Bunge Limited

10-Year Study

BG.US · Consumer Defensive · US · Common Stock

Executive Summary: Bunge Limited has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 46.8% and an annualized volatility of 38.8%.

1Y CAGR
+67.9%
3Y CAGR
+13.3%
5Y CAGR
+10.2%
10Y CAGR
+9.4%

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 →
46.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -20.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202627.86.65.4-3.3————————38.9%
2025-2.1-1.63.03.00.12.7-0.66.5-3.516.42.3-7.318.6%
2024-12.77.98.6-0.76.4-0.8-1.4-3.0-4.7-13.17.6-13.3-20.7%
2023-0.7-3.00.0-2.0-0.31.815.25.8-5.3-2.14.3-8.13.8%
20225.96.36.02.15.1-23.41.88.1-16.719.56.9-4.89.3%
2021-0.217.83.56.53.4-10.0-0.7-1.87.413.9-6.07.845.9%
2020-8.9-9.6-12.6-3.3-0.25.45.66.20.224.14.711.418.9%
20193.1-2.7-0.0-1.20.76.54.9-7.86.0-4.6-0.27.811.8%
201818.4-4.5-2.0-2.3-3.10.2-0.8-5.35.7-10.1-6.9-6.4-18.0%
2017-4.219.0-3.2-0.31.8-6.75.1-4.2-6.9-1.0-2.00.3-4.8%
2016———10.38.0-11.811.3-2.3-7.34.710.85.829.9%

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 38.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111028.765173990354
2016-05-0111909.45445849542
2016-06-0110503.112340209918
2016-07-0111691.057911547503
2016-08-0111420.92714353701
2016-09-0110586.265925734755
2016-10-0111083.127540836886
2016-11-0112279.549474252459
2016-12-0112991.7296277267
2017-01-0112446.803724863916
2017-02-0114810.856373016757
2017-03-0114342.19405186681
2017-04-0114300.593582115349
2017-05-0114558.009807008862
2017-06-0113580.434283333056
2017-07-0114270.381744094364
2017-08-0113669.12828429434
2017-09-0112722.190784442324
2017-10-0112597.649822067428
2017-11-0112341.654216516594
2017-12-0112373.00255001172
2018-01-0114650.98934298723
2018-02-0113998.972418675461
2018-03-0113722.448863622909
2018-04-0113405.082502468325
2018-05-0112992.250521485685
2018-06-0113022.13088166004
2018-07-0112913.78497979169
2018-08-0112234.397456144297
2018-09-0112936.680628197872
2018-10-0111635.677434172052
2018-11-0110836.934208750541
2018-12-0110147.649703682482
2019-01-0110457.15530447424
2019-02-0110175.44648882091
2019-03-0110173.528652708292
2019-04-0110046.998823253643
2019-05-0110118.929515971313
2019-06-0110780.74871374757
2019-07-0111307.111857199343
2019-08-0110430.731784700401
2019-09-0111057.62742363579
2019-10-0110545.944013391703
2019-11-0110519.733586519269
2019-12-0111341.514522281232
2020-01-0110332.49595715412
2020-02-019337.399461585268
2020-03-018160.037504350646
2020-04-017889.551581504482
2020-05-017873.498582932205
2020-06-018299.25819993323
2020-07-018765.387083255397
2020-08-019305.388172396892
2020-09-019321.701617848661
2020-10-0111571.56014783912
2020-11-0112111.940068805328
2020-12-0113487.880933157492
2021-01-0113459.066037490144
2021-02-0115854.253926236708
2021-03-0116411.16038555609
2021-04-0117477.358879226045
2021-05-0118075.179175614594
2021-06-0116270.163915795158
2021-07-0116161.889044893938
2021-08-0115867.868194937386
2021-09-0117043.66747089506
2021-10-0119416.196481125884
2021-11-0118244.04346148109
2021-12-0119674.98597138399
2022-01-0120834.069293076136
2022-02-0122148.521016879324
2022-03-0123474.692850259617
2022-04-0123964.04885983459
2022-05-0125179.128260617355
2022-06-0119299.32686320146
2022-07-0119648.325681719703
2022-08-0121236.507075868176
2022-09-0117681.738648659528
2022-10-0121135.856195439337
2022-11-0122592.725008346137
2022-12-0121500.174025869477
2023-01-0121355.791746675153
2023-02-0120709.480976723153
2023-03-0120713.813865718326
2023-04-0120297.454013368028
2023-05-0120230.25871845929
2023-06-0120603.66851268258
2023-07-0123730.80684075567
2023-08-0125114.276987624038
2023-09-0123780.788964628944
2023-10-0123282.104221370377
2023-11-0124287.476530184606
2023-12-0122315.656882545558
2024-01-0119472.855515909752
2024-02-0121016.737263555668
2024-03-0122831.79156673004
2024-04-0122662.548449038833
2024-05-0124118.25708948244
2024-06-0123934.45262352877
2024-07-0123589.242123257667
2024-08-0122887.45616797403
2024-09-0121817.350971111704
2024-10-0118968.275202379064
2024-11-0120412.8083039936
2024-12-0117687.776280865914
2025-01-0117316.99463242658
2025-02-0117040.068568560273
2025-03-0117552.27287256334
2025-04-0118080.530175138683
2025-05-0118105.03585879991
2025-06-0118598.51166446865
2025-07-0118478.043144209434
2025-08-0119682.278484009745
2025-09-0118988.187550165618
2025-10-0122108.104396580096
2025-11-0122616.54405932506
2025-12-0120970.969643732347
2026-01-0126809.312633331043
2026-02-0128566.287282378875
2026-03-0130117.130064803918
2026-04-0129125.064223832782
Annual Return Matrix
YearAnnual Return
2017-0.047624688586075936
2018-0.17985552313065112
20190.11764939207208824
20200.18924865869188534
20210.4587158701124525
20220.09276693041306916
20230.037929128187282224
2024-0.2073826742379874
20250.18561934020038962
20260.38882773274804094
Total Factor Risk
0.38821565399979757
VTI.US Exposure
0.05275233649451214
VEA.US Exposure
0.0806284538344288
VWO.US Exposure
-0.009117292526426202
QQQ.US Exposure
0.09600248410883015
VTV.US Exposure
0.2329734678666212
IJR.US Exposure
0.06349944376483596
QUAL.US Exposure
-0.011626656218271272
SHV.US Exposure
0.1475441913074437
TLT.US Exposure
0.024208236210277206
LQD.US Exposure
0.03474059958405094
HYG.US Exposure
-0.004062224172468444
GLD.US Exposure
0.0029122302655283697
USO.US Exposure
0.03456548303266872
VNQ.US Exposure
0.026367277843498578
BTC-USD.CC Exposure
0.006428061322277096
CPER.US Exposure
-0.006624862026059268
VIX.INDX Exposure
-0.00806487562131
UUP.US Exposure
-0.0013574158475704514
TIP.US Exposure
0.044110441523997054
Idiosyncratic Exposure
0.19412061925313576
Value Score
39.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.8%

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 →26.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.18%
Market Cap$25.0B
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
$166
Avg Yield on Cost
1.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$165.741.66%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 →
+0.8%
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 →
+27.3%
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 →
5.0% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bunge Limited a high-risk investment?

Bunge Limited (BG.US) has an annualized volatility of 38.8% and experienced a maximum drawdown of 46.8% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BG.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 70% 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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