St. James's Place plc

10-Year Study

STJ.LSE · Financial Services · GB · Common Stock

Executive Summary: St. James's Place plc has compounded at 7.4% annually over the last 10 years, with a maximum drawdown of 71.0% and an annualized volatility of 36.0%.

1Y CAGR
+16.4%
3Y CAGR
+7.1%
5Y CAGR
+1.2%
10Y CAGR
+7.4%

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 →
71.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +62.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -34.4%
% 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.
20269.8-11.2-12.98.4————————-7.9%
202521.40.4-7.7-2.418.76.210.5-2.60.12.27.4-0.662.6%
2024-4.3-23.1-7.7-4.514.79.425.36.71.310.810.9-3.830.4%
202311.64.8-5.5-0.4-4.6-2.5-13.6-4.1-5.9-23.11.45.4-34.4%
2022-9.8-7.53.2-7.5-0.3-14.811.3-8.6-6.42.87.9-4.7-32.0%
20213.50.09.510.02.65.77.42.2-6.44.8-2.08.755.3%
2020-1.8-11.2-25.216.710.63.7-1.14.0-5.0-3.413.411.13.8%
2019-0.63.75.712.2-6.74.9-10.4-4.86.76.34.67.029.4%
2018-3.1-2.9-5.97.44.9-3.75.1-4.61.1-11.4-0.8-6.1-19.7%
20175.6-1.50.710.32.20.83.0-4.0-0.62.73.11.025.0%
2016———-3.87.0-15.418.06.0-2.2-0.3-0.57.914.0%

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 36.0%. The dominant macroeconomic risk driver is HYG.US, accounting for 18.8% of variance. Idiosyncratic stock-specific factors contribute 41.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019622.714698089769
2016-05-0110294.196331888115
2016-06-018712.608493553675
2016-07-0110277.546852588575
2016-08-0110899.083315013571
2016-09-0110655.513225017534
2016-10-0110621.792884658667
2016-11-0110565.593950656525
2016-12-0111397.352546599433
2017-01-0112038.032480367367
2017-02-0111858.19229838271
2017-03-0111936.8730925534
2017-04-0113161.873966348909
2017-05-0113448.50012592455
2017-06-0113551.686392668349
2017-07-0113952.962689421718
2017-08-0113395.633047697474
2017-09-0113314.30636805835
2017-10-0113674.466911242302
2017-11-0114104.335103681145
2017-12-0114243.752035453559
2018-01-0113808.074327822596
2018-02-0113413.059960011198
2018-03-0112623.031224388402
2018-04-0113551.423437384141
2018-05-0114213.195324818373
2018-06-0113682.585859800083
2018-07-0114374.166423582747
2018-08-0113711.497874961986
2018-09-0113862.971551504776
2018-10-0112281.574804898612
2018-11-0112184.630867945163
2018-12-0111439.374760931183
2019-01-0111366.66844147873
2019-02-0111783.526063768453
2019-03-0112457.286098942399
2019-04-0113976.120720321085
2019-05-0113041.471478171283
2019-06-0113683.263663793541
2019-07-0112262.59792634443
2019-08-0111669.524331856755
2019-09-0112452.747262080184
2019-10-0113235.971825566246
2019-11-0113839.918049414035
2019-12-0114806.232987528081
2020-01-0114545.582236896906
2020-02-0112911.747960136632
2020-03-019658.06340129557
2020-04-0111270.323911912268
2020-05-0112461.065468679413
2020-06-0112922.18450837325
2020-07-0112778.423097992167
2020-08-0113288.36689089185
2020-09-0112626.524773164321
2020-10-0112195.243808546342
2020-11-0113833.571190815055
2020-12-0115372.896725210423
2021-01-0115915.38817589716
2021-02-0115922.169482357009
2021-03-0117432.656498409036
2021-04-0119173.183656790112
2021-05-0119680.150011906484
2021-06-0120799.699283683676
2021-07-0122348.763963170582
2021-08-0122836.22916242699
2021-09-0121375.2790020896
2021-10-0122403.618722024254
2021-11-0121963.915021998415
2021-12-0123878.753768345214
2022-01-0121531.302948333043
2022-02-0119907.235582129102
2022-03-0120545.51461982382
2022-04-0118994.525956953075
2022-05-0118935.991457383116
2022-06-0116133.641061790571
2022-07-0117962.851114718083
2022-08-0116420.655937873304
2022-09-0115367.479193050664
2022-10-0115797.651172339589
2022-11-0117051.078982294453
2022-12-0116242.654809615475
2023-01-0118133.92230961629
2023-02-0119009.0979261811
2023-03-0117963.337826983265
2023-04-0117896.588016360067
2023-05-0117075.445627543602
2023-06-0116654.302324100066
2023-07-0114395.442935926782
2023-08-0113800.334296196099
2023-09-0112979.92524230268
2023-10-019975.919175711948
2023-11-0110116.293199388378
2023-12-0110662.193269194022
2024-01-0110203.636818574247
2024-02-017845.352567505195
2024-03-017244.863960655357
2024-04-016918.76837624622
2024-05-017935.3012405936315
2024-06-018680.227428555378
2024-07-0110880.065604893516
2024-08-0111606.730283335137
2024-09-0111758.922595437254
2024-10-0113024.529644860108
2024-11-0114450.338526346322
2024-12-0113905.647070890458
2025-01-0116885.428586081274
2025-02-0116949.50964555914
2025-03-0115651.86288302867
2025-04-0115271.427017495838
2025-05-0118121.81166717897
2025-06-0119251.88405011242
2025-07-0121276.257555064636
2025-08-0120726.102836095233
2025-09-0120742.435462443616
2025-10-0121191.58268702409
2025-11-0122751.348503294455
2025-12-0122612.52117933322
2026-01-0124825.592049538816
2026-02-0122049.04557031408
2026-03-0119215.334898870013
2026-04-0120832.264907359713
Annual Return Matrix
YearAnnual Return
20170.2497421639996027
2018-0.19688473005863283
20190.29432187483670047
20200.038271972226809226
20210.5533021651791761
2022-0.31978632690842135
2023-0.34356831477560434
20240.30420137018784477
20250.6261394427785667
2026-0.0787287829541351
Total Factor Risk
0.3599519661483112
VTI.US Exposure
-0.06865015353412059
VEA.US Exposure
-0.035054480040504994
VWO.US Exposure
0.10646188990647128
QQQ.US Exposure
0.10083715628663045
VTV.US Exposure
0.022850594597976864
IJR.US Exposure
0.09301977823350507
QUAL.US Exposure
-0.047291073979686626
SHV.US Exposure
0.09770748504204689
TLT.US Exposure
0.08577029691148846
LQD.US Exposure
-0.037551767664243625
HYG.US Exposure
0.18763912997267487
GLD.US Exposure
0.01223339723996101
USO.US Exposure
0.03216319548446107
VNQ.US Exposure
0.014126924710779457
BTC-USD.CC Exposure
-0.007579628875591428
CPER.US Exposure
-0.0015225367989719274
VIX.INDX Exposure
0.018088294148211555
UUP.US Exposure
0.009019692254510324
TIP.US Exposure
0.0007082747218023494
Idiosyncratic Exposure
0.4170235313825995
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.0%

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 →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.46%
Market Cap$6.2B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.960.02%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 →
-0.8%
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 →
-2.8%
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 →
17.9% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is St. James's Place plc a high-risk investment?

St. James's Place plc (STJ.LSE) has an annualized volatility of 36.0% and experienced a maximum drawdown of 71.0% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, STJ.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.4%. 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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