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Volution Group plc (FAN.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00BN3ZZ526
SectorIndustrials
IndustryBuilding Products & Equipment

Highlights

Market Cap£858.48M
EPS£0.21
PE Ratio20.55
Revenue (TTM)£338.20M
Gross Profit (TTM)£158.86M
EBITDA (TTM)£78.10M
Year Range£321.13 - £455.99
Target Price£494.75

Share Price Chart


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Volution Group plc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Volution 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.


210.00%220.00%230.00%240.00%250.00%260.00%270.00%December2024FebruaryMarchAprilMay
264.92%
258.29%
FAN.L (Volution Group plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Volution Group plc had a return of 2.03% year-to-date (YTD) and 5.66% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.03%8.76%
1 month4.52%-0.32%
6 months15.86%18.48%
1 year5.66%25.36%
5 years (annualized)22.77%12.60%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.51%-7.07%8.02%0.21%
20230.22%10.36%9.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FAN.L is 48, suggesting that the investment has average results relative to other stocks 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 FAN.L is 4848
FAN.L (Volution Group plc)
The Sharpe Ratio Rank of FAN.L is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of FAN.L is 4545Sortino Ratio Rank
The Omega Ratio Rank of FAN.L is 4444Omega Ratio Rank
The Calmar Ratio Rank of FAN.L is 5151Calmar Ratio Rank
The Martin Ratio Rank of FAN.L is 5050Martin 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 Volution Group plc (FAN.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FAN.L
Sharpe ratio
The chart of Sharpe ratio for FAN.L, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.000.17
Sortino ratio
The chart of Sortino ratio for FAN.L, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.006.000.46
Omega ratio
The chart of Omega ratio for FAN.L, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for FAN.L, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for FAN.L, currently valued at 0.39, compared to the broader market-10.000.0010.0020.0030.000.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market-2.00-1.000.001.002.003.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.43, compared to the broader market-10.000.0010.0020.0030.008.43

Sharpe Ratio

The current Volution Group plc Sharpe ratio is 0.17. 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 Volution 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
0.17
1.96
FAN.L (Volution Group plc)
Benchmark (^GSPC)

Dividends

Dividend History

Volution Group plc granted a 0.02% dividend yield in the last twelve months. The annual payout for that period amounted to £0.08 per share.


PeriodTTM202320222021202020192018201720162015
Dividend£0.08£0.08£0.07£0.06£0.02£0.05£0.04£0.04£0.04£0.03

Dividend yield

0.02%0.02%0.02%0.01%0.01%0.02%0.03%0.02%0.02%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Volution 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£0.03£0.00
2023£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.06£0.00
2022£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.05£0.00
2021£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.04£0.00
2020£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03£0.00
2018£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03£0.00
2017£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03£0.00
2016£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.03£0.00
2015£0.01£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
Volution Group plc has a dividend yield of 0.02%, 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%140.0%65.2%
Volution Group plc has a payout ratio of 65.15%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-17.35%
-0.82%
FAN.L (Volution Group plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Volution 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 Volution Group plc was 51.95%, occurring on Mar 17, 2020. Recovery took 187 trading sessions.

The current Volution Group plc drawdown is 17.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.95%Jan 2, 202054Mar 17, 2020187Dec 10, 2020241
-50.26%Dec 31, 2021187Sep 29, 2022
-34.79%May 16, 2018158Dec 27, 2018245Dec 13, 2019403
-33%Jan 11, 2016128Jul 12, 2016197Apr 24, 2017325
-18.08%Sep 9, 201427Oct 15, 2014185Jul 10, 2015212

Volatility

Volatility Chart

The current Volution Group plc volatility is 8.25%, 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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
8.25%
4.63%
FAN.L (Volution Group plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Volution 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