Zotefoams PLC

10-Year Study

ZTF.LSE · Basic Materials · GB · Common Stock

Executive Summary: Zotefoams PLC has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 77.2% and an annualized volatility of 61.8%.

1Y CAGR
+29.0%
3Y CAGR
+4.1%
5Y CAGR
-2.7%
10Y CAGR
+3.8%

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 →
77.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +86.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -36.3%
% 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.
20262.74.6-21.710.3————————-7.2%
2025-2.9-12.46.0-13.724.27.7-13.449.3-1.112.3-6.6-5.831.5%
202413.4-15.819.12.445.8-19.818.8-13.1-9.4-14.3-0.6-12.0-4.4%
20239.4-8.614.1-2.3-6.5-3.718.7-16.50.7-14.79.17.70.4%
2022-10.4-1.9-6.53.0-9.4-11.2-7.821.1-14.415.03.611.5-13.7%
20219.20.04.1-4.614.6-0.4-4.3-1.1-12.5-6.021.9-8.47.5%
2020-4.7-25.5-49.565.55.325.90.923.210.9-14.4-3.6-4.0-14.2%
2019-12.2-0.3-1.30.71.6-5.5-2.0-7.11.5-44.049.7-1.5-36.3%
2018-3.711.811.83.30.0-7.15.0-7.33.92.39.319.756.2%
201710.85.45.7-5.08.8-1.63.26.43.90.08.020.386.1%
2016———-2.16.8-11.4-0.3-0.2-1.8-0.3-4.92.1-12.3%

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 61.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019786.845197099217
2016-05-0110448.592148442249
2016-06-019255.710407973098
2016-07-019229.587165255438
2016-08-019212.17437102459
2016-09-019049.811611230401
2016-10-019023.506056800226
2016-11-018585.046388202405
2016-12-018769.197423327796
2017-01-019716.270307499088
2017-02-0110242.421909816472
2017-03-0110821.188672365595
2017-04-0110284.110521411498
2017-05-0111189.964753068914
2017-06-0111012.348579994326
2017-07-0111367.584977514889
2017-08-0112095.81898472633
2017-09-0112571.984766843576
2017-10-0112571.984766843576
2017-11-0113572.029331928856
2017-12-0116322.148847384839
2018-01-0115714.977920025929
2018-02-0117572.203540898594
2018-03-0119643.7264514038
2018-04-0120290.18757849532
2018-05-0120290.18757849532
2018-06-0118851.164769274397
2018-07-0119786.529190130856
2018-08-0118347.510432281328
2018-09-0119065.936069359475
2018-10-0119499.250496292996
2018-11-0121304.740104525383
2018-12-0125493.465137949195
2019-01-0122388.028197544867
2019-02-0122315.812502532102
2019-03-0122026.9335169955
2019-04-0122182.700644168053
2019-05-0122546.351740064012
2019-06-0121309.938014017745
2019-07-0120873.55669894259
2019-08-0119382.587205769152
2019-09-0119674.468257505167
2019-10-0111023.542519142731
2019-11-0116498.81294818296
2019-12-0116243.29700603654
2020-01-0115476.76133371146
2020-02-0111534.566300692783
2020-03-015822.035408985942
2020-04-019636.474496617104
2020-05-0110147.498278167159
2020-06-0112775.62694972248
2020-07-0112885.135518372968
2020-08-0115878.280597982417
2020-09-0117607.405906899483
2020-10-0115076.339991086983
2020-11-0114526.111088603491
2020-12-0113939.197018190656
2021-01-0115223.06850869019
2021-02-0115223.06850869019
2021-03-0115846.66774703237
2021-04-0115113.025159016326
2021-05-0117313.53158043998
2021-06-0117239.38338127456
2021-07-0116497.905440991777
2021-08-0116312.53494307823
2021-09-0114271.19069805129
2021-10-0113414.171697119473
2021-11-0116357.837377952435
2021-12-0114979.159745573876
2022-01-0113414.171697119473
2022-02-0113153.340355710408
2022-03-0112296.325406149981
2022-04-0112668.942186930275
2022-05-0111476.03613823279
2022-06-0110192.533322529676
2022-07-019399.781225944982
2022-08-0111381.66349309241
2022-09-019737.228051695498
2022-10-0111201.616497184297
2022-11-0111600.996637361746
2022-12-0112932.257019000932
2023-01-0114149.410525462868
2023-02-0112932.257019000932
2023-03-0114757.987278693838
2023-04-0114415.662601790706
2023-05-0113480.946400356519
2023-06-0112980.225256249238
2023-07-0115406.794149819714
2023-08-0112864.67609285743
2023-09-0112948.308552445
2023-10-0111048.705586841146
2023-11-0112056.658428878172
2023-12-0112987.076125268402
2024-01-0114731.604748207268
2024-02-0112405.56253291739
2024-03-0114770.372321030667
2024-04-0115119.280476441274
2024-05-0122044.455698253856
2024-06-0117690.479277235343
2024-07-0121024.603978446703
2024-08-0118278.855892719686
2024-09-0116560.940728436573
2024-10-0114195.09378924766
2024-11-0114116.229793785196
2024-12-0112420.70655917028
2025-01-0112065.82668233197
2025-02-0110567.459385001821
2025-03-0111198.35109184459
2025-04-019660.54774541182
2025-05-0112000.182311712513
2025-06-0112926.3703763724
2025-07-0111194.802090507636
2025-08-0116711.66389822955
2025-09-0116529.595267998215
2025-10-0118555.28096260584
2025-11-0117339.869545841266
2025-12-0116327.026698537455
2026-01-0116772.67755135113
2026-02-0117542.43811530203
2026-03-0113734.149009439696
2026-04-0115152.128995665033
Annual Return Matrix
YearAnnual Return
20170.8613047533819573
20180.561893925629394
2019-0.36284467732646464
2020-0.14184928016705023
20210.07460707571792469
2022-0.13665003654011854
20230.004238943456422728
2024-0.04361024457199891
20250.3145006381688582
2026-0.07196029776674939
Total Factor Risk
0.6184662854468366
VTI.US Exposure
0.039222850450417235
VEA.US Exposure
0.04478103363154063
VWO.US Exposure
0.009656680396638397
QQQ.US Exposure
-0.05006067163440443
VTV.US Exposure
-0.03666979113541119
IJR.US Exposure
0.15425259951651238
QUAL.US Exposure
0.06880606658020719
SHV.US Exposure
0.4267347634852128
TLT.US Exposure
-0.0017974613824555353
LQD.US Exposure
0.050552048571626415
HYG.US Exposure
0.0460983066987951
GLD.US Exposure
-0.009449878947229793
USO.US Exposure
0.0008308201830061506
VNQ.US Exposure
-0.006115191057515976
BTC-USD.CC Exposure
-0.0021469662166772588
CPER.US Exposure
0.011086245725505782
VIX.INDX Exposure
0.011363956346449221
UUP.US Exposure
0.011784232962366805
TIP.US Exposure
0.00541930984214114
Idiosyncratic Exposure
0.22565104598327498
Value Score
46.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.8%

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 →8.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.21%
Market Cap$175.1M
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 →
-5.3%
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 →
-4.2%
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 →
20.1% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Zotefoams PLC a high-risk investment?

Zotefoams PLC (ZTF.LSE) has an annualized volatility of 61.8% and experienced a maximum drawdown of 77.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ZTF.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.8%. 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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