Franklin Resources Inc

10-Year Study

BEN.US · Financial Services · US · Common Stock

Executive Summary: Franklin Resources Inc has compounded at 1.4% annually over the last 10 years, with a maximum drawdown of 55.7% and an annualized volatility of 34.5%.

1Y CAGR
+30.7%
3Y CAGR
+8.9%
5Y CAGR
-0.4%
10Y CAGR
+1.4%

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 →
55.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +38.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -27.2%
% 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.
202611.4-0.3-11.012.4————————11.1%
20259.6-8.9-3.3-2.515.411.70.66.9-8.6-2.2-0.17.224.8%
2024-9.73.13.6-18.73.3-4.02.3-11.51.13.19.6-9.4-27.2%
202318.3-5.5-7.5-0.2-10.712.59.5-8.6-6.9-7.38.820.117.0%
2022-4.5-7.0-5.1-11.910.1-12.917.8-5.0-16.49.014.3-0.5-17.5%
20215.2-0.514.21.414.0-5.7-7.69.8-7.56.02.94.338.9%
2020-2.6-14.0-22.112.90.211.11.70.0-2.1-7.917.314.91.5%
2019-0.210.12.44.4-8.010.2-6.2-19.510.8-4.5-0.2-4.5-9.3%
2018-2.1-8.8-1.9-3.0-0.2-3.87.1-7.5-3.50.311.1-11.7-23.3%
20170.48.3-1.62.3-3.17.7-0.0-3.53.4-5.32.90.511.6%
2016———-4.40.0-10.18.50.9-2.0-5.416.61.33.0%

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 34.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019562.074847492348
2016-05-019564.635571764298
2016-06-018595.897058884268
2016-07-019322.316712030035
2016-08-019402.1534865087
2016-09-019210.470884152008
2016-10-018715.920683630779
2016-11-0110165.992755628431
2016-12-0110299.935155853113
2017-01-0110341.567576274478
2017-02-0111200.360153478248
2017-03-0111018.71393818742
2017-04-0111272.349547123522
2017-05-0110927.18869646744
2017-06-0111764.545533394738
2017-07-0111761.902205114015
2017-08-0111354.788347878524
2017-09-0111743.811927192826
2017-10-0111115.856252503932
2017-11-0111437.722772686158
2017-12-0111492.77834453306
2018-01-0111248.724800614573
2018-02-0110256.733259265071
2018-03-0110062.655140653978
2018-04-019760.902696607865
2018-05-019740.58211044982
2018-06-019366.633762736506
2018-07-0110030.067859193208
2018-08-019276.05846711741
2018-09-018952.994188807983
2018-10-018979.51007562397
2018-11-019977.531709613868
2018-12-018810.543575679729
2019-01-018795.716156105056
2019-02-019686.84820274328
2019-03-019922.889157810829
2019-04-0110357.055827919328
2019-05-019527.670277838584
2019-06-0110499.506441047584
2019-07-019844.787067516387
2019-08-017928.952292054734
2019-09-018787.084037188326
2019-10-018388.230580830088
2019-11-018369.933792886968
2019-12-017992.392170792047
2020-01-017783.197518575576
2020-02-016694.187568922719
2020-03-015215.617113898537
2020-04-015887.476819250038
2020-05-015896.852374245723
2020-06-016553.0999219392115
2020-07-016664.36752175583
2020-08-016667.547776093575
2020-09-016528.896947368857
2020-10-016015.55433485187
2020-11-017055.043181245586
2020-12-018109.07033318327
2021-01-018530.92900598466
2021-02-018491.981215848406
2021-03-019695.14990562492
2021-04-019826.159863538178
2021-05-0111205.109883982668
2021-06-0110568.893808416524
2021-07-019762.761286805247
2021-08-0110717.581024207106
2021-09-019908.598664293178
2021-10-0110498.680400959858
2021-11-0110802.084925181418
2021-12-0111261.982744022567
2022-01-0110750.829137738056
2022-02-019997.563181741209
2022-03-019483.807549180361
2022-04-018352.669555053508
2022-05-019198.493302879988
2022-06-018012.051924879915
2022-07-019435.029882000174
2022-08-018960.717663628217
2022-09-017491.068441551468
2022-10-018162.886844898582
2022-11-019332.518307113445
2022-12-019289.357712529789
2023-01-0110986.663582783673
2023-02-0110377.459018086149
2023-03-019595.07514899698
2023-04-019573.680710724891
2023-05-018551.497404169024
2023-06-019621.343223786651
2023-07-0110532.67195056976
2023-08-019632.123046931469
2023-09-018964.889166071229
2023-10-018312.028382737415
2023-11-019045.138960593757
2023-12-0110865.070481870485
2024-01-019814.71920832318
2024-02-0110116.92597441754
2024-03-0110480.342311012353
2024-04-018515.52335834858
2024-05-018798.896410442798
2024-06-018449.109735295455
2024-07-018645.665974169726
2024-08-017651.444124583367
2024-09-017732.726469215551
2024-10-017970.66731648487
2024-11-018734.341377587054
2024-12-017908.962121931778
2025-01-018669.042908652356
2025-02-017893.349964273766
2025-03-017630.214894328822
2025-04-017435.971567700181
2025-05-018577.517666932377
2025-06-019584.130117834618
2025-07-019644.431044238576
2025-08-0110311.49971708127
2025-09-019423.837038811493
2025-10-019211.999058314299
2025-11-019203.821261445817
2025-12-019867.048847880587
2026-01-0110994.593567625836
2026-02-0110961.551964116818
2026-03-019755.533436037651
2026-04-0110965.682164555446
Annual Return Matrix
YearAnnual Return
20170.11581074741058872
2018-0.23338436437601973
2019-0.09286049128070517
20200.01459865330653054
20210.3888130551707276
2022-0.17515788083939066
20230.16962558856091037
2024-0.27207447617309855
20250.24757821516415923
20260.11134365843449134
Total Factor Risk
0.345193051621603
VTI.US Exposure
-0.11648196263437723
VEA.US Exposure
0.08402321918015344
VWO.US Exposure
0.024888616036840953
QQQ.US Exposure
0.07610033796180654
VTV.US Exposure
0.06915823168725822
IJR.US Exposure
0.3408485141447381
QUAL.US Exposure
-0.06154188241897497
SHV.US Exposure
0.426580965225953
TLT.US Exposure
-0.017698414668720984
LQD.US Exposure
0.08340911843124707
HYG.US Exposure
0.0036985088511502055
GLD.US Exposure
-0.002321952704625001
USO.US Exposure
0.002080068202885434
VNQ.US Exposure
-0.02187260682035947
BTC-USD.CC Exposure
-0.0009300382334933666
CPER.US Exposure
-0.02336041709775918
VIX.INDX Exposure
-0.02846115804429524
UUP.US Exposure
0.020713387730956337
TIP.US Exposure
-0.0027439207732759814
Idiosyncratic Exposure
0.14391138594289224
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.5%

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 →21.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.47%
Market Cap$12.2B
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
$136
Avg Yield on Cost
1.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$136.31.36%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 →
+3.7%
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 →
+9.9%
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 →
5.7% 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 →
1.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Resources Inc a high-risk investment?

Franklin Resources Inc (BEN.US) has an annualized volatility of 34.5% and experienced a maximum drawdown of 55.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BEN.US has generated a Compound Annual Growth Rate (CAGR) of 1.4%. 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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