British American Tobacco p.l.c

10-Year Study

BMT.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: British American Tobacco p.l.c has compounded at 5.3% annually over the last 10 years, with a maximum drawdown of 51.0% and an annualized volatility of 19.8%.

1Y CAGR
+29.1%
3Y CAGR
+26.9%
5Y CAGR
+16.7%
10Y CAGR
+5.3%

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 →
51.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +46.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -46.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.74.5-5.3-4.6————————-0.1%
20259.4-1.93.60.83.43.515.63.5-6.4-0.013.4-3.746.7%
20243.7-0.15.1-1.82.83.313.03.5-0.7-2.612.4-1.142.9%
2023-6.62.4-7.82.7-10.82.22.80.6-0.9-5.43.7-6.9-22.8%
202215.03.3-1.55.72.8-0.6-4.53.7-6.99.2-1.8-2.621.8%
2021-1.8-4.115.0-5.23.03.0-2.30.8-2.0-1.1-1.812.514.7%
20203.9-11.0-9.814.0-0.6-2.2-16.7-0.37.8-8.68.16.7-12.7%
20196.94.916.3-5.9-10.20.25.5-1.66.1-5.313.68.942.7%
2018-3.6-11.3-1.0-4.0-3.8-0.28.8-11.2-3.7-3.6-17.9-6.6-46.4%
20176.44.78.0-0.02.9-6.1-11.21.50.06.0-5.07.213.1%
2016———2.82.85.1-0.9-2.22.6-8.6-0.33.13.8%

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 19.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 22.3% of variance. Idiosyncratic stock-specific factors contribute 33.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110283.531283531282
2016-05-0110570.873570873571
2016-06-0111111.111111111111
2016-07-0111011.507011507012
2016-08-0110772.04277204277
2016-09-0111052.725052725053
2016-10-0110098.420098420098
2016-11-0110071.33607133607
2016-12-0110384.911384911384
2017-01-0111044.992044992043
2017-02-0111563.732563732563
2017-03-0112492.359492359492
2017-04-0112490.324490324489
2017-05-0112848.891848891848
2017-06-0112067.340067340068
2017-07-0110719.835719835719
2017-08-0110876.123876123875
2017-09-0110876.123876123875
2017-10-0111528.508528508528
2017-11-0110955.636955636955
2017-12-0111748.39974839975
2018-01-0111330.89133089133
2018-02-0110048.470048470048
2018-03-019945.942945942947
2018-04-019544.973544973545
2018-05-019183.594183594183
2018-06-019165.686165686164
2018-07-019972.915972915973
2018-08-018853.331853331854
2018-09-018527.287527287526
2018-10-018219.706219706219
2018-11-016745.550745550746
2018-12-016302.105302105301
2019-01-016737.040737040737
2019-02-017070.33707033707
2019-03-018220.22422022422
2019-04-017735.042735042734
2019-05-016948.976948976948
2019-06-016966.033966033967
2019-07-017350.64935064935
2019-08-017231.879231879231
2019-09-017674.177674177674
2019-10-017264.365264365265
2019-11-018253.450253450254
2019-12-018991.378991378991
2020-01-019345.654345654346
2020-02-018317.904317904316
2020-03-017505.420505420505
2020-04-018553.187553187554
2020-05-018499.4264994265
2020-06-018314.241314241313
2020-07-016927.923927923928
2020-08-016908.498908498909
2020-09-017447.293447293447
2020-10-016804.269804269805
2020-11-017357.642357642358
2020-12-017848.410848410848
2021-01-017705.516705516706
2021-02-017388.093388093387
2021-03-018499.759499759499
2021-04-018053.909053909053
2021-05-018298.738298738297
2021-06-018543.567543567542
2021-07-018351.019351019351
2021-08-018416.694416694418
2021-09-018248.64024864025
2021-10-018154.919154919154
2021-11-018007.622007622007
2021-12-019004.884004884005
2022-01-0110355.607355607355
2022-02-0110696.710696710696
2022-03-0110541.05154105154
2022-04-0111137.418137418135
2022-05-0111450.882450882451
2022-06-0111381.544381544381
2022-07-0110868.390868390867
2022-08-0111274.059274059273
2022-09-0110495.282495282494
2022-10-0111457.727457727458
2022-11-0111254.338254338254
2022-12-0110965.071965071964
2023-01-0110237.170237170236
2023-02-0110481.740481740482
2023-03-019659.414659414659
2023-04-019917.748917748917
2023-05-018848.780848780849
2023-06-019044.770044770044
2023-07-019294.742294742295
2023-08-019349.391349391348
2023-09-019260.99826099826
2023-10-018762.977762977764
2023-11-019085.692085692086
2023-12-018460.095460095461
2024-01-018770.192770192769
2024-02-018759.05575905576
2024-03-019207.681207681208
2024-04-019041.514041514041
2024-05-019298.923298923299
2024-06-019607.873607873607
2024-07-0110858.030858030857
2024-08-0111241.425241425242
2024-09-0111165.760165760166
2024-10-0110880.045880045878
2024-11-0112226.884226884227
2024-12-0112091.797091797092
2025-01-0113228.882228882228
2025-02-0112979.279979279978
2025-03-0113452.843452843452
2025-04-0113555.259555259556
2025-05-0114017.797017797018
2025-06-0114507.418507418508
2025-07-0116769.711769711772
2025-08-0117362.19336219336
2025-09-0116249.010249010249
2025-10-0116246.531246531245
2025-11-0118416.398416398417
2025-12-0117741.517741517742
2026-01-0118759.01875901876
2026-02-0119610.019610019608
2026-03-0118574.018574018573
2026-04-0117715.617715617715
Annual Return Matrix
YearAnnual Return
20170.13129513704560125
2018-0.4635775563421979
20190.42672623835328527
2020-0.12711822558742436
20210.14735125094875978
20220.21768053415511046
2023-0.2284505302797677
20240.42927430888122076
20250.46723581340554765
2026-0.0014598540145985828
Total Factor Risk
0.19821422918148454
VTI.US Exposure
0.12126620491569397
VEA.US Exposure
-0.013337154727542004
VWO.US Exposure
0.07554978045195758
QQQ.US Exposure
0.01944325973193143
VTV.US Exposure
0.22315781140963586
IJR.US Exposure
-0.017279189575394836
QUAL.US Exposure
0.1321615981524272
SHV.US Exposure
0.0008431474526259027
TLT.US Exposure
0.010791458192588062
LQD.US Exposure
0.01832863769904028
HYG.US Exposure
0.05727748918090178
GLD.US Exposure
0.0009187141990587614
USO.US Exposure
0.0012586299764738792
VNQ.US Exposure
-0.00806839067702056
BTC-USD.CC Exposure
0.0124866757860165
CPER.US Exposure
0.004759493015343011
VIX.INDX Exposure
0.014398101742666581
UUP.US Exposure
0.0005189468234410519
TIP.US Exposure
0.007550470071676119
Idiosyncratic Exposure
0.3379743161784795
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.8%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.95%
Market Cap$109.6B
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
$513
Avg Yield on Cost
2.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$253.242.53%Solid
2026$259.952.60%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 →
-5.9%
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 →
+1.2%
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 →
10.0% 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 →
0.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is British American Tobacco p.l.c a high-risk investment?

British American Tobacco p.l.c (BMT.XETRA) has an annualized volatility of 19.8% and experienced a maximum drawdown of 51.0% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of BMT.XETRA?

Over the past 10 years, BMT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.3%. It has had a positive return in 60% 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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