Wheaton Precious Metals Corp

10-Year Study

WPM.LSE · Basic Materials · GB · Common Stock

Executive Summary: Wheaton Precious Metals Corp has compounded at 131.6% annually over the last 10 years, with a maximum drawdown of 54.6% and an annualized volatility of 553.8%.

1Y CAGR
+79.1%
3Y CAGR
+46.6%
5Y CAGR
+28.4%
10Y CAGR
+131.6%

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 →
54.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
15.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
304.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +10895.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · 2.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.719.2-19.811.9————————18.3%
20259.90.416.03.53.81.96.86.813.0-11.412.710.098.3%
2024-8.6-16.322.09.610.7-9.05.86.91.27.3-4.5-5.014.7%
202310.4-4.213.91.4-7.2-7.83.11.1-2.95.211.33.828.5%
2022-7.412.412.5-1.8-7.1-10.7-7.8-2.111.1-4.510.42.73.5%
2021-0.7-13.31.910.111.3-5.23.80.4-16.48.28.4-1.42.6%
2020264.2305.8-42.448.858.77.524.0-54.624.7695.4-14.16.010895.7%
2019————-20.70.459.2-16.4-3.7-6.8-7.30.6-11.4%

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 553.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.6% of variance. Idiosyncratic stock-specific factors contribute 44.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-017930.693495613665
2019-06-017960.396517017642
2019-07-0112673.26814942988
2019-08-0110594.05916910352
2019-09-0110198.019932863845
2019-10-019504.950482584396
2019-11-018811.88166179296
2019-12-018861.386487636919
2020-01-0132277.229542678215
2020-02-01130990.10029380723
2020-03-0175445.54846849974
2020-04-01112277.23457858233
2020-05-01178217.82626961754
2020-06-01191584.16323983882
2020-07-01237623.76835949003
2020-08-01107920.79479660172
2020-09-01134554.4628622845
2020-10-011070185.1424582992
2020-11-01919455.6997191098
2020-12-01974374.1499468145
2021-01-01967684.3477981705
2021-02-01838556.0607183995
2021-03-01854878.470370314
2021-04-01941365.4362443839
2021-05-011047699.1682947535
2021-06-01992886.8236802816
2021-07-011030472.4351877254
2021-08-011034179.3329708321
2021-09-01864435.599323829
2021-10-01935162.1687614559
2021-11-011014123.3258651715
2021-12-01999928.7380490128
2022-01-01925801.5414630536
2022-02-011040935.306738304
2022-03-011170839.6994481783
2022-04-011150270.8870490773
2022-05-011068562.2711303073
2022-06-01954243.55538053
2022-07-01879618.8670328693
2022-08-01860948.8005561652
2022-09-01956609.7930638731
2022-10-01913562.3332340841
2022-11-011008194.8108644092
2022-12-011035400.0920774778
2023-01-011142620.7878465503
2023-02-011094611.5127103073
2023-03-011247224.849886371
2023-04-011264881.8140273348
2023-05-011173627.8843368653
2023-06-011081862.7335114114
2023-07-011115670.9521844683
2023-08-011127524.2528129616
2023-09-011095216.9582701067
2023-10-011151754.7154692777
2023-11-011281657.689037202
2023-12-011330266.7001621434
2024-01-011215225.344130144
2024-02-011017548.7054893747
2024-03-011241150.1632647666
2024-04-011360401.2883796638
2024-05-011505833.7012825063
2024-06-011370569.4074475735
2024-07-011450424.2279401273
2024-08-011550428.2898641224
2024-09-011568399.5444420427
2024-10-011682762.0225691595
2024-11-011606630.3704871847
2024-12-011526380.7645061421
2025-01-011677053.5405772382
2025-02-011683604.5308411987
2025-03-011953054.1415862064
2025-04-012021985.463453877
2025-05-012098361.9670271664
2025-06-012137829.5917833177
2025-07-012282544.215889209
2025-08-012438263.163704527
2025-09-012754578.386190645
2025-10-012441558.114282542
2025-11-012752475.31683076
2025-12-013026402.716467394
2026-01-013349835.0678455885
2026-02-013993399.440485874
2026-03-013201320.2126209075
2026-04-013580858.1759728706
Annual Return Matrix
YearAnnual Return
2020108.95730197596343
20210.026226668783847717
20220.03547388196650325
20230.2847851862684605
20240.1474246211831769
20250.9827311682917999
20260.1832061068702291
Total Factor Risk
5.537566088079047
VTI.US Exposure
0.3064202295973505
VEA.US Exposure
-0.00022221464228964086
VWO.US Exposure
0.0042666972990544815
QQQ.US Exposure
0.03839744554803164
VTV.US Exposure
0.023892624410790212
IJR.US Exposure
-0.0006838967696452234
QUAL.US Exposure
0.01044121509744337
SHV.US Exposure
0.010981798730237483
TLT.US Exposure
0.00283033102352728
LQD.US Exposure
0.0020023991677126786
HYG.US Exposure
0.02835752621621828
GLD.US Exposure
0.004441644206666088
USO.US Exposure
-0.000009752435987455884
VNQ.US Exposure
0.02390024864210329
BTC-USD.CC Exposure
-0.0005252130103509881
CPER.US Exposure
0.016191523459730028
VIX.INDX Exposure
0.013278219730664403
UUP.US Exposure
0.07140045599336005
TIP.US Exposure
0.001815346058399025
Idiosyncratic Exposure
0.44282337167698466
Value Score
33.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
553.8%

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 →40.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.64%
Market Cap$45.2B
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
$49
Avg Yield on Cost
0.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$48.780.49%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 →
+3.4%
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 →
+26.7%
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 →
11.1% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Wheaton Precious Metals Corp a high-risk investment?

Wheaton Precious Metals Corp (WPM.LSE) has an annualized volatility of 553.8% and experienced a maximum drawdown of 54.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, WPM.LSE has generated a Compound Annual Growth Rate (CAGR) of 131.6%. It has had a positive return in 100% 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.

Run a Full Backtest on Wheaton Precious Metals Corp

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest