Vistry Group PLC

10-Year Study

VTY.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Vistry Group PLC has compounded at -6.1% annually over the last 10 years, with a maximum drawdown of 76.0% and an annualized volatility of 47.4%.

1Y CAGR
-47.7%
3Y CAGR
-22.2%
5Y CAGR
-21.7%
10Y CAGR
-6.1%

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 →
76.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +77.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -45.9%
% 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.
20263.74.8-52.44.5————————-45.9%
20254.62.3-7.411.0-0.11.5-8.64.75.8-0.33.3-3.612.1%
20249.54.617.0-2.67.5-8.217.0-1.8-3.9-30.4-27.9-12.8-37.7%
202319.010.1-4.74.2-7.6-8.619.5-0.916.5-22.55.223.352.5%
2022-13.6-2.0-6.0-7.38.2-7.610.2-16.2-23.76.42.71.1-42.7%
2021-10.3-0.132.113.37.1-11.21.41.51.01.6-11.59.730.7%
20205.5-7.3-55.040.3-5.4-7.1-13.53.5-10.6-4.151.913.5-28.2%
201917.76.72.04.4-11.85.61.9-2.410.55.04.717.877.2%
2018-6.5-4.111.68.51.9-9.10.7-2.5-0.7-9.7-11.30.3-21.1%
20170.7-5.512.38.8-0.94.85.84.35.37.5-4.84.650.2%
2016———-6.415.8-27.812.39.5-0.6-13.47.30.9-10.4%

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 47.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.3% of variance. Idiosyncratic stock-specific factors contribute 41.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019361.24534661016
2016-05-0110842.725893661938
2016-06-017826.086298358208
2016-07-018786.901867108285
2016-08-019618.89340610896
2016-09-019565.162763731338
2016-10-018280.696814695468
2016-11-018887.401463686949
2016-12-018963.922846531526
2017-01-019024.046670054162
2017-02-018526.658522551143
2017-03-019574.411935821947
2017-04-0110417.548231009638
2017-05-0110321.3511225575
2017-06-0110813.652982298743
2017-07-0111441.760743647565
2017-08-0111928.40276267506
2017-09-0112564.826200840751
2017-10-0113506.613603767753
2017-11-0112863.440406082216
2017-12-0113460.672180512083
2018-01-0112582.052973081527
2018-02-0112065.217848362356
2018-03-0113465.726510778002
2018-04-0114606.588929217007
2018-05-0114890.326079149969
2018-06-0113542.572514501555
2018-07-0113637.151564479209
2018-08-0113300.211911837005
2018-09-0113210.433214131872
2018-10-0111935.58142542878
2018-11-0110585.590836070325
2018-12-0110615.153201712183
2019-01-0112489.864007399336
2019-02-0113321.290403315372
2019-03-0113584.130714904319
2019-04-0114178.077595154704
2019-05-0112498.421888395342
2019-06-0113194.553702637519
2019-07-0113450.0135146568
2019-08-0113130.6874881526
2019-09-0114511.473329703633
2019-10-0115240.955313833541
2019-11-0115957.410413467764
2019-12-0118805.193328553163
2020-01-0119839.644013679826
2020-02-0118387.611458074203
2020-03-018280.89528756448
2020-04-0111616.255398924579
2020-05-0110990.875798537927
2020-06-0110214.540761533668
2020-07-018834.392387926322
2020-08-019143.488651809123
2020-09-018173.070696540533
2020-10-017835.221096253118
2020-11-0111903.787080997281
2020-12-0113506.771709273577
2021-01-0112119.434581071708
2021-02-0112105.058753856132
2021-03-0115996.248862775688
2021-04-0118127.617045590057
2021-05-0119409.36660747802
2021-06-0117234.053503912353
2021-07-0117468.42977853287
2021-08-0117724.781036489236
2021-09-0117900.56408344136
2021-10-0118193.41584758764
2021-11-0116098.19159258835
2021-12-0117656.5618746738
2022-01-0115248.170980003522
2022-02-0114942.46221068164
2022-03-0114041.738507958338
2022-04-0113014.730555419594
2022-05-0114080.491176619491
2022-06-0113006.95142813844
2022-07-0114337.20742281802
2022-08-0112011.204634442409
2022-09-019163.988544415115
2022-10-019753.844865195713
2022-11-0110012.65348638619
2022-12-0110117.795329731554
2023-01-0112042.682767862265
2023-02-0113255.848179692624
2023-03-0112633.090775939772
2023-04-0113161.442372981988
2023-05-0112160.668160595498
2023-06-0111109.434744223134
2023-07-0113279.180515615693
2023-08-0113161.442372981988
2023-09-0115339.598011705524
2023-10-0111891.552406004173
2023-11-0112513.882588496612
2023-12-0115432.106552346295
2024-01-0116903.8333352676
2024-02-0117677.54112971766
2024-03-0120688.273634208108
2024-04-0120150.04212502546
2024-05-0121663.81824460166
2024-06-0119897.746105096092
2024-07-0123278.51277214961
2024-08-0122858.01940560067
2024-09-0121966.5734685169
2024-10-0115297.54867505063
2024-11-0111033.745938244327
2024-12-019620.888226639869
2025-01-0110066.611195181751
2025-02-0110302.08748044916
2025-03-019536.78955333008
2025-04-0110582.977049303856
2025-05-0110576.249155439073
2025-06-0110730.990714329086
2025-07-019812.633201786188
2025-08-0110273.493931523832
2025-09-0110872.276485489529
2025-10-0110835.273069233224
2025-11-0111195.215390999121
2025-12-0110788.17781217974
2026-01-0111188.487497134338
2026-02-0111723.355059384594
2026-03-015584.151907769994
2026-04-015836.447927699361
Annual Return Matrix
YearAnnual Return
20170.5016497141896437
2018-0.2113950136100594
20190.7715423386937046
2020-0.2817531054697877
20210.3072377511608515
2022-0.4269668465725308
20230.5252439933231718
2024-0.376566757493188
20250.1213286713286712
2026-0.45899594636732144
Total Factor Risk
0.4743723289403914
VTI.US Exposure
-0.07922790072589252
VEA.US Exposure
0.5425004731784264
VWO.US Exposure
-0.06817139496294888
QQQ.US Exposure
-0.028890264070689557
VTV.US Exposure
-0.08133865367119679
IJR.US Exposure
0.05017321639719839
QUAL.US Exposure
0.07755355290946031
SHV.US Exposure
0.0036181319059511003
TLT.US Exposure
0.01987940455233218
LQD.US Exposure
-0.04375395025557983
HYG.US Exposure
0.060953479556473164
GLD.US Exposure
0.014142362887391553
USO.US Exposure
0.040845594210338766
VNQ.US Exposure
0.045294488579291435
BTC-USD.CC Exposure
-0.0047232442730202
CPER.US Exposure
0.01953379053840569
VIX.INDX Exposure
0.008232122500003144
UUP.US Exposure
-0.028218336630560246
TIP.US Exposure
0.04119910258225307
Idiosyncratic Exposure
0.41039802479236276
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.4%

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 →7.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.0B
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 →
-30.9%
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 →
-42.2%
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 →
52.9% 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 →
1.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vistry Group PLC a high-risk investment?

Vistry Group PLC (VTY.LSE) has an annualized volatility of 47.4% and experienced a maximum drawdown of 76.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, VTY.LSE has generated a Compound Annual Growth Rate (CAGR) of -6.1%. 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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