Severn Trent PLC

10-Year Study

SVT.LSE · Utilities · GB · Common Stock

Executive Summary: Severn Trent PLC has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 29.2% and an annualized volatility of 44.2%.

1Y CAGR
+21.3%
3Y CAGR
+9.6%
5Y CAGR
+9.4%
10Y CAGR
+7.7%

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 →
29.2%
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 →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.9%
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 · -12.0%
% 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.
20265.012.0-5.82.6————————13.6%
20250.8-0.91.110.2-0.41.1-3.1-2.40.17.53.2-1.016.3%
20240.7-3.8-1.2-0.1-0.4-0.38.00.02.8-2.86.9-7.02.0%
20236.2-2.34.71.8-5.4-5.3-0.5-6.0-1.512.3-0.4-0.81.3%
2022-2.50.17.02.2-7.3-4.78.5-5.5-15.56.38.3-0.7-6.6%
20211.0-5.35.37.41.52.012.0-1.4-5.75.15.43.633.8%
20202.5-4.4-7.54.82.14.0-1.2-4.84.6-0.4-1.7-2.5-5.2%
201910.11.0-2.13.0-2.35.8-1.62.84.54.21.212.144.9%
2018-9.6-12.68.05.22.52.3-2.33.4-7.60.80.1-0.8-12.0%
20172.23.01.9-2.47.5-11.02.71.3-4.2-2.91.13.00.9%
2016———2.52.98.60.6-2.85.2-7.1-6.13.16.1%

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 44.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.6% of variance. Idiosyncratic stock-specific factors contribute 7.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110248.504167137273
2016-05-0110547.629605150323
2016-06-0111458.836185559967
2016-07-0111524.718367893312
2016-08-0111204.718200566402
2016-09-0111788.248491617618
2016-10-0110955.30628493821
2016-11-0110291.776300652993
2016-12-0110614.707477700204
2017-01-0110844.008093044918
2017-02-0111168.85098004766
2017-03-0111379.042862182585
2017-04-0111106.748294311305
2017-05-0111942.740731134938
2017-06-0110633.02977442938
2017-07-0110915.667934168016
2017-08-0111056.986665439603
2017-09-0110589.17199672597
2017-10-0110287.042343469162
2017-11-0110397.692840778684
2017-12-0110709.77217046708
2018-01-019676.937750206022
2018-02-018458.341873977739
2018-03-019134.514103566991
2018-04-019610.063458730909
2018-05-019852.792058664816
2018-06-0110076.670584905161
2018-07-019847.597255280907
2018-08-0110186.116328457148
2018-09-019412.358347312103
2018-10-019483.625667390355
2018-11-019497.553541125468
2018-12-019422.299657398149
2019-01-0110372.054872071603
2019-02-0110478.448293892985
2019-03-0110255.281604218872
2019-04-0110566.676985159498
2019-05-0110327.940526438348
2019-06-0110923.728210898838
2019-07-0110747.710758702045
2019-08-0111046.406724310787
2019-09-0111547.788565715553
2019-10-0112027.835528801843
2019-11-0112172.41713483342
2019-12-0113648.519365998334
2020-01-0113995.837743094628
2020-02-0113377.177167127515
2020-03-0112373.210822146832
2020-04-0112970.16352022355
2020-05-0113246.93268856697
2020-06-0113780.626750832102
2020-07-0113619.417730238343
2020-08-0112963.46207744726
2020-09-0113558.269505088829
2020-10-0113508.238758768975
2020-11-0113280.322076415412
2020-12-0112944.296174209627
2021-01-0113074.361473536552
2021-02-0112384.451007377724
2021-03-0113040.431062009959
2021-04-0114007.436286792747
2021-05-0114214.704131161989
2021-06-0114492.855140910175
2021-07-0116225.507872033955
2021-08-0116005.304263071372
2021-09-0115089.722083945124
2021-10-0115866.229106795005
2021-11-0116723.86249074473
2021-12-0117323.813129306054
2022-01-0116888.807781816864
2022-02-0116906.442643820963
2022-03-0118093.89131280511
2022-04-0118493.626239090634
2022-05-0117135.702821828912
2022-06-0116326.751110980966
2022-07-0117713.83403122599
2022-08-0116735.069907788926
2022-09-0114141.044036259742
2022-10-0115029.738175216376
2022-11-0116284.717893800398
2022-12-0116173.25655816911
2023-01-0117179.89037298563
2023-02-0116783.337446786554
2023-03-0117564.24168141235
2023-04-0117887.584900977326
2023-05-0116917.555242282397
2023-06-0116025.060690864924
2023-07-0115950.119150704379
2023-08-0114988.36520213788
2023-09-0114769.785361405213
2023-10-0116587.124333655436
2023-11-0116528.07466684515
2023-12-0116388.275821679712
2024-01-0116509.01125134036
2024-02-0115886.269293141408
2024-03-0115695.634440898042
2024-04-0115676.57102539325
2024-05-0115621.385215830798
2024-06-0115582.10243474599
2024-07-0116832.599186512336
2024-08-0116832.599186512336
2024-09-0117297.443105364364
2024-10-0116812.95779596993
2024-11-0117975.501945872533
2024-12-0116715.8168551186
2025-01-0116842.45195277477
2025-02-0116682.492306448083
2025-03-0116869.11201002846
2025-04-0118595.347056928797
2025-05-0118512.164666412886
2025-06-0118724.47602275088
2025-07-0118142.33245347266
2025-08-0117710.861189778
2025-09-0117724.55898901081
2025-10-0119046.36698416948
2025-11-0119646.968106096418
2025-12-0119444.781422250853
2026-01-0120413.883113786484
2026-02-0122868.011138394693
2026-03-0121543.339761475487
2026-04-0122094.124176089266
Annual Return Matrix
YearAnnual Return
20170.008955940893010217
2018-0.12021474337420757
20190.44853378286285595
2020-0.05159703942268601
20210.3383356573547993
2022-0.06641474152076765
20230.01329474139838549
20240.01998630222012676
20250.1632564289729348
20260.13624955181068477
Total Factor Risk
0.44195657828090457
VTI.US Exposure
-0.022536194221429943
VEA.US Exposure
0.025880685106506082
VWO.US Exposure
-0.008578763563355577
QQQ.US Exposure
0.05404243269125342
VTV.US Exposure
0.0506731074990721
IJR.US Exposure
-0.008101517916786923
QUAL.US Exposure
0.0047586134130082275
SHV.US Exposure
0.7458839452450262
TLT.US Exposure
-0.012441425014749537
LQD.US Exposure
0.047596359941173255
HYG.US Exposure
-0.004953363223323541
GLD.US Exposure
0.019703836952899043
USO.US Exposure
0.0027985539441784213
VNQ.US Exposure
0.030206093515544815
BTC-USD.CC Exposure
0.0013835460621734153
CPER.US Exposure
-0.004543035000717751
VIX.INDX Exposure
0.0037458723246001453
UUP.US Exposure
-0.003737617304640644
TIP.US Exposure
0.007081727123655369
Idiosyncratic Exposure
0.07113714242591365
Value Score
37.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.2%

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 →30.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.93%
Market Cap$9.6B
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 →
+1.5%
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 →
+13.7%
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 →
3.4% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Severn Trent PLC a high-risk investment?

Severn Trent PLC (SVT.LSE) has an annualized volatility of 44.2% and experienced a maximum drawdown of 29.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SVT.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.7%. 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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