Shell plc

10-Year Study

SHEL.LSE · Energy · GB · Common Stock

Executive Summary: Shell plc has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 60.2% and an annualized volatility of 22.9%.

1Y CAGR
+46.8%
3Y CAGR
+20.0%
5Y CAGR
+25.6%
10Y CAGR
+12.9%

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 →
60.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +50.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -39.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.011.116.6-5.5————————24.7%
20258.2-0.57.2-13.61.44.26.21.5-2.87.6-1.3-1.615.2%
2024-4.81.56.89.1-0.90.80.2-4.7-9.56.3-0.8-2.20.3%
20232.17.4-8.66.2-8.65.51.03.08.11.6-2.30.415.1%
202216.35.86.93.110.5-10.22.16.3-1.97.02.7-4.850.0%
20213.18.9-2.1-3.5-0.67.5-0.20.415.61.6-5.22.830.0%
2020-10.8-15.2-14.6-6.6-4.02.2-12.9-0.3-12.90.233.12.1-39.1%
20192.41.02.71.51.94.50.8-10.84.8-6.30.61.13.1%
2018-0.7-5.1-2.913.34.40.8-0.5-3.05.4-5.2-3.7-2.6-1.4%
2017-4.2-1.50.8-4.56.6-3.14.81.45.75.21.25.218.1%
2016———5.7-5.123.5-5.1-2.42.96.51.310.740.9%

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 22.9%. The dominant macroeconomic risk driver is USO.US, accounting for 22.9% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110567.10240294294
2016-05-0110028.101547208043
2016-06-0112387.654794574446
2016-07-0111761.465372244682
2016-08-0111473.994511493403
2016-09-0111803.937364139789
2016-10-0112571.747961482097
2016-11-0112730.839898885577
2016-12-0114091.267569614527
2017-01-0113494.312805531787
2017-02-0113298.164596181652
2017-03-0113403.67966006669
2017-04-0112805.758013908151
2017-05-0113653.5906439651
2017-06-0113230.979570558786
2017-07-0113868.146989682002
2017-08-0114056.02801302291
2017-09-0114858.946364110283
2017-10-0115632.126452044422
2017-11-0115813.381923337956
2017-12-0116635.07431123177
2018-01-0116517.689122330747
2018-02-0115667.14174707624
2018-03-0115207.545221163207
2018-04-0117233.17497319681
2018-05-0117992.34658247022
2018-06-0118144.18051088357
2018-07-0118047.55918833053
2018-08-0117508.716692732156
2018-09-0118453.620152065076
2018-10-0117501.717371418454
2018-11-0116849.123117629122
2018-12-0116404.79014822902
2019-01-0116792.249205740307
2019-02-0116958.221448454267
2019-03-0117420.16091750519
2019-04-0117683.61120127475
2019-05-0118022.74484345953
2019-06-0118839.296920337965
2019-07-0118996.74919098626
2019-08-0116946.12902908515
2019-09-0117754.1512978646
2019-10-0116629.62219796001
2019-11-0116725.16745846735
2019-12-0116906.716043553955
2020-01-0115086.690863308648
2020-02-0112789.649542132649
2020-03-0110923.626152045405
2020-04-0110200.003934413331
2020-05-019790.857407024896
2020-06-0110007.01604257035
2020-07-018720.954685394474
2020-08-018690.930193671496
2020-09-017568.836495618048
2020-10-017580.615145524113
2020-11-0110088.50069344035
2020-12-0110299.603607857023
2021-01-0110618.63928314989
2021-02-0111563.347989022986
2021-03-0111315.240933636283
2021-04-0110924.674673197795
2021-05-0110863.651922452713
2021-06-0111680.685964964048
2021-07-0111651.62147009354
2021-08-0111692.558057186698
2021-09-0113517.171746977878
2021-10-0113729.526788436759
2021-11-0113020.842554614575
2021-12-0113390.743309038331
2022-01-0115577.12237009059
2022-02-0116477.682040386753
2022-03-0117618.251743436907
2022-04-0118157.20243540185
2022-05-0120069.26829748099
2022-06-0118021.38353644742
2022-07-0118401.403601955404
2022-08-0119564.23224841886
2022-09-0119192.597401319996
2022-10-0120538.171678125644
2022-11-0121101.231471372223
2022-12-0120082.431860879147
2023-01-0120496.8593545595
2023-02-0122019.575673522384
2023-03-0120119.608132432353
2023-04-0121370.27550729342
2023-05-0119542.199533772022
2023-06-0120615.898964265692
2023-07-0120822.718286169555
2023-08-0121456.003422939597
2023-09-0123186.541355602112
2023-10-0123546.885420047805
2023-11-0123006.93932151042
2023-12-0123110.29045806407
2024-01-0121991.398388857742
2024-02-0122321.69140429048
2024-03-0123847.96049849017
2024-04-0126010.175376474173
2024-05-0125784.41775600736
2024-06-0125990.76691551831
2024-07-0126045.792636745457
2024-08-0124818.807479319745
2024-09-0122448.94016740929
2024-10-0123869.935180540397
2024-11-0123688.42495598375
2024-12-0123169.08633086449
2025-01-0125063.97257713909
2025-02-0124927.63728643513
2025-03-0126714.937983809887
2025-04-0123078.869249609015
2025-05-0123409.8547217878
2025-06-0124403.78195481326
2025-07-0125909.00783931856
2025-08-0126295.46460503408
2025-09-0125547.33787758073
2025-10-0127487.642007731123
2025-11-0127120.152065075195
2025-12-0126696.32329074331
2026-01-0127222.455664079793
2026-02-0130231.04842279206
2026-03-0135242.50740161508
2026-04-0133290.054786705616
Annual Return Matrix
YearAnnual Return
20170.1805236277751574
2018-0.013843290309034528
20190.030596300884660588
2020-0.39079809577898683
20210.300122200705204
20220.4997249515883211
20230.15077151104808362
20240.0025441425285031016
20250.1522389320626789
20260.24699024746410014
Total Factor Risk
0.22929002251188735
VTI.US Exposure
0.024002642257752164
VEA.US Exposure
0.046181697409028576
VWO.US Exposure
-0.000926752083312906
QQQ.US Exposure
0.0007920206668439391
VTV.US Exposure
0.1126242399171595
IJR.US Exposure
-0.023023331815818192
QUAL.US Exposure
0.049865472196727614
SHV.US Exposure
0.01461542353842744
TLT.US Exposure
-0.04629717229435012
LQD.US Exposure
0.2053568393103589
HYG.US Exposure
0.004926892930412472
GLD.US Exposure
0.012409220556661221
USO.US Exposure
0.22890196997838835
VNQ.US Exposure
0.0018491011669019312
BTC-USD.CC Exposure
0.0032406599038279234
CPER.US Exposure
0.01674178685532086
VIX.INDX Exposure
0.0031164009436902246
UUP.US Exposure
0.10557173622453532
TIP.US Exposure
0.004834291870672581
Idiosyncratic Exposure
0.23521686046677223
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.9%

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 →15.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.20%
Market Cap$198.7B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.720.03%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 →
+5.8%
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 →
+20.8%
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 →
5.5% 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 →
-0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Shell plc a high-risk investment?

Shell plc (SHEL.LSE) has an annualized volatility of 22.9% and experienced a maximum drawdown of 60.2% over the last 10 years. Its primary macro risk driver is USO.US.

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

Over the past 10 years, SHEL.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 80% 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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