Whitbread PLC

10-Year Study

WTB.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Whitbread PLC has compounded at -1.8% annually over the last 10 years, with a maximum drawdown of 50.2% and an annualized volatility of 26.8%.

1Y CAGR
-13.7%
3Y CAGR
-6.6%
5Y CAGR
-2.6%
10Y CAGR
-1.8%

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 →
50.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
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 →
29.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +45.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -25.5%
% 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.
20266.8-4.6-11.78.8————————-2.0%
2025-4.5-4.9-8.45.914.0-2.58.13.02.4-8.9-14.02.4-10.5%
2024-1.6-8.10.3-4.4-4.80.7-2.2-0.98.6-2.7-5.43.4-16.8%
202318.31.6-3.38.72.83.03.3-1.70.7-3.9-6.218.345.9%
20220.9-3.2-2.3-1.4-2.0-9.04.8-3.6-8.111.71.4-0.5-12.2%
2021-10.121.80.9-5.3-1.9-1.9-2.45.33.4-1.4-14.36.8-3.4%
2020-7.8-12.9-22.2-1.7-1.3-12.1-1.916.0-16.01.041.22.3-25.5%
20196.7-0.74.6-12.25.4-0.0-2.3-3.3-1.8-5.414.25.38.3%
2018-3.00.1-4.715.70.1-6.1-1.117.42.6-6.75.2-0.417.2%
20173.9-2.53.51.98.0-7.6-3.0-2.30.2-1.9-2.512.18.5%
2016———-2.210.3-17.110.58.1-6.1-7.7-3.49.0-2.5%

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 26.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 21.3% of variance. Idiosyncratic stock-specific factors contribute 31.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019777.777255206422
2016-05-0110789.563148637924
2016-06-018945.193379639988
2016-07-019885.309536398612
2016-08-0110687.09796048239
2016-09-0110031.322203407644
2016-10-019260.273516660609
2016-11-018948.969279256122
2016-12-019754.996681571407
2017-01-0110139.926439238387
2017-02-019881.583924225868
2017-03-0110225.179574108766
2017-04-0110424.102228945703
2017-05-0111260.137487317343
2017-06-0110409.920084569732
2017-07-0110097.648808775484
2017-08-019861.477267814462
2017-09-019882.470285638105
2017-10-019690.908410104594
2017-11-019444.95650407482
2017-12-0110588.515758872794
2018-01-0110273.507616105657
2018-02-0110278.80190708798
2018-03-019794.37717644688
2018-04-0111332.359300526987
2018-05-0111346.120694567275
2018-06-0110657.009065668346
2018-07-0110538.567665282435
2018-08-0112371.71356634026
2018-09-0112697.426060725888
2018-10-0111844.111819737966
2018-11-0112464.998582726192
2018-12-0112413.490493050294
2019-01-0113248.466097309098
2019-02-0113156.294278500905
2019-03-0113766.260707110192
2019-04-0112090.886413870361
2019-05-0112738.87991774566
2019-06-0112736.128579566042
2019-07-0112444.482752944483
2019-08-0112031.775875738642
2019-09-0111814.41654174699
2019-10-0111173.345701391352
2019-11-0112758.350564621263
2019-12-0113437.724880291464
2020-01-0112395.094333274423
2020-02-0110797.87432444337
2020-03-018402.043044966202
2020-04-018263.396222182948
2020-05-018159.511408647161
2020-06-017171.849016835259
2020-07-017036.287455326933
2020-08-018162.73921130838
2020-09-016858.766629903772
2020-10-016929.77503242907
2020-11-019783.021982305692
2020-12-0110005.729874304907
2021-01-018995.47394920498
2021-02-0110957.888245744243
2021-03-0111057.945425099837
2021-04-0110470.512474270645
2021-05-0110270.39775377929
2021-06-0110076.738276830203
2021-07-019831.436489762797
2021-08-0110354.316643389127
2021-09-0110702.903412473348
2021-10-0110554.431363880483
2021-11-019047.116621103469
2021-12-019666.826151424175
2022-01-019753.972843695228
2022-02-019437.662654102523
2022-03-019221.41000564558
2022-04-019092.303687679523
2022-05-018906.008607835543
2022-06-018104.696648233365
2022-07-018497.176034451602
2022-08-018189.733800343294
2022-09-017529.060625130805
2022-10-018412.138882341673
2022-11-018533.524087956719
2022-12-018487.289667793551
2023-01-0110042.742517979117
2023-02-0110201.259754723898
2023-03-019864.410219638548
2023-04-0110723.046608681747
2023-05-0111019.144863834084
2023-06-0111354.481072475603
2023-07-0111733.410706051985
2023-08-0111535.562538314782
2023-09-0111616.04306920547
2023-10-0111159.986245118003
2023-11-0110471.194429887817
2023-12-0112385.21086085772
2024-01-0112181.952270704182
2024-02-0111189.374009965957
2024-03-0111226.63809085711
2024-04-0110728.654924850118
2024-05-0110214.279499419252
2024-06-0110290.376340011131
2024-07-0110065.544798424231
2024-08-019979.07101726614
2024-09-0110840.349486878142
2024-10-0110542.684000036901
2024-11-019972.336117653806
2024-12-0110308.246471422352
2025-01-019842.870913760833
2025-02-019356.50052937483
2025-03-018569.211169094422
2025-04-019073.076518857159
2025-05-0110344.801463183712
2025-06-0110091.007248446562
2025-07-0110913.157745740536
2025-08-0111242.018089370195
2025-09-0111510.110941697498
2025-10-0110480.771474502004
2025-11-019008.326189682428
2025-12-019225.394290638631
2026-01-019854.891783411618
2026-02-019406.2843747688
2026-03-018306.472663257371
2026-04-019037.268603143255
Annual Return Matrix
YearAnnual Return
20170.0854453470882286
20180.172354159519311
20190.08250978142002752
2020-0.2554000053253149
2021-0.033870964651069535
2022-0.12201900242685615
20230.45926571916774384
2024-0.1676971359445657
2025-0.1050471759465319
2026-0.020392156862745092
Total Factor Risk
0.26808042854051994
VTI.US Exposure
-0.14693814721909373
VEA.US Exposure
0.21349785116984987
VWO.US Exposure
0.13973453949042247
QQQ.US Exposure
0.1724743308625066
VTV.US Exposure
-0.00022284169067672902
IJR.US Exposure
0.11660714797179743
QUAL.US Exposure
-0.1048446078163108
SHV.US Exposure
0.04282990396977931
TLT.US Exposure
-0.002502999342434117
LQD.US Exposure
-0.019213945657484268
HYG.US Exposure
0.19410262677066972
GLD.US Exposure
-0.0026920479378336163
USO.US Exposure
0.009290074759004232
VNQ.US Exposure
0.021313140593179233
BTC-USD.CC Exposure
0.024146277040822985
CPER.US Exposure
-0.027632905228382614
VIX.INDX Exposure
0.054757244530482634
UUP.US Exposure
0.002710313475797047
TIP.US Exposure
0.001450540077616355
Idiosyncratic Exposure
0.311133504180288
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.8%

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 →16.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.12%
Market Cap$4.0B
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 →
-0.6%
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 →
-10.7%
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 →
22.8% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Whitbread PLC a high-risk investment?

Whitbread PLC (WTB.LSE) has an annualized volatility of 26.8% and experienced a maximum drawdown of 50.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, WTB.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.8%. 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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