United Utilities Group PLC

10-Year Study

UU.LSE · Utilities · GB · Common Stock

Executive Summary: United Utilities Group PLC has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 32.3% and an annualized volatility of 38.8%.

1Y CAGR
+23.0%
3Y CAGR
+16.5%
5Y CAGR
+12.1%
10Y CAGR
+8.5%

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 →
32.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.4%
% 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.
20264.411.7-5.63.0————————13.4%
2025-2.7-4.22.911.83.90.4-1.22.0-0.34.73.0-2.018.8%
20240.7-3.90.41.5-2.7-0.05.1-1.32.6-2.211.2-4.55.9%
20236.7-3.84.12.1-6.4-2.23.9-5.20.112.12.6-1.411.8%
2022-2.00.74.72.4-8.1-0.86.9-3.1-15.95.79.0-1.7-4.9%
20213.0-6.87.84.61.61.910.1-1.4-8.47.24.41.726.9%
20207.4-6.8-4.4-0.11.72.2-1.1-7.63.00.94.30.9-0.7%
201912.81.1-3.11.8-3.81.60.73.21.45.4-1.912.234.6%
2018-11.0-9.77.43.94.41.8-5.83.1-5.13.24.7-1.4-6.4%
20171.86.71.5-2.05.7-13.33.51.4-6.1-2.5-1.52.7-3.8%
2016———1.83.29.6-1.7-4.53.2-6.3-6.13.51.8%

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 38.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.1% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110178.765900115239
2016-05-0110509.209162977073
2016-06-0111522.1370395288
2016-07-0111321.752168596997
2016-08-0110815.222971413814
2016-09-0111165.89649554447
2016-10-0110464.54944728316
2016-11-019829.996195840762
2016-12-0110178.148115792623
2017-01-0110358.890925740236
2017-02-0111053.626811630775
2017-03-0111223.073739780892
2017-04-0110997.143922168225
2017-05-0111624.099296561188
2017-06-0110078.208014768354
2017-07-0110426.734085788838
2017-08-0110571.953427067167
2017-09-019927.181500857416
2017-10-019677.403468154176
2017-11-019532.184126875845
2017-12-019793.72616527175
2018-01-018713.405850191304
2018-02-017865.678722220154
2018-03-018446.573489708759
2018-04-018774.80143019681
2018-05-019159.70194603802
2018-06-019324.474596186583
2018-07-018786.901301732478
2018-08-019060.57453593956
2018-09-018601.193594116048
2018-10-018877.310121813149
2018-11-019290.265006851316
2018-12-019162.796088363695
2019-01-0110340.193813734024
2019-02-0110457.1882425376
2019-03-0110136.079613778644
2019-04-0110315.301456126352
2019-05-019924.496314350938
2019-06-0110081.115951678477
2019-07-0110155.808686639257
2019-08-0110482.917654396486
2019-09-0110634.880416097754
2019-10-0111206.677221787359
2019-11-0110990.322191056503
2019-12-0112333.29133560098
2020-01-0113249.724781434868
2020-02-0112343.75016314727
2020-03-0111802.517149170724
2020-04-0111794.673898629773
2020-05-0111996.001978302025
2020-06-0112263.888922726843
2020-07-0112126.455404151024
2020-08-0111199.455236044078
2020-09-0111530.913057385029
2020-10-0111633.313854274598
2020-11-0112131.844919776791
2020-12-0112244.267744592997
2021-01-0112616.382735312309
2021-02-0111754.497034809277
2021-03-0112665.634937843937
2021-04-0113245.697871793918
2021-05-0113456.381468419388
2021-06-0113717.86955945191
2021-07-0115105.98742643581
2021-08-0114887.775562262046
2021-09-0113633.400170056011
2021-10-0114620.287132231253
2021-11-0115267.888684662348
2021-12-0115532.693668424192
2022-01-0115226.03249162685
2022-02-0115325.87513934952
2022-03-0116039.038400429354
2022-04-0116417.014511144658
2022-05-0115090.532376945193
2022-06-0114975.560104149736
2022-07-0116003.293921593948
2022-08-0115511.450588913782
2022-09-0113049.291183852267
2022-10-0113792.196844531703
2022-11-0115034.28790002405
2022-12-0114775.843484428879
2023-01-0115768.4506073603
2023-02-0115172.290476271688
2023-03-0115798.25913598599
2023-04-0116126.147730155984
2023-05-0115090.318327729188
2023-06-0114763.865429520207
2023-07-0115338.082905611955
2023-08-0114539.705433474028
2023-09-0114558.129328188263
2023-10-0116320.702805367311
2023-11-0116750.598902745434
2023-12-0116515.943534164864
2024-01-0116625.06338815198
2024-02-0115978.142268594525
2024-03-0116040.496719478237
2024-04-0116282.116518647865
2024-05-0115837.846059284326
2024-06-0115837.640711255963
2024-07-0116649.99229074775
2024-08-0116432.3982108966
2024-09-0116851.468290609922
2024-10-0116480.75245086352
2024-11-0118323.17150632524
2024-12-0117494.449512402847
2025-01-0117020.27829182461
2025-02-0116308.188757299862
2025-03-0116779.032643723607
2025-04-0118758.909581086544
2025-05-0119482.644785152013
2025-06-0119569.564428988044
2025-07-0119329.55086905722
2025-08-0119715.28495867458
2025-09-0119655.283308929407
2025-10-0120581.04442791606
2025-11-0121206.790337226714
2025-12-0120778.43609029884
2026-01-0121700.76198040423
2026-02-0124241.50877201531
2026-03-0122884.123499784735
2026-04-0123562.816135900026
Annual Return Matrix
YearAnnual Return
2017-0.03776934135242105
2018-0.06442186214531032
20190.3460183132596022
2020-0.007218153580059505
20210.26856860634098334
2022-0.0487262673269534
20230.11776654588753233
20240.05924614456412036
20250.1877159138712985
20260.13400335008375208
Total Factor Risk
0.38821977037570116
VTI.US Exposure
-0.03445917606042599
VEA.US Exposure
0.03633881592166422
VWO.US Exposure
-0.008064554683267656
QQQ.US Exposure
0.05322593744862031
VTV.US Exposure
0.04242477383116462
IJR.US Exposure
-0.013168979808504195
QUAL.US Exposure
-0.01213368110370492
SHV.US Exposure
0.6607239572324328
TLT.US Exposure
-0.027068719476925088
LQD.US Exposure
0.11203436348340703
HYG.US Exposure
-0.003956692550832118
GLD.US Exposure
0.02395921646997886
USO.US Exposure
0.004653604176086352
VNQ.US Exposure
0.047122824180813504
BTC-USD.CC Exposure
0.0019209197771585184
CPER.US Exposure
-0.006902081977346894
VIX.INDX Exposure
0.002682537616245089
UUP.US Exposure
-0.00526637701867676
TIP.US Exposure
0.025450502815596274
Idiosyncratic Exposure
0.10048280972651594
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.8%

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 →3.92%
Market Cap$9.3B
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 →
+1.4%
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 →
+12.7%
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 →
3.0% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is United Utilities Group PLC a high-risk investment?

United Utilities Group PLC (UU.LSE) has an annualized volatility of 38.8% and experienced a maximum drawdown of 32.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, UU.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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