Danone SA

10-Year Study

BN.PA · Consumer Defensive · FR · Common Stock

Executive Summary: Danone SA has compounded at 3.6% annually over the last 10 years, with a maximum drawdown of 39.8% and an annualized volatility of 20.7%.

1Y CAGR
-11.2%
3Y CAGR
+9.4%
5Y CAGR
+5.8%
10Y CAGR
+3.6%

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 →
39.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.7%
% 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.
2026-14.210.3-5.0-2.3————————-12.1%
20253.62.02.97.21.9-7.83.6-1.04.23.40.4-0.321.3%
20245.2-4.41.5-2.14.5-3.55.44.44.00.6-1.60.715.0%
20232.25.87.64.7-4.61.4-1.1-3.1-2.97.45.0-0.523.3%
20221.2-1.7-7.915.2-1.6-2.71.0-2.4-7.53.6-0.5-1.7-6.6%
20212.22.73.60.22.81.84.5-0.3-4.6-4.6-7.75.05.0%
2020-2.0-12.0-8.07.9-2.70.0-4.9-2.50.2-14.213.6-0.2-24.7%
20193.24.53.64.91.84.35.23.9-0.8-8.00.5-1.123.4%
2018-0.7-5.3-0.02.10.3-3.96.90.9-1.7-6.25.6-6.9-9.5%
2017-3.77.91.90.75.7-0.4-4.14.90.35.71.1-1.419.3%
2016———-2.15.90.58.6-1.1-3.0-4.5-5.91.4-1.1%

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 20.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.2% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019785.642896734125
2016-05-0110365.365059552125
2016-06-0110419.59262766937
2016-07-0111318.417296957581
2016-08-0111191.893578670344
2016-09-0110853.39135064833
2016-10-0110365.365059552125
2016-11-019754.088344018819
2016-12-019892.112234699534
2017-01-019528.973014965499
2017-02-0110279.910268104588
2017-03-0110477.09348963675
2017-04-0110546.116345956609
2017-05-0111147.660467775513
2017-06-0111102.096217381624
2017-07-0110643.24588546963
2017-08-0111159.466147595002
2017-09-0111196.585299855537
2017-10-0111832.564472977867
2017-11-0111964.150885753315
2017-12-0111800.508015205542
2018-01-0111717.846434510117
2018-02-0111091.970828405207
2018-03-0111088.610246719069
2018-04-0111318.046323654567
2018-05-0111354.292597555066
2018-06-0110916.71867566895
2018-07-0111670.318207806153
2018-08-0111776.241996796534
2018-09-0111581.764698180486
2018-10-0110866.375416253868
2018-11-0111470.647282947886
2018-12-0110680.583257320175
2019-01-0111026.11215614048
2019-02-0111517.520850881823
2019-03-0111927.315418959792
2019-04-0112515.94094105016
2019-05-0112739.026827916396
2019-06-0113292.126200753293
2019-07-0113987.963007415101
2019-08-0114533.926599658704
2019-09-0114419.732288206975
2019-10-0113267.140057697257
2019-11-0113331.383904995919
2019-12-0113185.067669894861
2020-01-0112917.44316470778
2020-02-0111368.782378331667
2020-03-0110462.429133188145
2020-04-0111286.709990529269
2020-05-0110983.406582375712
2020-06-0110983.406582375712
2020-07-0110444.753346397412
2020-08-0110178.721844217398
2020-09-0110200.892954562318
2020-10-018756.30109066151
2020-11-019949.656740584916
2020-12-019931.195363270152
2021-01-0110152.862822801328
2021-02-0110429.9580581948
2021-03-0110806.8232901404
2021-04-0110830.827445041396
2021-05-0111135.025553513988
2021-06-0111339.38819955745
2021-07-0111853.16440227472
2021-08-0111816.874484456219
2021-09-0111278.264892395919
2021-10-0110762.568357286567
2021-11-019929.842401812095
2021-12-0110426.422900836655
2022-01-0110552.488357984872
2022-02-0110372.937279325439
2022-03-019555.486695151598
2022-04-0111008.96009636577
2022-05-0110829.059866362322
2022-06-0110538.194974839282
2022-07-0110647.021084376787
2022-08-0110389.783831674138
2022-09-019610.216168325862
2022-10-019960.43678833136
2022-11-019908.98060900723
2022-12-019740.798770987269
2023-01-019954.501215483117
2023-02-0110534.223378301116
2023-03-0111339.540953270458
2023-04-0111869.81455699241
2023-05-0111324.221938051824
2023-06-0111487.930274476601
2023-07-0111363.108668991434
2023-08-0111015.22299859903
2023-09-0110693.960118187728
2023-10-0111489.981538622684
2023-11-0112067.041422442575
2023-12-0112007.685693960117
2024-01-0112633.866807491044
2024-02-0112077.254099254997
2024-03-0112255.299462743369
2024-04-0112003.604987626948
2024-05-0112540.643398639182
2024-06-0112107.913951651268
2024-07-0112761.241582179315
2024-08-0113321.236694060499
2024-09-0113860.020861792804
2024-10-0113936.397718295966
2024-11-0113715.799534755835
2024-12-0113813.365513448873
2025-01-0114313.9612529296
2025-02-0114606.702832926716
2025-03-0115026.710077817104
2025-04-0116112.767155333067
2025-05-0116418.841952279738
2025-06-0115135.710763026618
2025-07-0115685.624129849382
2025-08-0115532.870416843061
2025-09-0116183.164795069983
2025-10-0116733.07816189275
2025-11-0116802.90843069564
2025-12-0116754.900120893653
2026-01-0114367.577806194819
2026-02-0115851.471018256252
2026-03-0115065.88049422373
2026-04-0114725.457933809634
Annual Return Matrix
YearAnnual Return
20170.19292095916701602
2018-0.09490479193288004
20190.23448947985665303
2020-0.2467846497332885
20210.04986585395329812
2022-0.06575832731610842
20230.23272084520673153
20240.1503770056537217
20250.21294843784310657
2026-0.12112529304506381
Total Factor Risk
0.2067878633303207
VTI.US Exposure
-0.0004570936670237643
VEA.US Exposure
0.19476920464875722
VWO.US Exposure
-0.0014933446009247726
QQQ.US Exposure
0.002981754545023334
VTV.US Exposure
0.037310800164264905
IJR.US Exposure
0.0008493079079303596
QUAL.US Exposure
-0.008677857582741921
SHV.US Exposure
0.3216682978788568
TLT.US Exposure
-0.010608214527080505
LQD.US Exposure
-0.008869882808838539
HYG.US Exposure
0.02681423861957901
GLD.US Exposure
-0.0005864200636056467
USO.US Exposure
0.03088772438322441
VNQ.US Exposure
-0.007968811499955705
BTC-USD.CC Exposure
0.009059737410252688
CPER.US Exposure
0.012372141212463906
VIX.INDX Exposure
0.011071874835713022
UUP.US Exposure
-0.005275698181252673
TIP.US Exposure
0.16161168863808437
Idiosyncratic Exposure
0.23454055268727345
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.7%

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 →24.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.26%
Market Cap$44.3B
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 →
-3.9%
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 →
-7.4%
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 →
15.2% 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 →
0.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Danone SA a high-risk investment?

Danone SA (BN.PA) has an annualized volatility of 20.7% and experienced a maximum drawdown of 39.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BN.PA?

Over the past 10 years, BN.PA has generated a Compound Annual Growth Rate (CAGR) of 3.6%. 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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