British American Tobacco PLC

10-Year Study

BATS.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: British American Tobacco PLC has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 51.0% and an annualized volatility of 19.0%.

1Y CAGR
+33.7%
3Y CAGR
+27.6%
5Y CAGR
+17.6%
10Y CAGR
+6.6%

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 →
51.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
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 →
23.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +56.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -47.1%
% 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.
20263.86.0-5.8-5.0————————-1.5%
202511.0-3.45.12.12.65.716.73.6-5.70.513.2-3.356.4%
20241.90.35.2-2.32.73.013.03.3-1.9-1.110.9-1.737.2%
2023-5.71.5-7.93.0-12.72.12.60.30.5-4.82.4-6.3-23.5%
202215.73.1-0.44.94.50.5-7.07.2-5.06.4-1.2-1.628.2%
2021-1.9-6.513.8-3.31.23.2-2.41.8-2.7-2.2-0.610.29.1%
20203.9-8.8-8.011.73.5-2.7-17.30.39.7-10.27.84.5-9.6%
20197.52.717.7-6.4-7.71.47.4-2.44.4-8.613.27.338.3%
2018-4.0-10.9-2.6-3.2-3.30.39.7-11.4-3.7-4.0-19.0-7.3-47.1%
20176.03.76.8-1.66.0-5.4-9.93.7-3.34.3-3.78.013.4%
2016———2.00.715.4-0.4-1.04.3-4.8-6.45.214.2%

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 19.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 14.2% of variance. Idiosyncratic stock-specific factors contribute 37.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110195.598875005506
2016-05-0110264.058644381168
2016-06-0111841.075535377928
2016-07-0111795.843187754723
2016-08-0111673.621563652863
2016-09-0112180.096061237584
2016-10-0111590.856308728917
2016-11-0110854.615038470405
2016-12-0111417.913456333294
2017-01-0112104.742682793545
2017-02-0112550.687554894052
2017-03-0113399.423147863976
2017-04-0113184.526734931624
2017-05-0113980.907531912248
2017-06-0113232.56201440103
2017-07-0111916.637712203592
2017-08-0112355.326840542588
2017-09-0111948.682670969407
2017-10-0112457.626861911796
2017-11-0111992.160273264883
2017-12-0112946.360488075541
2018-01-0112432.94344430175
2018-02-0111082.321791396904
2018-03-0110793.864962909161
2018-04-0110448.963127277762
2018-05-0110109.286844000811
2018-06-0110138.19936097442
2018-07-0111120.254584883884
2018-08-019850.9943906408
2018-09-019488.348887181528
2018-10-019107.253623152945
2018-11-017380.270557027942
2018-12-016844.985611321348
2019-01-017356.990469612262
2019-02-017552.757129031575
2019-03-018886.778378461515
2019-04-018319.18188319828
2019-05-017679.244671854468
2019-06-017789.369039720864
2019-07-018364.575490285866
2019-08-018160.561294792322
2019-09-018521.836092804355
2019-10-017792.707017419985
2019-11-018825.197303984112
2019-12-019466.098343571679
2020-01-019835.192827402738
2020-02-018971.043439617768
2020-03-018250.362775536381
2020-04-019211.75907742808
2020-05-019537.706401045298
2020-06-019283.527462230448
2020-07-017681.669622701792
2020-08-017706.012344738247
2020-09-018451.509721825094
2020-10-017592.680964229063
2020-11-018186.634526630067
2020-12-018556.460270864633
2021-01-018396.895429063197
2021-02-017853.427730708813
2021-03-018933.96168596304
2021-04-018637.66606287581
2021-05-018737.50478010804
2021-06-019017.697760147987
2021-07-018800.93241527295
2021-08-018960.173339942177
2021-09-018721.544287744677
2021-10-018528.959939373899
2021-11-018473.69688021195
2021-12-019334.97529024956
2022-01-0110803.436597649017
2022-02-0111138.109176851998
2022-03-0111098.685898489031
2022-04-0111645.890062525328
2022-05-0112167.03684102963
2022-06-0112227.837251915016
2022-07-0111366.430207160154
2022-08-0112181.72123971243
2022-09-0111573.388086980374
2022-10-0112315.892842619853
2022-11-0112163.446254574166
2022-12-0111964.944243141987
2023-01-0111288.577307018213
2023-02-0111461.770903898916
2023-03-0110560.917743458098
2023-04-0110882.523179300251
2023-05-019497.576097805264
2023-06-019696.48778284782
2023-07-019945.939395803665
2023-08-019972.5583930541
2023-09-0110019.901095748743
2023-10-019541.652131176652
2023-11-019767.167899299524
2023-12-019151.495110599059
2024-01-019322.923708660077
2024-02-019348.837545304707
2024-03-019833.837968261249
2024-04-019609.040876710847
2024-05-019870.622836717104
2024-06-0110170.415366628753
2024-07-0111488.802371166623
2024-08-0111869.669728033117
2024-09-0111642.108854333068
2024-10-0111518.165575718429
2024-11-0112770.418955350939
2024-12-0112559.517209670628
2025-01-0113941.935873263114
2025-02-0113462.232311036883
2025-03-0114146.1565367992
2025-04-0114439.571394714934
2025-05-0114821.899874184995
2025-06-0115662.86844699912
2025-07-0118272.592812162322
2025-08-0118928.41594501891
2025-09-0117851.961015291454
2025-10-0117933.223201508383
2025-11-0120308.089003106576
2025-12-0119640.09777170647
2026-01-0120395.12763383662
2026-02-0121625.546668419083
2026-03-0120371.824243030132
2026-04-0119351.13572570604
Annual Return Matrix
YearAnnual Return
20170.13386395312835808
2018-0.4712810895675248
20190.38292450577472503
2020-0.09609429774462153
20210.09098564064345926
20220.2817328242571191
2023-0.23514101489904793
20240.37240058131315323
20250.5637621609040757
2026-0.014712861888941609
Total Factor Risk
0.19038822816169887
VTI.US Exposure
0.12978801435297752
VEA.US Exposure
-0.007176562541960293
VWO.US Exposure
0.07548840589137114
QQQ.US Exposure
0.05032811826468124
VTV.US Exposure
0.14243441906923648
IJR.US Exposure
-0.005998590175234958
QUAL.US Exposure
0.13071483873166284
SHV.US Exposure
0.00043075927134527433
TLT.US Exposure
0.011357745625868028
LQD.US Exposure
0.024868483759706447
HYG.US Exposure
0.0406326280897023
GLD.US Exposure
0.000022046110406921573
USO.US Exposure
-0.00045411269834254824
VNQ.US Exposure
-0.005473423091988913
BTC-USD.CC Exposure
0.016279749343712353
CPER.US Exposure
0.010014247826990993
VIX.INDX Exposure
0.007414651884304648
UUP.US Exposure
-0.000711638145479648
TIP.US Exposure
0.0023544503950668778
Idiosyncratic Exposure
0.3776857680359731
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.0%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.68%
Market Cap$95.5B
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
$286
Avg Yield on Cost
2.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$285.512.86%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 →
-5.9%
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 →
+0.9%
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 →
10.5% 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 →
0.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is British American Tobacco PLC a high-risk investment?

British American Tobacco PLC (BATS.LSE) has an annualized volatility of 19.0% and experienced a maximum drawdown of 51.0% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BATS.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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.

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