Young & Co.'s Brewery P.L.C

10-Year Study

YNGN.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Young & Co.'s Brewery P.L.C has compounded at -1.8% annually over the last 10 years, with a maximum drawdown of 58.3% and an annualized volatility of 38.1%.

1Y CAGR
+3.3%
3Y CAGR
-4.4%
5Y CAGR
-2.8%
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 →
58.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +33.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -38.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.322.6-12.60.6————————8.1%
2025-9.21.4-8.310.210.2-3.11.0-5.22.42.3-0.7-1.3-2.3%
2024-8.3-9.9-11.01.01.7-1.919.6-7.3-5.81.03.8-1.3-20.0%
20234.816.0-12.517.33.32.14.8-8.5-5.12.77.81.033.9%
20224.7-9.1-11.610.37.2-5.4-1.5-5.1-12.8-1.211.9-4.6-19.0%
20215.812.7-3.8-2.3-3.15.0-0.65.3-5.4-4.7-0.3-4.13.0%
2020-3.5-2.9-35.30.3-4.92.4-8.0-2.9-13.8-8.642.03.7-38.6%
2019-1.4-0.90.09.8-0.9-7.79.4-1.3-1.30.45.86.318.2%
20180.90.913.8-4.7-0.88.30.0-2.3-5.9-12.19.1-3.50.8%
20171.31.0-0.55.42.0-2.2-1.02.7-2.18.0-2.12.115.1%
2016———4.17.4-5.53.411.51.7-0.7-1.1-3.217.8%

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 38.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.8% of variance. Idiosyncratic stock-specific factors contribute 22.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110414.19994521215
2016-05-0111189.348504572677
2016-06-0110575.688008953366
2016-07-0110934.186974071767
2016-08-0112188.929693609489
2016-09-0112398.05274852377
2016-10-0112308.42837308184
2016-11-0112175.166880510977
2016-12-0111783.391321042749
2017-01-0111934.074003399657
2017-02-0112054.620441955318
2017-03-0111994.346491002148
2017-04-0112645.29608852218
2017-05-0112898.444048494272
2017-06-0112620.94007988724
2017-07-0112499.291738273292
2017-08-0112833.822482685635
2017-09-0112560.115909080267
2017-10-0113563.708142317293
2017-11-0113283.03748284953
2017-12-0113565.395385645583
2018-01-0113688.158800473893
2018-02-0113810.9222153022
2018-03-0115713.760998543674
2018-04-0114977.177582872475
2018-05-0114854.414168044168
2018-06-0116092.739556358902
2018-07-0116092.739556358902
2018-08-0115721.368958703073
2018-09-0114792.941732888163
2018-10-0112997.982624759425
2018-11-0114176.966216500978
2018-12-0113677.337322232159
2019-01-0113489.977218556693
2019-02-0113365.069994989486
2019-03-0113365.069994989486
2019-04-0114676.595110769793
2019-05-0114551.687887202588
2019-06-0113435.250830012501
2019-07-0114696.776179928916
2019-08-0114507.547377441455
2019-09-0114318.318574953992
2019-10-0114381.394842449812
2019-11-0115208.641612542202
2019-12-0116163.158917541945
2020-01-0115590.447363861562
2020-02-0115145.006345088525
2020-03-019799.709729760105
2020-04-019831.527363486943
2020-05-019354.268710987071
2020-06-019576.989220373587
2020-07-018813.376254384197
2020-08-018558.838111270845
2020-09-017381.600296884585
2020-10-016745.254939101198
2020-11-019576.989220373587
2020-12-019926.978801316782
2021-01-0110499.68889164649
2021-02-0111836.013411316266
2021-03-0111390.572392543234
2021-04-0111123.307488609278
2021-05-0110779.680556401046
2021-06-0111314.210364268958
2021-07-0111250.576560165955
2021-08-0111848.740172136866
2021-09-0111212.396277704156
2021-10-0110690.593230656845
2021-11-0110660.411622984673
2021-12-0110223.193171654546
2022-01-0110698.989936830078
2022-02-019721.678018365636
2022-03-018590.05430787025
2022-04-019477.351136262532
2022-05-0110158.896469695765
2022-06-019614.130523856127
2022-07-019470.830445654668
2022-08-018988.821756863701
2022-09-017842.421131252018
2022-10-017751.229507237147
2022-11-018673.450662839321
2022-12-018276.193391742489
2023-01-018673.450662839321
2023-02-0110063.851843353577
2023-03-018805.869265421376
2023-04-0110328.689048517685
2023-05-0110672.978878581696
2023-06-0110892.379045286607
2023-07-0111414.891817411297
2023-08-0110450.253979143155
2023-09-019914.342768238032
2023-10-0110182.298373690592
2023-11-0110975.598334823999
2023-12-0111084.26675595057
2024-01-0110160.577859621355
2024-02-019155.387647447214
2024-03-018150.195971922397
2024-04-018231.698751118
2024-05-018367.534277526212
2024-06-018204.531645836358
2024-07-019814.98564745658
2024-08-019096.140968667905
2024-09-018570.831733403262
2024-10-018653.775913013753
2024-11-018981.469883072426
2024-12-018868.848951772643
2025-01-018052.35195573891
2025-02-018164.9728870386925
2025-03-017489.250225941344
2025-04-018249.437488000525
2025-05-019094.089351021536
2025-06-018810.692469246222
2025-07-018896.791632912045
2025-08-018437.60243454725
2025-09-018638.497068615927
2025-10-018839.39316603528
2025-11-018780.104050086396
2025-12-018663.035996085244
2026-01-018692.303009585532
2026-02-0110653.192914104828
2026-03-019306.91029309158
2026-04-019365.444320092156
Annual Return Matrix
YearAnnual Return
20170.15123015234336967
20180.008252021662783937
20190.1817474802839838
2020-0.385826814426542
20210.029839327379088676
2022-0.19044928010461837
20230.33929528121102326
2024-0.19987048786863437
2025-0.023206275899677276
20260.08108108108108114
Total Factor Risk
0.3813200853921945
VTI.US Exposure
-0.01383407063000302
VEA.US Exposure
0.17693365999104893
VWO.US Exposure
0.005034808657957375
QQQ.US Exposure
0.014054610139950867
VTV.US Exposure
-0.015893892694444373
IJR.US Exposure
0.04147600183223612
QUAL.US Exposure
-0.00814912322254817
SHV.US Exposure
0.4679252549691476
TLT.US Exposure
0.0534187967355817
LQD.US Exposure
0.05029809451234594
HYG.US Exposure
0.004209154744506441
GLD.US Exposure
-0.0032844186124178637
USO.US Exposure
0.009568787972146376
VNQ.US Exposure
0.011775482735126864
BTC-USD.CC Exposure
-0.0011316428052520224
CPER.US Exposure
-0.004533425368002533
VIX.INDX Exposure
-0.006828845017661828
UUP.US Exposure
-0.004166223569633779
TIP.US Exposure
0.0007611366089628485
Idiosyncratic Exposure
0.22236585302095266
Value Score
36.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.1%

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 →33.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.71%
Market Cap$389.0M
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
$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 →
-0.2%
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 →
+5.5%
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 →
12.1% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Young & Co.'s Brewery P.L.C a high-risk investment?

Young & Co.'s Brewery P.L.C (YNGN.LSE) has an annualized volatility of 38.1% and experienced a maximum drawdown of 58.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, YNGN.LSE has generated a Compound Annual Growth Rate (CAGR) of -1.8%. It has had a positive return in 60% 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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