A.G.Barr PLC

10-Year Study

BAG.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: A.G.Barr PLC has compounded at 4.0% annually over the last 10 years, with a maximum drawdown of 54.8% and an annualized volatility of 26.3%.

1Y CAGR
-6.1%
3Y CAGR
+11.3%
5Y CAGR
+7.3%
10Y CAGR
+4.0%

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 →
54.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +35.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -24.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.29.1-6.3-0.1————————4.4%
20250.2-1.01.712.72.3-0.90.1-1.0-2.10.7-3.0-3.95.0%
202410.7-8.311.7-1.911.4-3.77.33.4-6.30.3-0.8-1.521.9%
20233.21.1-9.4-0.22.5-6.90.33.40.70.6-2.87.4-1.2%
2022-4.44.43.58.6-6.1-3.54.6-7.0-9.4-0.912.55.55.3%
2021-5.62.2-2.03.52.8-0.811.0-3.1-7.2-1.86.3-1.92.1%
20204.3-11.6-9.92.4-1.6-7.0-4.8-1.214.6-3.25.93.9-10.5%
2019-4.41.55.55.612.8-2.0-26.0-13.3-2.7-3.55.9-1.4-24.8%
2018-3.72.8-0.56.1-0.81.0-1.53.72.66.74.3-1.021.1%
20170.13.811.17.37.8-6.5-2.65.1-2.01.6-1.78.635.9%
2016———5.6-2.2-9.911.5-6.01.1-7.56.5-0.1-3.0%

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 26.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 29.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110556.60277974815
2016-05-0110327.876374481753
2016-06-019303.735593839325
2016-07-0110375.914467847018
2016-08-019751.437982400079
2016-09-019857.119446765973
2016-10-019119.741736722219
2016-11-019713.791755333468
2016-12-019704.116246567453
2017-01-019713.791755333468
2017-02-0110081.444701178243
2017-03-0111203.756897282288
2017-04-0112016.464518062277
2017-05-0112956.292826358213
2017-06-0112120.08586926241
2017-07-0111805.279508194804
2017-08-0112405.381109230479
2017-09-0112159.436371766147
2017-10-0112359.824515814878
2017-11-0112152.015282294029
2017-12-0113191.070814049035
2018-01-0112706.178700770904
2018-02-0113062.426110997962
2018-03-0113003.05037210794
2018-04-0113794.714405107206
2018-05-0113689.138287437288
2018-06-0113830.057051088466
2018-07-0113628.746538190519
2018-08-0114132.022820435386
2018-09-0114494.382680066767
2018-10-0115462.532862316551
2018-11-0116130.416868581167
2018-12-0115968.506019978417
2019-01-0115260.143131044266
2019-02-0115482.771133132474
2019-03-0116332.806599853451
2019-04-0117243.556879022195
2019-05-0119447.056262158763
2019-06-0119056.470511118758
2019-07-0114102.198000285607
2019-08-0112231.498193889423
2019-09-0111902.584739711725
2019-10-0111489.986211288015
2019-11-0112173.175921959168
2019-12-0112007.554528620354
2020-01-0112525.12050491501
2020-02-0111075.93389845983
2020-03-019978.691874960496
2020-04-0110216.770725791916
2020-05-0110051.149332453102
2020-06-019347.26016654142
2020-07-018902.151647739376
2020-08-018798.63798427291
2020-09-0110082.203197389275
2020-10-019761.312479369604
2020-11-0110340.988526574289
2020-12-0110744.691111782207
2021-01-0110144.313268299305
2021-02-0110372.04239151046
2021-03-0110165.015064577525
2021-04-0110516.959647533366
2021-05-0110806.798841654552
2021-06-0110723.986974466301
2021-07-0111904.040865153887
2021-08-0111531.39214488214
2021-09-0110703.285178188084
2021-10-0110515.629938126374
2021-11-0111182.783540632221
2021-12-0110970.989860965772
2022-01-0110483.859715657562
2022-02-0110949.810492999128
2022-03-0111331.041457436424
2022-04-0112305.299407015153
2022-05-0111555.664023635118
2022-06-0111146.043295151008
2022-07-0111663.459445033606
2022-08-0110844.215647027702
2022-09-019820.159143742056
2022-10-019732.690952591645
2022-11-0110946.56815580074
2022-12-0111553.50792792413
2023-01-0111922.005988374407
2023-02-0112052.062337151565
2023-03-0110924.892487844163
2023-04-0110903.214478849894
2023-05-0111173.019072434046
2023-06-0110398.652966914115
2023-07-0110431.839517184388
2023-08-0110785.834849155235
2023-09-0110863.271693810999
2023-10-0110932.746669288628
2023-11-0110621.334812869152
2023-12-0111410.983212418738
2024-01-0112634.383756944104
2024-02-0111588.93251022448
2024-03-0112945.79561336358
2024-04-0112701.115036250969
2024-05-0114155.283370906987
2024-06-0113632.698209808477
2024-07-0114632.428990474318
2024-08-0115132.294380807236
2024-09-0114178.005482710265
2024-10-0114226.071668527793
2024-11-0114111.899260466194
2024-12-0113906.384243879944
2025-01-0113929.221066529948
2025-02-0113792.211835818345
2025-03-0114020.558992979228
2025-04-0115801.671969117033
2025-05-0116163.259286311251
2025-06-0116023.520405655012
2025-07-0116046.81138961656
2025-08-0115883.78152499877
2025-09-0115557.719454725502
2025-10-0115661.542135166836
2025-11-0115193.334597493684
2025-12-0114608.07517540225
2026-01-0114935.820451773454
2026-02-0116293.622311025587
2026-03-0115263.565728144657
2026-04-0115251.860539702828
Annual Return Matrix
YearAnnual Return
20170.3593273698380304
20180.2105541881384867
2019-0.24804771882870313
2020-0.10517240740636036
20210.02106144763300022
20220.05309621778349549
2023-0.012336055542137236
20240.21868413834361133
20250.0504581866297209
20260.044070512820512775
Total Factor Risk
0.2634419725181818
VTI.US Exposure
0.011828363525481852
VEA.US Exposure
0.1238623979034546
VWO.US Exposure
-0.013878492497573478
QQQ.US Exposure
0.02229339910100042
VTV.US Exposure
0.0056207193877870374
IJR.US Exposure
-0.0020144910037458506
QUAL.US Exposure
-0.002229424428150479
SHV.US Exposure
0.37380525161441563
TLT.US Exposure
-0.005868754321669761
LQD.US Exposure
0.08099817702251351
HYG.US Exposure
0.032736227535018675
GLD.US Exposure
0.029302652024685984
USO.US Exposure
0.003266331533933852
VNQ.US Exposure
0.018390765675230798
BTC-USD.CC Exposure
0.0012897857113088492
CPER.US Exposure
-0.0014326671375748073
VIX.INDX Exposure
0.008932764604203242
UUP.US Exposure
0.014965326751700684
TIP.US Exposure
0.0031884921575669515
Idiosyncratic Exposure
0.29494317484041227
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.3%

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 →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.98%
Market Cap$701.0M
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 →
-1.5%
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 →
-2.0%
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 →
8.0% 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 →
0.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is A.G.Barr PLC a high-risk investment?

A.G.Barr PLC (BAG.LSE) has an annualized volatility of 26.3% and experienced a maximum drawdown of 54.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAG.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.0%. It has had a positive return in 70% 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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