Seplat Petroleum Development Company PLC

10-Year Study

SEPL.LSE · Energy · GB · Common Stock

Executive Summary: Seplat Petroleum Development Company PLC has compounded at 30.1% annually over the last 10 years, with a maximum drawdown of 64.0% and an annualized volatility of 49.3%.

1Y CAGR
+181.9%
3Y CAGR
+79.1%
5Y CAGR
+53.9%
10Y CAGR
+30.1%

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 →
64.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
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 →
39.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +86.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.0%
% 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.
202618.824.017.37.9————————86.6%
20253.1-5.5-8.714.711.310.412.8-3.515.33.1-15.014.157.5%
202417.9-4.23.418.031.8-8.1-0.5-4.11.617.9-5.1-7.168.1%
2023-2.412.2-8.76.612.72.89.4-3.91.62.12.3-3.333.3%
202217.510.00.515.60.0-20.030.3-2.8-7.2-7.3-11.118.237.6%
202112.910.6-1.510.421.7-1.14.9-5.50.7-7.60.10.751.9%
2020-9.6-5.9-44.7-13.029.0-0.33.5-12.512.4-0.95.914.0-36.0%
20193.51.72.94.3-8.4-0.6-1.3-10.411.78.3-2.23.611.3%
201817.31.23.56.13.71.37.4-6.60.2-7.2-4.5-4.616.4%
2017-7.411.00.512.0-7.332.32.9-0.75.7-4.7-2.13.547.8%
2016———5.3-15.4-22.54.52.94.35.9-14.32.3-28.1%

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 49.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.6% of variance. Idiosyncratic stock-specific factors contribute 30.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110529.469249130903
2016-05-018906.984142241508
2016-06-016902.919576058423
2016-07-017212.179051463909
2016-08-017422.479156510973
2016-09-017744.1428823175365
2016-10-018201.841413260647
2016-11-017026.618789006448
2016-12-017187.439208874303
2017-01-016655.498264091526
2017-02-017385.380835661992
2017-03-017422.479156510973
2017-04-018313.182147949294
2017-05-017707.021675397704
2017-06-0110193.547501184355
2017-07-0110490.448498330461
2017-08-0110416.228970561648
2017-09-0111010.03096485386
2017-10-0110490.448498330461
2017-11-0110267.78991502402
2017-12-0110626.529075608712
2018-01-0112469.77322192394
2018-02-0112618.23516353242
2018-03-0113063.575216216155
2018-04-0113855.318837296058
2018-05-0114366.730976525756
2018-06-0114550.918074732175
2018-07-0115629.744568563237
2018-08-0114603.556037688782
2018-09-0114629.852133096236
2018-10-0113577.344620743479
2018-11-0112963.952149803066
2018-12-0112367.266510583666
2019-01-0112801.209299983751
2019-02-0113018.19213771922
2019-03-0113395.12572463022
2019-04-0113968.032736235746
2019-05-0112794.938516570659
2019-06-0112713.075041137714
2019-07-0112549.39386241352
2019-08-0111239.898660478273
2019-09-0112549.39386241352
2019-10-0113586.087099808443
2019-11-0113292.001089376972
2019-12-0113770.731919431877
2020-01-0112447.161783923453
2020-02-0111714.967719197068
2020-03-016477.032683597782
2020-04-015632.19337814426
2020-05-017264.359293003499
2020-06-017238.9557543592255
2020-07-017492.968254731123
2020-08-016553.1746413180545
2020-09-017365.973447580599
2020-10-017302.464600969913
2020-11-017729.907746248401
2020-12-018814.799048854895
2021-01-019953.953225448395
2021-02-0111011.724534096815
2021-03-0110848.981684277498
2021-04-0111973.900724801864
2021-05-0114570.76029815973
2021-06-0114417.377851318352
2021-07-0115122.909643503675
2021-08-0114284.569982171752
2021-09-0114378.33421444706
2021-10-0113284.33425564199
2021-11-0113296.692733901366
2021-12-0113392.8142314743
2022-01-0115731.747786344798
2022-02-0117301.70936063184
2022-03-0117381.81060860928
2022-04-0120097.92949717014
2022-05-0120105.985394109586
2022-06-0116084.788315287666
2022-07-0120950.778927421405
2022-08-0120358.418755592786
2022-09-0118898.10434675144
2022-10-0117523.704247883612
2022-11-0115583.034097956963
2022-12-0118425.873160818133
2023-01-0117987.1700686811
2023-02-0120180.731301507967
2023-03-0118425.873160818133
2023-04-0119650.689900605794
2023-05-0122148.315470755035
2023-06-0122759.304904256125
2023-07-0124897.756478474512
2023-08-0123914.36490009086
2023-09-0124303.22212991507
2023-10-0124808.72966286529
2023-11-0125387.90745788391
2023-12-0124556.18187102784
2024-01-0128952.527423234398
2024-02-0127724.712608165297
2024-03-0128675.28556094904
2024-04-0133838.6348916459
2024-05-0144610.7880360776
2024-06-0140996.50529698111
2024-07-0140789.95850755355
2024-08-0139100.897820559476
2024-09-0139728.182136506264
2024-10-0146837.44252735457
2024-11-0144441.45399785329
2024-12-0141267.06442657806
2025-01-0142536.806523445644
2025-02-0140208.926940796024
2025-03-0136717.10756682161
2025-04-0142113.574415203686
2025-05-0146889.302363902265
2025-06-0151755.178545681745
2025-07-0158390.44552314126
2025-08-0156375.555845445786
2025-09-0165005.618530393855
2025-10-0167023.02567588289
2025-11-0156986.31641823838
2025-12-0164996.44121598272
2026-01-0177240.48912110622
2026-02-0195778.20651017172
2026-03-01112370.60787692787
2026-04-01121296.17550870014
Annual Return Matrix
YearAnnual Return
20170.4784861154009037
20180.1638105370614853
20190.11348226446378873
2020-0.3598888497410705
20210.5193555924810469
20220.3758029374823777
20230.332701123941608
20240.6805163214427177
20250.5750197432052317
20260.8661971830985915
Total Factor Risk
0.492721319928994
VTI.US Exposure
0.005448552147608327
VEA.US Exposure
-0.012363618299354937
VWO.US Exposure
0.002528141837258793
QQQ.US Exposure
0.0302729922752322
VTV.US Exposure
0.01474995253444531
IJR.US Exposure
0.013587540819067339
QUAL.US Exposure
-0.002584404054618832
SHV.US Exposure
0.42626599752339256
TLT.US Exposure
-0.005811514261536683
LQD.US Exposure
0.08031929227262452
HYG.US Exposure
0.015566630168672366
GLD.US Exposure
-0.0010488453312286158
USO.US Exposure
0.032146991338277794
VNQ.US Exposure
-0.002660173537491225
BTC-USD.CC Exposure
0.007207122277852942
CPER.US Exposure
-0.0003812671085146181
VIX.INDX Exposure
0.008089348395182073
UUP.US Exposure
0.08785689029451668
TIP.US Exposure
-0.00018039215172051612
Idiosyncratic Exposure
0.3009907628603344
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.3%

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 →24.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.00%
Market Cap$2.9B
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 →
+18.9%
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 →
+69.6%
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 →
0.0% 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 →
0.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Seplat Petroleum Development Company PLC a high-risk investment?

Seplat Petroleum Development Company PLC (SEPL.LSE) has an annualized volatility of 49.3% and experienced a maximum drawdown of 64.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SEPL.LSE has generated a Compound Annual Growth Rate (CAGR) of 30.1%. 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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