Shawbrook Group PLC

10-Year Study

SHAW.LSE · Financial Services · GB · Common Stock

Executive Summary: Shawbrook Group PLC has compounded at 111.8% annually over the last 10 years, with a maximum drawdown of 84.7% and an annualized volatility of 225.5%.

1Y CAGR
+9818.2%
3Y CAGR
+315.1%
5Y CAGR
+183.8%
10Y CAGR
+111.8%

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 →
84.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
184.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
11800.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3246.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +19839.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -74.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.7-15.8-18.814.4————————-24.7%
202528.5100.9-14.21.8-1.8-0.9-8.4-6.1-2.28588.96.816.419839.0%
20240.00.0-67.2-3.8-0.7-7.9-1.40.74.3-1.4-0.7-13.4-74.6%
2023-18.00.0-26.5-33.30.050.01.110.20.00.00.00.0-32.9%
202254.71.6-19.243.6-19.2112.3158.5-10.10.00.00.00.0627.1%
202122.93.433.3-2.0-10.7-1.72.325.02.7-3.55.5-30.934.7%
2020-0.60.00.00.00.00.00.015.3-0.6-41.742.2-18.6-23.2%
2019————0.00.00.00.00.00.0-0.60.0-0.6%

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 225.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 20.7% of variance. Idiosyncratic stock-specific factors contribute 57.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110000
2019-06-0110000
2019-07-0110000
2019-08-0110000
2019-09-0110000
2019-10-0110000
2019-11-019937.1073020073
2019-12-019937.1073020073
2020-01-019874.213981370103
2020-02-019874.213981370103
2020-03-019874.213981370103
2020-04-019874.213981370103
2020-05-019874.213981370103
2020-06-019874.213981370103
2020-07-019874.213981370103
2020-08-0111383.648695506854
2020-09-0111320.755374869657
2020-10-016598.382905071184
2020-11-019380.054044297047
2020-12-017633.423531690644
2021-01-019380.054044297047
2021-02-019703.504162285066
2021-03-0112938.00596480975
2021-04-0112679.246119477135
2021-05-0111320.755374869657
2021-06-0111126.685802192444
2021-07-0111385.445647525059
2021-08-0114231.806436761826
2021-09-0114619.94682740525
2021-10-0114102.425891451023
2021-11-0114878.706672737864
2021-12-0110285.7141256057
2022-01-0115913.747299357326
2022-02-0116172.50714468994
2022-03-0113067.386510120557
2022-04-0118760.108088594094
2022-05-0115163.342378074845
2022-06-0132189.756638775718
2022-07-0183217.24894615862
2022-08-0174792.0221058721
2022-09-0174792.0221058721
2022-10-0174792.0221058721
2022-11-0174792.0221058721
2022-12-0174792.0221058721
2023-01-0161295.091836638756
2023-02-0161295.091836638756
2023-03-0145024.260408857015
2023-04-0130016.174436097343
2023-05-0130016.174436097343
2023-06-0145024.260408857015
2023-07-0145541.782590100236
2023-08-0150199.46229666532
2023-09-0150199.46229666532
2023-10-0150199.46229666532
2023-11-0150199.46229666532
2023-12-0150199.46229666532
2024-01-0150199.46229666532
2024-02-0150199.46229666532
2024-03-0116457.14285002692
2024-04-0115836.118474055245
2024-05-0115732.615034037795
2024-06-0114490.566282094444
2024-07-0114283.558156770552
2024-08-0114387.061596788002
2024-09-0115008.087218048671
2024-10-0114801.077847435785
2024-11-0114697.574407418337
2024-12-0112730.99783948586
2025-01-0116353.639410009471
2025-02-0132862.53398004511
2025-03-0128204.851782902046
2025-04-0128722.373964145267
2025-05-0128204.851782902046
2025-06-0127943.694756256158
2025-07-0125593.291478755153
2025-08-0124026.354300035822
2025-09-0123504.04273732204
2025-10-012042240.1578428706
2025-11-012180130.5419018264
2025-12-012538436.6156307803
2026-01-012444420.444681492
2026-02-012057909.5196677519
2026-03-011671398.5946540118
2026-04-011911662.1426355257
Annual Return Matrix
YearAnnual Return
2020-0.2318263957813268
20210.34745754416794816
20226.271446706814611
2023-0.32881260750504515
2024-0.7463917488946578
2025198.3902322218362
2026-0.24691358024691357
Total Factor Risk
2.255117449701407
VTI.US Exposure
0.020609384696543123
VEA.US Exposure
-0.003679933590226311
VWO.US Exposure
-0.0007566104901721189
QQQ.US Exposure
0.017836558180065753
VTV.US Exposure
-0.0007897567935038331
IJR.US Exposure
0.024143117769663512
QUAL.US Exposure
0.03371478214349672
SHV.US Exposure
0.005573649727765411
TLT.US Exposure
0.01809384715361455
LQD.US Exposure
0.20670015324735752
HYG.US Exposure
0.01967032973321142
GLD.US Exposure
0.02139057113462762
USO.US Exposure
0.011648004002437195
VNQ.US Exposure
0.011175002670135829
BTC-USD.CC Exposure
0.01831348601789845
CPER.US Exposure
0.0012704364848612688
VIX.INDX Exposure
0.008463696370048996
UUP.US Exposure
0.01010341259867144
TIP.US Exposure
0.0009752354920026129
Idiosyncratic Exposure
0.575544633451501
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
225.5%

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 →9.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.7B
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 →
-7.3%
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 →
+49.9%
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 →
27.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Shawbrook Group PLC a high-risk investment?

Shawbrook Group PLC (SHAW.LSE) has an annualized volatility of 225.5% and experienced a maximum drawdown of 84.7% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, SHAW.LSE has generated a Compound Annual Growth Rate (CAGR) of 111.8%. It has had a positive return in 43% 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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