Bega Cheese Ltd

10-Year Study

BGA.AU · Consumer Defensive · AU · Common Stock

Executive Summary: Bega Cheese Ltd has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 63.2% and an annualized volatility of 71.9%.

1Y CAGR
+12.1%
3Y CAGR
+21.0%
5Y CAGR
+2.0%
10Y CAGR
+1.8%

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 →
63.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +73.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -30.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.83.9-4.9-0.8————————-1.2%
20250.7-8.81.16.6-3.50.2-4.613.1-11.02.313.01.07.3%
20245.913.3-0.7-1.07.7-4.75.214.14.0-2.12.59.365.8%
20230.0-8.93.74.4-4.8-20.814.0-6.5-16.310.315.110.6-6.6%
2022-10.1-7.83.65.0-3.8-21.4-8.916.5-13.5-7.29.010.9-29.8%
20219.69.54.40.6-6.4-1.5-12.47.8-2.40.71.33.312.9%
20201.4-7.514.45.710.3-16.70.018.4-2.9-1.411.2-6.622.8%
20192.8-6.1-2.910.7-6.71.3-7.3-9.714.7-21.05.614.3-10.2%
2018-2.5-2.7-0.55.02.02.2-1.37.1-12.4-12.3-0.7-16.9-30.8%
201721.014.68.6-5.2-1.29.85.51.0-0.97.64.9-6.273.3%
2016———4.20.7-8.69.53.24.6-25.80.4-14.3-27.6%

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 71.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.2% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110423.578947368422
2016-05-0110491.368421052632
2016-06-019593.052631578948
2016-07-0110508.42105263158
2016-08-0110845.263157894738
2016-09-0111340.631578947368
2016-10-018420
2016-11-018454.315789473683
2016-12-017241.684210526316
2017-01-018761.684210526317
2017-02-0110044.63157894737
2017-03-0110906.315789473683
2017-04-0110337.684210526317
2017-05-0110217.052631578948
2017-06-0111216.421052631578
2017-07-0111836.631578947368
2017-08-0111957.894736842105
2017-09-0111853.894736842105
2017-10-0112756.21052631579
2017-11-0113381.263157894737
2017-12-0112548.000000000002
2018-01-0112235.789473684212
2018-02-0111905.894736842107
2018-03-0111846.947368421052
2018-04-0112441.894736842105
2018-05-0112686.947368421053
2018-06-0112966.947368421053
2018-07-0112792.000000000002
2018-08-0113701.894736842107
2018-09-0112002.736842105263
2018-10-0110522.315789473683
2018-11-0110451.78947368421
2018-12-018689.263157894737
2019-01-018936
2019-02-018389.473684210525
2019-03-018149.684210526317
2019-04-019023.578947368422
2019-05-018417.263157894738
2019-06-018524.21052631579
2019-07-017900
2019-08-017133.263157894737
2019-09-018185.263157894737
2019-10-016468.631578947368
2019-11-016830.105263157895
2019-12-017805.894736842106
2020-01-017914.315789473685
2020-02-017318.105263157895
2020-03-018371.157894736843
2020-04-018846.315789473685
2020-05-019760.210526315788
2020-06-018133.473684210526
2020-07-018133.473684210526
2020-08-019632.421052631578
2020-09-019352.631578947368
2020-10-019223.57894736842
2020-11-0110260
2020-12-019584.842105263158
2021-01-0110504
2021-02-0111498.105263157893
2021-03-0112008.631578947368
2021-04-0112084.21052631579
2021-05-0111308.842105263157
2021-06-0111138.736842105263
2021-07-019758.105263157895
2021-08-0110514.736842105263
2021-09-0110266.526315789473
2021-10-0110342.947368421052
2021-11-0110476.42105263158
2021-12-0110820
2022-01-019732.210526315788
2022-02-018968.842105263158
2022-03-019287.578947368422
2022-04-019750.947368421053
2022-05-019384
2022-06-017376
2022-07-016719.368421052632
2022-08-017826.9473684210525
2022-09-016770.315789473684
2022-10-016281.263157894737
2022-11-016848.631578947368
2022-12-017592.210526315789
2023-01-017592.210526315789
2023-02-016919.789473684212
2023-03-017177.684210526316
2023-04-017494.9473684210525
2023-05-017137.894736842105
2023-06-015650.947368421053
2023-07-016444.000000000001
2023-08-016027.368421052632
2023-09-015046.105263157895
2023-10-015566.736842105263
2023-11-016407.78947368421
2023-12-017088.631578947368
2024-01-017509.263157894737
2024-02-018509.263157894737
2024-03-018448.631578947368
2024-04-018367.78947368421
2024-05-019014.736842105263
2024-06-018590.105263157895
2024-07-019034.947368421052
2024-08-0110308.210526315788
2024-09-0110715.57894736842
2024-10-0110491.368421052632
2024-11-0110756.21052631579
2024-12-0111754.526315789473
2025-01-0111836
2025-02-0110793.263157894737
2025-03-0110916.842105263158
2025-04-0111637.894736842105
2025-05-0111225.894736842105
2025-06-0111246.526315789473
2025-07-0110731.578947368422
2025-08-0112137.473684210527
2025-09-0110805.052631578947
2025-10-0111054.947368421053
2025-11-0112491.368421052632
2025-12-0112616.421052631578
2026-01-0112720.421052631578
2026-02-0113221.052631578948
2026-03-0112568.421052631578
2026-04-0112463.157894736843
Annual Return Matrix
YearAnnual Return
20170.7327460898889471
2018-0.3075180779490966
2019-0.10166206328439198
20200.22789794487297055
20210.12886575294324354
2022-0.29831695690242244
2023-0.06632836979729917
20240.6582222090226011
20250.0733244976179388
2026-0.012147910826324937
Total Factor Risk
0.7193811111541553
VTI.US Exposure
0.3097984592074953
VEA.US Exposure
0.04246679872215333
VWO.US Exposure
0.004727101599239595
QQQ.US Exposure
-0.014464149370186403
VTV.US Exposure
-0.014873061813843059
IJR.US Exposure
-0.010094089430618706
QUAL.US Exposure
0.005999306224996504
SHV.US Exposure
0.5621968950261947
TLT.US Exposure
0.007900834489494917
LQD.US Exposure
0.011808234056258535
HYG.US Exposure
-0.0027243042672759937
GLD.US Exposure
0.004447463838459707
USO.US Exposure
0.000016740883350204028
VNQ.US Exposure
-0.009133797724168323
BTC-USD.CC Exposure
0.00033733525117811257
CPER.US Exposure
-0.0028065013987486464
VIX.INDX Exposure
-0.0017114738118438782
UUP.US Exposure
-0.0015731329952709432
TIP.US Exposure
0.02259533214609231
Idiosyncratic Exposure
0.08508600936704279
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
71.9%

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 →200.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.15%
Market Cap$1.8B
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
$147
Avg Yield on Cost
1.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$147.371.47%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 →
-1.4%
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 →
+5.2%
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 →
8.5% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bega Cheese Ltd a high-risk investment?

Bega Cheese Ltd (BGA.AU) has an annualized volatility of 71.9% and experienced a maximum drawdown of 63.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BGA.AU?

Over the past 10 years, BGA.AU has generated a Compound Annual Growth Rate (CAGR) of 1.8%. It has had a positive return in 50% 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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