019-12-0113997.428154710811
2020-01-0113489.423335279325
2020-02-0111982.203667396467
2020-03-0110768.539807706515
2020-04-0111505.519922648517
2020-05-0112810.401264087453
2020-06-0112784.391893261229
2020-07-0112853.754573785614
2020-08-0112711.002124027795
2020-09-0111820.616732945835
2020-10-0111465.340560301402
2020-11-0114118.950132743565
2020-12-0114636.512750377375
2021-01-0114987.402272820875
2021-02-0115364.608427729121
2021-03-0115701.354108578418
2021-04-0116185.853412663495
2021-05-0115957.061166639753
2021-06-0115759.674982561268
2021-07-0116405.672965094425
2021-08-0117128.051614725286
2021-09-0116289.773221298332
2021-10-0116403.054703685375
2021-11-0115569.310053796937
2021-12-0116131.180453452802
2022-01-0115306.496753159727
2022-02-0113883.692317347666
2022-03-0115033.344425260566
2022-04-0113214.080951020533
2022-05-0113781.730484473153
2022-06-0112432.404073897078
2022-07-0113818.951636364349
2022-08-0112663.556350803881
2022-09-0110788.518351691671
2022-10-0110855.030690207703
2022-11-0112260.059713357577
2022-12-0112082.697835635943
2023-01-0113243.855911288989
2023-02-0113784.253952397983
2023-03-0113174.244806461124
2023-04-0113910.28352404257
2023-05-0113048.231578520712
2023-06-0112524.124941734695
2023-07-0113154.197618918424
2023-08-0111979.294488053078
2023-09-0111845.482044479719
2023-10-0110742.96517941138
2023-11-0111682.577807472471
2023-12-0112505.826530538867
2024-01-0111816.390251045832
2024-02-0111441.128996934573
2024-03-0111406.160007478878
2024-04-0110685.324203522265
2024-05-0111866.526197977171
2024-06-0111018.484075675273
2024-07-0111896.814350556766
2024-08-0110568.535362218978
2024-09-0110778.424479992364
2024-10-0110617.92276749904
2024-11-019728.978891125435
2024-12-019988.255414178882
2025-01-0110926.583427091717
2025-02-0111389.57441648073
2025-03-0111183.009608136812
2025-04-0110559.232525801805
2025-05-0111427.377404240604
2025-06-0111620.298488338114
2025-07-0112572.044682379721
2025-08-0112421.215174017956
2025-09-0112290.46554060724
2025-10-0112401.602729006347
2025-11-0112695.789404180457
2025-12-0113303.775199540285
2026-01-0114761.63361206976
2026-02-0119154.821294669793
2026-03-0118778.91609861399
2026-04-0118958.69684455372
Annual Return Matrix
YearAnnual Return
20170.20949391691295882
2018-0.28031662562109794
20190.4239221263491606
20200.04565728708180461
20210.10211911324552969
2022-0.2509724957512518
20230.0350193889360515
2024-0.20131185333589485
20250.3319418304676949
20260.4250614250614251
Total Factor Risk
0.3627140658736555
VTI.US Exposure
-0.11582683286720633
VEA.US Exposure
0.5934112534906737
VWO.US Exposure
-0.04661307362305141
QQQ.US Exposure
0.17696540792259474
VTV.US Exposure
0.028938542854850854
IJR.US Exposure
-0.013936314435313816
QUAL.US Exposure
-0.05642087028270434
SHV.US Exposure
0.29421271415977834
TLT.US Exposure
0.02642377282875995
LQD.US Exposure
-0.015001726655947461
HYG.US Exposure
-0.021816214854070398
GLD.US Exposure
-0.007622773094206674
USO.US Exposure
-0.0032674451904648725
VNQ.US Exposure
0.06121507086811687
BTC-USD.CC Exposure
-0.0007332470803209345
CPER.US Exposure
0.012231983798698031
VIX.INDX Exposure
-0.032624885671297975
UUP.US Exposure
-0.01066201437291329
TIP.US Exposure
-0.0027555809310087476
Idiosyncratic Exposure
0.1338822331350338
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.3%

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 →17.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.73%
Market Cap$9.0B
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.90.05%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 →
+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 →
+33.0%
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 →
1.3% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schroders PLC a high-risk investment?

Schroders PLC (SDR.LSE) has an annualized volatility of 36.3% and experienced a maximum drawdown of 43.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, SDR.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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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