Associated British Foods plc

10-Year Study

ASBFY.US · Consumer Defensive · US · Common Stock

Executive Summary: Associated British Foods plc has compounded at -3.2% annually over the last 10 years, with a maximum drawdown of 68.4% and an annualized volatility of 36.8%.

1Y CAGR
-9.5%
3Y CAGR
+7.2%
5Y CAGR
-2.4%
10Y CAGR
-3.2%

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 →
68.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +62.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.0%
% 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.
2026-9.01.9-5.40.4————————-11.9%
2025-8.12.24.310.43.32.02.10.8-6.09.7-6.52.515.8%
2024-2.2-3.19.74.0-0.2-5.23.92.8-5.3-8.2-0.4-7.5-12.3%
202320.94.3-0.11.9-7.512.93.5-3.2-1.5-1.221.32.562.4%
2022-2.8-4.1-15.1-8.210.9-12.15.8-13.5-19.911.322.71.2-28.5%
2021-6.714.70.2-4.03.0-5.0-9.8-1.6-9.4-0.94.18.2-9.7%
20200.2-15.7-23.97.0-4.24.6-2.719.0-12.0-9.829.110.2-9.9%
201922.2-5.77.95.0-6.71.2-6.2-6.41.92.713.85.235.9%
20181.2-6.4-2.36.0-5.12.8-11.7-6.70.33.01.3-16.3-31.0%
2017-9.97.60.311.96.7-0.51.88.50.34.1-11.7-2.414.6%
2016———-7.5-5.2-13.7-1.510.9-15.4-10.65.65.7-30.1%

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 36.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.5% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019253.68790767687
2016-05-018770.396387355744
2016-06-017570.9232313095845
2016-07-017458.379327646763
2016-08-018274.811841445058
2016-09-017003.110888108379
2016-10-016259.307576517813
2016-11-016608.178625188158
2016-12-016986.151530356247
2017-01-016294.154540893125
2017-02-016771.324636226795
2017-03-016788.886101354742
2017-04-017597.591570496739
2017-05-018105.745107877571
2017-06-018065.403913697943
2017-07-018208.45459106874
2017-08-018907.200200702458
2017-09-018931.033617661817
2017-10-019292.824887104867
2017-11-018204.31510286001
2017-12-018005.8705469142
2018-01-018103.261414952333
2018-02-017583.8434520822875
2018-03-017412.092323130959
2018-04-017854.014049172102
2018-05-017450.852985449073
2018-06-017658.153537380833
2018-07-016761.791269443051
2018-08-016308.479678876067
2018-09-016326.367285499247
2018-10-016514.626191670848
2018-11-016596.66332162569
2018-12-015521.776216758655
2019-01-016747.892624184646
2019-02-016362.318113396888
2019-03-016864.300050175615
2019-04-017210.36126442549
2019-05-016725.464124435525
2019-06-016805.745107877572
2019-07-016385.0727546412445
2019-08-015979.427997992975
2019-09-016095.333667837432
2019-10-016260.58705469142
2019-11-017127.6718514801805
2019-12-017501.505268439539
2020-01-017515.654791771199
2020-02-016335.3988961364785
2020-03-014821.149021575514
2020-04-015157.30055193176
2020-05-014938.635223281485
2020-06-015167.084796788761
2020-07-015025.66482689413
2020-08-015978.575012543904
2020-09-015262.819869543401
2020-10-014749.37280481686
2020-11-016131.961866532865
2020-12-016756.3723030607125
2021-01-016300.57701956849
2021-02-017229.352734570998
2021-03-017240.441545408931
2021-04-016950.000000000001
2021-05-017157.7772202709475
2021-06-016796.864024084296
2021-07-016133.768188660311
2021-08-016034.52082288008
2021-09-015468.464626191671
2021-10-015420.471650777723
2021-11-015641.344706472654
2021-12-016101.530356246863
2022-01-015928.223783241344
2022-02-015686.026091319619
2022-03-014826.1164074259905
2022-04-014428.399397892624
2022-05-014910.5619668840945
2022-06-014314.701455092825
2022-07-014565.604616156548
2022-08-013947.3156046161566
2022-09-013160.9884596086304
2022-10-013517.185148018063
2022-11-014314.701455092825
2022-12-014364.826894129453
2023-01-015276.542900150527
2023-02-015502.1826392373305
2023-03-015495.358755644757
2023-04-015600.200702458605
2023-05-015178.524836929252
2023-06-015846.061214249875
2023-07-016048.670346211741
2023-08-015857.551430005017
2023-09-015772.553938785751
2023-10-015703.637732062218
2023-11-016916.959357752133
2023-12-017087.782237832413
2024-01-016934.545910687406
2024-02-016721.625689914702
2024-03-017376.718514801807
2024-04-017669.167084796789
2024-05-017655.594581033618
2024-06-017259.483191169092
2024-07-017544.781736076267
2024-08-017756.974410436528
2024-09-017346.2619167084795
2024-10-016745.509282488711
2024-11-016718.389362769693
2024-12-016217.385850476668
2025-01-015713.045659809332
2025-02-015839.739086803814
2025-03-016093.602609131962
2025-04-016726.542900150527
2025-05-016948.068238835926
2025-06-017085.850476668339
2025-07-017237.155042649272
2025-08-017292.52383341696
2025-09-016852.107375815354
2025-10-017516.4074259909685
2025-11-017024.33517310587
2025-12-017197.691921726042
2026-01-016552.9352734571
2026-02-016678.374310085299
2026-03-016317.109884596086
2026-04-016339.688911189161
Annual Return Matrix
YearAnnual Return
20170.145962911357858
2018-0.3102840990993815
20190.3585311997382985
2020-0.09933112604929595
2021-0.09692212291457036
2022-0.2846340771441611
20230.6238403972824775
2024-0.12280236019524349
20250.15767174417431673
2026-0.11920529801324509
Total Factor Risk
0.3680187334379178
VTI.US Exposure
-0.023048408593883966
VEA.US Exposure
0.10518046808630421
VWO.US Exposure
0.043503682094548704
QQQ.US Exposure
0.07782359406388105
VTV.US Exposure
0.025442252220621867
IJR.US Exposure
0.0633943050074898
QUAL.US Exposure
0.06441662158245048
SHV.US Exposure
0.19467617988011396
TLT.US Exposure
-0.019519886743875572
LQD.US Exposure
-0.003973937374625668
HYG.US Exposure
0.1286797323402906
GLD.US Exposure
-0.000762735796253405
USO.US Exposure
0.008990210313832792
VNQ.US Exposure
-0.005848855486726698
BTC-USD.CC Exposure
-0.0012699883673296531
CPER.US Exposure
-0.013322568377300417
VIX.INDX Exposure
0.01910126892667563
UUP.US Exposure
0.09125763607796296
TIP.US Exposure
0.0060261017524602415
Idiosyncratic Exposure
0.23925432839336302
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.8%

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 →13.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.50%
Market Cap$17.7B
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 →
-1.0%
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 →
-8.5%
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 →
19.3% 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 (ASBFY.US) has an annualized volatility of 36.8% and experienced a maximum drawdown of 68.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASBFY.US has generated a Compound Annual Growth Rate (CAGR) of -3.2%. 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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