Associated British Foods PLC

10-Year Study

ABF.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Associated British Foods PLC has compounded at -2.6% annually over the last 10 years, with a maximum drawdown of 59.1% and an annualized volatility of 35.3%.

1Y CAGR
-10.4%
3Y CAGR
+3.8%
5Y CAGR
-1.7%
10Y CAGR
-2.6%

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 →
59.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +54.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.43.8-5.1-1.6————————-13.2%
2025-6.9-0.40.88.11.9-1.26.8-1.7-5.011.9-6.91.67.3%
2024-1.1-2.99.96.3-3.2-3.00.30.3-6.3-4.8-1.0-4.0-10.2%
202317.88.1-3.30.8-6.79.93.0-2.83.8-2.017.41.454.3%
2022-3.3-1.1-13.4-3.37.7-8.06.0-8.8-17.37.017.21.5-19.4%
2021-6.511.92.0-4.40.6-4.3-9.4-1.3-6.1-3.97.66.3-9.4%
20201.1-14.1-19.64.3-3.85.2-7.815.9-8.7-9.124.37.3-12.9%
201916.9-6.18.74.9-3.60.3-1.7-6.21.4-3.315.42.529.6%
2018-3.1-3.7-5.38.6-2.03.8-10.3-6.80.04.21.6-14.4-26.1%
2017-13.19.8-0.57.86.6-1.61.012.1-3.94.4-11.5-3.44.2%
2016———-8.5-3.9-7.3-1.013.0-14.5-5.33.68.7-16.9%

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 35.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.1% of variance. Idiosyncratic stock-specific factors contribute 24.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019148.999894321118
2016-05-018790.684021577646
2016-06-018147.502598783326
2016-07-018063.6004172787225
2016-08-019112.377686086274
2016-09-017790.9183273887575
2016-10-017377.400064482903
2016-11-017641.093003273392
2016-12-018306.454099248493
2017-01-017220.1090743093455
2017-02-017925.173973261879
2017-03-017885.835939299433
2017-04-018503.146110797954
2017-05-019065.98764024875
2017-06-018918.508321024083
2017-07-019003.562324995824
2017-08-0110091.037071555284
2017-09-019699.181690361904
2017-10-0110121.413580476788
2017-11-018954.959984390907
2017-12-018654.53580652123
2018-01-018387.534370960724
2018-02-018074.497976501715
2018-03-017644.840201852927
2018-04-018298.533892440555
2018-05-018132.808482422883
2018-06-018439.518509477635
2018-07-017567.208767288064
2018-08-017055.535855106258
2018-09-017058.618186543745
2018-10-017354.52531966941
2018-11-017471.6553876836615
2018-12-016394.056772876337
2019-01-017473.816482155905
2019-02-017020.004323662334
2019-03-017633.4332181105665
2019-04-018009.002116929612
2019-05-017724.195870817749
2019-06-017744.789808238686
2019-07-017609.578300740294
2019-08-017141.054345208819
2019-09-017241.676922380462
2019-10-016999.554041745773
2019-11-018078.10188792432
2019-12-018283.909025400171
2020-01-018373.189079632702
2020-02-017190.228729399109
2020-03-015784.068980279082
2020-04-016034.371752671927
2020-05-015806.388993837216
2020-06-016106.114416599709
2020-07-015627.828885372152
2020-08-016523.817474852275
2020-09-015954.657313293611
2020-10-015412.600156893911
2020-11-016727.886012377726
2020-12-017218.925942309201
2021-01-016750.2060259358595
2021-02-017550.537361831491
2021-03-017700.400257386462
2021-04-017359.223223009957
2021-05-017400.67446627652
2021-06-017084.629778216897
2021-07-016416.449350881552
2021-08-016330.129336734064
2021-09-015946.4851568318445
2021-10-015716.29894356847
2021-11-016147.898645958468
2021-12-016538.240855839086
2022-01-016320.0822917664655
2022-02-016251.704113420662
2022-03-015411.63140310799
2022-04-015230.918303814521
2022-05-015633.046158613136
2022-06-015179.971800056143
2022-07-015488.537929896924
2022-08-015005.992828790891
2022-09-014141.023146180047
2022-10-014429.893369675965
2022-11-015189.819569054851
2022-12-015270.138834941335
2023-01-016206.458154753886
2023-02-016711.401359076841
2023-03-016487.3536560196935
2023-04-016540.857596103413
2023-05-016104.4660617738555
2023-06-016710.093357292124
2023-07-016908.935781237861
2023-08-016715.1485576563755
2023-09-016969.599658998667
2023-10-016828.050733672602
2023-11-018014.365624107101
2023-12-018129.831498355274
2024-01-018040.530448318256
2024-02-017806.9738559137495
2024-03-018579.771588484737
2024-04-019122.447200248147
2024-05-018826.883735290643
2024-06-018563.808146821524
2024-07-018591.500139548429
2024-08-018619.192500622783
2024-09-018075.73341383935
2024-10-017688.042937230537
2024-11-017608.427583315496
2024-12-017302.768451527373
2025-01-016798.759376330309
2025-02-016773.737902595011
2025-03-016827.355662039891
2025-04-017377.833609428161
2025-05-017520.304508414362
2025-06-017430.0464917097315
2025-07-017935.49175360311
2025-08-017798.299273534115
2025-09-017404.774173362947
2025-10-018285.692932086566
2025-11-017711.65143015869
2025-12-017834.7502002060455
2026-01-017017.01886760344
2026-02-017282.229029528609
2026-03-016912.039845174727
2026-04-016801.53561103924
Annual Return Matrix
YearAnnual Return
20170.04190496969148705
2018-0.26119009548052374
20190.29556388372099063
2020-0.12856045133106997
2021-0.09429173978371319
2022-0.19395156110917067
20230.5426218839727721
2024-0.10173188054330795
20250.07284658581327608
2026-0.13187588152327223
Total Factor Risk
0.35301178115763365
VTI.US Exposure
0.063738361976384
VEA.US Exposure
0.06198394700155042
VWO.US Exposure
0.04541731616394471
QQQ.US Exposure
0.05227496369987673
VTV.US Exposure
0.010003650629032636
IJR.US Exposure
0.061553115467597265
QUAL.US Exposure
0.08008952486241887
SHV.US Exposure
0.2714935597640396
TLT.US Exposure
-0.0016572340360432231
LQD.US Exposure
-0.015285266220809387
HYG.US Exposure
0.0983181930649273
GLD.US Exposure
0.0006813051882572227
USO.US Exposure
0.004300827911065784
VNQ.US Exposure
-0.005530258659103648
BTC-USD.CC Exposure
-0.00123264653378818
CPER.US Exposure
-0.010369611577315908
VIX.INDX Exposure
0.0223247381566039
UUP.US Exposure
0.013259201960683923
TIP.US Exposure
0.001888153975081569
Idiosyncratic Exposure
0.24674815720559642
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.3%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.33%
Market Cap$13.3B
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 →
-2.6%
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 →
-9.4%
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 →
19.4% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Associated British Foods PLC a high-risk investment?

Associated British Foods PLC (ABF.LSE) has an annualized volatility of 35.3% and experienced a maximum drawdown of 59.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABF.LSE has generated a Compound Annual Growth Rate (CAGR) of -2.6%. It has had a positive return in 40% 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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