PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Coats Group plc (COA.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00B4YZN328
SectorConsumer Cyclical
IndustryTextile Manufacturing

Highlights

Market Cap£1.30B
EPS£0.04
PE Ratio20.48
Revenue (TTM)£1.39B
Gross Profit (TTM)£496.70M
EBITDA (TTM)£264.80M
Year Range£62.77 - £83.00
Target Price£1.02

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Coats Group plc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Coats Group plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
-87.18%
369.65%
COA.L (Coats Group plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Coats Group plc had a return of 5.56% year-to-date (YTD) and 7.20% in the last 12 months. Over the past 10 years, Coats Group plc had an annualized return of 10.90%, outperforming the S&P 500 benchmark which had an annualized return of 10.33%.


PeriodReturnBenchmark
Year-To-Date5.56%5.21%
1 month0.74%-4.30%
6 months19.79%18.42%
1 year7.20%21.82%
5 years (annualized)1.86%11.27%
10 years (annualized)10.90%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-7.49%-5.03%19.26%0.49%
2023-6.70%-2.37%17.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of COA.L is 58, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of COA.L is 5858
Coats Group plc(COA.L)
The Sharpe Ratio Rank of COA.L is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of COA.L is 5757Sortino Ratio Rank
The Omega Ratio Rank of COA.L is 5555Omega Ratio Rank
The Calmar Ratio Rank of COA.L is 5454Calmar Ratio Rank
The Martin Ratio Rank of COA.L is 6363Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Coats Group plc (COA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


COA.L
Sharpe ratio
The chart of Sharpe ratio for COA.L, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.004.000.31
Sortino ratio
The chart of Sortino ratio for COA.L, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.006.000.73
Omega ratio
The chart of Omega ratio for COA.L, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for COA.L, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for COA.L, currently valued at 1.20, compared to the broader market-10.000.0010.0020.0030.001.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current Coats Group plc Sharpe ratio is 0.31. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Coats Group plc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.31
1.59
COA.L (Coats Group plc)
Benchmark (^GSPC)

Dividends

Dividend History

Coats Group plc granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £0.03 per share.


PeriodTTM2023202220212020201920182017
Dividend£0.03£0.03£0.02£0.02£0.01£0.02£0.02£0.01

Dividend yield

0.03%0.03%0.03%0.03%0.02%0.02%0.02%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Coats Group plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00
2022£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00
2021£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00
2020£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.01£0.00£0.00
2018£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.01£0.00£0.00
2017£0.01£0.00£0.00£0.00£0.00£0.00£0.00£0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
Coats Group plc has a dividend yield of 0.03%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%49.5%
Coats Group plc has a payout ratio of 49.51%, which is quite average when compared to the overall market. This suggests that Coats Group plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-98.01%
-3.53%
COA.L (Coats Group plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Coats Group plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Coats Group plc was 99.74%, occurring on Jan 22, 2001. The portfolio has not yet recovered.

The current Coats Group plc drawdown is 98.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.74%Oct 25, 19912296Jan 22, 2001
-42.05%Oct 16, 198724Nov 30, 1987217Jul 21, 1989241
-25.35%Jul 26, 199063Oct 24, 199087Mar 4, 1991150
-23.72%May 2, 198615Jun 23, 198666Feb 23, 198781
-18%Aug 4, 1989102May 14, 199012Jun 12, 1990114

Volatility

Volatility Chart

The current Coats Group plc volatility is 5.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
5.63%
4.79%
COA.L (Coats Group plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Coats Group plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items