SSE PLC

10-Year Study

SSE.LSE · Utilities · GB · Common Stock

Executive Summary: SSE PLC has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 22.2% and an annualized volatility of 25.3%.

1Y CAGR
+61.4%
3Y CAGR
+16.9%
5Y CAGR
+16.7%
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 →
22.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.211.0-3.51.9————————21.4%
20253.1-6.34.36.14.14.03.3-6.40.710.014.70.142.2%
2024-8.2-3.51.51.05.32.07.40.3-0.2-6.50.6-9.5-10.7%
20232.41.33.31.92.4-2.2-4.9-3.5-1.01.412.21.314.6%
2022-2.57.72.66.9-5.2-8.813.2-6.5-7.61.99.80.29.2%
20210.5-10.79.90.95.0-2.70.012.9-3.84.6-5.66.315.9%
20206.61.4-14.7-4.2-0.79.9-0.8-3.2-4.13.96.911.910.3%
201911.01.6-0.1-3.6-5.84.04.24.68.23.11.310.744.9%
20181.0-6.14.28.2-1.0-0.9-2.90.2-8.5-0.4-4.0-1.3-11.9%
2017-2.43.5-4.2-5.88.2-3.5-0.73.3-2.0-1.1-0.9-3.6-9.5%
2016———1.21.51.41.5-0.84.31.5-7.35.38.2%

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 25.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 20.2% of variance. Idiosyncratic stock-specific factors contribute 27.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110120.643200372275
2016-05-0110268.096130348511
2016-06-0110415.549060324749
2016-07-0110567.03178443294
2016-08-0110483.38761956785
2016-09-0110929.48944361797
2016-10-0111089.806940571436
2016-11-0110281.248623027388
2016-12-0110824.935111804933
2017-01-0110564.750526950662
2017-02-0110933.701085561494
2017-03-0110472.512887297955
2017-04-019869.421614384257
2017-05-0110678.27368608545
2017-06-0110309.324293165715
2017-07-0110232.10891471594
2017-08-0110573.426765806364
2017-09-0110365.667972473837
2017-10-0110254.36895195744
2017-11-0110157.909179141312
2017-12-019794.332456500488
2018-01-019888.589073138024
2018-02-019285.950088371043
2018-03-019672.549210232624
2018-04-0110468.487755930395
2018-05-0110366.152899971348
2018-06-0110271.398533234204
2018-07-019969.267719845262
2018-08-019993.194695359454
2018-09-019139.824880557462
2018-10-019103.935582977274
2018-11-018737.066948670657
2018-12-018625.410060986627
2019-01-019572.07829434213
2019-02-019723.431626738251
2019-03-019711.15923083971
2019-04-019363.455723904664
2019-05-018823.492452499837
2019-06-019179.376779573176
2019-07-019563.323954182746
2019-08-0110002.168185445602
2019-09-0110823.37192004012
2019-10-0111153.591226169487
2019-11-0111296.975894207473
2019-12-0112500.53796644255
2020-01-0113323.95651412666
2020-02-0113505.024478347405
2020-03-0111526.524951268284
2020-04-0111040.732510961578
2020-05-0110965.656175679907
2020-06-0112052.063961004369
2020-07-0111960.394012917257
2020-08-0111574.278652862087
2020-09-0111105.42370423526
2020-10-0111537.505761428261
2020-11-0112328.122927255514
2020-12-0113789.847110286737
2021-01-0113857.228718618722
2021-02-0112367.856674082794
2021-03-0113586.43284768311
2021-04-0113707.824421741443
2021-05-0114398.81812910775
2021-06-0114011.301608350639
2021-07-0114015.005008974656
2021-08-0115828.083643465448
2021-09-0115231.803503647798
2021-10-0115934.736219258104
2021-11-0115047.587007766535
2021-12-0115988.06192430888
2022-01-0115590.22903731867
2022-02-0116792.129999736553
2022-03-0117225.6027264116
2022-04-0118407.800012169817
2022-05-0117457.11597297555
2022-06-0115920.25950148987
2022-07-0118027.578386315163
2022-08-0116849.87134267332
2022-09-0115575.29653433042
2022-10-0115865.899828433585
2022-11-0117420.880465138725
2022-12-0117456.568098158652
2023-01-0117880.19656349601
2023-02-0118108.431886687365
2023-03-0118704.956821635973
2023-04-0119062.871782605136
2023-05-0119519.343594678947
2023-06-0119099.183060363448
2023-07-0118166.589381346752
2023-08-0117530.678075518597
2023-09-0117352.837909953163
2023-10-0117600.73611061569
2023-11-0119750.979238808373
2023-12-0120004.266429425214
2024-01-0118358.28378563314
2024-02-0117710.02314829386
2024-03-0117976.953587542586
2024-04-0118156.72413756927
2024-05-0119120.941850432042
2024-06-0119496.823608322196
2024-07-0120941.43544600857
2024-08-0121013.820200540835
2024-09-0120969.27564654474
2024-10-0119610.671995273824
2024-11-0119727.600138111084
2024-12-0117862.304370805407
2025-01-0118411.896250694463
2025-02-0117243.871437327434
2025-03-0117988.699091064023
2025-04-0119094.654350440782
2025-05-0119873.336005097335
2025-06-0120663.303880982006
2025-07-0121340.73943516671
2025-08-0119972.669206474435
2025-09-0120105.435594284478
2025-10-0122120.020255048552
2025-11-0125375.681259020996
2025-12-0125400.40906432074
2026-01-0128233.03843679891
2026-02-0131345.433673225543
2026-03-0130249.684039427404
2026-04-0130826.701133821105
Annual Return Matrix
YearAnnual Return
2017-0.09520635871346128
2018-0.11934681620267529
20190.44926883221279135
20200.10314029262623015
20210.15940820782431708
20220.09185016800672985
20230.14594497136784268
2024-0.10707526147867608
20250.4220118825114074
20260.21363010555300588
Total Factor Risk
0.25313926117085583
VTI.US Exposure
0.03550130469775642
VEA.US Exposure
0.20169630110224618
VWO.US Exposure
-0.021187200784742097
QQQ.US Exposure
0.14856317680446943
VTV.US Exposure
0.19098109635775745
IJR.US Exposure
-0.005971714383331492
QUAL.US Exposure
-0.01802077039864811
SHV.US Exposure
0.016803770013685007
TLT.US Exposure
-0.027048904089044975
LQD.US Exposure
0.0844703150674462
HYG.US Exposure
-0.0075692849113076525
GLD.US Exposure
0.006244204847571909
USO.US Exposure
-0.00005608581377635821
VNQ.US Exposure
0.09017558052339496
BTC-USD.CC Exposure
0.00017083269404166517
CPER.US Exposure
-0.0091578085225388
VIX.INDX Exposure
0.013092492196746852
UUP.US Exposure
-0.0019488567250538918
TIP.US Exposure
0.03245258128705253
Idiosyncratic Exposure
0.2708089700362747
Value Score
37.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.3%

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 →31.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.41%
Market Cap$32.9B
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 →
+0.6%
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 →
+24.7%
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 →
4.1% 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 →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SSE PLC a high-risk investment?

SSE PLC (SSE.LSE) has an annualized volatility of 25.3% and experienced a maximum drawdown of 22.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, SSE.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 70% 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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