XP Power Ltd

10-Year Study

XPP.LSE · Industrials · GB · Common Stock

Executive Summary: XP Power Ltd has compounded at 1.3% annually over the last 10 years, with a maximum drawdown of 86.4% and an annualized volatility of 76.8%.

1Y CAGR
+91.3%
3Y CAGR
-11.9%
5Y CAGR
-21.3%
10Y CAGR
+1.3%

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 →
86.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +103.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -58.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202637.811.8-11.415.5————————57.6%
2025-4.9-17.2-25.3-8.911.718.3-7.03.76.26.9-10.0-1.2-31.1%
20243.8-26.14.80.938.2-2.6-12.213.4-10.6-6.75.70.5-3.7%
202319.2-3.5-11.58.8-5.9-4.83.75.610.5-53.69.513.0-31.0%
2022-4.7-10.7-19.4-7.10.9-11.86.7-35.7-13.74.911.55.2-58.6%
20217.09.2-13.68.1-1.612.0-7.97.4-6.51.8-7.55.810.8%
202015.5-15.4-12.821.8-0.912.77.318.1-1.2-9.713.83.554.5%
2019-2.6-1.024.87.2-13.4-4.0-7.712.75.69.111.86.252.5%
2018-2.6-6.32.89.7-2.33.71.7-14.5-3.0-14.5-8.3-8.5-36.9%
20174.05.512.225.31.4-8.88.70.05.825.9-0.5-0.9103.5%
2016———5.0-6.60.14.31.21.72.72.60.411.5%

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 76.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.9% of variance. Idiosyncratic stock-specific factors contribute 29.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110500.000157473667
2016-05-019806.250696820985
2016-06-019813.697626619853
2016-07-0110236.266406394188
2016-08-0110356.099931530449
2016-09-0110531.011447075933
2016-10-0110817.352905420685
2016-11-0111103.69515113378
2016-12-0111147.769668933657
2017-01-0111590.854905651227
2017-02-0112233.008118712469
2017-03-0113720.01858819187
2017-04-0117185.786489641065
2017-05-0117426.37476087623
2017-06-0115885.503572447653
2017-07-0117265.430372387433
2017-08-0117265.430372387433
2017-09-0118265.984994649047
2017-10-0122990.400562621926
2017-11-0122885.121541327077
2017-12-0122689.759707779267
2018-01-0122094.401370146898
2018-02-0120705.232440583608
2018-03-0121282.604135762464
2018-04-0123350.81999688832
2018-05-0122817.086617446697
2018-06-0123661.993478070533
2018-07-0124064.180440888482
2018-08-0120578.561408746846
2018-09-0119954.292480254375
2018-10-0117055.52742026006
2018-11-0115639.850948022982
2018-12-0114311.319616746885
2019-01-0113937.389729063403
2019-02-0113801.415152872287
2019-03-0117226.033609920087
2019-04-0118466.30803613328
2019-05-0115985.759183706894
2019-06-0115339.253398439248
2019-07-0114159.310284227373
2019-08-0115963.92860899729
2019-09-0116854.894943016578
2019-10-0118393.515832717614
2019-11-0120561.573149353695
2019-12-0121830.091265439507
2020-01-0125210.234434200254
2020-02-0121337.153802012763
2020-03-0118614.660830062607
2020-04-0122679.93177610772
2020-05-0122465.969940166306
2020-06-0125318.79126991176
2020-07-0127173.12560666731
2020-08-0132094.243109109724
2020-09-0131721.043111881263
2020-10-0128642.025029494824
2020-11-0132580.303697418756
2020-12-0133736.12027082952
2021-01-0136109.877567371965
2021-02-0139418.750515726264
2021-03-0134072.983218975955
2021-04-0136827.81970776666
2021-05-0136247.85442126222
2021-06-0140589.1672603424
2021-07-0137388.58737930431
2021-08-0140152.72426297599
2021-09-0137523.359644033924
2021-10-0138180.38309564258
2021-11-0135333.28042218061
2021-12-0137383.78758187843
2022-01-0135624.550806359664
2022-02-0131812.869945016497
2022-03-0125652.692925715895
2022-04-0123838.866328161264
2022-05-0124060.96797804439
2022-06-0121223.047594211774
2022-07-0122637.91701389611
2022-08-0114565.712817159843
2022-09-0112568.77898696559
2022-10-0113185.92853089035
2022-11-0114706.224209749887
2022-12-0115475.150812532638
2023-01-0118440.904383877973
2023-02-0117794.522215440356
2023-03-0115751.081686631178
2023-04-0117144.298476851687
2023-05-0116138.086613037436
2023-06-0115358.153388171964
2023-07-0115920.037548021597
2023-08-0116817.490222459903
2023-09-0118581.892921684564
2023-10-018629.557051765374
2023-11-019448.42012967012
2023-12-0110676.714746527234
2024-01-0111086.146285479606
2024-02-018188.630779047436
2024-03-018582.314951117023
2024-04-018661.051785530943
2024-05-0111967.998830915483
2024-06-0111653.051493259813
2024-07-0110235.788473809294
2024-08-0111605.809392611462
2024-09-0110377.514775754345
2024-10-019684.63063291187
2024-11-0110235.788473809294
2024-12-0110283.030574457645
2025-01-019779.114834208573
2025-02-018094.146577750735
2025-03-016046.988882988875
2025-04-015511.578408974236
2025-05-016157.22045116836
2025-06-017283.157183287383
2025-07-016771.3677595969175
2025-08-017023.325629721454
2025-09-017456.378218998002
2025-10-017968.167642688466
2025-11-017172.925615107898
2025-12-017086.315097252589
2026-01-019763.367467325788
2026-02-0110912.925249768985
2026-03-019668.883266029088
2026-04-0111164.883119893522
Annual Return Matrix
YearAnnual Return
20171.0353631606697573
2018-0.36926085595167424
20190.5253723520991225
20200.5453952922422793
20210.10812349736027382
2022-0.5860464705819664
2023-0.31007362216588963
2024-0.03687315634218291
2025-0.3108728943338438
20260.5755555555555556
Total Factor Risk
0.7677039378664303
VTI.US Exposure
-0.04982679857817057
VEA.US Exposure
0.09891970971717605
VWO.US Exposure
-0.012556774345673996
QQQ.US Exposure
0.09188808704558
VTV.US Exposure
0.13943559360915764
IJR.US Exposure
0.048772530584001404
QUAL.US Exposure
-0.040235223586654316
SHV.US Exposure
0.31894509857753556
TLT.US Exposure
0.06744171979400165
LQD.US Exposure
0.013004592723478786
HYG.US Exposure
-0.007261016933831198
GLD.US Exposure
0.027221352312890676
USO.US Exposure
-0.00047984508116641176
VNQ.US Exposure
-0.0096874149712492
BTC-USD.CC Exposure
0.0005013273982784618
CPER.US Exposure
0.0028907545887147104
VIX.INDX Exposure
-0.002072858695872833
UUP.US Exposure
0.0024583716857283656
TIP.US Exposure
0.01774371324202606
Idiosyncratic Exposure
0.29289708091404915
Value Score
50
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
76.8%

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 →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 →0.00%
Market Cap$356.6M
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 →
+5.8%
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 →
+36.0%
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 →
0.4% 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 →
1.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is XP Power Ltd a high-risk investment?

XP Power Ltd (XPP.LSE) has an annualized volatility of 76.8% and experienced a maximum drawdown of 86.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, XPP.LSE has generated a Compound Annual Growth Rate (CAGR) of 1.3%. It has had a positive return in 50% 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 XP Power Ltd

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

Start a Free Backtest