Ambev SA ADR

10-Year Study

ABEV.US · Consumer Defensive · US · Common Stock

Executive Summary: Ambev SA ADR has compounded at -1.2% annually over the last 10 years, with a maximum drawdown of 68.9% and an annualized volatility of 50.3%.

1Y CAGR
+36.9%
3Y CAGR
+10.0%
5Y CAGR
+3.2%
10Y CAGR
-1.2%

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 →
68.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -37.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.613.7-7.64.5————————23.5%
20250.011.913.68.6-2.6-1.2-9.53.8-0.43.610.02.745.2%
2024-6.4-5.0-0.4-6.5-4.3-7.70.510.27.5-10.7-2.7-7.9-30.3%
2023-2.2-4.110.6-0.7-0.414.0-1.9-11.2-6.9-1.98.37.68.4%
20221.13.510.2-9.91.7-15.212.32.8-2.47.40.3-6.02.4%
2021-8.4-8.67.51.524.5-0.6-7.82.8-15.37.2-4.73.3-4.4%
2020-10.7-22.8-28.4-6.57.414.31.5-16.00.4-5.324.318.0-32.7%
201922.7-5.8-5.19.5-5.14.512.9-13.91.8-6.7-2.313.521.9%
20186.3-1.47.7-8.9-20.5-11.211.0-9.5-1.7-5.3-1.4-6.3-37.3%
201710.25.61.2-0.5-0.3-3.010.73.05.3-3.9-2.26.035.3%
2016———7.9-5.912.4-1.52.62.7-3.1-14.7-0.2-2.4%

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 50.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.1% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110791.584055869558
2016-05-0110154.469860622023
2016-06-0111409.463498357649
2016-07-0111233.391530790399
2016-08-0111525.167934187552
2016-09-0111835.883171070931
2016-10-0111466.871837362767
2016-11-019782.795253454857
2016-12-019760.89722723641
2017-01-0110756.369662356108
2017-02-0111355.01435208475
2017-03-0111494.68824904566
2017-04-0111434.912555854762
2017-05-0111394.963453969754
2017-06-0111055.544047583819
2017-07-0112243.659929571213
2017-08-0112606.161039268487
2017-09-0113270.795726925695
2017-10-0112747.018613322285
2017-11-0112465.303465214687
2017-12-0113209.836356641908
2018-01-0114048.175657680584
2018-02-0113847.246471162667
2018-03-0114914.035451128933
2018-04-0113580.623205989405
2018-05-0110790.69629804989
2018-06-019582.753824756606
2018-07-0110638.297872340425
2018-08-019624.182523007723
2018-09-019458.763649276478
2018-10-018961.915189536294
2018-11-018837.629094782942
2018-12-018284.851892403753
2019-01-0110165.714793004468
2019-02-019574.17216583316
2019-03-019087.976799928978
2019-04-019954.42843192377
2019-05-019447.222797620809
2019-06-019869.795519782203
2019-07-0111138.10552481283
2019-08-019595.182434231941
2019-09-019764.152339241853
2019-10-019108.98706832776
2019-11-018897.700707247062
2019-12-0110100.908472168792
2020-01-019016.956174355635
2020-02-016957.9498712751165
2020-03-014985.351995975498
2020-04-014660.136714704228
2020-05-015006.954102920723
2020-06-015722.190986298937
2020-07-015808.895333353062
2020-08-014877.045541976148
2020-09-014898.647648921374
2020-10-014638.534607759003
2020-11-015765.69111946261
2020-12-016801.112656467315
2021-01-016231.468055514455
2021-02-015695.262332435711
2021-03-016119.610570236439
2021-04-016208.978190749563
2021-05-017727.931820199448
2021-06-017683.248009942887
2021-07-017080.164531115911
2021-08-017281.093717633829
2021-09-016164.294380493001
2021-10-016611.132483058622
2021-11-016298.345811262688
2021-12-016503.713786878939
2022-01-016573.254816086171
2022-02-016805.5514455656485
2022-03-017502.441334004083
2022-04-016759.092119669754
2022-05-016875.388394046104
2022-06-015830.201521025064
2022-07-016550.173112774834
2022-08-016736.0104163584165
2022-09-016573.254816086171
2022-10-017061.225697629686
2022-11-017084.307400941024
2022-12-016659.071405320629
2023-01-016511.999526529163
2023-02-016242.712987896901
2023-03-016903.796644275441
2023-04-016854.969964193768
2023-05-016830.408664516319
2023-06-017785.044239931346
2023-07-017638.268280413103
2023-08-016781.286065161423
2023-09-016316.100967656023
2023-10-016193.886307815228
2023-11-016707.898085402302
2023-12-017218.358831710709
2024-01-016754.061492024975
2024-02-016419.080874737372
2024-03-016393.335897967034
2024-04-015980.824431095198
2024-05-015723.078744118604
2024-06-015284.8223004764295
2024-07-015310.567277246767
2024-08-015851.803627970289
2024-09-016290.060071612464
2024-10-015619.802917764034
2024-11-015465.333057142011
2024-12-015032.994998964283
2025-01-015032.994998964283
2025-02-015631.639688692924
2025-03-016398.958364158257
2025-04-016948.480454532003
2025-05-016764.7145858609765
2025-06-016681.56127008552
2025-07-016044.151155564762
2025-08-016274.080430858462
2025-09-016246.264019175568
2025-10-016470.274909004824
2025-11-017114.491166809693
2025-12-017309.206048589945
2026-01-018226.555795578965
2026-02-019351.049033823572
2026-03-018640.842778090137
2026-04-019025.53783327908
Annual Return Matrix
YearAnnual Return
20170.35334242837653473
2018-0.37282706093189966
20190.2192020573632889
2020-0.3266830725962384
2021-0.043727972849497365
20220.02388752388752402
20230.08398880149313404
2024-0.30275078916082476
20250.4522577610536218
20260.23481781376518196
Total Factor Risk
0.5027272187847485
VTI.US Exposure
0.06538517224017079
VEA.US Exposure
0.023158341682796353
VWO.US Exposure
0.026845222846371822
QQQ.US Exposure
0.08854708248752263
VTV.US Exposure
0.15324213477812726
IJR.US Exposure
0.01635177068826615
QUAL.US Exposure
0.003871531233129528
SHV.US Exposure
0.36085556675009656
TLT.US Exposure
0.056417908437834376
LQD.US Exposure
-0.012881328040357918
HYG.US Exposure
0.039354483120320784
GLD.US Exposure
0.012709335169816175
USO.US Exposure
0.00044299582493216924
VNQ.US Exposure
-0.0005738177547411939
BTC-USD.CC Exposure
0.000016478706410874166
CPER.US Exposure
-0.007903637878803578
VIX.INDX Exposure
0.003580636668491456
UUP.US Exposure
0.017324840272966716
TIP.US Exposure
0.005046298040162648
Idiosyncratic Exposure
0.14820898472648647
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.3%

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 →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.61%
Market Cap$45.9B
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 →
+2.0%
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 →
+24.2%
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 →
5.6% 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 →
0.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ambev SA ADR a high-risk investment?

Ambev SA ADR (ABEV.US) has an annualized volatility of 50.3% and experienced a maximum drawdown of 68.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ABEV.US?

Over the past 10 years, ABEV.US has generated a Compound Annual Growth Rate (CAGR) of -1.2%. It has had a positive return in 60% 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.

Run a Full Backtest on Ambev SA ADR

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest