Secure Trust Bank PLC

10-Year Study

STB.LSE · Financial Services · GB · Common Stock

Executive Summary: Secure Trust Bank PLC has compounded at -1.8% annually over the last 10 years, with a maximum drawdown of 79.2% and an annualized volatility of 55.8%.

1Y CAGR
+102.8%
3Y CAGR
+30.2%
5Y CAGR
+3.4%
10Y CAGR
-1.8%

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 →
79.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +244.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -47.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.15.5-16.46.2————————8.8%
202521.5-1.637.2-0.620.015.022.911.03.2-14.94.222.7244.1%
20241.22.0-7.06.120.6-6.28.61.2-5.5-31.1-34.8-1.9-47.4%
2023-2.75.5-13.0-4.4-1.9-1.3-6.814.9-5.1-3.27.25.2-8.2%
20220.6-2.8-1.5-10.9-4.8-0.515.7-26.4-18.5-13.3-0.916.5-43.6%
20210.69.824.2-3.7-0.4-8.020.80.0-6.12.15.52.952.1%
20200.0-20.0-27.1-15.314.9-20.3-21.813.1-1.319.023.4-5.7-45.3%
201912.2-3.67.847.62.0-6.9-6.7-0.7-4.211.5-0.714.383.6%
2018-1.2-13.217.518.2-6.0-5.6-7.54.7-4.0-14.3-1.0-17.1-31.0%
20173.0-0.5-6.520.0-3.5-14.6-2.7-10.02.84.2-3.10.5-13.3%
2016———0.5-6.6-15.56.32.77.5-0.5-8.4-0.9-16.0%

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 55.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 40.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110047.87322798861
2016-05-019383.995953701064
2016-06-017930.207238729845
2016-07-018430.206169473042
2016-08-018655.130406848746
2016-09-019303.484384255753
2016-10-019256.61510170915
2016-11-018475.466365024506
2016-12-018401.25705297682
2017-01-018651.225018620962
2017-02-018610.21468538101
2017-03-018053.645711988339
2017-04-019666.943845002383
2017-05-019328.139712215023
2017-06-017968.913757040696
2017-07-017752.39965790718
2017-08-016980.038478217532
2017-09-017172.521464174377
2017-10-017476.441816217643
2017-11-017243.435731337263
2017-12-017281.932444123962
2018-01-017192.782435659495
2018-02-016240.498858582811
2018-03-017334.612125938569
2018-04-018667.643601333208
2018-05-018145.49660534084
2018-06-017686.0069020815645
2018-07-017111.644917501636
2018-08-017442.507073133755
2018-09-017146.918254508203
2018-10-016122.913554864462
2018-11-016059.573093730415
2018-12-015025.011650564334
2019-01-015637.30335283677
2019-02-015436.724647935638
2019-03-015858.9949668059335
2019-04-018646.541980871632
2019-05-018819.472143172676
2019-06-018214.214458505308
2019-07-017666.600631630223
2019-08-017610.101156317426
2019-09-017293.01478403404
2019-10-018128.96995792785
2019-11-018071.319044756532
2019-12-019224.364824161152
2020-01-019224.364824161152
2020-02-017379.4911537910175
2020-03-015376.075002817094
2020-04-014554.53008783345
2020-05-015234.826314535103
2020-06-014174.02538278653
2020-07-013263.119153558469
2020-08-013689.7455768955087
2020-09-013643.623505836437
2020-10-014335.451044032999
2020-11-015350.131315798307
2020-12-015044.573785627166
2021-01-015073.400653288633
2021-02-015569.210006829806
2021-03-016918.272559814009
2021-04-016661.3015445988885
2021-05-016632.464799406773
2021-06-016098.982896738922
2021-07-017367.802507343627
2021-08-017368.90596862471
2021-09-016921.867980970278
2021-10-017066.074989681672
2021-11-017455.429609421225
2021-12-017671.738358643557
2022-01-017714.999826272861
2022-02-017498.691782588433
2022-03-017383.32645783448
2022-04-016578.02831692383
2022-05-016260.667490395978
2022-06-016231.8159289078885
2022-07-017212.749969979532
2022-08-015309.419309383322
2022-09-014328.331108279764
2022-10-013751.2201527348816
2022-11-013716.5934107376397
2022-12-014328.331108279764
2023-01-014212.908987724578
2023-02-014443.752876065998
2023-03-013866.6422732900674
2023-04-013695.0995512762674
2023-05-013625.8164346898375
2023-06-013579.6276902988843
2023-07-013337.1371350153313
2023-08-013834.5681674277125
2023-09-013638.219791033481
2023-10-013522.7207668468122
2023-11-013776.8188317188537
2023-12-013973.166502575182
2024-01-014019.3661828036397
2024-02-014100.216240549106
2024-03-013811.4685036979595
2024-04-014043.3971565660213
2024-05-014875.181543143255
2024-06-014574.815008097164
2024-07-014967.602069737275
2024-08-015026.01461107543
2024-09-014748.71704886029
2024-10-013269.7981281220127
2024-11-012131.7235102608483
2024-12-012091.284370630045
2025-01-012541.8923800762204
2025-02-012501.4532404454176
2025-03-013431.554686645227
2025-04-013409.716877455895
2025-05-014091.660182393284
2025-06-014704.253344643409
2025-07-015779.181261833891
2025-08-016415.540821132584
2025-09-016617.832648825953
2025-10-015629.492576381203
2025-11-015866.463003107722
2025-12-017195.8092993784385
2026-01-018351.762600483407
2026-02-018814.143920925395
2026-03-017369.202294544184
2026-04-017825.803848480647
Annual Return Matrix
YearAnnual Return
2017-0.13323299141956935
2018-0.30993432181327285
20190.8356902362853647
2020-0.4531250788765381
20210.5207901964882782
2022-0.43580829977039803
2023-0.0820557847400305
2024-0.4736479406854476
20252.4408564423070516
20260.08755020080321274
Total Factor Risk
0.5575034857728881
VTI.US Exposure
0.04065293430803685
VEA.US Exposure
0.09499520258006301
VWO.US Exposure
0.003089836176463323
QQQ.US Exposure
-0.011750628991633547
VTV.US Exposure
-0.018250404118650636
IJR.US Exposure
-0.008364318893762426
QUAL.US Exposure
0.07328030370790972
SHV.US Exposure
0.3053043013038199
TLT.US Exposure
0.005961904516556297
LQD.US Exposure
-0.0063707890499652324
HYG.US Exposure
0.030845493884693067
GLD.US Exposure
-0.012702520224648673
USO.US Exposure
0.003578523744818953
VNQ.US Exposure
-0.00443056763291781
BTC-USD.CC Exposure
0.0066956075819030675
CPER.US Exposure
0.02209451886220745
VIX.INDX Exposure
0.0006202298789465599
UUP.US Exposure
0.0335438802065681
TIP.US Exposure
0.037169804478963196
Idiosyncratic Exposure
0.40403668768062884
Value Score
47.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.8%

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 →5.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.65%
Market Cap$249.0M
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%

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 →
-3.0%
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 →
+16.3%
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 →
11.5% 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 Secure Trust Bank PLC a high-risk investment?

Secure Trust Bank PLC (STB.LSE) has an annualized volatility of 55.8% and experienced a maximum drawdown of 79.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, STB.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.8%. It has had a positive return in 40% 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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