Travis Perkins PLC

10-Year Study

TPK.LSE · Industrials · GB · Common Stock

Executive Summary: Travis Perkins PLC has compounded at -8.0% annually over the last 10 years, with a maximum drawdown of 65.4% and an annualized volatility of 37.6%.

1Y CAGR
-10.0%
3Y CAGR
-11.8%
5Y CAGR
-16.8%
10Y CAGR
-8.0%

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 →
65.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +56.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.611.6-19.11.4————————-9.8%
2025-2.1-8.7-15.63.413.7-4.4-10.49.42.53.81.2-0.2-10.7%
2024-4.7-6.7-0.33.214.1-10.524.6-5.32.1-12.2-5.9-4.1-10.8%
202314.1-1.1-4.73.2-8.9-7.07.2-1.1-2.0-11.02.49.5-2.5%
2022-4.3-1.7-13.6-0.7-1.8-19.88.8-19.4-8.67.712.4-3.8-40.7%
20210.26.57.25.46.82.90.85.8-12.20.5-6.07.225.6%
2020-3.2-5.8-39.623.15.42.7-1.510.9-11.7-2.320.85.1-12.1%
201914.417.3-4.54.7-11.83.47.2-8.53.212.77.44.156.1%
2018-6.8-12.0-4.06.06.05.7-15.9-3.8-7.45.7-0.3-3.1-28.4%
20170.14.7-0.58.91.4-11.04.3-0.9-2.65.05.9-2.611.8%
2016———3.04.1-23.35.86.7-7.3-12.70.78.2-18.1%

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 37.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 24.2% of variance. Idiosyncratic stock-specific factors contribute 22.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110303.830107750005
2016-05-0110722.004721212692
2016-06-018218.53120611532
2016-07-018698.038019789721
2016-08-019283.482642414938
2016-09-018608.827621198798
2016-10-017518.993476170749
2016-11-017569.759573877266
2016-12-018190.232099676925
2017-01-018195.87259522492
2017-02-018585.07743357125
2017-03-018539.952650300005
2017-04-019298.381477490468
2017-05-019431.132931363407
2017-06-018397.97970682689
2017-07-018761.603325599488
2017-08-018686.5703223951
2017-09-018462.718478101275
2017-10-018883.516806392037
2017-11-019403.669908832459
2017-12-019158.204353810728
2018-01-018535.773868537312
2018-02-017510.078250411306
2018-03-017212.013109075047
2018-04-017642.5840381018415
2018-05-018103.307215469633
2018-06-018567.04144134642
2018-07-017202.939838071593
2018-08-016928.914770458116
2018-09-016417.000492888251
2018-10-016785.121440573392
2018-11-016766.734145707725
2018-12-016558.33797983621
2019-01-017502.2480502908165
2019-02-018801.657558865916
2019-03-018403.25334087583
2019-04-018797.961101708011
2019-05-017756.056428866988
2019-06-018023.614743672315
2019-07-018599.65280817328
2019-08-017872.522671508365
2019-09-018127.490594465484
2019-10-019156.3553063445
2019-11-019836.85226937821
2019-12-0110236.204758832375
2020-01-019913.527960455605
2020-02-019335.264979229332
2020-03-015639.497324408663
2020-04-016941.977660263814
2020-05-017315.956927512017
2020-06-017516.30261258615
2020-07-017402.772899711777
2020-08-018210.833665733326
2020-09-017252.513635906176
2020-10-017088.898320650543
2020-11-018561.43861461306
2020-12-018995.520932273681
2021-01-019012.21640602986
2021-02-019599.897409802226
2021-03-0110294.42928183668
2021-04-0110845.577267623743
2021-05-0111586.49173378335
2021-06-0111918.139442254238
2021-07-0112013.3997800305
2021-08-0112711.976136314595
2021-09-0111158.006510645166
2021-10-0111216.158971569299
2021-11-0110540.136408604441
2021-12-0111299.753441230467
2022-01-0110812.725966825403
2022-02-0110623.73087826561
2022-03-019176.931486895388
2022-04-019113.873072308646
2022-05-018946.95190912513
2022-06-017178.333913242004
2022-07-017811.890619916501
2022-08-016298.476386525604
2022-09-015759.878667110285
2022-10-016200.726631434314
2022-11-016967.904450267461
2022-12-016702.633287620315
2023-01-017649.171167339369
2023-02-017566.273570748954
2023-03-017207.55344897714
2023-04-017436.55199979233
2023-05-016778.285369604361
2023-06-016306.320507729763
2023-07-016759.654865218115
2023-08-016688.238887105989
2023-09-016554.7225925184985
2023-10-015831.214394269493
2023-11-015968.4009416221
2023-12-016532.915624393767
2024-01-016228.5819009698325
2024-02-015812.292366013459
2024-03-015794.152375104746
2024-04-015981.624333333632
2024-05-016827.63069788931
2024-06-016108.723827236731
2024-07-017610.088134380712
2024-08-017204.957576316404
2024-09-017355.888327687242
2024-10-016458.396063510604
2024-11-016078.725529703375
2024-12-015826.943897132035
2025-01-015707.047335697024
2025-02-015211.478048129772
2025-03-014396.184869698248
2025-04-014545.011899660432
2025-05-015167.004280241896
2025-06-014939.347066782632
2025-07-014427.118336499288
2025-08-014841.779104666322
2025-09-014963.738443146254
2025-10-015150.800957737801
2025-11-015212.2175033388085
2025-12-015204.028630592007
2026-01-015122.139903123998
2026-02-015715.833177267067
2026-03-014626.71310194254
2026-04-014692.224083916947
Annual Return Matrix
YearAnnual Return
20170.11818618109393819
2018-0.2838838568712122
20190.5607925041838138
2020-0.12120545219537149
20210.2561533152226654
2022-0.40683366920522435
2023-0.025321042632604596
2024-0.10806380609381339
2025-0.10690256805915377
2026-0.09834775767112514
Total Factor Risk
0.37595668853986325
VTI.US Exposure
-0.15967313039626224
VEA.US Exposure
0.24189093400396205
VWO.US Exposure
-0.010874746949249456
QQQ.US Exposure
0.07074865867848462
VTV.US Exposure
0.024661282461453805
IJR.US Exposure
0.21731017364997204
QUAL.US Exposure
0.14395122808985583
SHV.US Exposure
0.11338277470629635
TLT.US Exposure
-0.014908102246071886
LQD.US Exposure
0.013995873874874727
HYG.US Exposure
0.1310107586892948
GLD.US Exposure
0.008019365454161376
USO.US Exposure
0.010542516340061892
VNQ.US Exposure
0.026944539420800977
BTC-USD.CC Exposure
0.00029665508524615096
CPER.US Exposure
-0.0030510844572854538
VIX.INDX Exposure
-0.022564065381798937
UUP.US Exposure
-0.010052941564177981
TIP.US Exposure
-0.005305400250937063
Idiosyncratic Exposure
0.22367471079131845
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.6%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.13%
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.610.01%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 →
-8.0%
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 →
-6.3%
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 →
19.7% 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 →
1.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Travis Perkins PLC a high-risk investment?

Travis Perkins PLC (TPK.LSE) has an annualized volatility of 37.6% and experienced a maximum drawdown of 65.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, TPK.LSE has generated a Compound Annual Growth Rate (CAGR) of -8.0%. It has had a positive return in 30% 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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