Segro Plc

10-Year Study

SGRO.LSE · Real Estate · GB · Common Stock

Executive Summary: Segro Plc has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 50.2% and an annualized volatility of 29.7%.

1Y CAGR
+4.0%
3Y CAGR
-0.9%
5Y CAGR
-4.9%
10Y CAGR
+8.6%

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 →
50.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +56.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -45.7%
% 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.
20265.310.9-23.510.6————————-1.2%
20252.3-1.81.0-1.52.4-2.5-4.7-1.74.56.42.50.87.4%
2024-0.5-4.19.3-6.27.5-1.42.0-3.90.3-10.2-0.7-10.1-18.3%
20238.7-0.8-4.68.8-4.5-10.16.4-2.2-2.4-0.913.99.120.2%
2022-9.4-0.04.7-0.2-17.5-11.812.1-13.2-20.14.20.7-3.4-45.7%
20210.7-4.74.87.23.84.911.26.1-6.98.29.02.055.1%
20201.5-9.8-5.18.61.26.68.3-1.0-2.1-3.31.13.98.6%
20199.92.23.90.72.84.74.73.63.34.15.90.456.8%
2018-1.0-1.77.27.51.32.3-0.7-0.2-3.1-3.6-1.9-2.43.1%
20170.77.0-1.06.53.6-2.77.73.1-0.41.31.07.038.7%
2016———1.84.8-5.36.83.50.1-3.7-4.49.613.0%

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 29.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110180.35551217161
2016-05-0110672.679419650985
2016-06-0110107.236491613805
2016-07-0110796.978031462539
2016-08-0111176.013657819369
2016-09-0111190.811433955954
2016-10-0110781.45255133021
2016-11-0110307.974485005576
2016-12-0111296.849752479102
2017-01-0111380.694791467113
2017-02-0112177.219277183467
2017-03-0112059.070610303343
2017-04-0112838.864673457218
2017-05-0113296.167403057982
2017-06-0112931.384621008376
2017-07-0113930.579746542393
2017-08-0114361.62759291088
2017-09-0114308.237812311942
2017-10-0114495.098659738474
2017-11-0114641.918864050678
2017-12-0115669.653524896616
2018-01-0115520.166200823289
2018-02-0115258.561691360088
2018-03-0116352.987884913106
2018-04-0117577.01646777219
2018-05-0117805.50198375494
2018-06-0118208.067834197216
2018-07-0118088.385911921418
2018-08-0118057.46356910717
2018-09-0117497.79827232917
2018-10-0116861.314510959222
2018-11-0116548.56087227001
2018-12-0116148.015669667064
2019-01-0117750.196480078852
2019-02-0118134.27864902938
2019-03-0118839.633670423875
2019-04-0118979.515301753465
2019-05-0119516.672544709796
2019-06-0120428.719193582125
2019-07-0121379.933240773902
2019-08-0122147.64403292878
2019-09-0122875.554493521406
2019-10-0123817.887167295426
2019-11-0125222.921118917664
2019-12-0125313.207184435392
2020-01-0125691.268025904912
2020-02-0123168.974898612218
2020-03-0121998.0754767815
2020-04-0123886.91412212836
2020-05-0124174.84797755829
2020-06-0125769.995444234522
2020-07-0127906.45652831717
2020-08-0127630.511173133305
2020-09-0127038.925055965516
2020-10-0126157.34720416125
2020-11-0126447.33893879773
2020-12-0127479.71398186765
2021-01-0127671.110286755997
2021-02-0126383.54129872486
2021-03-0127651.80074584583
2021-04-0129654.31690933621
2021-05-0130775.014909470243
2021-06-0132279.114759935528
2021-07-0135906.641331285384
2021-08-0138094.29216063102
2021-09-0135453.799596411984
2021-10-0138346.47374951684
2021-11-0141802.84772573886
2021-12-0142618.729137741844
2022-01-0138628.3253534103
2022-02-0138613.49034590648
2022-03-0140439.81075634507
2022-04-0140349.64315426851
2022-05-0133301.60656734241
2022-06-0129358.31061655821
2022-07-0132910.88367634705
2022-08-0128558.21530425812
2022-09-0122804.175193213876
2022-10-0123773.277220021813
2022-11-0123948.924656574487
2022-12-0123125.19081075702
2023-01-0125142.132436711756
2023-02-0124936.19897525739
2023-03-0123799.81303084314
2023-04-0125883.381880779747
2023-05-0124729.977816874474
2023-06-0122224.733271100537
2023-07-0123657.186432348237
2023-08-0123129.834577650756
2023-09-0122565.231047710986
2023-10-0122358.211107267634
2023-11-0125476.067338681565
2023-12-0127803.477951245866
2024-01-0127659.18947990488
2024-02-0126517.442218610406
2024-03-0128975.744779654615
2024-04-0127186.80127723898
2024-05-0129212.986436274452
2024-06-0128796.208357561933
2024-07-0129360.463266517698
2024-08-0128215.693495138603
2024-09-0128306.37895168655
2024-10-0125430.397989776946
2024-11-0125261.98359247493
2024-12-0122709.87490937547
2025-01-0123234.549490302583
2025-02-0122807.03862382036
2025-03-0123034.935207267023
2025-04-0122694.813128998565
2025-05-0123241.677604791068
2025-06-0122661.467362645028
2025-07-0121587.74857860794
2025-08-0121221.87931756935
2025-09-0122183.125525893065
2025-10-0123604.686819892922
2025-11-0124186.850016483342
2025-12-0124383.16086184523
2026-01-0125676.10470543558
2026-02-0128471.841916968642
2026-03-0121790.50383516929
2026-04-0124098.84860304526
Annual Return Matrix
YearAnnual Return
20170.3870816969534272
20180.030527933754910697
20190.5675738556524013
20200.08558800082687257
20210.5509160381313867
2022-0.4573937027540772
20230.20230263952298588
2024-0.18320021152757093
20250.07368098499648568
2026-0.011660188784008874
Total Factor Risk
0.2966504202567254
VTI.US Exposure
-0.13869620080550055
VEA.US Exposure
0.16546104885780089
VWO.US Exposure
-0.03878328975844481
QQQ.US Exposure
0.07549615889044434
VTV.US Exposure
0.03433605245151877
IJR.US Exposure
-0.034131371172841714
QUAL.US Exposure
0.13299393428586231
SHV.US Exposure
0.33746740859821467
TLT.US Exposure
0.04238728565889135
LQD.US Exposure
-0.0355163813208638
HYG.US Exposure
0.016766257091199496
GLD.US Exposure
0.03072190764985833
USO.US Exposure
0.0016106459223970758
VNQ.US Exposure
0.25694455387971676
BTC-USD.CC Exposure
-0.00013331632766333762
CPER.US Exposure
0.00962654109066723
VIX.INDX Exposure
-0.011735822438629445
UUP.US Exposure
-0.01017355281722572
TIP.US Exposure
0.005229110920487366
Idiosyncratic Exposure
0.160129029344111
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.7%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.67%
Market Cap$9.1B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.240.07%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 →
-4.0%
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 →
+2.5%
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 →
15.4% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Segro Plc a high-risk investment?

Segro Plc (SGRO.LSE) has an annualized volatility of 29.7% and experienced a maximum drawdown of 50.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SGRO.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.6%. 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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