Wise plc

10-Year Study

WISE.LSE · Technology · GB · Common Stock

Executive Summary: Wise plc has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 72.6% and an annualized volatility of 67.9%.

1Y CAGR
-1.3%
3Y CAGR
+23.9%
5Y CAGR
+2.2%
10Y CAGR
+2.2%

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 →
72.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +55.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.6%
% 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.
20265.8-8.74.920.3————————21.9%
20254.5-10.9-4.83.512.3-5.4-2.43.8-1.8-6.6-8.60.9-16.4%
2024-7.313.31.2-16.44.9-16.35.1-1.7-4.75.124.920.922.0%
2023-3.78.1-7.21.15.513.218.3-17.67.1-2.917.311.955.3%
2022-20.3-11.1-7.6-20.2-7.0-19.158.43.335.70.7-2.7-13.0-25.6%
2021———————1.88.8-24.5-1.0-6.9-22.9%

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 67.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 65.5% of variance. Idiosyncratic stock-specific factors contribute 17.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110183.486238532108
2021-09-0111080.530071355759
2021-10-018360.85626911315
2021-11-018281.345565749236
2021-12-017712.5382262996945
2022-01-016148.827726809378
2022-02-015463.8124362895005
2022-03-015045.871559633028
2022-04-014026.5035677879714
2022-05-013745.158002038736
2022-06-013031.600407747196
2022-07-014803.261977573904
2022-08-014962.283384301732
2022-09-016733.94495412844
2022-10-016778.797145769623
2022-11-016593.272171253822
2022-12-015737.0030581039755
2023-01-015524.974515800204
2023-02-015971.457696228338
2023-03-015543.323139653415
2023-04-015606.523955147809
2023-05-015916.411824668705
2023-06-016699.286442405709
2023-07-017922.528032619776
2023-08-016525.99388379205
2023-09-016988.786952089705
2023-10-016784.913353720693
2023-11-017959.225280326197
2023-12-018909.27624872579
2024-01-018254.841997961263
2024-02-019355.759429153924
2024-03-019465.851172273191
2024-04-017915.392456676861
2024-05-018302.752293577982
2024-06-016946.992864424057
2024-07-017303.771661569826
2024-08-017181.447502548421
2024-09-016845.056065239552
2024-10-017196.738022426096
2024-11-018990.825688073395
2024-12-0110866.462793068296
2025-01-0111355.759429153924
2025-02-0110117.227319062182
2025-03-019633.02752293578
2025-04-019974.515800203873
2025-05-0111202.854230377166
2025-06-0110601.427115188584
2025-07-0110346.585117227318
2025-08-0110744.13863404689
2025-09-0110550.458715596329
2025-10-019852.191641182468
2025-11-019001.019367991845
2025-12-019082.56880733945
2026-01-019612.640163098878
2026-02-018771.661569826707
2026-03-019204.892966360856
2026-04-0111070.33639143731
Annual Return Matrix
YearAnnual Return
2022-0.25614591593973046
20230.5529495380241649
20240.21967963386727685
2025-0.1641651031894934
20260.21885521885521886
Total Factor Risk
0.6787816857402252
VTI.US Exposure
0.6554373345780327
VEA.US Exposure
0.0506387448801546
VWO.US Exposure
-0.013657497023104807
QQQ.US Exposure
-0.047693464460461736
VTV.US Exposure
-0.011039548433060844
IJR.US Exposure
0.019897190087851527
QUAL.US Exposure
-0.010235430948487988
SHV.US Exposure
0.17198130337976855
TLT.US Exposure
-0.00007002149955618044
LQD.US Exposure
0.006910499200045761
HYG.US Exposure
0.004592879346265881
GLD.US Exposure
0.00013511043190308786
USO.US Exposure
0.0005875656764223407
VNQ.US Exposure
-0.010584455426452304
BTC-USD.CC Exposure
0.0019978835343118727
CPER.US Exposure
-0.0013667670069490419
VIX.INDX Exposure
-0.0108034653119587
UUP.US Exposure
0.0023756692287313667
TIP.US Exposure
0.016440472614314472
Idiosyncratic Exposure
0.17445599715222956
Value Score
39.9
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
67.9%

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 →25.2x
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$9.3B
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 →
+20.3%
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 →
+12.8%
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 →
6.4% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Wise plc a high-risk investment?

Wise plc (WISE.LSE) has an annualized volatility of 67.9% and experienced a maximum drawdown of 72.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, WISE.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.2%. 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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