Victrex plc

10-Year Study

VCT.LSE · Basic Materials · GB · Common Stock

Executive Summary: Victrex plc has compounded at -3.8% annually over the last 10 years, with a maximum drawdown of 75.4% and an annualized volatility of 45.9%.

1Y CAGR
-16.0%
3Y CAGR
-22.2%
5Y CAGR
-19.7%
10Y CAGR
-3.8%

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 →
75.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +40.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -35.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.97.8-19.410.2————————2.3%
2025-3.6-6.9-4.3-6.0-3.8-1.3-11.53.90.8-10.1-2.33.6-35.3%
2024-7.3-9.85.6-2.52.8-11.0-4.0-6.4-5.6-12.31.324.7-26.0%
202318.2-4.7-9.15.2-6.8-10.110.9-2.7-6.5-2.06.24.0-1.3%
2022-12.5-4.6-6.1-0.1-3.51.68.4-9.2-4.6-1.07.4-10.1-31.0%
20211.9-9.74.46.22.95.94.10.0-10.1-3.90.56.36.8%
2020-9.3-5.4-6.01.32.1-4.1-4.13.1-5.20.88.017.8-4.0%
20195.62.6-8.112.8-18.39.6-5.71.93.81.84.78.415.9%
2018-3.36.1-0.92.17.73.78.20.45.4-20.6-7.6-6.6-9.0%
2017-1.62.5-0.60.80.8-2.25.13.316.41.10.39.740.1%
2016———-15.03.15.6-2.23.03.011.7-2.112.618.1%

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 45.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.6% of variance. Idiosyncratic stock-specific factors contribute 16.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018495.145335871914
2016-05-018756.068448930391
2016-06-019242.949653371299
2016-07-019041.084826877583
2016-08-019310.237295427685
2016-09-019591.625003634372
2016-10-0110711.054891064843
2016-11-0110490.839580491953
2016-12-0111812.134294416144
2017-01-0111622.504707579006
2017-02-0111909.74636558178
2017-03-0111841.192157208528
2017-04-0111940.907887658132
2017-05-0112034.390553562642
2017-06-0111769.022581366673
2017-07-0112365.001418592281
2017-08-0112779.049833921135
2017-09-0114874.387596657632
2017-10-0115043.771125670553
2017-11-0115081.411804322059
2017-12-0116549.40302254222
2018-01-0116009.885678375009
2018-02-0116990.510159230096
2018-03-0116833.190840663676
2018-04-0117187.159544978687
2018-05-0118511.26578908412
2018-06-0119189.34624844577
2018-07-0120769.799624077794
2018-08-0120861.992919770768
2018-09-0121994.651916600833
2018-10-0117464.01687944284
2018-11-0116133.801091888483
2018-12-0115066.994992074697
2019-01-0115904.671358821373
2019-02-0116322.117554457125
2019-03-0115000.20618521437
2019-04-0116920.455644619542
2019-05-0113824.402219655094
2019-06-0115155.271718856862
2019-07-0114286.85475192308
2019-08-0114552.982853941625
2019-09-0115113.251742265062
2019-10-0115379.378894121324
2019-11-0116107.72863897425
2019-12-0117466.379933028762
2020-01-0115836.310033390604
2020-02-0114978.747720323154
2020-03-0114078.307434126673
2020-04-0114264.112617793993
2020-05-0114564.259379859486
2020-06-0113971.112976385237
2020-07-0113392.257963737628
2020-08-0113806.746304201293
2020-09-0113084.965031177673
2020-10-0113185.014268586932
2020-11-0114235.527935816159
2020-12-0116765.33500156492
2021-01-0117078.004902457287
2021-02-0115416.833340966303
2021-03-0116101.702709805808
2021-04-0117107.148279854715
2021-05-0117602.584745448672
2021-06-0118649.61511776596
2021-07-0119411.421976759408
2021-08-0119411.421976759408
2021-09-0117448.304996010265
2021-10-0116759.74899753129
2021-11-0116847.64946005128
2021-12-0117902.45881094032
2022-01-0115659.31380420462
2022-02-0114938.464640375929
2022-03-0114033.567142932341
2022-04-0114018.230573599665
2022-05-0113534.14854723038
2022-06-0113750.571760150915
2022-07-0114902.249205141745
2022-08-0113526.419927259376
2022-09-0112908.068569030904
2022-10-0112776.669677414206
2022-11-0113727.383049751068
2022-12-0112343.824201735413
2023-01-0114589.56410165292
2023-02-0113907.290576157502
2023-03-0112637.94218414563
2023-04-0113296.416995058586
2023-05-0112395.505428372111
2023-06-0111139.149555352556
2023-07-0112355.494094836456
2023-08-0112019.398893136959
2023-09-0111243.17902254526
2023-10-0111019.115554745595
2023-11-0111707.310491558852
2023-12-0112179.444227279577
2024-01-0111290.117989251383
2024-02-0110188.440933827087
2024-03-0110759.987298230664
2024-04-0110486.638913059962
2024-05-0110783.911434233853
2024-06-019595.001880371148
2024-07-019209.862152357
2024-08-018623.780205421284
2024-09-018138.1693679463515
2024-10-017133.457323176224
2024-11-017225.555602641375
2024-12-019008.91993343543
2025-01-018682.118268979157
2025-02-018086.972724071544
2025-03-017736.8873329876
2025-04-017273.024759898742
2025-05-016999.450236105824
2025-06-016910.399127066912
2025-07-016117.840265939019
2025-08-016358.27978060373
2025-09-016411.710255994622
2025-10-015761.6339294588115
2025-11-015628.057265900444
2025-12-015832.875196754853
2026-01-016233.064545093656
2026-02-016717.647306983559
2026-03-015415.92498582833
2026-04-015967.019107193318
Annual Return Matrix
YearAnnual Return
20170.4010510387073305
2018-0.08957471326598976
20190.15924774264650354
2020-0.04013681908625932
20210.06782589249002546
2022-0.3104955954881452
2023-0.013316778639210214
2024-0.2603176495313957
2025-0.3525444515155587
20260.022997905134863217
Total Factor Risk
0.458650937596381
VTI.US Exposure
-0.04394554955956071
VEA.US Exposure
0.14811348122556453
VWO.US Exposure
-0.005049291715851299
QQQ.US Exposure
-0.003378605380850772
VTV.US Exposure
-0.024466512499566325
IJR.US Exposure
0.05468073583580585
QUAL.US Exposure
0.07893066212837574
SHV.US Exposure
0.5760585293149819
TLT.US Exposure
-0.0014799840536661936
LQD.US Exposure
-0.002382044636538832
HYG.US Exposure
-0.002769710278504488
GLD.US Exposure
-0.0005178601026209664
USO.US Exposure
0.01391179773930781
VNQ.US Exposure
0.024154157783093603
BTC-USD.CC Exposure
-0.001095830359525772
CPER.US Exposure
-0.0014502086408089484
VIX.INDX Exposure
0.0026055932175583518
UUP.US Exposure
0.01864836121327183
TIP.US Exposure
0.008060999112175789
Idiosyncratic Exposure
0.16137127965735895
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.9%

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 →18.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.10%
Market Cap$501.0M
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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.380.04%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 →
-1.0%
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 →
24.7% 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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Victrex plc a high-risk investment?

Victrex plc (VCT.LSE) has an annualized volatility of 45.9% and experienced a maximum drawdown of 75.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, VCT.LSE has generated a Compound Annual Growth Rate (CAGR) of -3.8%. It has had a positive return in 40% 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.

Run a Full Backtest on Victrex plc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest