Yu Group PLC

10-Year Study

YU.LSE · Utilities · GB · Common Stock

Executive Summary: Yu Group PLC has compounded at 23.6% annually over the last 10 years, with a maximum drawdown of 94.4% and an annualized volatility of 94.5%.

1Y CAGR
+15.2%
3Y CAGR
+50.2%
5Y CAGR
+52.6%
10Y CAGR
+23.6%

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 →
94.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +149.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -90.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.24.1-6.55.1————————15.9%
2025-10.5-10.25.8-0.34.38.3-12.19.4-5.24.5-4.2-0.7-13.1%
20240.82.046.40.50.4-8.0-8.4-4.31.015.38.5-0.853.7%
202329.89.3-17.14.2-6.87.039.27.523.9-10.56.712.0142.0%
202221.1-11.0-3.1-4.3-10.0-2.51.3-12.515.734.635.836.8124.9%
202197.548.10.9-11.9-8.71.11.01.0-4.1-6.4-3.45.9125.0%
202020.0-4.8-35.01.559.1-16.70.0-9.125.8-15.028.2-8.314.3%
201967.8-4.0-20.813.255.8-4.5-12.5-10.7-30.0-8.02.56.117.4%
201834.27.8-12.83.9-13.1-8.18.27.3-13.5-75.1-41.8-39.2-90.7%
20170.0-6.9-5.747.8-1.82.47.00.330.132.43.00.3149.2%
2016———17.1-6.0-3.22.23.221.913.7-2.00.853.7%

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 94.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.7% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111709.601511056124
2016-05-0111007.028515973454
2016-06-0110655.736859130957
2016-07-0110889.927857491846
2016-08-0111241.219514334343
2016-09-0113700.235315726013
2016-10-0115573.768461914295
2016-11-0115256.894503125763
2016-12-0115374.258285966649
2017-01-0115374.258285966649
2017-02-0114318.010036904481
2017-03-0113496.484194222921
2017-04-0119951.327152834496
2017-05-0119599.24612291416
2017-06-0120068.68577637422
2017-07-0121477.015055356722
2017-08-0121547.82130450866
2017-09-0128023.941221113713
2017-10-0137090.510136221026
2017-11-0138198.439105026344
2017-12-0138316.334295886954
2018-01-0151402.834623244606
2018-02-0155411.31754621572
2018-03-0148337.52870506184
2018-04-0150223.87239603622
2018-05-0143621.67463692708
2018-06-0140084.78279600071
2018-07-0143385.879095904704
2018-08-0146553.504274738974
2018-09-0140291.23223201171
2018-10-0110019.636300223861
2018-11-015836.340775969214
2018-12-013549.449579955496
2019-01-015955.4484026029695
2019-02-015717.233149335456
2019-03-014526.141405094397
2019-04-015121.684697564345
2019-05-017980.298692581492
2019-06-017622.975812680222
2019-07-016670.104481007838
2019-08-015955.4484026029695
2019-09-014168.813365891963
2019-10-013835.3109794572106
2019-11-013930.5981126244487
2019-12-014168.813365891963
2020-01-015002.577070930588
2020-02-014764.356658361911
2020-03-013096.8344075858236
2020-04-013144.4753945188613
2020-05-015002.577070930588
2020-06-014168.813365891963
2020-07-014168.813365891963
2020-08-013787.66483322301
2020-09-014764.356658361911
2020-10-014049.705739258206
2020-11-015193.151337265064
2020-12-014764.356658361911
2021-01-019409.610849391227
2021-02-0113935.74709518446
2021-03-0114054.85988111938
2021-04-0112387.332471042131
2021-05-0111315.353512735992
2021-06-0111434.461139369749
2021-07-0111553.568766003507
2021-08-0111672.681551938427
2021-09-0111196.240726801072
2021-10-0110481.589807697366
2021-11-0110124.261768494933
2021-12-0110719.805060964882
2022-01-0112982.87576351208
2022-02-0111553.568766003507
2022-03-0111196.240726801072
2022-04-0110719.805060964882
2022-05-019647.826102658742
2022-06-019409.610849391227
2022-07-019528.718476024986
2022-08-018337.626731783927
2022-09-019647.826102658742
2022-10-0112982.87576351208
2022-11-0117628.129954541397
2022-12-0124107.655009913597
2023-01-0131301.836143690663
2023-02-0134208.09628494201
2023-03-0128347.935015506275
2023-04-0129539.02675974734
2023-05-0127537.99180393417
2023-06-0129453.681599919924
2023-07-0140995.6935313198
2023-08-0144060.78791815491
2023-09-0154597.06631817308
2023-10-0148850.00724881813
2023-11-0152101.32145180671
2023-12-0158343.87464549152
2024-01-0158824.07144187505
2024-02-0160024.563432833886
2024-03-0187875.95698587435
2024-04-0188356.1537822579
2024-05-0188750.06126670129
2024-06-0181640.25018483197
2024-07-0174775.60393489581
2024-08-0171588.45080116208
2024-09-0172323.94529696164
2024-10-0183356.41432696658
2024-11-0190401.63095828342
2024-12-0189658.60388278686
2025-01-0180246.9293129307
2025-02-0172073.63148246844
2025-03-0176284.1165238486
2025-04-0176036.43911224937
2025-05-0179320.1846823444
2025-06-0185930.19878271449
2025-07-0175506.71302470737
2025-08-0182625.19173252943
2025-09-0178303.25546744041
2025-10-0181862.49740100204
2025-11-0178421.37766755217
2025-12-0177905.44755131828
2026-01-0188224.04987599619
2026-02-0191835.56068963346
2026-03-0185902.36435294367
2026-04-0190287.77034093178
Annual Return Matrix
YearAnnual Return
20171.4922395333283442
2018-0.9073645836643484
20190.17449572729083052
20200.1428567892586683
20211.2500005414478315
20221.2488893102822605
20231.420138940162336
20240.536726938818678
2025-0.13108788027564888
20260.1589403973509933
Total Factor Risk
0.9454747706682674
VTI.US Exposure
0.11412255544188891
VEA.US Exposure
0.023466508885937844
VWO.US Exposure
-0.001695533474358152
QQQ.US Exposure
0.020194619002823093
VTV.US Exposure
-0.0024704861510217364
IJR.US Exposure
0.0025719973871070894
QUAL.US Exposure
-0.0006074943985182197
SHV.US Exposure
0.6472389003974562
TLT.US Exposure
-0.0010677778408265271
LQD.US Exposure
0.005707951882231144
HYG.US Exposure
0.04202815100342224
GLD.US Exposure
0.0011419695728929313
USO.US Exposure
-0.00007987903799168762
VNQ.US Exposure
-0.0036057344752557937
BTC-USD.CC Exposure
-0.0003974056444584152
CPER.US Exposure
0.000615702579163102
VIX.INDX Exposure
-0.0033115740467760334
UUP.US Exposure
-0.0006888920247457649
TIP.US Exposure
0.0026395129817652404
Idiosyncratic Exposure
0.15419690795926463
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
94.5%

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 →8.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.98%
Market Cap$282.3M
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 →
-1.4%
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 →
+8.8%
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 →
9.8% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Yu Group PLC a high-risk investment?

Yu Group PLC (YU.LSE) has an annualized volatility of 94.5% and experienced a maximum drawdown of 94.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, YU.LSE has generated a Compound Annual Growth Rate (CAGR) of 23.6%. It has had a positive return in 80% 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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