Standard Chartered PLC

10-Year Study

STAN.LSE · Financial Services · GB · Common Stock

Executive Summary: Standard Chartered PLC has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 56.6% and an annualized volatility of 37.1%.

1Y CAGR
+60.9%
3Y CAGR
+45.6%
5Y CAGR
+31.6%
10Y CAGR
+14.8%

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 →
56.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +88.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -34.6%
% 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.
20262.2-1.6-15.114.4————————-2.4%
202510.516.2-8.6-5.67.64.212.72.63.68.67.38.988.9%
2024-10.211.52.92.712.7-7.97.22.61.713.58.01.753.3%
20239.117.1-21.72.30.87.89.4-4.26.5-16.93.72.19.2%
202219.70.4-4.28.214.1-1.8-8.86.6-5.2-8.218.70.841.1%
2021-4.74.19.64.0-2.3-9.2-6.35.8-4.113.5-15.97.7-2.0%
2020-11.4-10.8-20.8-8.6-9.619.5-12.31.7-9.3-1.228.53.0-34.6%
20190.8-2.00.118.4-1.94.0-5.2-7.310.02.5-0.52.220.0%
20185.1-1.1-11.27.6-1.6-8.2-0.7-8.21.5-13.710.9-0.0-20.6%
201716.7-6.75.6-5.51.56.28.9-9.1-3.71.2-1.65.617.6%
2016———16.8-4.16.77.16.2-2.113.3-9.93.540.4%

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 37.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.7% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111683.419928500312
2016-05-0111200.930434804093
2016-06-0111947.941604468853
2016-07-0112794.412449939098
2016-08-0113585.865099306495
2016-09-0113295.94793913385
2016-10-0115065.073612068476
2016-11-0113566.819103807964
2016-12-0114042.959108798612
2017-01-0116381.334973823803
2017-02-0115287.271128108965
2017-03-0116146.440950990345
2017-04-0115261.878114523033
2017-05-0115488.307799494509
2017-06-0116446.937298181376
2017-07-0117917.68147308138
2017-08-0116294.571804811281
2017-09-0115693.576639811046
2017-10-0115879.801955247221
2017-11-0115625.85946629706
2017-12-0116508.307453607966
2018-01-0117344.196641441657
2018-02-0117157.973796623653
2018-03-0115235.605560867385
2018-04-0116396.39339159051
2018-05-0116131.315826532955
2018-06-0114805.920589390671
2018-07-0114707.585044854073
2018-08-0113494.768466017882
2018-09-0113694.898420533804
2018-10-0111824.870230780441
2018-11-0113113.87820346529
2018-12-0113111.726295036282
2019-01-0113210.71408277065
2019-02-0112946.02687538449
2019-03-0112953.414023722875
2019-04-0115334.667467146955
2019-05-0115049.881780920405
2019-06-0115645.743001356366
2019-07-0114826.43413208419
2019-08-0113740.053908888542
2019-09-0115114.058558591945
2019-10-0115485.1725850325
2019-11-0115405.648327267965
2019-12-0115737.000224826254
2020-01-0113938.864553299882
2020-02-0112427.901185155539
2020-03-019847.775331865785
2020-04-019001.72202086684
2020-05-018137.998848691932
2020-06-019721.860276659823
2020-07-018522.367741632634
2020-08-018668.161390661557
2020-09-017866.290144457044
2020-10-017771.30475816354
2020-11-019989.151515600719
2020-12-0110291.784947511718
2021-01-019808.013202983519
2021-02-0110207.84322445319
2021-03-0111184.658943514256
2021-04-0111634.731456157646
2021-05-0111370.50872498808
2021-06-0110322.576261806467
2021-07-019673.218746062452
2021-08-0110232.695172659152
2021-09-019809.708047050453
2021-10-0111134.920458447908
2021-11-019364.221001736845
2021-12-0110088.700133660443
2022-01-0112077.641646716424
2022-02-0112128.845208359584
2022-03-0111614.371091790877
2022-04-0112561.368920117504
2022-05-0114336.987377611755
2022-06-0114082.026993974163
2022-07-0112843.646928898079
2022-08-0113685.129596276283
2022-09-0112966.785009277171
2022-10-0111900.708326230308
2022-11-0114124.370918847604
2022-12-0114238.755599038437
2023-01-0115538.17969794222
2023-02-0118188.27098728373
2023-03-0114245.391679452117
2023-04-0114574.737435053625
2023-05-0114695.34313180501
2023-06-0115841.099721561333
2023-07-0117334.753938783022
2023-08-0116602.833304921223
2023-09-0117685.42607045709
2023-10-0114698.967528665347
2023-11-0115240.262676124194
2023-12-0115552.907052873701
2024-01-0113971.019648826332
2024-02-0115576.239570903037
2024-03-0116034.526888972889
2024-04-0116473.960919761736
2024-05-0118566.043329701526
2024-06-0117099.674619586567
2024-07-0118322.445319043276
2024-08-0118791.934419911206
2024-09-0119119.842275735813
2024-10-0121709.339183757165
2024-11-0123445.31410204147
2024-12-0123835.90895277907
2025-01-0126328.962809784633
2025-02-0130596.56781723355
2025-03-0127964.892515756364
2025-04-0126406.51551424682
2025-05-0128418.908135004458
2025-06-0129621.434589148554
2025-07-0133388.53682579919
2025-08-0134242.767882951994
2025-09-0135465.72387877171
2025-10-0138529.290413754425
2025-11-0141345.79513139983
2025-12-0145014.663118858974
2026-01-0146002.910388208235
2026-02-0145261.72493619629
2026-03-0138418.11259595263
2026-04-0143952.297304308515
Annual Return Matrix
YearAnnual Return
20170.17555761045153884
2018-0.20574981221526412
20190.2002233627149328
2020-0.34601354765975767
2021-0.019732710592672786
20220.41135680616886816
20230.09229398206146677
20240.5325693692983864
20250.8885230350576006
2026-0.023600439077936297
Total Factor Risk
0.3714717183809532
VTI.US Exposure
0.38702600893139116
VEA.US Exposure
0.24882042486846376
VWO.US Exposure
0.11928061458023723
QQQ.US Exposure
0.01715470791947754
VTV.US Exposure
-0.05932835573959943
IJR.US Exposure
0.024112397885481023
QUAL.US Exposure
-0.025612478580855674
SHV.US Exposure
0.056875325208256715
TLT.US Exposure
-0.001930956631636861
LQD.US Exposure
0.013713477252419212
HYG.US Exposure
-0.0013824977399103983
GLD.US Exposure
-0.009195157725842595
USO.US Exposure
0.0007252269803986244
VNQ.US Exposure
-0.019539741003812325
BTC-USD.CC Exposure
-0.00012086861343832025
CPER.US Exposure
0.01968600575909972
VIX.INDX Exposure
-0.015989234605652387
UUP.US Exposure
0.00520925219139793
TIP.US Exposure
0.014199244191740764
Idiosyncratic Exposure
0.22629660487238434
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.1%

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 →11.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.78%
Market Cap$35.2B
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.020.09%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 →
+4.9%
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 →
+12.9%
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 →
6.7% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Standard Chartered PLC a high-risk investment?

Standard Chartered PLC (STAN.LSE) has an annualized volatility of 37.1% and experienced a maximum drawdown of 56.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, STAN.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.8%. 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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