Smiths Group PLC

10-Year Study

SMIN.LSE · Industrials · GB · Common Stock

Executive Summary: Smiths Group PLC has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 27.4% and an annualized volatility of 24.2%.

1Y CAGR
+23.5%
3Y CAGR
+20.3%
5Y CAGR
+13.6%
10Y CAGR
+11.7%

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 →
27.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +39.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -8.5%
% 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.
20266.79.4-17.513.8————————9.7%
202520.2-2.5-4.1-2.815.64.34.70.2-0.28.5-2.9-3.839.7%
2024-8.0-0.92.1-0.76.6-1.04.80.9-6.9-7.115.8-2.90.1%
20238.02.1-2.7-1.3-4.52.43.3-3.5-1.21.52.17.013.2%
2022-1.8-1.4-5.02.65.2-10.010.2-3.31.35.21.80.64.0%
2021-5.73.25.06.5-4.72.6-2.2-7.3-0.1-4.26.49.57.7%
20200.1-9.3-20.01.25.38.1-4.03.5-1.9-0.89.73.1-8.5%
20195.9-1.00.37.1-5.48.64.91.7-6.04.82.91.627.4%
20187.3-0.1-5.36.510.2-3.6-4.9-0.2-7.2-4.3-0.6-1.8-5.4%
20176.0-0.48.32.1-2.3-0.4-3.90.72.11.5-5.60.58.2%
2016———3.01.32.89.56.29.2-1.2-0.50.434.2%

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 24.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 25.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110297.39786822578
2016-05-0110427.50868123551
2016-06-0110715.613092380947
2016-07-0111737.917510068011
2016-08-0112462.82526647178
2016-09-0113605.94824703071
2016-10-0113439.509672376673
2016-11-0113373.16525130534
2016-12-0113420.554640760209
2017-01-0114226.167019838153
2017-02-0114169.29951110381
2017-03-0115344.546472656295
2017-04-0115674.036941371201
2017-05-0115320.414864751836
2017-06-0115263.070613738699
2017-07-0114670.516169468727
2017-08-0114766.089116528969
2017-09-0115071.92471961821
2017-10-0115303.527325600131
2017-11-0114446.296430624523
2017-12-0114514.485059802191
2018-01-0115571.413036354677
2018-02-0115561.671803615012
2018-03-0114743.40463265559
2018-04-0115708.741365382644
2018-05-0117311.57304554675
2018-06-0116696.99069411141
2018-07-0115870.990642695662
2018-08-0115846.407638304445
2018-09-0114705.74199263065
2018-10-0114066.691296339503
2018-11-0113986.166508094542
2018-12-0113729.493292960304
2019-01-0114539.775332485497
2019-02-0114398.856349585578
2019-03-0114444.151693841179
2019-04-0115470.167459647992
2019-05-0114636.96316858126
2019-06-0115902.010271321878
2019-07-0116684.40952572109
2019-08-0116963.838434334906
2019-09-0115952.816514931872
2019-10-0116724.855375100222
2019-11-0117217.22031733173
2019-12-0117486.72453794923
2020-01-0117512.638799893644
2020-02-0115890.426037418354
2020-03-0112708.194258357384
2020-04-0112858.49601208101
2020-05-0113542.62359603925
2020-06-0114636.191932337839
2020-07-0114045.353760271533
2020-08-0114532.536091502654
2020-09-0114252.665441941903
2020-10-0114144.51011954886
2020-11-0115522.256683112062
2020-12-0116006.329930519942
2021-01-0115091.378218478074
2021-02-0115575.451465885952
2021-03-0116357.4162209931
2021-04-0117421.60033572312
2021-05-0116607.05658230823
2021-06-0117041.122582026528
2021-07-0116671.362477534276
2021-08-0115460.264496616275
2021-09-0115444.188022809763
2021-10-0114792.708232880519
2021-11-0115736.69173928739
2021-12-0117237.243493041195
2022-01-0116920.762657296287
2022-02-0116686.13183263715
2022-03-0115851.278858145517
2022-04-0116270.559812508727
2022-05-0117124.00694281591
2022-06-0115411.606610617064
2022-07-0116986.353946261366
2022-08-0116419.224952232235
2022-09-0116628.45687938505
2022-10-0117496.045754706563
2022-11-0117809.977527938005
2022-12-0117922.095242486208
2023-01-0119362.814029837307
2023-02-0119772.045981128973
2023-03-0119245.09006747895
2023-04-0118994.099137530975
2023-05-0118146.65292522424
2023-06-0118576.026332588208
2023-07-0119197.487049205476
2023-08-0118530.82875067332
2023-09-0118299.193557244496
2023-10-0118567.390659158358
2023-11-0118964.399903975656
2023-12-0120293.518755101595
2024-01-0118670.958393192654
2024-02-0118504.098595613803
2024-03-0118889.600850846167
2024-04-0118752.525979738573
2024-05-0119982.58019921551
2024-06-0119785.307865076866
2024-07-0120725.254148894946
2024-08-0120910.92293805042
2024-09-0119460.38808752602
2024-10-0118072.73976787358
2024-11-0120933.172922631726
2024-12-0120318.535051842406
2025-01-0124420.06594975088
2025-02-0123805.42687201908
2025-03-0122824.369713516513
2025-04-0122195.318535655315
2025-05-0125648.45338166575
2025-06-0126743.929894022003
2025-07-0128006.11050837745
2025-08-0128053.740079385436
2025-09-0128006.11050837745
2025-10-0130390.811595192943
2025-11-0129497.674161497835
2025-12-0128387.287081768787
2026-01-0130294.25619695563
2026-02-0133142.64044495624
2026-03-0127345.145357513862
2026-04-0131127.04650675242
Annual Return Matrix
YearAnnual Return
20170.08151156552945671
2018-0.05408333562007783
20190.27366131909000746
2020-0.08465819909363659
20210.07690167376683998
20220.03973093202062694
20230.132318430436285
20240.001232723464210661
20250.39711288285986623
20260.09651360544217691
Total Factor Risk
0.24196424405063915
VTI.US Exposure
-0.09208646651303311
VEA.US Exposure
0.3577291057007235
VWO.US Exposure
0.011657839463732401
QQQ.US Exposure
0.0030339545902523025
VTV.US Exposure
0.009851632729277136
IJR.US Exposure
0.08810499838098092
QUAL.US Exposure
-0.05130661628284354
SHV.US Exposure
0.01288363419244308
TLT.US Exposure
0.12766958183405502
LQD.US Exposure
-0.045895775570866756
HYG.US Exposure
0.07599421997767938
GLD.US Exposure
0.01977362951370137
USO.US Exposure
0.02791991761957666
VNQ.US Exposure
-0.002838888411319611
BTC-USD.CC Exposure
0.00012291906860038672
CPER.US Exposure
-0.0021740470692949818
VIX.INDX Exposure
0.07132191775052588
UUP.US Exposure
0.11716153719703272
TIP.US Exposure
0.017356348031038315
Idiosyncratic Exposure
0.25372055779773883
Value Score
37.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.2%

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 →32.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.96%
Market Cap$7.2B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.810.02%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 →
+2.7%
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 →
+6.7%
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 →
6.1% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Smiths Group PLC a high-risk investment?

Smiths Group PLC (SMIN.LSE) has an annualized volatility of 24.2% and experienced a maximum drawdown of 27.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, SMIN.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.7%. 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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