WH Smith PLC

10-Year Study

SMWH.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: WH Smith PLC has compounded at -8.2% annually over the last 10 years, with a maximum drawdown of 75.8% and an annualized volatility of 46.0%.

1Y CAGR
-42.0%
3Y CAGR
-25.4%
5Y CAGR
-17.5%
10Y CAGR
-8.2%

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 →
75.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -44.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.61.9-16.58.5————————-1.6%
202512.1-11.3-12.5-10.815.64.2-5.0-32.7-2.0-0.11.5-6.9-44.6%
2024-7.72.16.6-16.74.8-1.617.7-2.813.6-9.5-6.8-3.3-8.6%
20238.1-1.0-5.45.3-0.3-1.4-3.0-1.7-8.4-13.79.25.3-9.1%
202211.4-1.4-11.71.49.5-11.82.7-1.0-16.3-1.620.15.10.3%
20211.324.8-5.90.7-4.4-7.01.00.45.0-8.8-15.111.6-2.0%
2020-6.5-19.4-40.89.8-15.23.2-14.325.2-19.04.642.16.6-41.0%
201915.97.41.1-3.5-4.20.48.4-7.61.510.111.96.255.6%
2018-7.5-5.1-3.90.2-0.73.1-2.97.2-0.1-5.7-2.0-9.8-25.0%
20176.73.84.8-0.20.8-3.93.55.19.31.32.212.254.9%
2016———-7.94.5-10.1-2.0-0.30.9-4.22.43.3-13.6%

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 46.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 29.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019213.421519918506
2016-05-019631.462796901511
2016-06-018657.865781509452
2016-07-018482.370966228971
2016-08-018454.632675664157
2016-09-018532.300284209192
2016-10-018171.702506866606
2016-11-018365.870540820306
2016-12-018643.25344646845
2017-01-019218.298661567247
2017-02-019568.93348320006
2017-03-0110027.020773437383
2017-04-0110004.399235745517
2017-05-0110089.230166658162
2017-06-019699.007489496438
2017-07-0110041.552799221923
2017-08-0110549.335720668607
2017-09-0111530.669413857626
2017-10-0111679.010484636741
2017-11-0111935.754569646062
2017-12-0113390.639034577414
2018-01-0112384.979535950735
2018-02-0111747.772981530517
2018-03-0111284.34973364645
2018-04-0111301.728130127327
2018-05-0111226.422403649463
2018-06-0111579.782473821322
2018-07-0111241.49947914181
2018-08-0112053.223972313053
2018-09-0112041.5442416782
2018-10-0111358.294810672573
2018-11-0111130.545000337364
2018-12-0110044.35309083668
2019-01-0111646.248915907323
2019-02-0112504.518547653177
2019-03-0112647.56381541378
2019-04-0112206.50801200031
2019-05-0111693.930232979128
2019-06-0111741.612208323526
2019-07-0112729.289016228066
2019-08-0111767.680461317434
2019-09-0111941.971954296134
2019-10-0113149.992347581094
2019-11-0114712.605755606424
2019-12-0115626.133421980709
2020-01-0114604.765564444062
2020-02-0111765.627967369428
2020-03-016966.570613723996
2020-04-017650.405907338258
2020-05-016490.32816534491
2020-06-016697.921010580086
2020-07-015739.33063551282
2020-08-017186.375073849957
2020-09-015818.704486621432
2020-10-016087.354089765342
2020-11-018651.735947114379
2020-12-019219.563203220268
2021-01-019341.676719037736
2021-02-0111661.83220302443
2021-03-0110971.890772828481
2021-04-0111048.212213918845
2021-05-0110556.70508235813
2021-06-019820.972235707668
2021-07-019921.715590034411
2021-08-019964.455254743265
2021-09-0110459.01479632223
2021-10-019537.058607654722
2021-11-018096.1196476266805
2021-12-019036.393587766663
2022-01-0110062.146199051758
2022-02-019924.768658325256
2022-03-018767.743984622752
2022-04-018886.804432149376
2022-05-019732.439837999114
2022-06-018584.57371089655
2022-07-018813.536059349857
2022-08-018728.056729932148
2022-09-017305.43552137658
2022-10-017186.375073849957
2022-11-018627.313375605405
2022-12-019063.868569293889
2023-01-019798.998438248269
2023-02-019703.803005343527
2023-03-019181.762557783992
2023-04-019666.952905532946
2023-05-019642.38617232589
2023-06-019507.269797959683
2023-07-019219.097146223736
2023-08-019058.550385007184
2023-09-018299.04007398984
2023-10-017162.861576793258
2023-11-017823.574387271641
2023-12-018237.290813312247
2024-01-017599.370691400161
2024-02-017756.2528490860705
2024-03-018264.551197973837
2024-04-016883.98834199236
2024-05-017216.5785952791975
2024-06-017103.622967789077
2024-07-018361.18824785938
2024-08-018126.821481409558
2024-09-019235.312375031062
2024-10-018361.18824785938
2024-11-017791.107066391728
2024-12-017531.4033877999045
2025-01-018438.978295106896
2025-02-017483.378452434045
2025-03-016547.148939111431
2025-04-015840.134550918208
2025-05-016753.765566089744
2025-06-017037.862852196409
2025-07-016688.020590766739
2025-08-014502.179705126791
2025-09-014414.093616236952
2025-10-014410.831217261224
2025-11-014476.079855048375
2025-12-014169.409743421799
2026-01-014443.340009314557
2026-02-014525.6240835611225
2026-03-013778.484689402305
2026-04-014101.038260448843
Annual Return Matrix
YearAnnual Return
20170.5492590975738076
2018-0.2498974048288456
20190.5557132729868095
2020-0.4099907536786134
2021-0.01986749387320519
20220.00304048083567543
2023-0.0911948082281201
2024-0.08569412462305703
2025-0.44639670341176885
2026-0.01639836024291641
Total Factor Risk
0.4600645440249605
VTI.US Exposure
0.16111857820743286
VEA.US Exposure
0.14716302623212665
VWO.US Exposure
-0.02761323472913943
QQQ.US Exposure
-0.007271519687729294
VTV.US Exposure
0.016266065508568173
IJR.US Exposure
-0.03450718918139347
QUAL.US Exposure
-0.051260848718926756
SHV.US Exposure
0.34883081310419983
TLT.US Exposure
-0.013810863208694296
LQD.US Exposure
0.15210335337352535
HYG.US Exposure
-0.010697642625352362
GLD.US Exposure
0.005045372588427255
USO.US Exposure
0.0013673453370191572
VNQ.US Exposure
0.026104599970091784
BTC-USD.CC Exposure
0.00006619630586807775
CPER.US Exposure
0.008619677698799082
VIX.INDX Exposure
-0.011470720938026115
UUP.US Exposure
-0.006434296486592398
TIP.US Exposure
0.004705872408836217
Idiosyncratic Exposure
0.2916754148409597
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.96%
Market Cap$732.0M
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%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.390.00%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 →
+1.1%
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 →
-13.1%
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 →
43.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WH Smith PLC a high-risk investment?

WH Smith PLC (SMWH.LSE) has an annualized volatility of 46.0% and experienced a maximum drawdown of 75.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SMWH.LSE has generated a Compound Annual Growth Rate (CAGR) of -8.2%. It has had a positive return in 30% 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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