Tesco PLC

10-Year Study

TSCO.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Tesco PLC has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 28.3% and an annualized volatility of 22.5%.

1Y CAGR
+31.7%
3Y CAGR
+28.3%
5Y CAGR
+21.8%
10Y CAGR
+15.1%

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 →
28.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +38.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.8%
% 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.
2026-3.813.0-1.64.4————————11.8%
20251.12.1-12.611.67.43.46.0-0.65.44.2-2.0-1.924.5%
2024-1.3-2.76.4-0.17.8-1.68.46.71.4-3.57.10.531.8%
20239.73.74.25.8-4.8-4.83.93.0-0.63.56.01.634.8%
20222.4-2.4-4.7-1.4-1.9-1.42.8-5.3-16.86.15.8-1.5-18.8%
20213.5-6.01.8-3.43.7-0.14.59.5-0.77.82.54.830.3%
2020-3.3-7.50.12.8-0.1-0.1-4.80.7-2.8-1.910.51.9-5.4%
201917.41.32.77.6-7.80.1-1.5-1.89.9-1.3-2.511.238.2%
2018-0.10.9-2.314.65.04.51.4-5.3-2.7-10.4-7.4-3.8-7.7%
2017-5.9-3.2-1.5-1.30.2-8.13.23.83.5-2.67.07.81.7%
2016———-10.3-4.15.9-10.86.610.015.2-1.0-0.97.8%

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 22.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 17.4% of variance. Idiosyncratic stock-specific factors contribute 33.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018972.887694613004
2016-05-018607.925674548607
2016-06-019118.871100906501
2016-07-018133.4743475987625
2016-08-018673.092207349842
2016-09-019538.577774413621
2016-10-0110988.003975312693
2016-11-0110881.121890432198
2016-12-0110784.668693571515
2017-01-0110145.983406293497
2017-02-019822.729929647057
2017-03-019676.74652335356
2017-04-019554.221106443343
2017-05-019577.686104487926
2017-06-018800.832068269969
2017-07-019082.377001498451
2017-08-019431.695689533124
2017-09-019757.556388184517
2017-10-019508.573695372741
2017-11-0110171.656132648728
2017-12-0110968.407758307716
2018-01-0110955.301561669912
2018-02-0111049.652160139503
2018-03-0110792.80574934504
2018-04-0112365.33908604253
2018-05-0112984.323026396021
2018-06-0113565.63541224245
2018-07-0113755.878514668428
2018-08-0113026.606280040873
2018-09-0112672.535719642336
2018-10-0111359.841492115956
2018-11-0110521.03088997383
2018-12-0110124.26356491352
2019-01-0111881.762482075348
2019-02-0112036.212351223641
2019-03-0112361.084828631221
2019-04-0113303.74276530937
2019-05-0112263.825635720625
2019-06-0112280.078721283762
2019-07-0112095.905119546736
2019-08-0111873.814660157022
2019-09-0113054.689985884555
2019-10-0112890.82047594417
2019-11-0112572.928625195016
2019-12-0113986.97510383332
2020-01-0113532.070933259321
2020-02-0112523.601666940005
2020-03-0112540.043986358341
2020-04-0112885.339702804727
2020-05-0112869.507136919805
2020-06-0112858.23020088225
2020-07-0112238.145900704088
2020-08-0112328.34036302062
2020-09-0111978.839449792054
2020-10-0111754.043647139135
2020-11-0112983.78335947564
2020-12-0113235.45036956671
2021-01-0113693.031848758694
2021-02-0112876.733066723858
2021-03-0113108.71975587431
2021-04-0112659.06507261674
2021-05-0113124.83967687268
2021-06-0113107.205885032723
2021-07-0113698.0430415908
2021-08-0115000.238294484325
2021-09-0114891.477888374453
2021-10-0116058.167683623422
2021-11-0116465.721338430034
2021-12-0117248.10520841656
2022-01-0117670.531242509493
2022-02-0117239.176173915726
2022-03-0116421.09719190976
2022-04-0116183.111088683396
2022-05-0115868.84271582822
2022-06-0115654.398705920778
2022-07-0116089.412295715045
2022-08-0115237.76182606465
2022-09-0112670.566285816012
2022-10-0113438.904798550046
2022-11-0114213.6282017317
2022-12-0114007.45441216255
2023-01-0115363.216863399792
2023-02-0115931.759468350987
2023-03-0116600.26660947599
2023-04-0117562.422641900863
2023-05-0116718.25041386145
2023-06-0115923.363092109228
2023-07-0116538.758597875254
2023-08-0117032.35758750664
2023-09-0116936.205763082016
2023-10-0117528.85115425643
2023-11-0118575.251295551043
2023-12-0118880.72379847015
2024-01-0118627.24855376274
2024-02-0118120.29806434792
2024-03-0119277.1897510944
2024-04-0119257.69165534768
2024-05-0120764.45571437182
2024-06-0120430.626167818187
2024-07-0122139.85643458186
2024-08-0123615.396907498285
2024-09-0123949.233462713222
2024-10-0123117.270322664746
2024-11-0124752.096641028984
2024-12-0124880.453264143827
2025-01-0125143.915851208923
2025-02-0125684.353724332526
2025-03-0122448.475826426296
2025-04-0125042.584626080912
2025-05-0126901.91939198461
2025-06-0127824.07699434962
2025-07-0129495.046979056722
2025-08-0129307.83862697522
2025-09-0130888.67722731752
2025-10-0132197.790028917734
2025-11-0131560.001850286582
2025-12-0130964.265639477268
2026-01-0129800.827863073187
2026-02-0133683.62622528922
2026-03-0133157.976627516284
2026-04-0134626.29117062866
Annual Return Matrix
YearAnnual Return
20170.017037061587781954
2018-0.07696141609567919
20190.38153012455210544
2020-0.05373032615612805
20210.3031747864112322
2022-0.18788445206564897
20230.3479054254194953
20240.3177700987374128
20250.24452176617300836
20260.11826618379357168
Total Factor Risk
0.2250237102116693
VTI.US Exposure
-0.07821329087474467
VEA.US Exposure
0.16915226507981804
VWO.US Exposure
0.018410325700630694
QQQ.US Exposure
0.16573574154571732
VTV.US Exposure
0.09580045938650758
IJR.US Exposure
-0.02577759556793298
QUAL.US Exposure
-0.05853847175053275
SHV.US Exposure
0.1735421783120159
TLT.US Exposure
-0.058732253344904284
LQD.US Exposure
0.1726275210443142
HYG.US Exposure
-0.002911058106645363
GLD.US Exposure
-0.0005002551357875414
USO.US Exposure
-0.0015944771516782574
VNQ.US Exposure
-0.0008729228552349283
BTC-USD.CC Exposure
0.0014453042553406658
CPER.US Exposure
-0.011464686443186182
VIX.INDX Exposure
-0.010897000238913223
UUP.US Exposure
-0.0050547756288462226
TIP.US Exposure
0.11949467509278681
Idiosyncratic Exposure
0.3383483166812752
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.5%

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 →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.02%
Market Cap$31.0B
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 →
+3.7%
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 →
+11.3%
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 →
1.4% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tesco PLC a high-risk investment?

Tesco PLC (TSCO.LSE) has an annualized volatility of 22.5% and experienced a maximum drawdown of 28.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TSCO.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.1%. 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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