Brenntag AG ADR

10-Year Study

BNTGY.US · Basic Materials · US · Common Stock

Executive Summary: Brenntag AG ADR has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 40.0% and an annualized volatility of 49.8%.

1Y CAGR
+0.5%
3Y CAGR
-1.6%
5Y CAGR
-3.8%
10Y CAGR
+5.0%

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 →
40.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +48.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -32.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.22.17.51.6————————17.4%
20255.45.0-3.03.45.2-2.8-6.0-0.3-3.2-7.33.21.50.1%
2024-2.82.2-7.7-5.1-7.7-5.85.54.50.5-13.1-0.8-7.0-32.8%
202316.52.0-0.78.3-4.02.3-0.24.4-4.1-4.716.76.348.2%
2022-6.3-0.8-3.0-4.4-1.2-14.07.4-5.6-7.1-0.61.73.2-28.1%
20211.5-0.89.75.14.40.87.41.0-7.41.9-10.56.218.9%
2020-4.5-14.6-16.421.516.92.217.31.81.50.419.91.146.0%
20199.84.93.84.5-14.09.40.2-2.30.33.76.32.029.8%
20182.7-3.5-5.4-3.30.3-1.17.70.72.2-15.3-11.6-6.8-30.4%
20174.3-1.0-2.35.5-2.31.8-2.2-6.45.21.710.11.616.0%
2016———2.5-8.7-8.02.99.40.5-2.3-1.35.7-0.6%

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 49.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.3% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110253.555829320194
2016-05-019362.862582596033
2016-06-018616.30641729197
2016-07-018868.070332624035
2016-08-019703.886213461754
2016-09-019753.835815880837
2016-10-019532.4224437227
2016-11-019408.332400044797
2016-12-019944.898644865045
2017-01-0110370.814200918354
2017-02-0110269.907044461866
2017-03-0110036.846231380894
2017-04-0110585.95587411804
2017-05-0110341.359614738492
2017-06-0110525.478777018701
2017-07-0110292.41796393773
2017-08-019636.913428155447
2017-09-0110142.121178183444
2017-10-0110312.35300705566
2017-11-0111354.798969649455
2017-12-0111537.798185687087
2018-01-0111845.559413148168
2018-02-0111433.195206630082
2018-03-0110815.88083771979
2018-04-0110454.474185239109
2018-05-0110487.176615522456
2018-06-0110375.965953634226
2018-07-0111173.927651472728
2018-08-0111254.003807817226
2018-09-0111498.936051069548
2018-10-019742.74834807929
2018-11-018609.47474521223
2018-12-018025.64676895509
2019-01-018814.424907604434
2019-02-019246.388173367677
2019-03-019598.387277410684
2019-04-0110030.462537798187
2019-05-018629.073804457386
2019-06-019443.722701310337
2019-07-019463.769739052526
2019-08-019242.692350767164
2019-09-019268.56310897077
2019-10-019613.170567812746
2019-11-0110220.181431291297
2019-12-0110420.203830216147
2020-01-019948.258483592786
2020-02-018499.720013439355
2020-03-017107.6268339119715
2020-04-018638.59334751932
2020-05-0110097.659312353007
2020-06-0110315.040878037853
2020-07-0112101.915108074812
2020-08-0112319.856646880951
2020-09-0112503.527830664127
2020-10-0112552.581476089146
2020-11-0115047.373726061149
2020-12-0115218.27752267891
2021-01-0115445.066636801434
2021-02-0115316.38481352895
2021-03-0116800.98555269347
2021-04-0117653.15264867286
2021-05-0118437.674991600405
2021-06-0118590.995632209655
2021-07-0119959.34595139433
2021-08-0120162.168215925638
2021-09-0118668.943890693245
2021-10-0119024.750811961025
2021-11-0117033.710381901667
2021-12-0118091.275618770298
2022-01-0116954.754171799752
2022-02-0116812.85698286482
2022-03-0116312.129017807145
2022-04-0115593.459513943331
2022-05-0115409.564340911636
2022-06-0113246.948146488969
2022-07-0114223.317280770521
2022-08-0113423.451674319631
2022-09-0112469.481464889685
2022-10-0112390.973233284803
2022-11-0112602.0831000112
2022-12-0113005.151752715868
2023-01-0115148.728861014672
2023-02-0115450.666368014334
2023-03-0115341.471609362748
2023-04-0116620.89819688655
2023-05-0115962.81778474633
2023-06-0116332.848023294882
2023-07-0116293.089931683278
2023-08-0117007.95161832232
2023-09-0116310.897076940308
2023-10-0115539.254115802441
2023-11-0118135.961473849253
2023-12-0119274.498824056445
2024-01-0118734.572740508458
2024-02-0119144.473065292867
2024-03-0117679.919363870533
2024-04-0116782.618434315154
2024-05-0115490.648448874454
2024-06-0114593.235524694814
2024-07-0115403.068652704667
2024-08-0116090.827640273266
2024-09-0116166.42401164744
2024-10-0114049.277634673535
2024-11-0113933.587187814985
2024-12-0112961.473849255233
2025-01-0113664.352111098668
2025-02-0114354.238996528165
2025-03-0113922.835703886212
2025-04-0114400.716765595249
2025-05-0115152.872662112219
2025-06-0114727.293089931683
2025-07-0113842.5355582932
2025-08-0113802.217493560309
2025-09-0113360.958673983647
2025-10-0112381.005711725837
2025-11-0112778.586627841863
2025-12-0112968.977489080524
2026-01-0113640.945234628736
2026-02-0113932.13125769963
2026-03-0114977.041102027102
2026-04-0115220.069436667038
Annual Return Matrix
YearAnnual Return
20170.16017252640825252
2018-0.3044039564748934
20190.29836312638673745
20200.46045871756841006
20210.18878602337287687
2022-0.2811368293332178
20230.4820664295617578
2024-0.3275325097907056
20250.0005789187180837985
20260.1735751295336787
Total Factor Risk
0.498446206004501
VTI.US Exposure
-0.013187034708561262
VEA.US Exposure
0.1452335824299365
VWO.US Exposure
-0.00968858629899638
QQQ.US Exposure
0.01422539424575915
VTV.US Exposure
-0.02791330151383622
IJR.US Exposure
0.005022617196374365
QUAL.US Exposure
-0.006331214232325673
SHV.US Exposure
0.7333160522478788
TLT.US Exposure
-0.009188969277999639
LQD.US Exposure
0.03743472718872525
HYG.US Exposure
0.03780423003711151
GLD.US Exposure
-0.0025085452801894884
USO.US Exposure
0.0015930001195031014
VNQ.US Exposure
0.018390743351635652
BTC-USD.CC Exposure
-0.0017671648391341809
CPER.US Exposure
0.013535970485721173
VIX.INDX Exposure
-0.015144611221339348
UUP.US Exposure
0.011145871924658362
TIP.US Exposure
-0.0008461584248644437
Idiosyncratic Exposure
0.06887339656994271
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.8%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.85%
Market Cap$8.9B
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 →
+9.5%
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 →
+12.5%
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 →
3.5% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brenntag AG ADR a high-risk investment?

Brenntag AG ADR (BNTGY.US) has an annualized volatility of 49.8% and experienced a maximum drawdown of 40.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BNTGY.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 70% 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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