ZIGUP plc

10-Year Study

ZIG.LSE · Industrials · GB · Common Stock

Executive Summary: ZIGUP plc has compounded at 7.3% annually over the last 10 years, with a maximum drawdown of 69.0% and an annualized volatility of 26.3%.

1Y CAGR
+30.7%
3Y CAGR
+11.5%
5Y CAGR
+8.3%
10Y CAGR
+7.3%

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 →
69.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +71.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -17.6%
% 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.
2026-0.47.5-6.87.8————————7.6%
2025-4.41.1-5.56.311.42.0-5.6-1.03.76.4-1.014.228.7%
2024-2.3-2.510.30.813.4-3.30.6-1.2-4.1-7.97.1-13.0-5.2%
20235.3-7.0-14.48.8-0.70.4-8.3-1.95.3-0.66.83.6-5.1%
2022-11.9-1.614.1-8.1-5.0-10.68.9-6.7-11.615.013.511.00.5%
2021-7.712.012.018.25.83.66.03.3-5.4-1.0-0.812.171.1%
2020-14.5-7.1-43.729.26.0-12.8-0.413.52.0-3.835.711.6-10.3%
2019-2.6-1.23.9-1.6-11.87.1-5.31.62.36.4-8.30.5-10.4%
20186.5-19.55.09.912.2-2.47.4-3.71.6-8.02.8-0.37.4%
20173.110.9-1.6-1.8-1.7-16.6-2.6-4.17.64.6-6.4-7.7-17.6%
2016———0.0-2.2-17.317.113.22.6-1.4-0.419.028.7%

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 26.3%. The dominant macroeconomic risk driver is HYG.US, accounting for 24.7% of variance. Idiosyncratic stock-specific factors contribute 28.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110002.481932293647
2016-05-019781.746861924687
2016-06-018091.517687333587
2016-07-019474.205971852416
2016-08-0110727.35831114492
2016-09-0111007.645492582731
2016-10-0110850.946177253709
2016-11-0110812.262267021682
2016-12-0112867.035945226324
2017-01-0113271.576645112209
2017-02-0114720.097945987067
2017-03-0114484.495055154051
2017-04-0114221.139216432104
2017-05-0113984.119437048306
2017-06-0111669.237352605554
2017-07-0111369.009128946367
2017-08-0110901.202928870292
2017-09-0111730.082731076454
2017-10-0112269.945796880946
2017-11-0111489.382845188286
2017-12-0110601.754469379994
2018-01-0111290.000950931913
2018-02-019093.177063522253
2018-03-019551.255230125524
2018-04-0110495.639977177636
2018-05-0111779.31723088627
2018-06-0111502.225180677064
2018-07-0112356.124001521493
2018-08-0111894.08520349943
2018-09-0112080.020920502093
2018-10-0111110.04659566375
2018-11-0111422.589387599848
2018-12-0111386.25427919361
2019-01-0111086.458729554965
2019-02-0110954.545454545454
2019-03-0111379.269684290604
2019-04-0111196.714530239635
2019-05-019873.188474705212
2019-06-0110572.98402434386
2019-07-0110010.103651578547
2019-08-0110173.326359832636
2019-09-0110409.913465195892
2019-10-0111073.692468619247
2019-11-0110157.58368200837
2019-12-0110207.707303157094
2020-01-018730.710346139216
2020-02-018107.089197413465
2020-03-014562.286040319513
2020-04-015894.869722327882
2020-05-016249.348611639406
2020-06-015448.488018257894
2020-07-015428.794218333967
2020-08-016164.011981742108
2020-09-016288.0658044883985
2020-10-016050.137885127425
2020-11-018208.47280334728
2020-12-019161.249524534043
2021-01-018455.211106884748
2021-02-019471.215290985165
2021-03-0110607.759604412324
2021-04-0112536.444465576264
2021-05-0113259.699505515406
2021-06-0113741.8695321415
2021-07-0114568.448079117536
2021-08-0115050.622860403195
2021-09-0114235.655192088245
2021-10-0114094.009128946369
2021-11-0113987.771015595285
2021-12-0115673.559338151388
2022-01-0113806.380753138077
2022-02-0113590.932864206921
2022-03-0115511.9769874477
2022-04-0114255.22061620388
2022-05-0113537.072080639027
2022-06-0112100.779764168885
2022-07-0113178.000190186383
2022-08-0112298.26930391784
2022-09-0110871.296120197796
2022-10-0112504.806960821606
2022-11-0114194.646253328263
2022-12-0115752.030239634842
2023-01-0116593.158044883985
2023-02-0115427.04925827311
2023-03-0113209.528337771015
2023-04-0114375.637124381898
2023-05-0114280.054203119056
2023-06-0114337.404906808675
2023-07-0113152.177634081401
2023-08-0112902.681627995436
2023-09-0113586.002282236592
2023-10-0113505.610498288323
2023-11-0114430.10174971472
2023-12-0114952.881323697222
2024-01-0114603.223659186002
2024-02-0114233.002092050208
2024-03-0115693.32445796881
2024-04-0115816.731647014076
2024-05-0117935.227272727276
2024-06-0117338.759984785087
2024-07-0117441.59851654622
2024-08-0117237.718714340055
2024-09-0116529.31723088627
2024-10-0115219.850703689617
2024-11-0116293.186572841385
2024-12-0114173.155192088247
2025-01-0113555.971852415367
2025-02-0113710.265310003806
2025-03-0112960.8311144922
2025-04-0113776.393115252948
2025-05-0115341.394066184861
2025-06-0115649.985736021303
2025-07-0114768.295930011413
2025-08-0114620.26435907189
2025-09-0115154.868771395966
2025-10-0116131.104982883226
2025-11-0115968.395777862306
2025-12-0118234.11943704831
2026-01-0118162.799543552683
2026-02-0119517.87751996957
2026-03-0118186.572841384557
2026-04-0119612.970711297072
Annual Return Matrix
YearAnnual Return
2017-0.17605309299588545
20180.07399716830637892
2019-0.10350611773971219
2020-0.10251643660466214
20210.7108538847432575
20220.005006578262822803
2023-0.050733074008886936
2024-0.05214554404128591
20250.2865250672783839
20260.0756192959582791
Total Factor Risk
0.2628794874649983
VTI.US Exposure
-0.11256607553809032
VEA.US Exposure
0.17199931907393087
VWO.US Exposure
-0.03917590690012257
QQQ.US Exposure
0.014158159433120421
VTV.US Exposure
0.004171013087904327
IJR.US Exposure
-0.0034818613136731046
QUAL.US Exposure
0.10986294163881252
SHV.US Exposure
0.08478030144882726
TLT.US Exposure
0.0891968438752236
LQD.US Exposure
-0.031120057424876422
HYG.US Exposure
0.2474036184930291
GLD.US Exposure
-0.00177430050451135
USO.US Exposure
-0.00041938068768231074
VNQ.US Exposure
0.05998885045683695
BTC-USD.CC Exposure
-0.011839230582629397
CPER.US Exposure
0.01577477787446304
VIX.INDX Exposure
0.09346122829429813
UUP.US Exposure
-0.004465791772053921
TIP.US Exposure
0.028386549585724955
Idiosyncratic Exposure
0.2856590014614683
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
80.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.3%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.72%
Market Cap$885.2M
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 →
+4.3%
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 →
+17.4%
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 →
1.2% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ZIGUP plc a high-risk investment?

ZIGUP plc (ZIG.LSE) has an annualized volatility of 26.3% and experienced a maximum drawdown of 69.0% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, ZIG.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.3%. 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.

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