Beiersdorf AG ADR

10-Year Study

BDRFY.US · Consumer Defensive · US · Common Stock

Executive Summary: Beiersdorf AG ADR has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 42.9% and an annualized volatility of 42.0%.

1Y CAGR
-37.0%
3Y CAGR
-10.8%
5Y CAGR
-4.9%
10Y CAGR
+0.7%

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 →
42.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +40.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -19.1%
% 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.
20267.56.3-30.01.1————————-19.1%
20254.42.6-6.29.7-2.2-8.2-1.6-7.0-9.21.41.13.3-12.9%
2024-1.6-2.81.63.94.3-6.6-0.8-0.34.2-10.7-3.8-0.9-13.7%
20235.9-1.18.77.9-9.14.1-1.80.9-1.41.47.16.731.8%
2022-3.92.94.3-3.92.3-1.40.7-1.4-2.2-2.911.46.912.2%
2021-5.0-9.46.57.64.91.8-1.62.1-10.7-1.8-6.63.5-10.4%
2020-5.2-8.1-2.63.10.98.35.3-3.2-1.7-7.97.13.1-2.8%
2019-4.5-6.612.15.75.24.7-2.77.9-6.50.4-1.42.615.7%
20181.2-7.61.71.51.9-1.01.80.9-3.3-8.63.7-2.6-10.7%
20173.94.65.14.26.42.11.2-3.12.23.46.5-1.440.8%
2016———-0.7-0.21.81.10.71.4-7.4-6.22.9-6.9%

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 42.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.5% of variance. Idiosyncratic stock-specific factors contribute 9.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019927.015495171794
2016-05-019911.532142730506
2016-06-0110092.368243762337
2016-07-0110207.902419421562
2016-08-0110275.39092510076
2016-09-0110418.64148356519
2016-10-019644.946635621167
2016-11-019043.814341602942
2016-12-019307.031333104826
2017-01-019673.135792546718
2017-02-0110121.680239223708
2017-03-0110642.61822307847
2017-04-0111086.907702672357
2017-05-0111794.768754358389
2017-06-0112042.738780479158
2017-07-0112182.620823336132
2017-08-0111808.124623258125
2017-09-0112067.854905622467
2017-10-0112481.354970628909
2017-11-0113289.50323259305
2017-12-0113103.88029359273
2018-01-0113261.077688607325
2018-02-0112251.764038436537
2018-03-0112454.052265179005
2018-04-0112637.193140047515
2018-05-0112880.908199085181
2018-06-0112750.067961279801
2018-07-0112983.677473495101
2018-08-0113105.535003013938
2018-09-0112675.960617915776
2018-10-0111589.998463484108
2018-11-0112020.104719467658
2018-12-0111702.873284716397
2019-01-0111170.58872197336
2019-02-0110429.92896568842
2019-03-0111694.422447315234
2019-04-0112355.59705461723
2019-05-0112993.132955901996
2019-06-0113600.174926424528
2019-07-0113227.392532532771
2019-08-0114267.20011346579
2019-09-0113346.767997919795
2019-10-0113399.364118808136
2019-11-0113205.290342406657
2019-12-0113545.33312846455
2020-01-0112839.835947380243
2020-02-0111794.946044653516
2020-03-0111491.129575567036
2020-04-0111845.296488470223
2020-05-0111950.015956126563
2020-06-0112941.541480019385
2020-07-0113632.205373077879
2020-08-0113194.59382793386
2020-09-0112963.761863675583
2020-10-0111935.18266810075
2020-11-0112779.73453733143
2020-12-0113170.06867044098
2021-01-0112509.012256669072
2021-02-0111329.972697294552
2021-03-0112069.095937688373
2021-04-0112984.091150850403
2021-05-0113614.77182739017
2021-06-0113860.555273204347
2021-07-0113641.719952249816
2021-08-0113932.357842731692
2021-09-0112441.937428345173
2021-10-0112216.246882645644
2021-11-0111406.384814495255
2021-12-0111806.174430011702
2022-01-0111342.087534128383
2022-02-0111665.996903329515
2022-03-0112167.43295472006
2022-04-0111698.55922086825
2022-05-0111965.853889158108
2022-06-0111794.00049641283
2022-07-0111877.32693512357
2022-08-0111707.246445329585
2022-09-0111445.093195598474
2022-10-0111115.865117543466
2022-11-0112387.154727150235
2022-12-0113240.630207902423
2023-01-0114027.030860330708
2023-02-0113868.474239720119
2023-03-0115081.908116349714
2023-04-0116267.389223113929
2023-05-0114784.59229141797
2023-06-0115396.834777264294
2023-07-0115116.893401255216
2023-08-0115260.02576618956
2023-09-0115052.30063706313
2023-10-0115261.207701490423
2023-11-0116344.215017669934
2023-12-0117447.01975013888
2024-01-0117175.233727705745
2024-02-0116695.13160849575
2024-03-0116963.430921791343
2024-04-0117622.30075525666
2024-05-0118375.134445140477
2024-06-0117160.873213800278
2024-07-0117028.37826657369
2024-08-0116970.93621095181
2024-09-0117686.77532591866
2024-10-0115785.4551041876
2024-11-0115190.350680203768
2024-12-0115056.082830025885
2025-01-0115718.616662923872
2025-02-0116127.861760847212
2025-03-0115123.512238940042
2025-04-0116588.46194759299
2025-05-0116216.152327821577
2025-06-0114892.38479085655
2025-07-0114655.997730684225
2025-08-0113627.714018934605
2025-09-0112374.862600021277
2025-10-0112552.152895150519
2025-11-0112693.985131253918
2025-12-0113107.662486555488
2026-01-0114088.668786270642
2026-02-0114981.029938421174
2026-03-0110489.675795146975
2026-04-0110607.869325233138
Annual Return Matrix
YearAnnual Return
20170.4079548918012801
2018-0.10691543096294687
20190.157436537072853
2020-0.027704335837630878
2021-0.1035601464622895
20220.12150047302742562
20230.3176880160678419
2024-0.13703984716896767
2025-0.129410841150842
2026-0.1907123534715961
Total Factor Risk
0.41970667480587837
VTI.US Exposure
-0.011483997957344878
VEA.US Exposure
0.15974565517735131
VWO.US Exposure
0.02203981366327632
QQQ.US Exposure
-0.020237027313777318
VTV.US Exposure
-0.016886551620687012
IJR.US Exposure
-0.00699770783782904
QUAL.US Exposure
0.06322270283939393
SHV.US Exposure
0.6545376086332123
TLT.US Exposure
-0.013567659595183171
LQD.US Exposure
0.02312937528669045
HYG.US Exposure
-0.003042550137645369
GLD.US Exposure
0.017576230470771573
USO.US Exposure
0.05608212661669012
VNQ.US Exposure
-0.004285175374642274
BTC-USD.CC Exposure
-0.00009862665454902128
CPER.US Exposure
-0.002598770921127722
VIX.INDX Exposure
-0.0050724482090749885
UUP.US Exposure
-0.009650897039900451
TIP.US Exposure
-0.0005782881689251019
Idiosyncratic Exposure
0.09816618814330039
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.0%

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 →17.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.32%
Market Cap$19.1B
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 →
-11.8%
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 →
-18.6%
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 →
37.4% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beiersdorf AG ADR a high-risk investment?

Beiersdorf AG ADR (BDRFY.US) has an annualized volatility of 42.0% and experienced a maximum drawdown of 42.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDRFY.US has generated a Compound Annual Growth Rate (CAGR) of 0.7%. 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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