Spirax Group plc

10-Year Study

SPX.LSE · Industrials · GB · Common Stock

Executive Summary: Spirax Group plc has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 62.0% and an annualized volatility of 44.9%.

1Y CAGR
+35.3%
3Y CAGR
-10.6%
5Y CAGR
-8.8%
10Y CAGR
+9.7%

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 →
62.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -33.5%
% 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.
20266.58.8-15.612.2————————9.8%
202518.1-10.1-15.1-3.0-2.74.26.515.0-6.64.9-5.51.72.2%
2024-4.83.2-2.7-10.90.7-4.86.8-15.1-2.3-13.511.1-4.4-33.5%
20238.61.31.5-5.6-1.5-5.17.3-8.9-6.0-13.612.913.60.4%
2022-17.4-9.94.9-2.3-13.0-6.520.8-11.7-1.33.84.2-5.3-33.1%
2021-1.9-3.36.44.47.57.210.27.3-7.14.50.22.743.5%
20200.3-5.9-2.77.913.11.13.3-0.68.02.3-1.31.428.6%
20192.64.17.915.71.39.9-2.1-10.8-2.21.412.6-0.444.3%
20181.00.60.81.37.25.56.52.72.4-11.0-5.21.712.8%
20172.93.37.210.29.1-5.73.91.1-1.72.72.0-2.536.3%
2016———-4.91.08.46.58.83.7-1.4-3.2-2.017.1%

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 44.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.0% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019512.684414531972
2016-05-019610.17888797533
2016-06-0110417.991065496477
2016-07-0111094.882129682152
2016-08-0112072.613274170926
2016-09-0112521.088430303702
2016-10-0112350.922724846232
2016-11-0111956.208287380432
2016-12-0111712.661012928327
2017-01-0112051.387659837064
2017-02-0112454.50020163161
2017-03-0113350.306135640889
2017-04-0114705.710055544434
2017-05-0116049.020255430883
2017-06-0115129.913276561207
2017-07-0115723.797721729872
2017-08-0115893.479267155843
2017-09-0115624.817034414109
2017-10-0116049.063306156975
2017-11-0116375.72546898947
2017-12-0115963.846964049944
2018-01-0116120.07676394246
2018-02-0116219.495669096956
2018-03-0116347.320021620459
2018-04-0116556.931115497002
2018-05-0117748.800426857586
2018-06-0118725.27185569705
2018-07-0119945.860820472306
2018-08-0120477.175854377
2018-09-0120965.41156879673
2018-10-0118667.194177280064
2018-11-0117700.6546152049
2018-12-0118003.60000452354
2019-01-0118479.65654002214
2019-02-0119229.80644650568
2019-03-0120744.532429276653
2019-04-0124007.337964135022
2019-05-0124327.43585506067
2019-06-0126728.16955509195
2019-07-0126175.27325645202
2019-08-0123352.59232196083
2019-09-0122828.796065240746
2019-10-0123159.106295198442
2019-11-0126081.39118871151
2019-12-0125979.111016642255
2020-01-0126066.779643766164
2020-02-0124532.580275468103
2020-03-0123860.45466964158
2020-04-0125733.691356879215
2020-05-0129100.77153326639
2020-06-0129413.30277717021
2020-07-0130398.070466456546
2020-08-0130206.42405504941
2020-09-0132624.117492242516
2020-10-0133358.52014992448
2020-11-0132929.7095373936
2020-12-0133402.880067873644
2021-01-0132767.05714746146
2021-02-0131672.850335885618
2021-03-0133713.398208421546
2021-04-0135184.47975060907
2021-05-0137819.96552600662
2021-06-0140544.789911171574
2021-07-0144699.03012497047
2021-08-0147974.775294486244
2021-09-0144579.91229988802
2021-10-0146592.11287566256
2021-11-0146666.75576667689
2021-12-0147920.75691401086
2022-01-0139575.678228849436
2022-02-0135664.389004818855
2022-03-0137425.96206806949
2022-04-0136559.02164590508
2022-05-0131789.7995609597
2022-06-0129722.635095106118
2022-07-0135912.09260198332
2022-08-0131699.530220196113
2022-09-0131293.31898994515
2022-10-0132479.05903449687
2022-11-0133853.754177526804
2022-12-0132071.18231943947
2023-01-0134835.67923379475
2023-02-0135303.981819485605
2023-03-0135817.60396878861
2023-04-0133825.88397276727
2023-05-0133322.61327417092
2023-06-0131614.543267778856
2023-07-0133932.638207609365
2023-08-0130913.01465857947
2023-09-0129055.488594898838
2023-10-0125115.853680477252
2023-11-0128353.444340808568
2023-12-0132207.28076449865
2024-01-0130674.330509805415
2024-02-0131655.418647107163
2024-03-0130812.296199790322
2024-04-0127460.01101584549
2024-05-0127661.808724210365
2024-06-0126326.839441867258
2024-07-0128127.49581765409
2024-08-0123889.743941991783
2024-09-0123330.919494114132
2024-10-0120182.832257150854
2024-11-0122418.421122973694
2024-12-0121433.511430546074
2025-01-0125310.61612914087
2025-02-0122746.7243537829
2025-03-0119322.990385680532
2025-04-0118736.26617582842
2025-05-0118226.00198316061
2025-06-0118991.398593436395
2025-07-0120235.16748274566
2025-08-0123264.861688940382
2025-09-0121734.06878966289
2025-10-0122794.395643626347
2025-11-0121541.42674989636
2025-12-0121910.891936509044
2026-01-0123340.561571662496
2026-02-0125396.715653680938
2026-03-0121445.044527301743
2026-04-0124057.002759615796
Annual Return Matrix
YearAnnual Return
20170.36295645766826157
20180.12777327702195174
20190.4429953459371907
20200.28575916421757896
20210.43462949352383196
2022-0.33074549767675654
20230.004243636661211747
2024-0.3345134726750436
20250.022272622361011463
20260.09794721407624629
Total Factor Risk
0.44867374003552296
VTI.US Exposure
-0.06705061429177576
VEA.US Exposure
0.24349508971838052
VWO.US Exposure
-0.03804093770637419
QQQ.US Exposure
-0.010999064275822193
VTV.US Exposure
-0.042679893500893525
IJR.US Exposure
0.10908186600628432
QUAL.US Exposure
0.10682043951364335
SHV.US Exposure
0.5701737357069863
TLT.US Exposure
0.042858037472025996
LQD.US Exposure
-0.014016899168213175
HYG.US Exposure
-0.013724335147339782
GLD.US Exposure
0.0008173106619914989
USO.US Exposure
0.0011972885334410222
VNQ.US Exposure
-0.0026432609681269295
BTC-USD.CC Exposure
0.0008276018405247956
CPER.US Exposure
-0.005925891280643645
VIX.INDX Exposure
0.004917918375816991
UUP.US Exposure
0.01427123102902745
TIP.US Exposure
-0.0005621469343250532
Idiosyncratic Exposure
0.1011825244153919
Value Score
37.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.9%

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 →31.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.44%
Market Cap$5.1B
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 →
+2.9%
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 →
+8.1%
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 →
5.9% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Spirax Group plc a high-risk investment?

Spirax Group plc (SPX.LSE) has an annualized volatility of 44.9% and experienced a maximum drawdown of 62.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SPX.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.7%. 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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