Brown-Forman Corporation

10-Year Study

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

Executive Summary: Brown-Forman Corporation has compounded at -1.1% annually over the last 10 years, with a maximum drawdown of 64.4% and an annualized volatility of 85.9%.

1Y CAGR
-10.3%
3Y CAGR
-20.8%
5Y CAGR
-16.9%
10Y CAGR
-1.1%

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 →
64.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +55.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -32.2%
% 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.
20265.05.4-8.411.4————————13.0%
2025-13.10.33.22.7-4.3-18.67.23.8-8.80.66.4-9.4-29.3%
2024-3.99.7-14.0-7.3-4.2-5.44.61.08.4-10.5-4.4-9.3-32.2%
20231.4-2.6-0.61.3-5.18.55.7-6.3-12.5-2.75.0-2.8-11.9%
2022-7.5-3.33.00.6-2.06.45.8-2.0-8.22.17.4-9.8-8.9%
2021-9.8-0.1-3.410.65.3-6.5-5.4-1.0-4.31.33.65.3-6.1%
20200.1-9.2-9.412.16.0-3.28.95.53.2-7.415.7-1.318.7%
2019-0.74.77.01.0-6.211.3-1.17.66.74.43.5-0.143.8%
20180.90.7-0.43.00.9-13.18.6-1.9-2.9-8.33.00.1-10.7%
20171.56.9-4.92.59.8-6.11.67.42.75.04.915.255.0%
2016———-2.21.82.1-1.6-0.8-2.3-2.7-1.4-0.9-7.8%

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 85.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.6% of variance. Idiosyncratic stock-specific factors contribute 4.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019781.665326942952
2016-05-019959.385217911602
2016-06-0110166.508518829667
2016-07-0110006.497156360867
2016-08-019928.47084136664
2016-09-019701.46322005113
2016-10-019441.75828160791
2016-11-019310.364626458839
2016-12-019222.093957946778
2017-01-019361.707271375644
2017-02-0110010.45588884121
2017-03-019516.460470091926
2017-04-019751.38555636812
2017-05-0110705.500522794442
2017-06-0110050.55694228712
2017-07-0110216.007784499898
2017-08-0110968.77134240316
2017-09-0111267.821850994516
2017-10-0111832.258532428366
2017-11-0112409.145578609548
2017-12-0114295.406057162889
2018-01-0114426.557957656672
2018-02-0114528.578422188242
2018-03-0114465.208483170854
2018-04-0114901.30366197864
2018-05-0115039.557105471513
2018-06-0113068.863813558808
2018-07-0114191.481774720924
2018-08-0113924.826389938173
2018-09-0113520.00821965828
2018-10-0112394.005693322131
2018-11-0112763.10461328321
2018-12-0112770.961639580071
2019-01-0112682.388777748902
2019-02-0113283.632605450359
2019-03-0114214.35780897756
2019-04-0114351.704672513099
2019-05-0113460.294819802124
2019-06-0114976.06628912648
2019-07-0114808.56053234375
2019-08-0115937.88718519011
2019-09-0117008.558114797197
2019-10-0117750.896003191163
2019-11-0118374.01862719619
2019-12-0118362.293526414716
2020-01-0118373.17248590268
2020-02-0116680.920118218026
2020-03-0115120.84710831213
2020-04-0116943.193699873682
2020-05-0117959.228077385666
2020-06-0117387.145904978333
2020-07-0118938.485527961948
2020-08-0119984.557921393472
2020-09-0120616.685906307986
2020-10-0119081.120774581916
2020-11-0122078.364771511635
2020-12-0121790.79760904646
2021-01-0119661.90611457962
2021-02-0119637.216920408322
2021-03-0118971.12240642584
2021-04-0120981.826093788717
2021-05-0122104.0814229679
2021-06-0120659.32538363442
2021-07-0119551.091824461942
2021-08-0119358.111170878234
2021-09-0118519.10163970095
2021-10-0118762.306822920757
2021-11-0119444.901092126656
2021-12-0120468.5205219483
2022-01-0118943.04864708051
2022-02-0118325.033090168443
2022-03-0118878.862786101523
2022-04-0118997.17147053313
2022-05-0118625.35281070006
2022-06-0119819.771904482735
2022-07-0120966.716427833213
2022-08-0120537.32994070967
2022-09-0118854.77797856845
2022-10-0119259.80768417172
2022-11-0120681.62725058475
2022-12-0118655.330387955782
2023-01-0118910.95571659102
2023-02-0118425.270614117264
2023-03-0118310.920662166
2023-04-0118544.51609783811
2023-05-0117598.651009023495
2023-06-0119088.947581546865
2023-07-0120180.862701487396
2023-08-0118903.128909626066
2023-09-0116542.092507418845
2023-10-0116103.398466066714
2023-11-0116906.477211601807
2023-12-0116434.45124715183
2024-01-0115801.265585620435
2024-02-0117335.31975075095
2024-03-0114914.932580670507
2024-04-0113825.646542606235
2024-05-0113250.663314335447
2024-06-0112541.44581371595
2024-07-0113113.497766791372
2024-08-0113238.364046247665
2024-09-0114354.877702363756
2024-10-0112846.449530693775
2024-11-0112277.510168805187
2024-12-0111136.972143819843
2025-01-019679.61464307947
2025-02-019708.92739503315
2025-03-0110015.86514925328
2025-04-0110281.432638087237
2025-05-019838.77986425476
2025-06-018005.916945188175
2025-07-018583.075965356558
2025-08-018907.359616093607
2025-09-018119.753168496951
2025-10-018164.719534380533
2025-11-018689.448013683314
2025-12-017875.157896009235
2026-01-018271.031144043469
2026-02-018721.299189517518
2026-03-017989.991357271074
2026-04-018902.61518098358
Annual Return Matrix
YearAnnual Return
20170.5501258306790926
2018-0.10663876293454255
20190.43781604272507213
20200.18671437082190923
2021-0.060680527203337276
2022-0.08858432792190529
2023-0.11904796616401903
2024-0.3223398836788093
2025-0.29288160243991124
20260.13046815042210302
Total Factor Risk
0.8587101464421771
VTI.US Exposure
-0.00979511797565554
VEA.US Exposure
-0.004616959609857282
VWO.US Exposure
0.022124328045863118
QQQ.US Exposure
-0.007630998348296868
VTV.US Exposure
-0.008358540109154508
IJR.US Exposure
0.014789306483263933
QUAL.US Exposure
0.06083836684087782
SHV.US Exposure
0.8562916494923444
TLT.US Exposure
-0.0036471626086163177
LQD.US Exposure
0.002622036236415184
HYG.US Exposure
-0.00038487599358941237
GLD.US Exposure
-0.001580950538005907
USO.US Exposure
0.013062950285303045
VNQ.US Exposure
0.003234800318915656
BTC-USD.CC Exposure
0.0011046293694809074
CPER.US Exposure
-0.001344425725348157
VIX.INDX Exposure
-0.0010798108449707304
UUP.US Exposure
0.004105995532787098
TIP.US Exposure
0.014383724005877228
Idiosyncratic Exposure
0.04588105514236628
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
85.9%

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 →15.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.44%
Market Cap$12.3B
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.810.70%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 →
+8.4%
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 →
+5.8%
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 →
16.4% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brown-Forman Corporation a high-risk investment?

Brown-Forman Corporation (BF-B.US) has an annualized volatility of 85.9% and experienced a maximum drawdown of 64.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BF-B.US has generated a Compound Annual Growth Rate (CAGR) of -1.1%. 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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