Yellow Cake PLC

10-Year Study

YCA.LSE · Energy · GB · Common Stock

Executive Summary: Yellow Cake PLC has compounded at 14.5% annually over the last 10 years, with a maximum drawdown of 39.8% and an annualized volatility of 41.7%.

1Y CAGR
+31.7%
3Y CAGR
+16.9%
5Y CAGR
+18.7%
10Y CAGR
+14.5%

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 →
39.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +65.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -19.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.4-6.9-6.23.9————————4.6%
2025-1.5-9.4-6.12.512.29.4-7.05.510.53.3-11.313.218.4%
202412.4-11.6-2.17.0-0.9-8.8-4.4-5.56.3-3.00.6-8.3-19.2%
202311.2-3.8-7.81.84.54.05.68.120.1-1.42.89.065.1%
2022-6.210.312.9-0.2-5.9-12.915.012.6-3.55.6-7.6-5.410.2%
2021-12.92.123.0-7.35.51.93.5-5.923.67.5-5.11.936.5%
2020-7.0-2.83.317.1-0.9-3.03.52.3-11.2-4.42.627.723.9%
20194.80.0-6.6-4.1-2.3-2.63.7-5.2-1.0-6.43.74.1-12.2%
2018———————13.7-0.7-2.90.8-4.65.5%

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 41.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 22.7% of variance. Idiosyncratic stock-specific factors contribute 27.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-07-0110000
2018-08-0111370.967741935485
2018-09-0111290.322580645163
2018-10-0110967.74193548387
2018-11-0111059.907834101383
2018-12-0110552.99539170507
2019-01-0111059.907834101383
2019-02-0111059.907834101383
2019-03-0110334.10138248848
2019-04-019907.834101382488
2019-05-019677.41935483871
2019-06-019423.963133640553
2019-07-019769.585253456222
2019-08-019262.672811059907
2019-09-019170.506912442397
2019-10-018580.645161290322
2019-11-018894.009216589862
2019-12-019262.672811059907
2020-01-018617.511520737327
2020-02-018377.880184331798
2020-03-018654.377880184333
2020-04-0110138.248847926268
2020-05-0110046.082949308757
2020-06-019746.543778801844
2020-07-0110092.165898617512
2020-08-0110322.58064516129
2020-09-019161.290322580646
2020-10-018755.760368663594
2020-11-018986.175115207374
2020-12-0111474.654377880184
2021-01-0110000
2021-02-0110207.373271889403
2021-03-0112557.603686635945
2021-04-0111635.94470046083
2021-05-0112281.10599078341
2021-06-0112511.520737327188
2021-07-0112949.308755760369
2021-08-0112188.940092165898
2021-09-0115069.124423963134
2021-10-0116198.15668202765
2021-11-0115368.663594470047
2021-12-0115668.202764976959
2022-01-0114700.460829493088
2022-02-0116221.198156682029
2022-03-0118317.972350230415
2022-04-0118276.497695852537
2022-05-0117198.15668202765
2022-06-0114976.958525345623
2022-07-0117216.589861751152
2022-08-0119382.488479262673
2022-09-0118700.460829493088
2022-10-0119751.15207373272
2022-11-0118248.84792626728
2022-12-0117262.67281105991
2023-01-0119188.9400921659
2023-02-0118451.612903225803
2023-03-0117013.824884792626
2023-04-0117327.188940092165
2023-05-0118110.599078341013
2023-06-0118838.709677419356
2023-07-0119889.400921658987
2023-08-0121493.087557603685
2023-09-0125806.451612903224
2023-10-0125437.78801843318
2023-11-0126152.07373271889
2023-12-0128502.304147465435
2024-01-0132050.69124423963
2024-02-0128341.01382488479
2024-03-0127741.93548387097
2024-04-0129677.41935483871
2024-05-0129400.921658986175
2024-06-0126820.276497695853
2024-07-0125645.16129032258
2024-08-0124239.631336405528
2024-09-0125760.368663594472
2024-10-0124976.958525345624
2024-11-0125115.20737327189
2024-12-0123032.25806451613
2025-01-0122682.02764976958
2025-02-0120552.99539170507
2025-03-0119290.322580645163
2025-04-0119769.585253456222
2025-05-0122184.331797235023
2025-06-0124262.672811059907
2025-07-0122571.428571428572
2025-08-0123801.843317972347
2025-09-0126290.32258064516
2025-10-0127165.89861751152
2025-11-0124101.382488479263
2025-12-0127281.105990783413
2026-01-0131474.654377880182
2026-02-0129308.755760368666
2026-03-0127488.479262672812
2026-04-0128548.387096774193
Annual Return Matrix
YearAnnual Return
2019-0.12227074235807855
20200.23880597014925375
20210.36546184738955834
20220.10176470588235298
20230.6510945008008542
2024-0.19191592562651572
20250.1844737895158064
20260.04645270270270263
Total Factor Risk
0.4165651017232594
VTI.US Exposure
-0.01784246531238211
VEA.US Exposure
0.013137188763643537
VWO.US Exposure
0.0013847323914985732
QQQ.US Exposure
0.04661044902626846
VTV.US Exposure
0.015586104444753054
IJR.US Exposure
0.02727964737840783
QUAL.US Exposure
-0.009232506523282136
SHV.US Exposure
0.22699609654733655
TLT.US Exposure
0.08641949723757836
LQD.US Exposure
0.05311825523237623
HYG.US Exposure
0.027383631175913623
GLD.US Exposure
0.012239567737381577
USO.US Exposure
0.0012080648539813433
VNQ.US Exposure
0.03602598892984876
BTC-USD.CC Exposure
-0.0008189755446132103
CPER.US Exposure
0.01905392048174986
VIX.INDX Exposure
0.001194649229489185
UUP.US Exposure
0.1163667861487811
TIP.US Exposure
0.06842507209090688
Idiosyncratic Exposure
0.2754642957103627
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
41.7%

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$1.5B
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 →
+0.8%
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 →
+9.5%
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 →
14.2% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Yellow Cake PLC a high-risk investment?

Yellow Cake PLC (YCA.LSE) has an annualized volatility of 41.7% and experienced a maximum drawdown of 39.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, YCA.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.5%. It has had a positive return in 75% 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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