Savills

10-Year Study

SVS.LSE · Real Estate · GB · Common Stock

Executive Summary: Savills has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 42.9% and an annualized volatility of 31.3%.

1Y CAGR
-14.7%
3Y CAGR
-1.2%
5Y CAGR
-5.2%
10Y CAGR
+8.6%

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 →
42.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +195.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.2-5.9-18.71.3————————-16.2%
20253.1-2.6-8.2-1.35.12.1-1.5-6.34.85.71.0-2.2-1.5%
20244.5-8.915.62.85.4-2.314.5-7.41.0-9.40.0-3.59.0%
202318.22.8-1.1-1.6-5.4-6.514.5-5.8-4.9-9.00.822.120.0%
2022-4.6-5.2-12.5-1.71.8-8.317.6-20.3-15.53.814.8-12.9-40.3%
202110.39.7-1.16.1-0.7-3.1-0.219.1-0.75.0-5.85.450.3%
20209.6-13.0-23.817.0-10.6-4.4-9.39.1-4.56.710.63.7-15.9%
201917.77.11.50.9-6.15.96.1-13.193.44.37.914.6195.2%
20183.1-6.52.51.2-1.8-9.81.8-9.7-1.8-7.20.2-2.7-27.6%
201710.710.47.62.0-6.91.64.0-3.15.80.20.75.744.1%
2016———-1.34.8-21.214.05.9-2.7-3.1-3.54.6-6.3%

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 31.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.2% of variance. Idiosyncratic stock-specific factors contribute 36.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019867.787622182124
2016-05-0110339.899460923121
2016-06-018152.2283946862735
2016-07-019295.93360771513
2016-08-019841.188582293136
2016-09-019577.611414102503
2016-10-019283.326800433422
2016-11-018962.291087998163
2016-12-019370.276319138919
2017-01-0110373.515736404246
2017-02-0111450.329122991978
2017-03-0112319.80459871099
2017-04-0112560.49690588344
2017-05-0111695.186153856552
2017-06-0111877.713124595917
2017-07-0112357.689786374172
2017-08-0111972.355696125538
2017-09-0112662.407328562063
2017-10-0112682.79729763216
2017-11-0112771.154768904298
2017-12-0113498.410139961747
2018-01-0113919.810343157462
2018-02-0113015.840029555739
2018-03-0113342.085166487574
2018-04-0113497.93988380449
2018-05-0113250.649910904762
2018-06-0111952.374033299768
2018-07-0112172.18921981406
2018-08-0110990.688928086287
2018-09-0110794.673771758498
2018-10-0110020.663111868027
2018-11-0110041.396621364385
2018-12-019771.87507743739
2019-01-0111499.57367196282
2019-02-0112315.048534940877
2019-03-0112501.641672692702
2019-04-0112613.328917994084
2019-05-0111844.223564845788
2019-06-0112543.409993534682
2019-07-0113305.523454237036
2019-08-0111564.54786700818
2019-09-0122367.196282104134
2019-10-0123320.3435629535
2019-11-0125163.094409414585
2019-12-0128848.598918241878
2020-01-0131619.08068581932
2020-02-0127501.48398200524
2020-03-0120969.24581049634
2020-04-0124527.66288884834
2020-05-0121935.10127121221
2020-06-0120969.24581049634
2020-07-0119012.11571342646
2020-08-0120740.49012518388
2020-09-0119812.75920406752
2020-10-0121134.457780571152
2020-11-0123383.88727819115
2020-12-0124260.782663936363
2021-01-0126764.3813906967
2021-02-0129356.943008332823
2021-03-0129026.5190681832
2021-04-0130809.741680126695
2021-05-0130603.48507682915
2021-06-0129649.543710732203
2021-07-0129597.97885593153
2021-08-0135244.282586217385
2021-09-0134983.31857799043
2021-10-0136718.24278508787
2021-11-0134594.90388752599
2021-12-0136459.30059674661
2022-01-0134776.16370095538
2022-02-0132963.55711894608
2022-03-0128846.34901004039
2022-04-0128365.67400378908
2022-05-0128889.508388018206
2022-06-0126506.05870148477
2022-07-0131168.192324067877
2022-08-0124829.78698240848
2022-09-0120981.618897651984
2022-10-0121772.879792388947
2022-11-0124990.6765381037
2022-12-0121772.879792388947
2023-01-0125729.18708197888
2023-02-0126454.510742114904
2023-03-0126151.19270477825
2023-04-0125720.257846801243
2023-05-0124342.62413073008
2023-06-0122764.36843753309
2023-07-0126054.635317758
2023-08-0124541.063781377627
2023-09-0123328.16051560349
2023-10-0121225.797295379438
2023-11-0121387.517543088976
2023-12-0126117.838308474522
2024-01-0127303.787730312877
2024-02-0124864.504276796717
2024-03-0128732.316115762987
2024-04-0129551.07995593672
2024-05-0131135.15049323394
2024-06-0130425.04961624844
2024-07-0134849.51802967738
2024-08-0132256.5199467456
2024-09-0132586.22864699137
2024-10-0129508.94556742741
2024-11-0129508.94556742741
2024-12-0128464.867078014086
2025-01-0129344.09121730453
2025-02-0128574.7718553661
2025-03-0126239.333351355126
2025-04-0125895.736606992003
2025-05-0127208.680534436266
2025-06-0127767.381456025694
2025-07-0127348.355060857342
2025-08-0125624.736712870035
2025-09-0126863.734971514303
2025-10-0128384.32374348681
2025-11-0128665.914256815053
2025-12-0128046.41512749292
2026-01-0130355.457336784504
2026-02-0128553.278051483754
2026-03-0123203.058298247153
2026-04-0123512.807862908223
Annual Return Matrix
YearAnnual Return
20170.4405562525825475
2018-0.2760721465628039
20191.9522070932784823
2020-0.15903081696645227
20210.5028080957562566
2022-0.4028168550679271
20230.19955828340192405
20240.0898630561158662
2025-0.014700646568076792
2026-0.16164658634538154
Total Factor Risk
0.31261613721580617
VTI.US Exposure
-0.13717669405583974
VEA.US Exposure
0.14826405313036364
VWO.US Exposure
0.015483911393033354
QQQ.US Exposure
0.13200630376868921
VTV.US Exposure
0.07870416719006482
IJR.US Exposure
0.11643962072301725
QUAL.US Exposure
-0.02969814522927737
SHV.US Exposure
0.251708486171849
TLT.US Exposure
0.003510814620318372
LQD.US Exposure
0.030179854130380494
HYG.US Exposure
0.04246067710420655
GLD.US Exposure
0.009742206322908648
USO.US Exposure
0.001268406034223296
VNQ.US Exposure
0.00549934508418406
BTC-USD.CC Exposure
0.011774442443192647
CPER.US Exposure
-0.01939749575940389
VIX.INDX Exposure
-0.018863618627931716
UUP.US Exposure
-0.008468710070083893
TIP.US Exposure
-0.00013397362605255917
Idiosyncratic Exposure
0.36669634925215794
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.3%

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 →17.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.75%
Market Cap$1.2B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.430.07%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 →
-10.6%
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 →
-13.8%
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 →
24.6% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Savills a high-risk investment?

Savills (SVS.LSE) has an annualized volatility of 31.3% and experienced a maximum drawdown of 42.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SVS.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 50% 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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