Sage Group PLC

10-Year Study

SGE.LSE · Technology · GB · Common Stock

Executive Summary: Sage Group PLC has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 37.8% and an annualized volatility of 33.2%.

1Y CAGR
-26.8%
3Y CAGR
+3.2%
5Y CAGR
+8.8%
10Y CAGR
+6.3%

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 →
37.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +60.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.4-14.21.97.8————————-15.5%
20257.0-6.2-4.62.5-0.92.6-2.4-10.91.24.5-6.50.8-13.5%
20241.65.61.7-7.9-11.76.5-0.2-6.91.3-5.435.3-3.010.5%
20235.8-3.63.55.66.47.01.33.71.9-1.916.53.760.9%
2022-14.2-2.5-0.25.2-10.1-3.311.01.5-2.54.29.6-6.4-10.4%
20213.4-5.39.74.13.84.22.55.8-4.40.28.610.550.8%
2020-1.4-6.3-13.28.18.9-2.88.61.5-2.7-11.8-4.8-3.8-20.5%
20194.17.46.13.53.87.4-10.3-2.7-1.34.14.7-0.627.6%
2018-6.1-6.2-7.7-0.65.2-5.1-1.0-4.3-1.5-7.26.83.4-22.9%
2017-6.46.9-2.46.38.4-4.5-2.02.70.96.73.93.024.6%
2016———-5.94.45.310.41.81.8-2.2-8.9-0.45.0%

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 33.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 37.8% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019411.765525425018
2016-05-019824.354445365077
2016-06-0110345.220639676232
2016-07-0111419.009088388626
2016-08-0111619.342546249516
2016-09-0111827.689023973977
2016-10-0111563.249416886614
2016-11-0110537.54107767355
2016-12-0110497.473988037791
2017-01-019824.354445365077
2017-02-0110506.85236598045
2017-03-0110254.752729870273
2017-04-0110897.201473710984
2017-05-0111807.755990210026
2017-06-0111275.13696870205
2017-07-0111045.701082514004
2017-08-0111348.884217833926
2017-09-0111447.213883343087
2017-10-0112217.462929831541
2017-11-0112692.722979792501
2017-12-0113077.847503036728
2018-01-0112278.099954959105
2018-02-0111515.024014180617
2018-03-0110627.20489904809
2018-04-0110560.702407070563
2018-05-0111107.697494766957
2018-06-0110540.908695559581
2018-07-0110430.235078437436
2018-08-019984.18294365231
2018-09-019833.263108283445
2018-10-019128.971206668042
2018-11-019749.418976447176
2018-12-0110084.795503792253
2019-01-0110497.310781970029
2019-02-0111270.806036952641
2019-03-0111956.26156996674
2019-04-0112368.900247854286
2019-05-0112837.295691379715
2019-06-0113789.352316720082
2019-07-0112373.296860094384
2019-08-0112039.906670013053
2019-09-0111881.801787026829
2019-10-0112369.85958108187
2019-11-0112954.15521653365
2019-12-0112871.666491186972
2020-01-0112689.504635748935
2020-02-0111886.590491893136
2020-03-0110317.517404832453
2020-04-0111157.843554246014
2020-05-0112153.153768179314
2020-06-0111815.468472070765
2020-07-0112828.524360396415
2020-08-0113025.508113232368
2020-09-0112677.270151620427
2020-10-0111178.791650138735
2020-11-0110640.605709465732
2020-12-0110236.085538290432
2021-01-0110585.123607697991
2021-02-0110025.177521429256
2021-03-0110997.903598156408
2021-04-0111450.167515106015
2021-05-0111890.809965840172
2021-06-0112390.638499953127
2021-07-0112705.745629809231
2021-08-0113440.998916669969
2021-09-0112850.622860035073
2021-10-0112872.355141180215
2021-11-0113977.045265600958
2021-12-0115440.307082168085
2022-01-0113241.298379901134
2022-02-0112910.632935024281
2022-03-0112881.23992028379
2022-04-0113546.244936880052
2022-05-0112177.115205371947
2022-06-0111772.817949801398
2022-07-0113063.600807511777
2022-08-0113263.894459014675
2022-09-0112930.070379631246
2022-10-0113479.02394014079
2022-11-0114773.514760098027
2022-12-0113827.683849147435
2023-01-0114632.43107578872
2023-02-0114101.23314126102
2023-03-0114598.524020052055
2023-04-0115419.808798120663
2023-05-0116406.857202452946
2023-06-0117552.271221416297
2023-07-0117776.2297527448
2023-08-0118429.125675240226
2023-09-0118770.757771743578
2023-10-0118421.53460277136
2023-11-0121456.3613844094
2023-12-0122253.50161603862
2024-01-0122606.689498266733
2024-02-0123882.873374183946
2024-03-0124285.878913437693
2024-04-0122376.401756017676
2024-05-0119752.03624448508
2024-06-0121026.984132986676
2024-07-0120978.69105947209
2024-08-0119529.886912127266
2024-09-0119790.672295551063
2024-10-0118726.282127960327
2024-11-0125344.421527039565
2024-12-0124591.04440538556
2025-01-0126311.620490959678
2025-02-0124691.543517405233
2025-03-0123559.440744554042
2025-04-0124154.770702440906
2025-05-0123939.079951667118
2025-06-0124557.686677389174
2025-07-0123958.71841838194
2025-08-0121337.00600060943
2025-09-0121602.122315782646
2025-10-0122574.219452053545
2025-11-0121101.346390349507
2025-12-0121268.27236226652
2026-01-0119055.303570252152
2026-02-0116356.432498467952
2026-03-0116674.883362395292
2026-04-0117972.5706328992
Annual Return Matrix
YearAnnual Return
20170.2458089934720824
2018-0.22886426826352557
20190.27634382733360874
2020-0.20475833138631128
20210.5084191143587131
2022-0.10444243268212305
20230.6093441142285507
20240.10504157186940066
2025-0.13512122496071532
2026-0.1549586009258772
Total Factor Risk
0.3317979251415503
VTI.US Exposure
0.3784931518982337
VEA.US Exposure
0.0032283788103545734
VWO.US Exposure
-0.001033177407661948
QQQ.US Exposure
-0.058943197391105255
VTV.US Exposure
-0.024223666073026288
IJR.US Exposure
-0.024362296770614477
QUAL.US Exposure
-0.03303569500102297
SHV.US Exposure
0.09337524955721836
TLT.US Exposure
-0.0026078421934815914
LQD.US Exposure
0.32863404388614664
HYG.US Exposure
-0.008017872088417602
GLD.US Exposure
-0.0024622916449269653
USO.US Exposure
-0.00040132938354727756
VNQ.US Exposure
0.047354665297577835
BTC-USD.CC Exposure
0.016034509590587505
CPER.US Exposure
-0.000029954854078526247
VIX.INDX Exposure
0.005190748497129629
UUP.US Exposure
0.05543770810984272
TIP.US Exposure
0.03162175064924466
Idiosyncratic Exposure
0.19574711651154714
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.2%

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 →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.57%
Market Cap$7.9B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.870.03%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 →
+8.6%
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 →
-12.6%
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 →
28.7% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sage Group PLC a high-risk investment?

Sage Group PLC (SGE.LSE) has an annualized volatility of 33.2% and experienced a maximum drawdown of 37.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SGE.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.3%. It has had a positive return in 50% 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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