Smith & Nephew PLC

10-Year Study

SN.LSE · Healthcare · GB · Common Stock

Executive Summary: Smith & Nephew PLC has compounded at 2.9% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 39.4%.

1Y CAGR
+19.2%
3Y CAGR
+3.7%
5Y CAGR
-1.8%
10Y CAGR
+2.9%

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 →
48.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -15.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.310.4-13.65.7————————1.1%
20254.111.5-4.2-2.91.93.64.419.0-3.35.9-10.7-1.328.0%
20243.0-6.3-3.0-1.31.2-1.014.54.2-1.1-16.23.7-0.6-5.5%
20230.56.4-3.817.2-8.65.5-6.5-9.7-4.4-8.911.25.40.1%
2022-3.16.7-7.46.8-0.8-11.3-8.7-3.14.8-2.05.42.2-11.8%
20212.1-10.1-0.515.4-1.91.4-6.4-4.6-7.0-2.5-3.06.2-12.6%
2020-0.3-4.8-17.510.15.4-8.30.80.3-0.3-11.28.64.1-15.9%
2019-2.00.16.0-1.712.42.59.05.7-0.3-15.14.85.927.3%
2018-1.5-0.04.96.2-2.02.2-5.52.83.1-8.311.92.716.0%
2017-3.12.41.64.46.6-2.1-0.45.8-3.56.1-7.8-1.77.5%
2016———1.81.48.1-1.9-1.11.2-4.1-4.78.38.4%

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 39.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.1% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110182.82886605851
2016-05-0110323.768036053354
2016-06-0111160.592722518431
2016-07-0110949.183967526164
2016-08-0110825.862193780673
2016-09-0110957.993210777282
2016-10-0110504.366244724266
2016-11-0110007.11826103794
2016-12-0110841.784246805342
2017-01-0110504.366244724266
2017-02-0110752.99078169387
2017-03-0110924.63583373382
2017-04-0111409.775468961372
2017-05-0112164.437608316623
2017-06-0111903.89987815334
2017-07-0111858.97927908991
2017-08-0112550.753451958662
2017-09-0112110.53332554166
2017-10-0112852.98463266764
2017-11-0111848.987111466582
2017-12-0111649.99633675033
2018-01-0111478.140865905003
2018-02-0111473.61849696866
2018-03-0112038.932058057275
2018-04-0112786.717972513417
2018-05-0112534.830308681116
2018-06-0112805.037491615956
2018-07-0112095.172752748964
2018-08-0112434.075679249348
2018-09-0112818.775768126763
2018-10-0111753.49186191642
2018-11-0113151.728094421134
2018-12-0113511.669630700824
2019-01-0113244.020181016867
2019-02-0113257.8642120568
2019-03-0114056.197520677735
2019-04-0113817.745043056266
2019-05-0115530.379678384123
2019-06-0115913.039904127523
2019-07-0117350.34643875439
2019-08-0118339.66152445263
2019-09-0118283.66286589977
2019-10-0115516.701365781584
2019-11-0116253.802802037117
2019-12-0117206.871340566217
2020-01-0117150.532523115544
2020-02-0116328.921225304683
2020-03-0113469.716699970259
2020-04-0114827.773843176281
2020-05-0115627.218119479505
2020-06-0114328.121851894817
2020-07-0114442.328021330579
2020-08-0114480.397471311086
2020-09-0114432.811203961894
2020-10-0112813.250366543016
2020-11-0113910.981288644016
2020-12-0114476.624106101666
2021-01-0114778.61979218908
2021-02-0113283.021797207732
2021-03-0113211.118529676247
2021-04-0115240.46290392779
2021-05-0114949.335948777303
2021-06-0115162.829267271569
2021-07-0114187.555548384114
2021-08-0113537.373432543438
2021-09-0112589.846649391246
2021-10-0112276.812152917995
2021-11-0111909.974767187401
2021-12-0112653.431287466541
2022-01-0112262.138439438197
2022-02-0113078.962436863458
2022-03-0112114.410264774453
2022-04-0112938.588017859214
2022-05-0112839.289966271936
2022-06-0111394.496665134497
2022-07-0110401.512878503092
2022-08-0110083.757587069775
2022-09-0110564.361770326457
2022-10-0110358.202582939897
2022-11-0110916.33900933518
2022-12-0111157.695920622613
2023-01-0111207.978383338144
2023-02-0111927.018690423132
2023-03-0111471.574272823134
2023-04-0113439.736926341644
2023-05-0112289.512508689315
2023-06-0112964.31035400075
2023-07-0112115.700033928671
2023-08-0110939.914637560694
2023-09-0110459.376959729547
2023-10-019530.977573062208
2023-11-0110594.000294804378
2023-12-0111163.292188643403
2024-01-0111494.516464126757
2024-02-0110769.962748239677
2024-03-0110448.958503231073
2024-04-0110316.18641754243
2024-05-0110436.313750356512
2024-06-0110333.046088041843
2024-07-0111833.581838305905
2024-08-0112334.112573406726
2024-09-0112202.39367199786
2024-10-0110225.120865434012
2024-11-0110608.163769937455
2024-12-0110548.579269670126
2025-01-0110980.566896608267
2025-02-0112241.4160029934
2025-03-0111730.90618330378
2025-04-0111395.737372909223
2025-05-0111617.38033166365
2025-06-0112033.63888033646
2025-07-0112568.827664163737
2025-08-0114952.84983380185
2025-09-0114460.909201123746
2025-10-0115318.052930468906
2025-11-0113677.22234966067
2025-12-0113502.781889242518
2026-01-0113540.940739958989
2026-02-0114952.818216468402
2026-03-0112919.496599719327
2026-04-0113649.966027720335
Annual Return Matrix
YearAnnual Return
20170.0745460407204781
20180.15980033299047292
20190.273482242451315
2020-0.15867191544739634
2021-0.1259404682523102
2022-0.11820788629290468
20230.0005015612596543928
2024-0.055065558491663835
20250.2800569198988232
20260.010900282599919153
Total Factor Risk
0.3939775305207542
VTI.US Exposure
-0.03532167120829272
VEA.US Exposure
0.09805603768691726
VWO.US Exposure
0.012311193177993384
QQQ.US Exposure
-0.013792426121217657
VTV.US Exposure
-0.004705069582720013
IJR.US Exposure
0.025112767943882987
QUAL.US Exposure
0.044022321999230035
SHV.US Exposure
0.6411235747978673
TLT.US Exposure
0.040970826983599204
LQD.US Exposure
-0.010918718308842222
HYG.US Exposure
0.008551575700479234
GLD.US Exposure
-0.003552303615256493
USO.US Exposure
0.00004828573086224314
VNQ.US Exposure
0.032046140668515785
BTC-USD.CC Exposure
-0.0005623617850628181
CPER.US Exposure
-0.007459833501445378
VIX.INDX Exposure
0.019301014829512905
UUP.US Exposure
-0.004545301206381266
TIP.US Exposure
0.015706151579420936
Idiosyncratic Exposure
0.14360779423093728
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.4%

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 →22.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.26%
Market Cap$10.3B
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$1.970.02%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 →
-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 →
-1.6%
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 →
12.0% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Smith & Nephew PLC a high-risk investment?

Smith & Nephew PLC (SN.LSE) has an annualized volatility of 39.4% and experienced a maximum drawdown of 48.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SN.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.9%. It has had a positive return in 60% 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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