Bunzl PLC

10-Year Study

BNZL.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Bunzl PLC has compounded at 3.7% annually over the last 10 years, with a maximum drawdown of 40.6% and an annualized volatility of 42.9%.

1Y CAGR
-1.1%
3Y CAGR
-7.9%
5Y CAGR
+2.5%
10Y CAGR
+3.7%

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 →
40.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +23.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -35.0%
% 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.
2026-1.37.12.83.3————————12.3%
20254.6-2.3-11.9-20.83.4-2.4-2.811.0-6.2-1.4-5.6-4.1-35.0%
20240.8-1.9-3.30.9-2.92.58.28.7-0.2-3.54.9-7.45.6%
20237.6-0.23.13.50.8-4.6-3.7-2.03.40.23.06.318.0%
2022-4.17.3-0.04.5-9.6-1.712.9-6.8-3.52.97.9-9.5-2.5%
2021-3.8-4.83.80.2-0.14.611.6-1.1-6.910.16.80.620.8%
2020-4.8-4.8-12.96.011.414.81.510.23.5-2.9-1.74.323.2%
20191.3-1.16.7-8.8-6.9-1.83.5-6.45.6-5.56.5-2.7-10.7%
2018-0.6-5.17.20.810.00.2-1.35.90.6-4.25.2-1.916.7%
2017-0.97.92.93.82.2-5.90.01.0-1.93.4-9.2-2.00.1%
2016———0.81.512.62.7-0.3-3.3-3.6-5.72.46.3%

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 42.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 9.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110079.090114812707
2016-05-0110233.13669504997
2016-06-0111524.79473686326
2016-07-0111840.199972668426
2016-08-0111805.155016248218
2016-09-0111414.653265821664
2016-10-0111009.1329660988
2016-11-0110380.680093972383
2016-12-0110627.599388456027
2017-01-0110526.816092670113
2017-02-0111363.317384890865
2017-03-0111690.863567212562
2017-04-0112134.309566251935
2017-05-0112401.38526868344
2017-06-0111667.092885149106
2017-07-0111667.092885149106
2017-08-0111779.276687975915
2017-09-0111560.008631552291
2017-10-0111957.750234629506
2017-11-0110855.742670214413
2017-12-0110635.034556354289
2018-01-0110573.441798819516
2018-02-0110034.504228355301
2018-03-0110753.087864982022
2018-04-0110835.21133235395
2018-05-0111918.506942420812
2018-06-0111944.529716053079
2018-07-0111788.391818212876
2018-08-0112480.602244203596
2018-09-0112558.671193123697
2018-10-0112027.80309409497
2018-11-0112658.30520626295
2018-12-0112412.054756598263
2019-01-0112574.475399573546
2019-02-0112433.012522282264
2019-03-0113266.070990749467
2019-04-0112097.69266750135
2019-05-0111265.680485858924
2019-06-0111063.27108701288
2019-07-0111452.109831729946
2019-08-0110722.371245174269
2019-09-0111318.94628240349
2019-10-0110695.738032890335
2019-11-0111394.234972155959
2019-12-0111082.946429109732
2020-01-0110546.242109515204
2020-02-0110036.372597685255
2020-03-018745.598184660957
2020-04-019271.568957963636
2020-05-0110329.808322263374
2020-06-0111860.251500724487
2020-07-0112035.471886662392
2020-08-0113262.017100320943
2020-09-0113727.447055123363
2020-10-0113324.813778529842
2020-11-0113097.181707741063
2020-12-0113654.696835566416
2021-01-0113134.890739017628
2021-02-0112503.29775037028
2021-03-0112983.979251114866
2021-04-0113006.336252720595
2021-05-0112988.244157373594
2021-06-0113579.394329301256
2021-07-0115153.898994760777
2021-08-0114983.374967091579
2021-09-0113954.547190173496
2021-10-0115358.527827963817
2021-11-0116397.4071178654
2021-12-0116494.602516514497
2022-01-0115819.952878155442
2022-02-0116974.861357575366
2022-03-0116969.143833414055
2022-04-0117740.988242398907
2022-05-0116044.209323684216
2022-06-0115765.885723874733
2022-07-0117806.92692119865
2022-08-0116589.26007299138
2022-09-0116003.620177534649
2022-10-0116473.291801733543
2022-11-0117775.695322281463
2022-12-0116090.270436883155
2023-01-0117320.8054825932
2023-02-0117285.813908153854
2023-03-0117828.182997952143
2023-04-0118452.198257411175
2023-05-0118602.65694051162
2023-06-0117744.709908499517
2023-07-0117087.93695349412
2023-08-0116744.75801508462
2023-09-0117312.778088719093
2023-10-0117348.278990058137
2023-11-0117872.876904417866
2023-12-0118992.16453004765
2024-01-0119141.00542511651
2024-02-0118771.879075871242
2024-03-0118146.74530690745
2024-04-0118301.5398629
2024-05-0117766.13617956844
2024-06-0118213.919935569833
2024-07-0119714.601717668855
2024-08-0121421.02205014942
2024-09-0121384.7153949111
2024-10-0120646.47651293326
2024-11-0121655.892717542247
2024-12-0120061.22033971539
2025-01-0120986.374029578386
2025-02-0120499.4512332368
2025-03-0118052.66364780051
2025-04-0114303.358241574942
2025-05-0114787.390874670666
2025-06-0114438.866201895928
2025-07-0114028.105675722929
2025-08-0115571.57028937304
2025-09-0114600.681430405974
2025-10-0114389.077142363336
2025-11-0113590.42430259268
2025-12-0113037.76379490869
2026-01-0112861.917269736512
2026-02-0113778.831293848585
2026-03-0114168.205742444125
2026-04-0114639.22322058389
Annual Return Matrix
YearAnnual Return
20170.0006996093498159439
20180.16709115431902655
2019-0.10708205478887167
20200.2320457310613624
20210.20798013424589357
2022-0.02451299321863165
20230.18035085889622993
20240.05628930857124681
2025-0.350101161637824
20260.12283236994219648
Total Factor Risk
0.42945340912949576
VTI.US Exposure
-0.05850156878035277
VEA.US Exposure
0.00143282270691789
VWO.US Exposure
0.002848000665003087
QQQ.US Exposure
0.09511536267243105
VTV.US Exposure
0.06247156473020258
IJR.US Exposure
0.03678609994852319
QUAL.US Exposure
0.044429305162592164
SHV.US Exposure
0.6181565902138636
TLT.US Exposure
-0.00739122789282276
LQD.US Exposure
0.0429545541008944
HYG.US Exposure
-0.005511902796275145
GLD.US Exposure
0.0008489650941014569
USO.US Exposure
0.0009248303907312149
VNQ.US Exposure
0.006131704456707111
BTC-USD.CC Exposure
0.00018405054096866494
CPER.US Exposure
0.002461255069272621
VIX.INDX Exposure
-0.002647013147764807
UUP.US Exposure
0.04471695019085252
TIP.US Exposure
0.01779106937781565
Idiosyncratic Exposure
0.09679858729633846
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.9%

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 →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.28%
Market Cap$7.2B
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 →
+5.5%
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 →
+3.9%
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 →
9.1% 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 →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bunzl PLC a high-risk investment?

Bunzl PLC (BNZL.LSE) has an annualized volatility of 42.9% and experienced a maximum drawdown of 40.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BNZL.LSE?

Over the past 10 years, BNZL.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.7%. 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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