Ball Corporation

10-Year Study

BALL.US · Consumer Cyclical · US · Common Stock

Executive Summary: Ball Corporation has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 27.3%.

1Y CAGR
+21.6%
3Y CAGR
+8.9%
5Y CAGR
-4.0%
10Y CAGR
+6.9%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +45.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.2%
% 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.
20267.417.7-11.77.2————————19.6%
20251.0-5.4-0.8-0.23.25.12.1-8.1-3.8-6.85.47.4-2.4%
2024-3.615.85.23.3-0.2-13.36.3-0.06.8-12.84.9-11.0-3.0%
202313.9-3.1-2.0-3.5-3.413.80.8-6.9-8.6-3.315.24.014.1%
20220.9-7.40.3-9.8-12.4-3.06.8-23.7-13.42.214.0-8.8-46.2%
2021-5.5-2.8-0.810.5-12.1-1.4-0.218.9-6.21.72.43.04.1%
202011.6-2.2-8.21.48.9-2.56.09.43.47.18.0-2.945.2%
201913.75.05.63.62.714.02.112.7-9.5-3.9-5.4-2.141.8%
20181.14.6-0.61.0-7.6-3.89.67.75.01.89.8-6.422.6%
20171.6-3.41.03.56.63.2-0.7-4.33.33.9-6.8-5.21.8%
2016———0.11.5-0.0-2.212.23.5-6.0-2.40.05.8%

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 27.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 15.5% of variance. Idiosyncratic stock-specific factors contribute 49.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110012.622729618643
2016-05-0110160.084814794085
2016-06-0110158.654653310201
2016-07-019931.01025363603
2016-08-0111146.64751493897
2016-09-0111535.153991083253
2016-10-0110848.24121227949
2016-11-0110583.10170935388
2016-12-0110584.531870837764
2017-01-0110752.327121458018
2017-02-0110385.8637864458
2017-03-0110488.990865620784
2017-04-0110860.459765826603
2017-05-0111582.349320051486
2017-06-0111953.320772784647
2017-07-0111865.521293860875
2017-08-0111353.710025432003
2017-09-0111725.645282643436
2017-10-0112188.42688454866
2017-11-0111359.710485570913
2017-12-0110773.37536764477
2018-01-0110895.778536385174
2018-02-0111399.599554784512
2018-03-0111331.107255893197
2018-04-0111439.550804932192
2018-05-0110571.62932701575
2018-06-0110171.059749659558
2018-07-0111149.538928373784
2018-08-0112010.838136810491
2018-09-0112615.951896829394
2018-10-0112848.259866559714
2018-11-0114112.802432518141
2018-12-0113213.32413055509
2019-01-0115023.784207286362
2019-02-0115770.608316078124
2019-03-0116657.30843608733
2019-04-0117256.110831296908
2019-05-0117717.089186113753
2019-06-0120199.072260463494
2019-07-0120629.08451010751
2019-08-0123249.60670559193
2019-09-0121052.16358560138
2019-10-0120231.0021701146
2019-11-0119143.644175822807
2019-12-0118740.836084839666
2020-01-0120917.16877770938
2020-02-0120461.351440421335
2020-03-0118777.025388475384
2020-04-0119047.108275660517
2020-05-0120737.74569241579
2020-06-0120222.63883448057
2020-07-0121427.456613253245
2020-08-0123432.698465996356
2020-09-0124234.459430049556
2020-10-0125948.84996362415
2020-11-0128036.326101690698
2020-12-0127209.91039727399
2021-01-0125703.142002599165
2021-02-0124978.578668208753
2021-03-0124788.429371786024
2021-04-0127391.882900864937
2021-05-0124077.42148102549
2021-06-0123743.32332220294
2021-07-0123702.314996175868
2021-08-0128180.461506892756
2021-09-0126421.39397218025
2021-10-0126864.837303585977
2021-11-0127501.383525783323
2021-12-0128331.281362508624
2022-01-0128575.52807158269
2022-02-0126467.812039472457
2022-03-0126544.51222166259
2022-04-0123937.234565137638
2022-05-0120967.379881980585
2022-06-0120340.347342697783
2022-07-0121715.696333190317
2022-08-0116565.436105981185
2022-09-0114342.25007928069
2022-10-0114659.839200104463
2022-11-0116706.586826347306
2022-12-0115234.950659428805
2023-01-0117350.066222694797
2023-02-0116805.236878268384
2023-03-0116476.36191790873
2023-04-0115899.353940094888
2023-05-0115354.462414734393
2023-06-0117470.35523967641
2023-07-0117614.428463944383
2023-08-0116402.180063548916
2023-09-0114995.429701344974
2023-10-0114504.417955366524
2023-11-0116716.193780662972
2023-12-0117390.42164891401
2024-01-0116764.570547378764
2024-02-0119417.426828585816
2024-03-0120430.447516182587
2024-04-0121100.757985586457
2024-05-0121058.288407608456
2024-06-0118256.819693945443
2024-07-0119415.716852898564
2024-08-0119409.654211825567
2024-09-0120721.640830488555
2024-10-0118079.16876527319
2024-11-0118967.112503964036
2024-12-0116876.3096859241
2025-01-0117050.82047742521
2025-02-0116129.392305731217
2025-03-0116000.335777044042
2025-04-0115960.384526896361
2025-05-0116464.329907163865
2025-06-0117300.19711356104
2025-07-0117661.06416450588
2025-08-0116236.094788615914
2025-09-0115612.513291174659
2025-10-0114553.509802824257
2025-11-0115336.927391323272
2025-12-0116468.62039161552
2026-01-0117681.14860621436
2026-02-0120808.849590538553
2026-03-0118377.57506793267
2026-04-0119702.028963879096
Annual Return Matrix
YearAnnual Return
20170.017841459510108848
20180.22647950894184143
20190.41832864309311146
20200.45190482826352407
20210.04121185806429484
2022-0.46225691438052874
20230.1414819803273335
2024-0.029562938344396716
2025-0.024157490701217643
20260.19633754955635263
Total Factor Risk
0.27295682566548185
VTI.US Exposure
0.07810903276327467
VEA.US Exposure
0.03618491849122395
VWO.US Exposure
0.11765911726606629
QQQ.US Exposure
-0.04965481637798296
VTV.US Exposure
0.15549499385117363
IJR.US Exposure
-0.014334608496851245
QUAL.US Exposure
-0.04782468446263044
SHV.US Exposure
0.05232849927749065
TLT.US Exposure
0.06975991982733264
LQD.US Exposure
0.018266413841831055
HYG.US Exposure
-0.02946557909956826
GLD.US Exposure
-0.02189209952949321
USO.US Exposure
0.031153950883696355
VNQ.US Exposure
0.10480348405090491
BTC-USD.CC Exposure
0.028552015460906414
CPER.US Exposure
0.010634784032545174
VIX.INDX Exposure
-0.031001570288793818
UUP.US Exposure
0.0027561273992467985
TIP.US Exposure
-0.009157392069100758
Idiosyncratic Exposure
0.497627493178728
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.3%

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 →18.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.33%
Market Cap$16.0B
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
$62
Avg Yield on Cost
0.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$62.180.62%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 →
+0.4%
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 →
+15.6%
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 →
6.5% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ball Corporation a high-risk investment?

Ball Corporation (BALL.US) has an annualized volatility of 27.3% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BALL.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. 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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