Birkenstock Holding plc

10-Year Study

BIRK.US · Consumer Cyclical · US · Common Stock

Executive Summary: Birkenstock Holding plc has compounded at -1.7% annually over the last 10 years, with a maximum drawdown of 39.4% and an annualized volatility of 79.9%.

1Y CAGR
-32.7%
3Y CAGR
-1.7%
5Y CAGR
-1.7%
10Y CAGR
-1.7%

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 →
39.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +16.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -27.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.710.3-14.04.4————————-8.5%
20254.4-16.3-7.312.24.6-8.61.94.1-13.2-11.88.6-5.6-27.8%
2024-4.87.8-5.5-5.227.3-4.58.6-15.6-1.2-6.712.39.716.3%
2023——————————18.15.624.7%

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 79.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 28.6% of variance. Idiosyncratic stock-specific factors contribute 9.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0111812.132070642436
2023-12-0112472.485282825695
2024-01-0111873.560276426926
2024-02-0112800.102380342973
2024-03-0112093.678013821345
2024-04-0111458.919887381624
2024-05-0114589.198873816227
2024-06-0113926.28615305861
2024-07-0115129.255183004863
2024-08-0112771.947786025083
2024-09-0112615.817762989505
2024-10-0111773.739442027132
2024-11-0113222.421295111337
2024-12-0114502.175582288199
2025-01-0115136.933708727924
2025-02-0112664.448425902227
2025-03-0111735.346813411825
2025-04-0113163.552597901202
2025-05-0113765.037112874328
2025-06-0112587.663168671614
2025-07-0112820.578448937806
2025-08-0113342.718198105966
2025-09-0111581.7762989506
2025-10-0110214.998720245712
2025-11-0111090.350652674686
2025-12-0110468.39006910673
2026-01-019664.704376759662
2026-02-0110660.35321218326
2026-03-019170.719221909392
2026-04-019575.12157665728
Annual Return Matrix
YearAnnual Return
20240.1627334290991176
2025-0.278150370631839
2026-0.08533007334963327
Total Factor Risk
0.7989355809737638
VTI.US Exposure
0.15630730790043945
VEA.US Exposure
0.034135794937494295
VWO.US Exposure
0.014632432803758283
QQQ.US Exposure
-0.02669990383196217
VTV.US Exposure
0.22067683739808827
IJR.US Exposure
0.04491480529402661
QUAL.US Exposure
0.2857193572141795
SHV.US Exposure
0.0389027219148328
TLT.US Exposure
-0.013857269030898255
LQD.US Exposure
0.12067241386479884
HYG.US Exposure
0.00696315208661327
GLD.US Exposure
0.01043014330992423
USO.US Exposure
-0.0005570314730978741
VNQ.US Exposure
-0.0049749523790132795
BTC-USD.CC Exposure
-0.002167493571894745
CPER.US Exposure
-0.0031432617763422705
VIX.INDX Exposure
0.007857263167382809
UUP.US Exposure
-0.0006895147206297034
TIP.US Exposure
0.020676259653962067
Idiosyncratic Exposure
0.09020093723833757
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
79.9%

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 →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$6.4B
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
$0
Avg Yield on Cost
0.00%

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 →
-1.5%
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 →
-13.3%
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 →
35.2% 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 →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Birkenstock Holding plc a high-risk investment?

Birkenstock Holding plc (BIRK.US) has an annualized volatility of 79.9% and experienced a maximum drawdown of 39.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BIRK.US has generated a Compound Annual Growth Rate (CAGR) of -1.7%. It has had a positive return in 33% 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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