Brown-Forman Corporation

10-Year Study

BF-A.US · Consumer Defensive · US · Common Stock

Executive Summary: Brown-Forman Corporation has compounded at -1.0% annually over the last 10 years, with a maximum drawdown of 61.6% and an annualized volatility of 87.5%.

1Y CAGR
-8.9%
3Y CAGR
-21.0%
5Y CAGR
-15.5%
10Y CAGR
-1.0%

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 →
61.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +47.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -35.6%
% 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.
20265.85.5-8.811.2————————13.2%
2025-11.6-0.92.03.4-4.0-16.74.36.0-10.60.85.1-7.0-28.1%
2024-5.46.3-11.3-7.3-6.7-3.23.30.45.6-9.4-5.1-8.4-35.6%
20231.1-2.40.71.1-4.68.75.6-6.5-13.3-1.25.3-1.1-8.2%
2022-7.6-2.63.1-0.51.17.57.0-2.5-4.01.86.1-9.7-1.9%
2021-10.00.7-4.112.15.1-5.8-5.1-1.0-5.12.22.65.1-5.4%
20202.4-8.7-12.210.44.6-2.79.85.13.6-8.617.5-0.118.3%
2019-0.84.84.12.2-5.912.1-3.07.94.14.02.7-1.334.0%
20182.6-1.47.90.12.9-10.89.0-1.2-3.2-8.74.8-2.1-2.1%
20171.16.6-5.32.110.4-6.84.57.90.42.95.211.847.0%
2016———-2.81.33.1-2.2-1.8-3.8-2.5-2.3-2.1-12.6%

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 87.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.5% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019720.713731574864
2016-05-019845.35017118415
2016-06-0110151.894108449578
2016-07-019929.189967979726
2016-08-019748.959865329141
2016-09-019374.00217462281
2016-10-019138.47794375335
2016-11-018927.934917073784
2016-12-018740.815513507523
2017-01-018840.979958125032
2017-02-019421.178909154083
2017-03-018922.034081072094
2017-04-019109.692647318714
2017-05-0110053.646686695562
2017-06-019370.707291576182
2017-07-019796.49604164732
2017-08-0110571.991696894722
2017-09-0110613.387409353272
2017-10-0110925.922043067118
2017-11-0111493.840066376917
2017-12-0112847.37802193194
2018-01-0113183.66576706375
2018-02-0112992.592503841533
2018-03-0114013.616853027246
2018-04-0114024.130525294217
2018-05-0114431.437976821995
2018-06-0112876.432899706755
2018-07-0114038.628010699384
2018-08-0113872.595858631545
2018-09-0113427.457159032023
2018-10-0112256.515631224707
2018-11-0112848.606114703864
2018-12-0112578.635379256013
2019-01-0112475.176051591876
2019-02-0113077.30095162213
2019-03-0113619.219352345806
2019-04-0113919.95231405627
2019-05-0113097.549505617775
2019-06-0114686.731505971224
2019-07-0114248.811595592046
2019-08-0115372.995737619474
2019-09-0116000.011981392896
2019-10-0116642.69389637892
2019-11-0117084.53771293182
2019-12-0116855.363620297678
2020-01-0117258.148096006902
2020-02-0115759.78505381143
2020-03-0113837.78991226625
2020-04-0115275.976408637385
2020-05-0115984.286403215807
2020-06-0115550.559980350516
2020-07-0117082.111480870208
2020-08-0117957.292325019243
2020-09-0118596.499636065193
2020-10-0116990.843220478597
2020-11-0119963.876100416055
2020-12-0119941.950151414854
2021-01-0117946.928420163484
2021-02-0118074.500301032498
2021-03-0117330.39589517479
2021-04-0119420.81946736718
2021-05-0120414.316566372425
2021-06-0119235.227691395263
2021-07-0118250.267334829008
2021-08-0118062.00969893755
2021-09-0117143.785700806646
2021-10-0117515.807950253256
2021-11-0117964.451207275102
2021-12-0118872.94032367733
2022-01-0117439.18694267802
2022-02-0116993.718754773836
2022-03-0117518.024507939168
2022-04-0117428.67327041105
2022-05-0117626.935369371367
2022-06-0118943.33100694621
2022-07-0120276.440687612136
2022-08-0119763.936606450185
2022-09-0118971.7269081117
2022-10-0119311.519210665836
2022-11-0120496.538875126924
2022-12-0118518.530721789062
2023-01-0118726.9170977472
2023-02-0118281.98807252337
2023-03-0118414.382464033355
2023-04-0118609.289772982556
2023-05-0117753.39897139742
2023-06-0119290.25223827396
2023-07-0120378.462248128653
2023-08-0119052.21191489617
2023-09-0116515.481457296817
2023-10-0116322.191636388688
2023-11-0117183.653785670853
2023-12-0117001.057357923146
2024-01-0116082.384057558613
2024-02-0117100.892314235993
2024-03-0115164.968803448244
2024-04-0114053.754519231632
2024-05-0113117.198989968578
2024-06-0112702.013772611133
2024-07-0113122.231174985249
2024-08-0113168.299630673564
2024-09-0113905.24515427541
2024-10-0112603.796304339361
2024-11-0111961.743412480417
2024-12-0110955.486130040048
2025-01-019685.248808600243
2025-02-019600.929756088794
2025-03-019791.044507879264
2025-04-0110124.51662568032
2025-05-019720.833545503832
2025-06-018101.278714156913
2025-07-018446.312876103411
2025-08-018950.609703131036
2025-09-017997.489898188113
2025-10-018059.9129551806045
2025-11-018473.001428781101
2025-12-017880.761177890735
2026-01-018336.054107970322
2026-02-018794.342386274115
2026-03-018024.53789265271
2026-04-018920.147011690844
Annual Return Matrix
YearAnnual Return
20170.4698145730313592
2018-0.020918092564658042
20190.3399993808624586
20200.1831219189718476
2021-0.05360608263588906
2022-0.018778716819426222
2023-0.08194350764990466
2024-0.3555997195118943
2025-0.28065618591934394
20260.13188901558342847
Total Factor Risk
0.8748146782803419
VTI.US Exposure
-0.008682198515279634
VEA.US Exposure
-0.006945768129730704
VWO.US Exposure
0.02221894222229167
QQQ.US Exposure
-0.005002677761512925
VTV.US Exposure
-0.005480594867580667
IJR.US Exposure
0.011423079287797734
QUAL.US Exposure
0.04873964003836878
SHV.US Exposure
0.8748314165101737
TLT.US Exposure
-0.0024820909587354636
LQD.US Exposure
0.0008159752745397586
HYG.US Exposure
-0.00012048832615749513
GLD.US Exposure
-0.0010626794872761088
USO.US Exposure
0.011657674444639037
VNQ.US Exposure
0.0040972127491969365
BTC-USD.CC Exposure
0.001194407235717373
CPER.US Exposure
-0.0014326607505656518
VIX.INDX Exposure
-0.00024553335089613646
UUP.US Exposure
0.00510695683556357
TIP.US Exposure
0.008820142147773926
Idiosyncratic Exposure
0.04254924540167255
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
87.5%

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 →15.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.39%
Market Cap$12.4B
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
$69
Avg Yield on Cost
0.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.190.69%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 →
+8.1%
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 →
+6.6%
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 →
15.0% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brown-Forman Corporation a high-risk investment?

Brown-Forman Corporation (BF-A.US) has an annualized volatility of 87.5% and experienced a maximum drawdown of 61.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BF-A.US?

Over the past 10 years, BF-A.US has generated a Compound Annual Growth Rate (CAGR) of -1.0%. 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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