Unite Group PLC

10-Year Study

UTG.LSE · Real Estate · GB · Common Stock

Executive Summary: Unite Group PLC has compounded at -0.4% annually over the last 10 years, with a maximum drawdown of 56.7% and an annualized volatility of 48.1%.

1Y CAGR
-46.9%
3Y CAGR
-16.9%
5Y CAGR
-13.7%
10Y CAGR
-0.4%

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 →
56.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +61.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -27.3%
% 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.
20261.2-11.0-9.74.0————————-15.5%
20256.3-2.5-2.68.80.1-1.6-11.7-6.74.9-21.1-6.96.0-27.3%
2024-2.6-5.61.9-2.70.4-4.26.80.5-0.6-6.90.7-8.6-19.7%
20239.6-1.4-2.42.2-6.7-2.811.9-3.4-3.3-3.211.87.518.8%
2022-6.93.38.4-0.62.0-8.19.5-9.8-17.43.83.5-1.4-16.0%
2021-8.11.19.910.4-2.6-5.47.85.6-10.50.0-2.54.78.1%
20201.0-10.9-29.312.3-0.88.2-0.13.0-13.3-0.718.85.6-14.7%
201913.00.50.24.80.82.65.91.55.33.011.20.761.2%
2018-1.0-4.53.97.31.91.41.71.21.8-4.5-2.2-3.43.1%
2017-3.26.61.83.5-2.63.03.43.3-0.83.32.112.236.7%
2016———0.93.8-5.62.2-1.11.3-11.91.08.4-2.4%

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 48.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.2% of variance. Idiosyncratic stock-specific factors contribute 11.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110094.102944648988
2016-05-0110477.119149041368
2016-06-019894.614761008868
2016-07-0110110.060976389443
2016-08-019998.348360764043
2016-09-0110126.021139277302
2016-10-018917.530562784881
2016-11-019006.141540580882
2016-12-019763.368048303735
2017-01-019449.198560708292
2017-02-0110069.479667575102
2017-03-0110254.75736034378
2017-04-0110618.158484055182
2017-05-0110339.165715464544
2017-06-0110650.982416329023
2017-07-0111012.03288445686
2017-08-0111373.0833525847
2017-09-0111282.82073555274
2017-10-0111659.044973177379
2017-11-0111899.523645932877
2017-12-0113350.683714709265
2018-01-0113218.007002097902
2018-02-0112629.249827590174
2018-03-0113126.791762177587
2018-04-0114087.926453250726
2018-05-0114358.360533877998
2018-06-0114552.73396375515
2018-07-0114806.265914343217
2018-08-0114983.739345328568
2018-09-0115252.747688344414
2018-10-0114560.994291082343
2018-11-0114245.006934753643
2018-12-0113766.75827758962
2019-01-0115551.653898252202
2019-02-0115637.055368061943
2019-03-0115671.215529756357
2019-04-0116427.95826701913
2019-05-0116558.753176475202
2019-06-0116994.74118067271
2019-07-0117997.507836228997
2019-08-0118259.099786288538
2019-09-0119229.647755432936
2019-10-0119810.762635359828
2019-11-0122029.56839150371
2019-12-0122188.05329914405
2020-01-0122399.369350861023
2020-02-0119951.64000317115
2020-03-0114114.067107274288
2020-04-0115853.699288282014
2020-05-0115726.942903151285
2020-06-0117021.676752676936
2020-07-0117003.56839320863
2020-08-0117519.6513101868
2020-09-0115192.751626704812
2020-10-0115084.101469894986
2020-11-0117918.03095619469
2020-12-0118923.033185374872
2021-01-0117383.83967974822
2021-02-0117583.029502752164
2021-03-0119321.412831382764
2021-04-0121337.516633605468
2021-05-0120788.053554881735
2021-06-0119670.810185520644
2021-07-0121200.151396711382
2021-08-0122390.65508913737
2021-09-0120039.760817064867
2021-10-0120048.96950498561
2021-11-0119542.449046396785
2021-12-0120454.185871856665
2022-01-0119045.139406876107
2022-02-0119671.381333024176
2022-03-0121329.083683338777
2022-04-0121203.71467516625
2022-05-0121633.3944830561
2022-06-0119877.316237553034
2022-07-0121764.165949890757
2022-08-0119634.452810855553
2022-09-0116213.596805665784
2022-10-0116827.390699843232
2022-11-0117422.298365750925
2022-12-0117186.224774673785
2023-01-0118829.303191521103
2023-02-0118564.898126891927
2023-03-0118121.078155994874
2023-04-0118523.264031261377
2023-05-0117287.091981174297
2023-06-0116804.21234070739
2023-07-0118803.335160437036
2023-08-0118165.932415348696
2023-09-0117559.380160040644
2023-10-0116992.00265626212
2023-11-0118997.39104935141
2023-12-0120425.61997209049
2024-01-0119897.37033459867
2024-02-0118782.179260184967
2024-03-0119134.34497479705
2024-04-0118624.446647577268
2024-05-0118694.689265922014
2024-06-0117901.945055610162
2024-07-0119126.182680250316
2024-08-0119216.4943136725
2024-09-0119110.077599339176
2024-10-0117798.80178368513
2024-11-0117930.945709446183
2024-12-0116396.040072390817
2025-01-0117422.69902146236
2025-02-0116985.60708291101
2025-03-0116548.515144359662
2025-04-0118008.3788191227
2025-05-0118018.842752862773
2025-06-0117736.316541880882
2025-07-0115664.464054789241
2025-08-0114607.608878189581
2025-09-0115322.949814888538
2025-10-0112083.605765009457
2025-11-0111252.458278527327
2025-12-0111923.76970991674
2026-01-0112062.294290997095
2026-02-0110740.98290223063
2026-03-019696.720675624874
2026-04-0110080.327207847396
Annual Return Matrix
YearAnnual Return
20170.36742604075330165
20180.031165037819145036
20190.6117122747236095
2020-0.14715216651724605
20210.08091475988454011
2022-0.1597697956621844
20230.1884878872403899
2024-0.19728066541949196
2025-0.27276527397642203
2026-0.15460232350312775
Total Factor Risk
0.480694991428574
VTI.US Exposure
-0.026880964449870256
VEA.US Exposure
-0.025328295007810017
VWO.US Exposure
0.00138101630031467
QQQ.US Exposure
0.04366061929252087
VTV.US Exposure
0.05318200224578353
IJR.US Exposure
0.01536764274244708
QUAL.US Exposure
0.04968976120959567
SHV.US Exposure
0.5915660851123977
TLT.US Exposure
-0.008708445448967879
LQD.US Exposure
0.05017850523041447
HYG.US Exposure
0.03765368123888679
GLD.US Exposure
-0.0006680365600900171
USO.US Exposure
0.0011333706876028038
VNQ.US Exposure
0.06440957773857395
BTC-USD.CC Exposure
0.0024954786538980067
CPER.US Exposure
-0.001883761658420045
VIX.INDX Exposure
0.0029863696932598887
UUP.US Exposure
0.018367028491941932
TIP.US Exposure
0.019086199896121973
Idiosyncratic Exposure
0.1123121645913988
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
97.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.1%

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 →23.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.14%
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.310.05%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 →
-6.0%
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 →
-21.7%
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 →
45.0% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Unite Group PLC a high-risk investment?

Unite Group PLC (UTG.LSE) has an annualized volatility of 48.1% and experienced a maximum drawdown of 56.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, UTG.LSE has generated a Compound Annual Growth Rate (CAGR) of -0.4%. 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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