Volex Plc

10-Year Study

VLX.LSE · Industrials · GB · Common Stock

Executive Summary: Volex Plc has compounded at 36.3% annually over the last 10 years, with a maximum drawdown of 51.2% and an annualized volatility of 39.5%.

1Y CAGR
+101.5%
3Y CAGR
+30.3%
5Y CAGR
+11.4%
10Y CAGR
+36.3%

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 →
51.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +104.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.69.4-6.219.9————————29.9%
20252.8-6.9-10.45.013.832.4-1.8-6.74.63.06.05.750.0%
2024-0.6-10.11.111.59.5-8.411.02.7-8.5-2.4-10.6-2.4-10.4%
20231.8-11.8-4.018.32.97.82.912.5-3.2-10.28.95.130.2%
2022-13.2-3.3-8.0-2.35.4-12.231.8-14.9-8.81.46.8-4.8-26.4%
20214.9-6.211.21.00.39.1-5.318.44.93.3-18.8-5.512.9%
20207.5-29.5-2.619.55.28.1-9.831.14.528.99.617.1104.9%
20195.0-6.56.12.63.7-1.2-3.3-5.4-1.612.033.019.475.4%
2018-15.5-3.5-6.818.53.1-4.85.79.4-2.4-7.815.3-2.13.8%
2017-6.0-3.0-7.41.81.243.21.75.9-0.612.013.03.875.4%
2016———-14.1-15.312.241.4-8.85.3-8.010.312.526.6%

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 39.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 26.9% of variance. Idiosyncratic stock-specific factors contribute 41.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018590.166011912304
2016-05-017278.689185608461
2016-06-018163.932443174618
2016-07-0111540.99607147383
2016-08-0110524.590730521539
2016-09-0111081.986382645362
2016-10-0110196.743125079203
2016-11-0111245.92458612228
2016-12-0112655.758574209975
2017-01-0111901.64859851845
2017-02-0111540.99607147383
2017-03-0110688.528933998456
2017-04-0110885.272059077663
2017-05-0111016.405340952293
2017-06-0115770.498035736917
2017-07-0116032.793400997685
2017-08-0116983.61770025691
2017-09-0116885.26053847306
2017-10-0118918.071220377642
2017-11-0121377.086669508415
2017-12-0122196.748885381505
2018-01-0118754.133016900727
2018-02-0118098.380202993056
2018-03-0116865.58910611629
2018-04-0119986.92411377749
2018-05-0120616.409949194138
2018-06-0119619.704842110117
2018-07-0120747.572032580272
2018-08-0122688.56349581226
2018-09-0122137.734588311196
2018-10-0120406.590937892423
2018-11-0123527.897144042123
2018-12-0123029.54459050011
2019-01-0124183.649957949794
2019-02-0122609.87776638518
2019-03-0124000.040322116107
2019-04-0124629.52615753275
2019-05-0125547.574336701193
2019-06-0125232.831418992868
2019-07-0124393.468969251506
2019-08-0123081.99214294766
2019-09-0122714.77287128029
2019-10-0125442.650430294583
2019-11-0133836.10211863919
2019-12-0140393.486250158414
2020-01-0143433.34178177671
2020-02-0130627.757744726445
2020-03-0129835.658575362035
2020-04-0135644.376216863864
2020-05-0137492.59801154365
2020-06-0140528.99736178155
2020-07-0136539.26798078363
2020-08-0147915.951429131004
2020-09-0150057.45901544914
2020-10-0164512.53441780626
2020-11-0170684.38151634198
2020-12-0182778.68342530617
2021-01-0186810.1173949609
2021-02-0181434.8625015841
2021-03-0190572.77565926661
2021-04-0191513.43302496515
2021-05-0191782.20873031417
2021-06-01100113.82357346115
2021-07-0194764.51884194884
2021-08-01112203.37323302728
2021-09-01117745.93610672689
2021-10-01121666.3114480248
2021-11-0198848.86118823517
2021-12-0193425.04694646376
2022-01-0181085.90338820982
2022-02-0178374.01066807986
2022-03-0172136.61132936257
2022-04-0170509.4699369823
2022-05-0174306.14278637343
2022-06-0165221.28201288004
2022-07-0185968.04760313823
2022-08-0173120.67257289663
2022-09-0166696.98505777583
2022-10-0167653.71366689324
2022-11-0172224.74395456274
2022-12-0168792.00700452761
2023-01-0170027.7934586007
2023-02-0161789.23629912098
2023-03-0159317.66339097477
2023-04-0170165.09026393706
2023-05-0172224.74395456274
2023-06-0177854.4314005599
2023-07-0180085.31007707285
2023-08-0190061.34721950207
2023-09-0187151.67451987881
2023-10-0178284.09234916649
2023-11-0185235.53876107417
2023-12-0189588.59920968652
2024-01-0189026.91213234872
2024-02-0180039.9764979666
2024-03-0180882.50711397335
2024-04-0190150.28628702436
2024-05-0198715.97101415881
2024-06-0190431.12982569326
2024-07-01100357.94518496332
2024-08-01103047.34392460917
2024-09-0194271.35056047743
2024-10-0192006.57250492506
2024-11-0182240.44077833206
2024-12-0180248.47063973917
2025-01-0182525.02851349639
2025-02-0176833.6482298591
2025-03-0168865.7100724646
2025-04-0172280.53248234467
2025-05-0182240.44077833206
2025-06-01108847.65152475204
2025-07-01106845.48565108697
2025-08-0199674.65812605846
2025-09-01104263.97737353256
2025-10-01107419.15415721017
2025-11-01113909.97799564521
2025-12-01120390.31808389306
2026-01-01127158.67328717411
2026-02-01139111.30056105345
2026-03-01130470.84711005635
2026-04-01156392.20746304767
Annual Return Matrix
YearAnnual Return
20170.7538852969757381
20180.037518814553381574
20190.7539854551366629
20201.0493077253261727
20210.12861238039336698
2022-0.26366633731585765
20230.3023111711770552
2024-0.10425577196587621
20250.5002194699057052
20260.299043062200957
Total Factor Risk
0.3953067911203347
VTI.US Exposure
-0.028623761376197626
VEA.US Exposure
0.2688714481390639
VWO.US Exposure
0.00020728091409946028
QQQ.US Exposure
-0.0010852540775008362
VTV.US Exposure
-0.07033017847792486
IJR.US Exposure
0.14273950748515343
QUAL.US Exposure
-0.01892106951754328
SHV.US Exposure
0.08391469299083729
TLT.US Exposure
-0.022003008658324264
LQD.US Exposure
0.003664280837381511
HYG.US Exposure
0.20567568913013445
GLD.US Exposure
-0.003460624080833747
USO.US Exposure
0.009801262959821203
VNQ.US Exposure
0.04911648989213976
BTC-USD.CC Exposure
-0.006742164381774155
CPER.US Exposure
-0.0017655784441457244
VIX.INDX Exposure
-0.019214681804549875
UUP.US Exposure
-0.011079895334672936
TIP.US Exposure
0.0024044054338131144
Idiosyncratic Exposure
0.4168311583710232
Value Score
41.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.5%

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 →20.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.26%
Market Cap$879.7M
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 →
+15.2%
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 →
+34.2%
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 →
1.1% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Volex Plc a high-risk investment?

Volex Plc (VLX.LSE) has an annualized volatility of 39.5% and experienced a maximum drawdown of 51.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, VLX.LSE has generated a Compound Annual Growth Rate (CAGR) of 36.3%. It has had a positive return in 80% 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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