Carlsberg A/S B

10-Year Study

0AI4.LSE · · GB · Common Stock

Executive Summary: Carlsberg A/S B has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 36.3% and an annualized volatility of 37.3%.

1Y CAGR
-12.2%
3Y CAGR
-5.8%
5Y CAGR
-3.6%
10Y CAGR
+5.0%

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 →
36.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.2%
% 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.
20262.913.9-17.83.5————————-0.2%
20259.419.90.41.64.7-4.9-8.2-4.5-4.82.45.43.824.5%
20244.98.11.10.7-2.4-9.20.3-6.20.7-4.4-4.7-5.1-16.2%
20234.53.210.44.4-6.03.9-6.7-1.4-9.8-7.11.1-0.2-5.7%
2022-5.9-9.0-9.97.1-1.8-0.55.82.6-7.5-0.50.43.3-16.2%
2021-8.38.22.311.43.34.20.2-5.8-4.91.2-2.59.618.2%
2020-0.7-10.0-11.812.32.10.56.3-6.2-1.9-5.716.04.71.6%
20197.77.16.83.12.2-1.05.69.01.1-6.93.51.946.9%
20183.3-2.6-1.6-4.32.95.82.61.6-1.6-5.80.2-5.0-5.1%
20171.9-1.76.75.85.7-3.0-0.12.7-3.55.41.11.123.7%
2016———2.60.8-3.46.2-5.50.7-3.0-2.12.4-1.9%

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 37.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.7% of variance. Idiosyncratic stock-specific factors contribute 17.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110259.113734579078
2016-05-0110339.26229046458
2016-06-019983.62344382479
2016-07-0110605.90843613948
2016-08-0110022.520782533818
2016-09-0110089.067139856594
2016-10-019784.970184206079
2016-11-019578.812679558678
2016-12-019810.27739552401
2017-01-019995.447156434337
2017-02-019825.342217715652
2017-03-0110485.373763710839
2017-04-0111095.933624650943
2017-05-0111727.121106041219
2017-06-0111381.129137394075
2017-07-0111364.847138729952
2017-08-0111674.2051133483
2017-09-0111263.535807118771
2017-10-0111876.423392321125
2017-11-0112002.742167821474
2017-12-0112138.243081206794
2018-01-0112533.895849931196
2018-02-0112208.092915831743
2018-03-0112014.539726225828
2018-04-0111501.90724511721
2018-05-0111831.504550831703
2018-06-0112517.678230849087
2018-07-0112847.44252110443
2018-08-0113058.59749080579
2018-09-0112844.110877735124
2018-10-0112101.31133161118
2018-11-0112127.958442979807
2018-12-0111518.396465560945
2019-01-0112407.758142005263
2019-02-0113290.456531710966
2019-03-0114195.162679156305
2019-04-0114637.804495304314
2019-05-0114961.271657693762
2019-06-0114814.860417018741
2019-07-0115642.258757635016
2019-08-0117050.1979672147
2019-09-0117237.47012385022
2019-10-0116044.041669684459
2019-11-0116609.260198128162
2019-12-0116919.10906705938
2020-01-0116793.126272502675
2020-02-0115111.088980629793
2020-03-0113334.029437563875
2020-04-0114974.004731899278
2020-05-0115288.291768265693
2020-06-0115361.895737266927
2020-07-0116332.341485397903
2020-08-0115312.82642459944
2020-09-0115022.277347239322
2020-10-0114163.22638275271
2020-11-0116430.884494982412
2020-12-0117194.94740992894
2021-01-0115775.470172134907
2021-02-0117075.78281548007
2021-03-0117460.947747921746
2021-04-0119459.728559587325
2021-05-0120098.75827881187
2021-06-0120943.82076724367
2021-07-0120977.555668219826
2021-08-0119770.3218174356
2021-09-0118800.04305384547
2021-10-0119020.698035618003
2021-11-0118550.56412608741
2021-12-0120328.78048976767
2022-01-0119131.167362770895
2022-02-0117417.948222721163
2022-03-0115699.081786211502
2022-04-0116806.533320457416
2022-05-0116510.9686712859
2022-06-0116423.092553696595
2022-07-0117368.26529216259
2022-08-0117822.66644133813
2022-09-0116493.994592115112
2022-10-0116418.535686407053
2022-11-0116484.709849271305
2022-12-0117036.535412793834
2023-01-0117806.33615798749
2023-02-0118376.280550123527
2023-03-0120278.506071799326
2023-04-0121164.061305456973
2023-05-0119902.251675880994
2023-06-0120677.69167008683
2023-07-0119294.540611445078
2023-08-0119022.822561824516
2023-09-0117154.07039907293
2023-10-0115932.624755558772
2023-11-0116110.567908387853
2023-12-0116070.40712038177
2024-01-0116864.08061933158
2024-02-0118223.06519237424
2024-03-0118424.79861262001
2024-04-0118551.998583649198
2024-05-0118109.262209990102
2024-06-0116440.46296966917
2024-07-0116489.481985788207
2024-08-0115464.647562025704
2024-09-0115574.304096955651
2024-10-0114886.229207406872
2024-11-0114191.547363253743
2024-12-0113472.986729758655
2025-01-0114734.371856465723
2025-02-0117668.163491948526
2025-03-0117742.799546123948
2025-04-0118022.25924048188
2025-05-0118863.217530560185
2025-06-0117937.837489840094
2025-07-0116469.101824356403
2025-08-0115726.724769239436
2025-09-0114972.78353170292
2025-10-0115338.435415208065
2025-11-0116159.275085906505
2025-12-0116770.881115054362
2026-01-0117263.787289861022
2026-02-0119665.950443816742
2026-03-0116169.334395596437
2026-04-0116740.703185984563
Annual Return Matrix
YearAnnual Return
20170.23729866056029492
2018-0.05106559586086512
20190.4688771234473583
20200.016303360997098837
20210.18225313547799216
2022-0.16194995457946748
2023-0.05670919990496037
2024-0.16162754130409407
20250.24477827013749165
2026-0.0017994241842610448
Total Factor Risk
0.37310669271378644
VTI.US Exposure
-0.006057906773948898
VEA.US Exposure
0.0849809494546927
VWO.US Exposure
0.04448692337316613
QQQ.US Exposure
0.03193620341642125
VTV.US Exposure
0.05390696950941872
IJR.US Exposure
-0.005829887601082066
QUAL.US Exposure
-0.008757901580100843
SHV.US Exposure
0.5870386870078611
TLT.US Exposure
-0.004657595316731539
LQD.US Exposure
0.012904695097219084
HYG.US Exposure
0.0030911853089718535
GLD.US Exposure
0.012937028532709428
USO.US Exposure
0.02002333041926118
VNQ.US Exposure
-0.00046911000488949854
BTC-USD.CC Exposure
0.0005976558373851567
CPER.US Exposure
0.002456389717245423
VIX.INDX Exposure
-0.0033030564414729454
UUP.US Exposure
-0.0062979528822547474
TIP.US Exposure
0.007575305106199954
Idiosyncratic Exposure
0.17343808781992845
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.3%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.09%
Market Cap$157.2B
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
$583
Avg Yield on Cost
5.83%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$583.445.83%Solid

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 →
-7.2%
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 →
+0.2%
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 →
17.6% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carlsberg A/S B a high-risk investment?

Carlsberg A/S B (0AI4.LSE) has an annualized volatility of 37.3% and experienced a maximum drawdown of 36.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0AI4.LSE?

Over the past 10 years, 0AI4.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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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