B&G Foods Inc

10-Year Study

BGS.US · Consumer Defensive · US · Common Stock

Executive Summary: B&G Foods Inc has compounded at -12.5% annually over the last 10 years, with a maximum drawdown of 84.8% and an annualized volatility of 47.4%.

1Y CAGR
+48.8%
3Y CAGR
-18.0%
5Y CAGR
-23.4%
10Y CAGR
-12.5%

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 →
84.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +67.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -60.7%
% 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.
20261.621.5-9.410.6————————23.7%
2025-6.03.15.90.3-38.95.0-3.110.02.5-9.715.2-2.6-26.8%
2024-4.214.80.7-3.0-14.1-13.36.7-1.77.0-4.1-21.66.0-28.3%
202325.7-9.624.13.3-20.110.2-4.7-3.5-21.1-18.414.515.70.3%
20221.2-4.8-7.3-0.2-16.07.23.9-12.3-21.8-0.7-18.9-14.6-60.7%
202137.3-20.43.9-6.14.98.7-12.45.70.0-1.52.33.617.7%
2020-10.4-7.825.87.419.67.118.67.7-9.3-4.44.31.767.7%
2019-7.8-7.71.16.5-15.6-3.0-12.1-7.414.4-17.86.511.2-31.9%
2018-6.1-16.1-12.8-4.023.77.85.01.8-12.6-5.116.5-3.2-12.2%
20171.3-4.2-4.24.3-3.5-11.11.8-15.96.0-0.221.7-8.0-15.5%
2016———18.44.313.17.0-8.04.5-13.80.93.429.4%

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 47.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 10.9% of variance. Idiosyncratic stock-specific factors contribute 50.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111838.548037578159
2016-05-0112349.876747117374
2016-06-0113970.48140030177
2016-07-0114953.08939404288
2016-08-0113761.789743621584
2016-09-0114376.005116391701
2016-10-0112394.14843745149
2016-11-0112511.06792258353
2016-12-0112938.882714171286
2017-01-0113101.37782441587
2017-02-0112554.8428758592
2017-03-0112025.38326368666
2017-04-0112548.261109834773
2017-05-0112115.0443027364
2017-06-0110773.6058763994
2017-07-0110970.313751544543
2017-08-019230.181743671259
2017-09-019781.99452347393
2017-10-019766.65776679437
2017-11-0111885.80015026296
2017-12-0110937.96375061316
2018-01-0110268.92102501692
2018-02-018619.691898839497
2018-03-017513.334285412696
2018-04-017212.187443729004
2018-05-018924.067531403094
2018-06-019619.623597493961
2018-07-0110102.265741907842
2018-08-0110279.166226847396
2018-09-018979.019068493832
2018-10-018517.79870972549
2018-11-019921.08089983918
2018-12-019603.603827359035
2019-01-018856.138738660424
2019-02-018178.465206673662
2019-03-018269.678549031052
2019-04-018804.726453111125
2019-05-017433.235434738063
2019-06-017208.896560716791
2019-07-016335.508627701784
2019-08-015867.64441077671
2019-09-016714.332726900174
2019-10-015521.356588906619
2019-11-015879.938652973281
2019-12-016536.811320637562
2020-01-015855.0397079186105
2020-02-015395.6821131194465
2020-03-016787.042613830402
2020-04-017286.014989040737
2020-05-018711.712438916866
2020-06-019329.280786831501
2020-07-0111062.768936548051
2020-08-0111916.101110828246
2020-09-0110807.011443579986
2020-10-0110336.10471217192
2020-11-0110775.903285294722
2020-12-0110964.228722578562
2021-01-0115056.534886464537
2021-02-0111992.288157167606
2021-03-0112462.946520046446
2021-04-0111708.589204661877
2021-05-0112278.346610700959
2021-06-0113351.671209741015
2021-07-0111690.89294695469
2021-08-0112358.44546137559
2021-09-0112359.438935492484
2021-10-0112173.348814971654
2021-11-0112458.662162917337
2021-12-0112903.676475153834
2022-01-0113059.030990183233
2022-02-0112429.168400072025
2022-03-0111525.66578288865
2022-04-0111504.306089375415
2022-05-019658.803732978995
2022-06-0110356.346747303649
2022-07-0110761.373726335136
2022-08-019433.098832046991
2022-09-017373.192342798244
2022-10-017324.0153740119595
2022-11-015937.932704547006
2022-12-015070.8781690272035
2023-01-016376.116882229853
2023-02-015762.149877988959
2023-03-017151.275061936903
2023-04-017386.107506317875
2023-05-015898.752569061973
2023-06-016498.500475004811
2023-07-016190.337222370554
2023-08-015970.965718933754
2023-09-014708.384300625268
2023-10-013841.9506864285227
2023-11-014398.917113212585
2023-12-015087.829321146719
2024-01-014874.604938808204
2024-02-015596.550161129083
2024-03-015638.089797641741
2024-04-015470.503132548075
2024-05-014701.6783503362285
2024-06-014076.5968544125776
2024-07-014349.057130970935
2024-08-014273.366821690023
2024-09-014573.271820727596
2024-10-014387.864713662132
2024-11-013440.214590409249
2024-12-013648.0990493694544
2025-01-013431.0249548279735
2025-02-013536.954132541866
2025-03-013744.838591502071
2025-04-013755.7668067879117
2025-05-012294.8631178943315
2025-06-012410.1061154541107
2025-07-012336.0302016131536
2025-08-012569.620803348008
2025-09-012634.8175422692193
2025-10-012379.0600493011534
2025-11-012741.8643783646176
2025-12-012669.961689154367
2026-01-012713.426181768508
2026-02-013297.092225444114
2026-03-012986.6315639145364
2026-04-013303.3014386747054
Annual Return Matrix
YearAnnual Return
2017-0.1546438751907554
2018-0.12199344902558518
2019-0.31933767384122014
20200.6773053687450132
20210.17688866236266843
2022-0.6070206674205423
20230.003342843498598036
2024-0.28297534781547484
2025-0.2681224788521438
20260.23720930232558146
Total Factor Risk
0.4738306252361537
VTI.US Exposure
0.03000637212095255
VEA.US Exposure
0.10875634387003486
VWO.US Exposure
-0.015024841887794163
QQQ.US Exposure
0.042390450743404175
VTV.US Exposure
-0.0031172685487033894
IJR.US Exposure
0.02958801531380522
QUAL.US Exposure
-0.0016976579881830814
SHV.US Exposure
0.04684844384710922
TLT.US Exposure
0.03988620774345426
LQD.US Exposure
-0.010451091607964034
HYG.US Exposure
0.08676164785670663
GLD.US Exposure
-0.011019161698337615
USO.US Exposure
0.0011675612079025649
VNQ.US Exposure
0.06622555479979401
BTC-USD.CC Exposure
-0.00004079341337641629
CPER.US Exposure
0.010125930253760273
VIX.INDX Exposure
-0.00007906781121842117
UUP.US Exposure
0.08287223306390167
TIP.US Exposure
-0.0037880192217692823
Idiosyncratic Exposure
0.500589141356521
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.4%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →15.70%
Market Cap$397.5M
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
$118
Avg Yield on Cost
1.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$117.981.18%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 →
+2.8%
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 →
+20.4%
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 →
14.3% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is B&G Foods Inc a high-risk investment?

B&G Foods Inc (BGS.US) has an annualized volatility of 47.4% and experienced a maximum drawdown of 84.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BGS.US has generated a Compound Annual Growth Rate (CAGR) of -12.5%. 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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