Weir Group PLC

10-Year Study

WEIR.LSE · Industrials · GB · Common Stock

Executive Summary: Weir Group PLC has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 65.8% and an annualized volatility of 37.3%.

1Y CAGR
+30.2%
3Y CAGR
+24.5%
5Y CAGR
+11.8%
10Y CAGR
+12.2%

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 →
65.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +37.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -37.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.49.2-20.69.6————————7.8%
202511.10.2-4.5-2.17.92.67.1-7.610.99.1-6.42.732.6%
2024-3.60.710.32.43.6-6.62.4-1.38.0-2.76.4-1.818.0%
20236.86.6-2.1-0.0-7.93.64.5-0.03.7-9.49.70.715.3%
20221.0-8.53.7-4.31.9-14.222.5-12.7-3.59.216.4-5.8-0.9%
2021-4.74.6-10.37.90.2-3.6-6.61.4-3.43.3-3.92.6-13.4%
2020-10.7-3.2-44.837.61.210.112.56.0-1.314.516.818.837.0%
201915.99.0-5.08.4-11.45.2-3.2-2.2-2.7-4.43.68.219.8%
20184.1-7.8-2.08.52.6-8.7-2.6-3.8-5.9-9.1-7.1-11.9-37.4%
20176.1-6.11.85.3-8.8-4.76.0-2.110.4-0.60.58.214.9%
2016———11.2-0.120.21.72.913.90.06.44.576.8%

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 37.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.3% of variance. Idiosyncratic stock-specific factors contribute 15.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111116.63289386719
2016-05-0111107.368914004262
2016-06-0113349.223679395052
2016-07-0113571.555792732801
2016-08-0113960.638409145724
2016-09-0115899.31508263502
2016-10-0115899.31508263502
2016-11-0116909.38951892876
2016-12-0117676.29753008184
2017-01-0118751.83923920558
2017-02-0117610.82912279436
2017-03-0117928.81642276965
2017-04-0118883.808410096397
2017-05-0117224.006345701415
2017-06-0116417.816609501355
2017-07-0117394.7285844489
2017-08-0117024.82964419102
2017-09-0118791.235544459047
2017-10-0118676.48063152072
2017-11-0118762.547383453213
2017-12-0120302.185441597787
2018-01-0121124.600188819102
2018-02-0119470.20608327871
2018-03-0119073.343357399714
2018-04-0120700.875778493093
2018-05-0121233.90403351823
2018-06-0119382.842646435205
2018-07-0118883.73353590206
2018-08-0118166.56921676828
2018-09-0117085.975768441796
2018-10-0115523.983225457769
2018-11-0114427.711574620187
2018-12-0112705.000439035048
2019-01-0114731.143784999433
2019-02-0116052.542852429997
2019-03-0115249.915312748375
2019-04-0116526.929865342165
2019-05-0114639.70197347956
2019-06-0115401.565052174836
2019-07-0114908.594491119806
2019-08-0114584.92809694983
2019-09-0114196.528423945858
2019-10-0113577.899679016598
2019-11-0114072.008100934043
2019-12-0115221.56748898952
2020-01-0113593.02540073009
2020-02-0113164.462529209444
2020-03-017270.453304254919
2020-04-0110002.91328683419
2020-05-0110122.369391610868
2020-06-0111144.037983451895
2020-07-0112537.69745516227
2020-08-0113292.159333193114
2020-09-0113124.50126412598
2020-10-0115021.136077495243
2020-11-0117551.728425397963
2020-12-0120847.26163516618
2021-01-0119857.029994829143
2021-02-0120768.672092549947
2021-03-0118620.54960835124
2021-04-0120087.559697989265
2021-05-0120118.995515035756
2021-06-0119395.969454051407
2021-07-0118107.096417315177
2021-08-0118353.34402899855
2021-09-0117724.625419153683
2021-10-0118309.66514672052
2021-11-0117597.329078663963
2021-12-0118061.667067130158
2022-01-0118246.346536376495
2022-02-0116700.313541361073
2022-03-0117317.671693901586
2022-04-0116577.991796964783
2022-05-0116891.687444255596
2022-06-0114493.780109919857
2022-07-0117758.335823467525
2022-08-0115498.667806569552
2022-09-0114956.347210244241
2022-10-0116336.203737674405
2022-11-0119007.93734527418
2022-12-0117908.127321525448
2023-01-0119120.600318601042
2023-02-0120375.99324589389
2023-03-0119946.79961600883
2023-04-0119940.392200105594
2023-05-0118363.58364230283
2023-06-0119030.0694764456
2023-07-0119886.205972555657
2023-08-0119880.787803583662
2023-09-0120606.878034248362
2023-10-0118679.457447974346
2023-11-0120495.97233557343
2023-12-0120643.700255457137
2024-01-0119910.529875597662
2024-02-0120058.257795481364
2024-03-0122126.457749513145
2024-04-0122667.42607251044
2024-05-0123485.66488171125
2024-06-0121937.645451630928
2024-07-0122468.395716016246
2024-08-0122180.90603674326
2024-09-0123950.07093762685
2024-10-0123303.19079782538
2024-11-0124797.270177631086
2024-12-0124351.27636677737
2025-01-0127049.5403972371
2025-02-0127094.140458996964
2025-03-0125867.655777463002
2025-04-0125322.28349048973
2025-05-0127327.339540630936
2025-06-0128048.25777959896
2025-07-0130030.785772904754
2025-08-0127755.385099536168
2025-09-0130774.23320316568
2025-10-0133579.9417024985
2025-11-0131447.161621393872
2025-12-0132286.660163956334
2026-01-0136597.598625763574
2026-02-0139955.59279601343
2026-03-0131742.120568780683
2026-04-0134805.15579164372
Annual Return Matrix
YearAnnual Return
20170.14855418149910427
2018-0.37420528072788795
20190.19807689594583033
20200.36958704484580807
2021-0.1336192070107255
2022-0.008500862353073457
20230.15275594621463018
20240.17959842787099833
20250.3258713702582452
20260.07800421644413214
Total Factor Risk
0.3725550837949127
VTI.US Exposure
0.09238191042154516
VEA.US Exposure
0.23486019530804672
VWO.US Exposure
-0.029313097554932253
QQQ.US Exposure
-0.08440953640303667
VTV.US Exposure
-0.11273414800342547
IJR.US Exposure
0.07561193541308485
QUAL.US Exposure
0.1447219474776814
SHV.US Exposure
0.2731841908086399
TLT.US Exposure
-0.014223791779381347
LQD.US Exposure
-0.008949771757338208
HYG.US Exposure
0.16415983991950617
GLD.US Exposure
0.0610396381437293
USO.US Exposure
-0.00019096733330787143
VNQ.US Exposure
0.0032424196371159306
BTC-USD.CC Exposure
-0.007428767313649513
CPER.US Exposure
0.027302890624984477
VIX.INDX Exposure
-0.01295002081310371
UUP.US Exposure
0.018066494289691655
TIP.US Exposure
0.016951802271151752
Idiosyncratic Exposure
0.15867683664299767
Value Score
37.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.3%

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 →30.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.42%
Market Cap$7.5B
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 →
-2.2%
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 →
+7.5%
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 →
13.5% 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 →
1.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Weir Group PLC a high-risk investment?

Weir Group PLC (WEIR.LSE) has an annualized volatility of 37.3% and experienced a maximum drawdown of 65.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, WEIR.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 70% 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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