Tristel

10-Year Study

TSTL.LSE · Healthcare · GB · Common Stock

Executive Summary: Tristel has compounded at 16.0% annually over the last 10 years, with a maximum drawdown of 51.3% and an annualized volatility of 72.4%.

1Y CAGR
+7.2%
3Y CAGR
+5.8%
5Y CAGR
-6.4%
10Y CAGR
+16.0%

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 →
51.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +63.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -12.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-4.8-10.06.9————————-7.8%
2025-11.8-6.0-14.921.43.410.8-7.0-5.60.62.21.014.42.3%
20242.71.6-8.36.9-9.78.97.1-2.6-17.14.84.40.0-4.8%
2023-16.72.3-0.70.09.2-0.70.0-7.735.9-10.114.62.221.1%
2022-7.7-20.2-4.5-2.319.4-4.71.6-8.51.5-8.319.49.2-11.7%
202112.1-0.28.5-5.91.74.6-5.5-0.50.8-19.0-13.58.3-12.5%
20203.114.0-7.222.2-2.9-14.1-2.918.8-2.02.1-0.79.138.7%
201916.21.7-5.311.8-0.8-5.70.0-5.27.511.97.410.558.4%
20189.00.90.610.9-1.66.7-7.8-5.38.1-16.4-5.75.30.9%
20172.98.120.2-5.36.9-9.132.023.3-15.35.72.8-11.563.0%
2016———0.4-4.3-4.917.18.619.2-1.311.4-9.338.2%

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 72.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.7% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110042.736859314968
2016-05-019615.390065124391
2016-06-019145.306411618845
2016-07-0110708.051990517453
2016-08-0111625.875364451347
2016-09-0113854.906128232376
2016-10-0113680.07847625276
2016-11-0115237.210823183192
2016-12-0113819.798904602305
2017-01-0114218.447369138124
2017-02-0115370.097277854982
2017-03-0118473.21180413635
2017-04-0117491.53927899943
2017-05-0118696.313251042262
2017-06-0117000.713915910517
2017-07-0122444.502575002043
2017-08-0127665.20068666721
2017-09-0123426.17510013897
2017-10-0124764.81648001308
2017-11-0125460.410365405052
2017-12-0122531.338728575713
2018-01-0124559.165099866477
2018-02-0124784.479141121014
2018-03-0124925.64920025069
2018-04-0127644.80776042944
2018-05-0127191.618300226164
2018-06-0129004.387040518814
2018-07-0126738.41794054334
2018-08-0125333.518624485678
2018-09-0127372.88754461974
2018-10-0122886.280280116625
2018-11-0121576.653314804214
2018-12-0122724.34671244448
2019-01-0126396.96994468514
2019-02-0126856.045123845335
2019-03-0125429.706531513122
2019-04-0128435.041826752775
2019-05-0128203.86386550042
2019-06-0126585.607237254422
2019-07-0126585.607237254422
2019-08-0125198.52857026077
2019-09-0127094.198752009594
2019-10-0130330.712008501592
2019-11-0132577.214638001038
2019-12-0135989.176816807
2020-01-0137110.90765415951
2020-02-0142298.96182457288
2020-03-0139249.87601842012
2020-04-0147945.949480912284
2020-05-0146535.77481675249
2020-06-0139954.96335050001
2020-07-0138779.81416387367
2020-08-0146065.723861685605
2020-09-0145125.600152592706
2020-10-0146065.723861685605
2020-11-0145745.453554592765
2020-12-0149912.73876672389
2021-01-0155974.2445298237
2021-02-0155879.538952015035
2021-03-0160615.09032943676
2021-04-0157060.235973732255
2021-05-0158011.2373634159
2021-06-0160674.05651380147
2021-07-0157345.54075042916
2021-08-0157060.235973732255
2021-09-0157535.73666857407
2021-10-0146599.18798877354
2021-11-0140310.580669773015
2021-12-0143669.800267037244
2022-01-0140310.580669773015
2022-02-0132152.494618381974
2022-03-0130712.82596256029
2022-04-0130010.8449821521
2022-05-0135819.39562385896
2022-06-0134125.235020027794
2022-07-0134681.59895364996
2022-08-0131750.761601133545
2022-09-0132239.232676639687
2022-10-0129552.630861876343
2022-11-0135297.34325185972
2022-12-0138560.12425406687
2023-01-0132133.442328128833
2023-02-0132874.977519823435
2023-03-0132639.75585165808
2023-04-0132639.75585165808
2023-05-0135629.65748385514
2023-06-0135380.506280825095
2023-07-0135380.506280825095
2023-08-0132639.75585165808
2023-09-0144350.21117741628
2023-10-0139865.358729120686
2023-11-0145685.746205618685
2023-12-0146700.9782282896
2024-01-0147970.02643123791
2024-02-0148731.45317311098
2024-03-0144671.75672361645
2024-04-0147752.56001525927
2024-05-0143131.34417831548
2024-06-0146982.359192348566
2024-07-0150319.89972478814
2024-08-0149036.23531976348
2024-09-0140666.69936510531
2024-10-0142617.88059620153
2024-11-0144481.88778985804
2024-12-0144481.88778985804
2025-01-0139248.720673587835
2025-02-0136893.80092100602
2025-03-0131392.495708329927
2025-04-0138096.65658464808
2025-05-0139373.63960870868
2025-06-0143630.25695523038
2025-07-0140597.42227308646
2025-08-0138309.49072181804
2025-09-0138522.32485898799
2025-10-0139373.63960870868
2025-11-0139783.100356957955
2025-12-0145505.32712062999
2026-01-0145777.814109376275
2026-02-0143597.918199405976
2026-03-0139238.12637946538
2026-04-0141962.996266928254
Annual Return Matrix
YearAnnual Return
20170.630366612720556
20180.008566201333788603
20190.5837276764087715
20200.38688192344023165
2021-0.1250770575596769
2022-0.1170070845693163
20230.21112105138935422
2024-0.047517001198217446
20250.02300800127024516
2026-0.07784431137724546
Total Factor Risk
0.7235617095311759
VTI.US Exposure
0.04704398542666036
VEA.US Exposure
0.013024682050321758
VWO.US Exposure
-0.003086711756060228
QQQ.US Exposure
0.0054879980893419705
VTV.US Exposure
0.030480214001113767
IJR.US Exposure
0.005484790711309762
QUAL.US Exposure
-0.00014887433356996815
SHV.US Exposure
0.557038825481694
TLT.US Exposure
0.018005530688664114
LQD.US Exposure
0.014854978073412236
HYG.US Exposure
0.11692093656812995
GLD.US Exposure
0.002306009615447116
USO.US Exposure
0.0005194904699190066
VNQ.US Exposure
0.001617551466050164
BTC-USD.CC Exposure
0.0001740954793670645
CPER.US Exposure
0.0014562409248969586
VIX.INDX Exposure
0.009507391031077542
UUP.US Exposure
-0.00062656748271259
TIP.US Exposure
0.03456796010248841
Idiosyncratic Exposure
0.1453714733924485
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
72.4%

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 →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.84%
Market Cap$177.3M
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$6.190.06%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 →
-2.0%
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 →
+1.5%
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 →
12.5% 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 →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tristel a high-risk investment?

Tristel (TSTL.LSE) has an annualized volatility of 72.4% and experienced a maximum drawdown of 51.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TSTL.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.0%. It has had a positive return in 60% 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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