Smurfit Westrock Plc

10-Year Study

SWR.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Smurfit Westrock Plc has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 35.3% and an annualized volatility of 44.8%.

1Y CAGR
-1.5%
3Y CAGR
+5.9%
5Y CAGR
-0.6%
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 →
35.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -30.8%
% 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.
20265.315.3-14.12.8————————7.2%
2025-0.3-3.9-15.7-9.52.8-1.58.82.9-10.6-11.9-0.15.9-30.8%
2024-5.514.67.2-0.89.5-7.6-2.24.84.17.48.3-0.244.2%
202310.5-8.8-5.43.8-3.0-7.918.07.2-17.0-1.712.13.76.0%
2022-4.2-4.6-7.92.8-5.8-14.37.7-2.5-9.911.33.23.5-21.4%
20211.7-2.90.311.41.04.72.83.2-6.5-1.0-0.15.921.4%
2020-9.9-1.2-11.99.55.21.6-5.28.013.7-4.210.08.121.6%
20195.8-2.70.67.1-2.08.39.5-2.8-3.05.76.17.045.7%
2018-1.42.813.49.4-0.3-0.62.10.0-2.2-15.5-17.1-2.1-14.7%
201710.53.1-1.2-0.35.89.9-6.15.0-0.5-3.74.96.537.7%
2016———3.24.5-12.86.37.4-7.84.51.23.78.5%

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 44.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.0% of variance. Idiosyncratic stock-specific factors contribute 17.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110317.684665116152
2016-05-0110778.905270841104
2016-06-019400.937031304273
2016-07-019993.121927717015
2016-08-0110733.352648065833
2016-09-019892.583943054618
2016-10-0110335.965099025352
2016-11-0110462.645200635785
2016-12-0110848.444710511108
2017-01-0111982.809621297854
2017-02-0112357.092321753564
2017-03-0112213.13700601371
2017-04-0112181.52620534335
2017-05-0112884.534181474182
2017-06-0114154.674191942553
2017-07-0113292.160406185623
2017-08-0113953.814312857046
2017-09-0113882.948719385215
2017-10-0113370.530733634365
2017-11-0114025.948436066901
2017-12-0114937.575531541972
2018-01-0114729.03404461703
2018-02-0115146.11781880113
2018-03-0117171.955808745734
2018-04-0118791.151985068966
2018-05-0118730.41782248267
2018-06-0118621.09616976049
2018-07-0119009.795290513317
2018-08-0119009.795290513317
2018-09-0118588.157614619864
2018-10-0115700.202004357017
2018-11-0113008.03935723558
2018-12-0112738.822932456593
2019-01-0113473.048745155975
2019-02-0113105.936238973394
2019-03-0113179.358900276755
2019-04-0114120.100553991346
2019-05-0113837.06956024836
2019-06-0114981.772388149291
2019-07-0116403.21638316161
2019-08-0115950.367273373358
2019-09-0115468.88780754843
2019-10-0116345.924458053682
2019-11-0117350.0677883084
2019-12-0118557.58164609541
2020-01-0116714.53358922686
2020-02-0116511.163061694562
2020-03-0114553.719233151765
2020-04-0115939.18260265487
2020-05-0116765.376421193487
2020-06-0117032.300688767627
2020-07-0116142.553930521384
2020-08-0117437.160158082013
2020-09-0119823.847238606842
2020-10-0118989.158672661702
2020-11-0120891.83402989088
2020-12-0122573.69237393535
2021-01-0122967.877785763332
2021-02-0122310.901832605294
2021-03-0122376.599668021365
2021-04-0124930.386129247574
2021-05-0125172.03744283613
2021-06-0126366.87000491405
2021-07-0127111.962755646757
2021-08-0127977.88036283952
2021-09-0126155.18560550886
2021-10-0125905.252433416194
2021-11-0125884.987170642456
2021-12-0127404.852266306407
2022-01-0126249.7546975617
2022-02-0125033.862941164232
2022-03-0123054.661226528195
2022-04-0123689.626387979617
2022-05-0122315.309273152467
2022-06-0119129.390833612113
2022-07-0120600.882128376812
2022-08-0120087.248434946436
2022-09-0118107.56491911022
2022-10-0120155.36007836873
2022-11-0120800.556712483132
2022-12-0121536.921018217203
2023-01-0123788.093908015984
2023-02-0121691.207048063272
2023-03-0120520.036367186935
2023-04-0121294.598224218433
2023-05-0120657.64183122872
2023-06-0119021.823513499236
2023-07-0122452.70024762341
2023-08-0124059.56647495994
2023-09-0119974.568579838942
2023-10-0119638.00082914625
2023-11-0122008.608394865696
2023-12-0122828.07780529149
2024-01-0121569.60746807867
2024-02-0124715.784511612044
2024-03-0126486.423930633428
2024-04-0126282.824507514335
2024-05-0128768.01992512073
2024-06-0126584.06070374989
2024-07-0125989.119456284945
2024-08-0127241.668920941385
2024-09-0128356.825010124227
2024-10-0130458.173733351046
2024-11-0132988.38474947138
2024-12-0132927.35206222119
2025-01-0132843.43141695972
2025-02-0131561.78420108237
2025-03-0126609.10636281711
2025-04-0124086.624974589387
2025-05-0124763.478828758885
2025-06-0124390.862424148323
2025-07-0126548.933234518732
2025-08-0127328.870136168865
2025-09-0124428.2156228441
2025-10-0121527.56110951933
2025-11-0121502.966838951947
2025-12-0122772.04640657939
2026-01-0123985.603588058373
2026-02-0127651.547286146695
2026-03-0123761.922979036044
2026-04-0124418.19703908352
Annual Return Matrix
YearAnnual Return
20170.3769324479359595
2018-0.1471960824193006
20190.45677365518705004
20200.21641347479589035
20210.21401726453707415
2022-0.21412015620692404
20230.05995085304822112
20240.44240581020749414
2025-0.3084154971359926
20260.07228821701454646
Total Factor Risk
0.448473674985579
VTI.US Exposure
0.30505010733667315
VEA.US Exposure
0.13299842443293913
VWO.US Exposure
-0.021036565152612152
QQQ.US Exposure
-0.11668008488947107
VTV.US Exposure
-0.04126787211566004
IJR.US Exposure
0.021839681660136816
QUAL.US Exposure
0.024635329528068513
SHV.US Exposure
0.40985495270150146
TLT.US Exposure
-0.0018435671436507828
LQD.US Exposure
0.03736925428390733
HYG.US Exposure
0.013949464664492877
GLD.US Exposure
0.012146319731979455
USO.US Exposure
0.003877522701695253
VNQ.US Exposure
0.001972668125237927
BTC-USD.CC Exposure
0.009771488859969164
CPER.US Exposure
0.005850351729055095
VIX.INDX Exposure
0.0047669220416514425
UUP.US Exposure
-0.0006273320764584176
TIP.US Exposure
0.026171828316229606
Idiosyncratic Exposure
0.17120110526431517
Value Score
38.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.8%

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 →29.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.73%
Market Cap$15.4B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.690.03%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 →
-1.1%
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 →
19.5% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Smurfit Westrock Plc a high-risk investment?

Smurfit Westrock Plc (SWR.LSE) has an annualized volatility of 44.8% and experienced a maximum drawdown of 35.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SWR.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.6%. 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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