TBC Bank Group PLC

10-Year Study

TBCG.LSE · Financial Services · GB · Common Stock

Executive Summary: TBC Bank Group PLC has compounded at 21.8% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 41.5%.

1Y CAGR
+21.5%
3Y CAGR
+38.5%
5Y CAGR
+43.8%
10Y CAGR
+21.8%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +50.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -11.4%
% 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.
20266.013.2-15.222.5————————24.6%
20257.128.7-4.014.5-5.67.54.5-9.03.9-3.1-6.3-0.537.3%
20243.01.58.67.6-26.36.220.61.6-15.96.710.23.019.4%
20234.84.2-9.75.11.67.40.814.37.9-10.13.51.833.4%
2022-14.5-14.8-8.514.717.3-10.79.228.6-1.812.916.03.950.2%
2021-2.6-10.8-9.4-1.019.10.04.719.92.18.3-0.96.035.3%
2020-4.64.4-44.013.01.37.7-11.414.611.7-9.430.44.3-3.8%
2019-5.44.42.75.40.01.2-11.1-12.70.33.6-3.14.8-11.4%
2018-6.3-4.617.6-0.1-7.45.60.7-9.05.30.4-11.51.7-10.5%
20172.8-5.05.68.64.6-4.35.70.7-1.53.1-7.710.723.8%
2016————————12.41.53.19.328.5%

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 41.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 30.2% of variance. Idiosyncratic stock-specific factors contribute 39.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-08-0110000
2016-09-0111238.937803208233
2016-10-0111407.07983283956
2016-11-0111761.062062327628
2016-12-0112849.557350771362
2017-01-0113203.539580259427
2017-02-0112539.823236129654
2017-03-0113247.787695105788
2017-04-0114380.531098395883
2017-05-0115044.247442525659
2017-06-0114394.776229482957
2017-07-0115221.748176363706
2017-08-0115321.712852633891
2017-09-0115085.435153525106
2017-10-0115557.990551742676
2017-11-0114367.51362491524
2017-12-0115903.32001376375
2018-01-0114903.682663551761
2018-02-0114213.023739509612
2018-03-0116721.204874002393
2018-04-0116703.02935607678
2018-05-0115468.078414646265
2018-06-0116328.4552880511
2018-07-0116440.67771540584
2018-08-0114963.074129946413
2018-09-0115748.636499995227
2018-10-0115804.747041351895
2018-11-0113990.47482918684
2018-12-0114233.624990537088
2019-01-0113466.766582487633
2019-02-0114065.289332542865
2019-03-0114439.367227888617
2019-04-0115224.928253296022
2019-05-0115224.928253296022
2019-06-0115411.924844764513
2019-07-0113703.801314709692
2019-08-0111956.857987176694
2019-09-0111995.679129296283
2019-10-0112422.710347970338
2019-11-0112034.500271415869
2019-12-0112616.81471392687
2020-01-0112034.500271415869
2020-02-0112558.583673068191
2020-03-017036.300073941831
2020-04-017948.593552148623
2020-05-018055.3513568171375
2020-06-018676.486941447725
2020-07-017686.551179001757
2020-08-018812.360266545576
2020-09-019841.115826469726
2020-10-018919.118071214092
2020-11-0111626.88029612231
2020-12-0112131.552454394134
2021-01-0111820.984662078841
2021-02-0110539.89235069808
2021-03-019549.95793289352
2021-04-019452.905749915255
2021-05-0111258.08146294834
2021-06-0111258.08146294834
2021-07-0111782.163519959253
2021-08-0114126.049643891896
2021-09-0114424.487426056487
2021-10-0115618.238554714871
2021-11-0115478.967320776444
2021-12-0116414.072640487128
2022-01-0114026.57172781177
2022-02-0111957.402566947343
2022-03-0110942.714645444283
2022-04-0112554.278131276535
2022-05-0114722.925208221084
2022-06-0113147.009510783151
2022-07-0114353.538766751375
2022-08-0118451.578185452137
2022-09-0118111.662249743746
2022-10-0120457.057061337302
2022-11-0123725.408357511107
2022-12-0124648.364842091363
2023-01-0125842.778878964393
2023-02-0126928.610432776873
2023-03-0124322.614703626914
2023-04-0125571.321326671623
2023-05-0125968.209718879854
2023-06-0127887.59792855302
2023-07-0128113.408938934055
2023-08-0132121.54563302827
2023-09-0134672.3465216211
2023-10-0131187.68814054515
2023-11-0132291.16407892669
2023-12-0132871.94025166578
2024-01-0133859.259341929814
2024-02-0134381.95776293085
2024-03-0137343.917723005754
2024-04-0140189.720834963155
2024-05-0129619.59287754203
2024-06-0131447.747167613725
2024-07-0137933.07907957145
2024-08-0138544.903022444625
2024-09-0132426.664938354243
2024-10-0134608.82835074218
2024-11-0138132.63731108293
2024-12-0139265.28927875721
2025-01-0142033.996030887494
2025-02-0154115.62329440642
2025-03-0151976.16838245153
2025-04-0159527.18643063191
2025-05-0156192.15302234377
2025-06-0160396.30347319531
2025-07-0163129.75776150553
2025-08-0157448.09381616897
2025-09-0159680.362601380926
2025-10-0157837.735935824036
2025-11-0154185.52447805391
2025-12-0153919.909392683294
2026-01-0157147.25988301352
2026-02-0164677.25177348117
2026-03-0154861.36948769297
2026-04-0167178.28479424365
Annual Return Matrix
YearAnnual Return
20170.23765508644615463
2018-0.10499034300898191
2019-0.1135909002580241
2020-0.03846155075869395
20210.3530067732214961
20220.5016605191141559
20230.3336357386081543
20240.1944925969731115
20250.37322073472802186
20260.24589016470712854
Total Factor Risk
0.4148078177359653
VTI.US Exposure
0.16516454218404353
VEA.US Exposure
0.30232438985612425
VWO.US Exposure
-0.020579323391087066
QQQ.US Exposure
-0.03134817752143658
VTV.US Exposure
-0.055616056196007825
IJR.US Exposure
0.04903898522722885
QUAL.US Exposure
-0.009802307845933715
SHV.US Exposure
0.1321684110596497
TLT.US Exposure
0.011378005944660973
LQD.US Exposure
0.005029051748858871
HYG.US Exposure
0.0005505819597343685
GLD.US Exposure
-0.004542372284352513
USO.US Exposure
0.015882496208982955
VNQ.US Exposure
0.0019306362099117708
BTC-USD.CC Exposure
-0.00047542241841765944
CPER.US Exposure
0.009926575778066523
VIX.INDX Exposure
-0.026459923048379092
UUP.US Exposure
-0.004322727709182612
TIP.US Exposure
0.06299813952335262
Idiosyncratic Exposure
0.39675449471418284
Value Score
47.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.5%

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 →6.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.4B
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
$6
Avg Yield on Cost
0.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$6.490.06%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 →
+13.4%
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 →
+16.6%
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 →
0.0% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is TBC Bank Group PLC a high-risk investment?

TBC Bank Group PLC (TBCG.LSE) has an annualized volatility of 41.5% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, TBCG.LSE has generated a Compound Annual Growth Rate (CAGR) of 21.8%. 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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