Vesuvius PLC

10-Year Study

VSVS.LSE · Basic Materials · GB · Common Stock

Executive Summary: Vesuvius PLC has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 48.3% and an annualized volatility of 36.0%.

1Y CAGR
+24.3%
3Y CAGR
+6.3%
5Y CAGR
-0.3%
10Y CAGR
+6.9%

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 →
48.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +52.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -12.9%
% 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.
202615.88.7-20.58.5————————8.6%
2025-3.0-0.2-4.6-7.95.38.9-9.27.00.10.41.83.80.5%
2024-0.61.32.20.51.7-5.54.8-14.4-3.9-8.516.81.3-7.4%
20231.21.10.01.91.9-3.610.91.3-1.5-7.26.712.025.8%
20221.5-13.3-13.7-1.19.2-13.918.4-1.6-10.99.611.96.5-4.3%
2021-7.24.63.52.54.6-6.10.96.6-13.2-3.3-12.38.7-12.9%
2020-13.0-2.9-23.729.9-8.15.35.30.2-3.31.722.79.513.0%
201911.18.0-2.36.4-19.19.7-8.5-5.9-2.2-12.313.610.22.2%
20183.1-1.9-1.23.16.6-4.76.1-1.44.1-15.7-3.1-3.9-10.5%
201719.5-3.313.94.19.3-8.52.57.42.1-0.3-4.74.252.5%
2016———0.47.3-16.828.3-3.60.23.97.90.525.3%

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 36.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.2% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110042.731908515443
2016-05-0110777.26126253896
2016-06-018967.508109980025
2016-07-0111502.416601623308
2016-08-0111091.392760054845
2016-09-0111116.741456411075
2016-10-0111550.889487163671
2016-11-0112466.721032715313
2016-12-0112526.933293441152
2017-01-0114963.871186463728
2017-02-0114475.84928332499
2017-03-0116494.48268794293
2017-04-0117165.45330647735
2017-05-0118768.63814019544
2017-06-0117181.64655300957
2017-07-0117602.68553385501
2017-08-0118905.571613345684
2017-09-0119298.075704156086
2017-10-0119232.656736686837
2017-11-0118333.173861749307
2017-12-0119101.823658750887
2018-01-0119690.579794966496
2018-02-0119314.429231772763
2018-03-0119085.47013113421
2018-04-0119676.387633488644
2018-05-0120980.34711054489
2018-06-0119994.021029849682
2018-07-0121214.39149286288
2018-08-0120927.638918772947
2018-09-0121788.37262729354
2018-10-0118362.31587710424
2018-11-0117788.49016675547
2018-12-0117096.532440162944
2019-01-0118986.77098212963
2019-02-0120505.711106459185
2019-03-0120033.14904246623
2019-04-0121305.91684908759
2019-05-0117231.05198304129
2019-06-0118907.922402584314
2019-07-0117303.508747218762
2019-08-0116274.698465138621
2019-09-0115918.165335281315
2019-10-0113960.725305906166
2019-11-0115855.247724130026
2019-12-0117477.122303695745
2020-01-0115205.099075566704
2020-02-0114771.665024190304
2020-03-0111269.251336768531
2020-04-0114636.698637076513
2020-05-0113446.189025796997
2020-06-0114154.650847085533
2020-07-0114899.63247061635
2020-08-0114936.152272858633
2020-09-0114439.499476172276
2020-10-0114689.994526158116
2020-11-0118031.30629569529
2020-12-0119742.43801129059
2021-01-0118325.69407780821
2021-02-0119172.060772758825
2021-03-0119834.434496763537
2021-04-0120328.59079413449
2021-05-0121254.33548190937
2021-06-0119950.740280045055
2021-07-0120139.667965591052
2021-08-0121477.111618290113
2021-09-0118649.16559124535
2021-10-0118037.717539073372
2021-11-0115821.21470719803
2021-12-0117204.62017511437
2022-01-0117456.839461008716
2022-02-0115133.336862755194
2022-03-0113054.413485370465
2022-04-0112914.59980970264
2022-05-0114096.638808518988
2022-06-0112139.883616504678
2022-07-0114368.188964598767
2022-08-0114145.194263102858
2022-09-0112597.937813853434
2022-10-0113811.314193181448
2022-11-0115456.293533921063
2022-12-0116457.93860068785
2023-01-0116653.379526665674
2023-02-0116840.680116354353
2023-03-0116848.825309646058
2023-04-0117167.910949772282
2023-05-0117498.22597981527
2023-06-0116871.473512579396
2023-07-0118717.848464434355
2023-08-0118960.05261105172
2023-09-0118676.16566847169
2023-10-0117334.166147372143
2023-11-0118486.90770675167
2023-12-0120697.766701653276
2024-01-0120568.730714664216
2024-02-0120844.011048709424
2024-03-0121299.94759294239
2024-04-0121397.422777302065
2024-05-0121753.679058013495
2024-06-0120551.323217492205
2024-07-0121531.019489694172
2024-08-0118423.48011033167
2024-09-0117698.324771247324
2024-10-0116202.693402199153
2024-11-0118922.02228101354
2024-12-0119171.298223357036
2025-01-0118604.76773085212
2025-02-0118559.44703997265
2025-03-0117698.324771247324
2025-04-0116295.753571232557
2025-05-0117152.92223987473
2025-06-0118686.307089815207
2025-07-0116971.96489552831
2025-08-0118155.47556612008
2025-09-0118165.18957123839
2025-10-0118242.90161218486
2025-11-0118573.177786207376
2025-12-0119272.586154725646
2026-01-0122322.783761874765
2026-02-0124255.870780418314
2026-03-0119292.014164962264
2026-04-0120933.681029956537
Annual Return Matrix
YearAnnual Return
20170.5248603318381373
2018-0.10497904568757155
20190.022261231326577313
20200.12961605853818492
2021-0.12854632415332157
2022-0.043400061543152235
20230.25761598726515045
2024-0.07375039540736106
20250.005283311030298776
20260.08618951612903225
Total Factor Risk
0.360422871144068
VTI.US Exposure
-0.0645326275448665
VEA.US Exposure
0.2849741659979877
VWO.US Exposure
-0.008878424613353524
QQQ.US Exposure
0.0010802671693328234
VTV.US Exposure
0.055451412603762365
IJR.US Exposure
0.15269518197957582
QUAL.US Exposure
-0.03131855540568601
SHV.US Exposure
0.38240189158386373
TLT.US Exposure
-0.00039271577787950806
LQD.US Exposure
-0.01641562852981842
HYG.US Exposure
0.023121337708187955
GLD.US Exposure
-0.005110755729294898
USO.US Exposure
0.00397124641992242
VNQ.US Exposure
-0.054770623990914605
BTC-USD.CC Exposure
-0.00517973169441283
CPER.US Exposure
0.012915340947351962
VIX.INDX Exposure
0.013229928934908949
UUP.US Exposure
0.01316379958997394
TIP.US Exposure
0.08360997320537987
Idiosyncratic Exposure
0.15998451714597883
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.0%

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 →19.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.71%
Market Cap$986.6M
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 →
-2.8%
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 →
+8.0%
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 →
14.3% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vesuvius PLC a high-risk investment?

Vesuvius PLC (VSVS.LSE) has an annualized volatility of 36.0% and experienced a maximum drawdown of 48.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, VSVS.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.9%. 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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