Tate & Lyle PLC

10-Year Study

TATE.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Tate & Lyle PLC has compounded at -2.3% annually over the last 10 years, with a maximum drawdown of 53.2% and an annualized volatility of 39.2%.

1Y CAGR
-37.3%
3Y CAGR
-22.0%
5Y CAGR
-12.2%
10Y CAGR
-2.3%

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 →
53.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +20.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -39.8%
% 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.
20260.50.0-3.9-4.5————————-7.8%
20251.2-17.1-5.07.8-0.9-4.23.8-0.8-15.4-14.1-1.30.1-39.8%
2024-5.5-3.62.86.75.0-11.99.93.00.89.9-0.9-11.91.4%
20235.96.6-2.23.9-3.6-6.02.8-5.4-3.0-8.0-1.26.8-4.8%
20226.86.6-2.86.1-5.22.37.1-4.8-11.03.15.0-2.79.0%
20212.15.55.54.3-4.2-0.80.1-4.5-2.0-6.3-1.55.12.4%
20204.3-11.0-7.08.6-5.42.1-2.54.7-2.4-10.58.65.7-7.4%
20194.21.04.45.8-5.95.22.3-4.82.3-8.610.03.920.0%
2018-8.7-12.7-2.85.519.8-3.0-3.57.41.8-1.47.9-8.1-1.9%
2017-5.211.02.8-1.0-2.4-7.71.51.7-5.1-0.35.44.53.6%
2016———1.76.99.68.21.52.14.1-12.04.427.6%

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 39.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.4% of variance. Idiosyncratic stock-specific factors contribute 21.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110173.009346241399
2016-05-0110873.70093522201
2016-06-0111917.675950131457
2016-07-0112889.273520178445
2016-08-0113076.462408519285
2016-09-0113352.786608852399
2016-10-0113905.439991789219
2016-11-0112231.668607261061
2016-12-0112763.872260560796
2017-01-0112096.36259371028
2017-02-0113422.36152650792
2017-03-0113792.19796354672
2017-04-0113647.871549092552
2017-05-0113314.116715667296
2017-06-0112291.949099130743
2017-07-0112477.62835948278
2017-08-0112691.158512433505
2017-09-0112041.281101201375
2017-10-0112004.145747358027
2017-11-0112655.333495755354
2017-12-0113219.466030131776
2018-01-0112068.638749011641
2018-02-0110537.963158101895
2018-03-0110240.855416002158
2018-04-0110804.985459243282
2018-05-0112944.922991534624
2018-06-0112560.433696690327
2018-07-0112117.674256159456
2018-08-0113018.730348056442
2018-09-0113259.530959082107
2018-10-0113073.104358141552
2018-11-0114111.49922999008
2018-12-0112971.573156921095
2019-01-0113517.951370049677
2019-02-0113659.46031048514
2019-03-0114264.801204912319
2019-04-0115086.33278478534
2019-05-0114194.04548912694
2019-06-0114926.404389978261
2019-07-0115270.05152166017
2019-08-0114542.328623592944
2019-09-0114877.889530107113
2019-10-0113604.37383570564
2019-11-0114971.309594806879
2019-12-0115560.826797839885
2020-01-0116228.12970046091
2020-02-0114443.19887679692
2020-03-0113427.91675821589
2020-04-0114578.295634982915
2020-05-0113784.084335890731
2020-06-0114075.17100398233
2020-07-0113729.406407299623
2020-08-0114374.553152606448
2020-09-0114024.571063869222
2020-10-0112548.742798750645
2020-11-0113624.7861983133
2020-12-0114406.64146634202
2021-01-0114714.256817116291
2021-02-0115530.29046139313
2021-03-0116389.04956711542
2021-04-0117089.728700419557
2021-05-0116363.41578492933
2021-06-0116238.632326864852
2021-07-0116256.224724318514
2021-08-0115517.306664235317
2021-09-0115213.821615780245
2021-10-0114254.986131849813
2021-11-0114034.082218425732
2021-12-0114747.605645311161
2022-01-0115750.995083993608
2022-02-0116794.51920341465
2022-03-0116326.270466544798
2022-04-0117325.203264184398
2022-05-0116426.00057694693
2022-06-0116810.038976302825
2022-07-0118007.871489305307
2022-08-0117142.0226125333
2022-09-0115253.303619071534
2022-10-0115724.362356554202
2022-11-0116514.009895785843
2022-12-0116071.105969407861
2023-01-0117015.667248097645
2023-02-0118131.96739402835
2023-03-0117729.738724747986
2023-04-0118416.69170257638
2023-05-0117761.373651859856
2023-06-0116693.670573265037
2023-07-0117165.048176065473
2023-08-0116245.286149237934
2023-09-0115762.411957050832
2023-10-0114497.739792946797
2023-11-0114328.668931606877
2023-12-0115304.04057162587
2024-01-0114468.008093200346
2024-02-0113945.487482792483
2024-03-0114340.280113217113
2024-04-0115304.04057162587
2024-05-0116070.403469254657
2024-06-0114157.189142436637
2024-07-0115565.806577294696
2024-08-0116027.453805632656
2024-09-0116157.662956369759
2024-10-0117755.67144316948
2024-11-0117601.485115217496
2024-12-0115511.75641479794
2025-01-0115702.819018522587
2025-02-0113016.024975126013
2025-03-0112359.252101397178
2025-04-0113326.497658083708
2025-05-0113207.085087715366
2025-06-0112646.599575410899
2025-07-0113124.060530601853
2025-08-0113013.877616501679
2025-09-0111008.541106472616
2025-10-019456.180182819437
2025-11-019331.792815266872
2025-12-019336.775085856978
2026-01-019381.615521167923
2026-02-019381.615521167923
2026-03-019017.90976809025
2026-04-018611.854714996683
Annual Return Matrix
YearAnnual Return
20170.03569400886114504
2018-0.01875210940030758
20190.1996098398857098
2020-0.07417249394859193
20210.023667152387024437
20220.08974340350072296
2023-0.04772947171415198
20240.01357261451313585
2025-0.3980839541194793
2026-0.07764140875133407
Total Factor Risk
0.3923618039333252
VTI.US Exposure
-0.005386219341602744
VEA.US Exposure
0.02294136453173698
VWO.US Exposure
0.02561568911894761
QQQ.US Exposure
0.013596487589319596
VTV.US Exposure
0.018829132613357523
IJR.US Exposure
0.029071432602777635
QUAL.US Exposure
-0.003950363397922689
SHV.US Exposure
0.6237517912215372
TLT.US Exposure
0.0016761543109241903
LQD.US Exposure
0.0005926473805506092
HYG.US Exposure
0.013575040529264575
GLD.US Exposure
-0.00013507298845058115
USO.US Exposure
0.013730051417184646
VNQ.US Exposure
-0.004395813894991319
BTC-USD.CC Exposure
-0.0001298733389330046
CPER.US Exposure
0.0032319237688499492
VIX.INDX Exposure
0.007326398087390928
UUP.US Exposure
0.0001872422673829998
TIP.US Exposure
0.021838705730999407
Idiosyncratic Exposure
0.21803328179167647
Value Score
29.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.2%

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 →50.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.66%
Market Cap$1.6B
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 →
-5.7%
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 →
-16.7%
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 →
40.3% 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 →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tate & Lyle PLC a high-risk investment?

Tate & Lyle PLC (TATE.LSE) has an annualized volatility of 39.2% and experienced a maximum drawdown of 53.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TATE.LSE has generated a Compound Annual Growth Rate (CAGR) of -2.3%. 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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