Workspace Group PLC

10-Year Study

WKP.LSE · Real Estate · GB · Common Stock

Executive Summary: Workspace Group PLC has compounded at -4.3% annually over the last 10 years, with a maximum drawdown of 64.0% and an annualized volatility of 34.3%.

1Y CAGR
-4.1%
3Y CAGR
-4.1%
5Y CAGR
-12.1%
10Y CAGR
-4.3%

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 →
64.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.62.5-20.69.4————————-4.1%
2025-2.4-8.0-3.97.1-6.20.8-0.90.6-0.95.4-8.74.6-13.0%
2024-6.5-6.75.1-2.97.511.06.40.85.3-14.91.8-12.8-9.2%
202315.71.3-14.69.35.4-6.08.91.1-2.3-1.79.57.634.8%
20225.3-8.4-11.4-2.66.9-22.08.5-11.2-23.62.73.54.9-43.0%
2021-7.06.94.62.510.5-7.95.87.8-11.3-0.4-3.21.67.4%
20203.4-6.9-32.92.8-6.3-10.7-2.3-8.4-4.414.610.812.5-32.2%
201921.23.3-0.61.1-10.6-0.9-0.90.713.25.59.56.955.5%
20184.2-8.44.611.82.5-5.02.3-2.0-7.7-2.1-13.4-4.7-18.7%
2017-3.85.2-1.110.12.01.04.4-3.10.1-0.35.37.529.7%
2016———6.63.9-20.54.1-2.61.7-9.89.115.43.0%

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 34.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 17.3% of variance. Idiosyncratic stock-specific factors contribute 29.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110664.113331921902
2016-05-0111079.18272869657
2016-06-018805.875094611085
2016-07-019165.70157300377
2016-08-018925.183642169686
2016-09-019074.69499530821
2016-10-018184.1257055393
2016-11-018925.183642169686
2016-12-0110296.788793606762
2017-01-019902.077289932768
2017-02-0110413.574378955049
2017-03-0110295.536883678424
2017-04-0111338.205572798563
2017-05-0111567.724307228651
2017-06-0111679.203632146751
2017-07-0112196.86264480712
2017-08-0111823.625033451264
2017-09-0111830.290400990196
2017-10-0111796.965477530899
2017-11-0112423.471741483281
2017-12-0113356.565769872923
2018-01-0113919.253341010695
2018-02-0112755.953367695134
2018-03-0113340.964751652846
2018-04-0114914.445164622328
2018-05-0115291.005888570828
2018-06-0114524.436937238732
2018-07-0114860.369929812647
2018-08-0114559.329619461496
2018-09-0113437.277589778596
2018-10-0113149.922148047728
2018-11-0111391.582111700227
2018-12-0110857.922005628618
2019-01-0113164.79958530005
2019-02-0113601.317989333114
2019-03-0113525.100794063117
2019-04-0113670.605652583894
2019-05-0112222.47702821851
2019-06-0112111.61600132312
2019-07-0112000.622892187585
2019-08-0112078.779207881751
2019-09-0113677.44138707026
2019-10-0114423.483992589614
2019-11-0115787.675310460263
2019-12-0116881.87138712003
2020-01-0117453.102190689235
2020-02-0116247.46124534793
2020-03-0110901.013357917222
2020-04-0111209.59958407494
2020-05-0110499.131128568086
2020-06-019379.607803801595
2020-07-019159.334826181686
2020-08-018392.335171892593
2020-09-018020.00299386411
2020-10-019189.122242687525
2020-11-0110179.522735181998
2020-12-0111452.89315618744
2021-01-0110656.104171157143
2021-02-0111393.320237411128
2021-03-0111914.58375526271
2021-04-0112212.44834914428
2021-05-0113493.26514571734
2021-06-0112420.952607743693
2021-07-0113139.960467211253
2021-08-0114159.50519312912
2021-09-0112554.102991222466
2021-10-0112508.450392016262
2021-11-0112105.197570146198
2021-12-0112303.020395412113
2022-01-0112960.470274030451
2022-02-0111870.839648714842
2022-03-0110512.63797329948
2022-04-0110236.392753623744
2022-05-0110942.351270612007
2022-06-018532.885989290236
2022-07-019259.77092728241
2022-08-018219.523745898272
2022-09-016282.459210515737
2022-10-016452.680676061989
2022-11-016679.643906280569
2022-12-017007.479683262961
2023-01-018105.190296051814
2023-02-018209.514209177687
2023-03-017010.588401494789
2023-04-017662.2132618991745
2023-05-018073.090483225747
2023-06-017588.383118128613
2023-07-018260.74871870656
2023-08-018350.574213182266
2023-09-018160.940486805367
2023-10-018021.208962143699
2023-11-018783.0746371854
2023-12-019448.459021389284
2024-01-018835.379204282986
2024-02-018245.226184136425
2024-03-018666.281394895654
2024-04-018412.63372369697
2024-05-019046.750987458314
2024-06-0110044.4313170437
2024-07-0110687.821136910325
2024-08-0110775.138983058636
2024-09-0111351.44251034357
2024-10-019657.459066948086
2024-11-019832.096673480068
2024-12-018574.706289296859
2025-01-018370.660284861193
2025-02-017702.077213363353
2025-03-017398.986756936903
2025-04-017924.938237195967
2025-05-017434.643219070072
2025-06-017497.045377715008
2025-07-017433.130973132176
2025-08-017479.880429202196
2025-09-017414.430807857094
2025-10-017816.475747212204
2025-11-017133.93598567233
2025-12-017461.180263927115
2026-01-018030.2173537686895
2026-02-018231.21206703346
2026-03-016537.113769516109
2026-04-017151.583321496978
Annual Return Matrix
YearAnnual Return
20170.2971583702062497
2018-0.1870723213807136
20190.5547976287146537
2020-0.3215862807173505
20210.07422816467692184
2022-0.4304260695303651
20230.34833912454380567
2024-0.09247568625893754
2025-0.12986171045411465
2026-0.04149436570068654
Total Factor Risk
0.3426144633750126
VTI.US Exposure
-0.17476639219970255
VEA.US Exposure
0.128095659858569
VWO.US Exposure
0.08695647908882935
QQQ.US Exposure
0.14673337066615832
VTV.US Exposure
0.14377587355740104
IJR.US Exposure
0.00632321319673872
QUAL.US Exposure
0.17279456091803594
SHV.US Exposure
0.036857856847526356
TLT.US Exposure
-0.023592121425809534
LQD.US Exposure
-0.010221613804868386
HYG.US Exposure
0.06341794164144311
GLD.US Exposure
-0.008643001395576265
USO.US Exposure
0.00350422776186958
VNQ.US Exposure
0.15745532017296618
BTC-USD.CC Exposure
0.0014511729107793319
CPER.US Exposure
-0.01566464922011539
VIX.INDX Exposure
-0.0023971533335003163
UUP.US Exposure
-0.008987262758153149
TIP.US Exposure
0.0010205301987017026
Idiosyncratic Exposure
0.29588598731870697
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
97.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.3%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.10%
Market Cap$673.0M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.80.02%Solid

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 →
-4.0%
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 →
-4.6%
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 →
13.1% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Workspace Group PLC a high-risk investment?

Workspace Group PLC (WKP.LSE) has an annualized volatility of 34.3% and experienced a maximum drawdown of 64.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, WKP.LSE has generated a Compound Annual Growth Rate (CAGR) of -4.3%. It has had a positive return in 40% 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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