Burberry Group PLC

10-Year Study

BRBY.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Burberry Group PLC has compounded at 3.0% annually over the last 10 years, with a maximum drawdown of 72.1% and an annualized volatility of 97.0%.

1Y CAGR
+10.7%
3Y CAGR
-17.5%
5Y CAGR
-9.6%
10Y CAGR
+3.0%

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 →
72.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -27.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.45.8-6.44.4————————-10.5%
202521.6-8.9-28.9-6.243.014.29.2-0.5-9.06.0-7.911.429.5%
2024-7.6-1.8-5.6-5.2-10.0-11.2-11.7-13.85.011.814.79.1-27.6%
202321.20.24.90.2-16.90.54.9-1.8-12.6-11.3-13.5-2.0-27.9%
20222.83.9-13.7-5.07.7-2.29.4-2.73.40.419.9-6.015.0%
2021-4.05.64.68.63.6-3.32.0-9.9-2.46.3-8.94.14.4%
2020-11.4-15.6-19.74.97.67.0-21.715.37.6-12.727.53.5-18.8%
20193.84.93.43.2-16.011.821.3-4.20.5-6.02.95.330.0%
2018-11.9-2.910.67.513.55.9-2.56.1-9.9-10.1-1.9-1.7-1.1%
20179.65.2-0.1-6.412.5-8.54.85.0-2.18.1-9.85.122.6%
2016———-12.9-9.78.016.5-1.25.87.0-3.15.513.1%

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 97.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.5% of variance. Idiosyncratic stock-specific factors contribute 6.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018710.623199742335
2016-05-017868.132435158359
2016-06-018498.168637045954
2016-07-019897.229324333459
2016-08-019777.263468717672
2016-09-0110339.605497538072
2016-10-0111059.404330115276
2016-11-0110714.501108138958
2016-12-0111305.053588947074
2017-01-0112384.96174939387
2017-02-0113034.417084324441
2017-03-0113019.31362242011
2017-04-0112188.614895196326
2017-05-0113706.52807447182
2017-06-0112543.549486470274
2017-07-0113148.839239816769
2017-08-0113809.739841874623
2017-09-0113525.399347535622
2017-10-0114616.652905282623
2017-11-0113187.264155785095
2017-12-0113857.976968353378
2018-01-0112210.79524401389
2018-02-0111858.932574643217
2018-03-0113115.585361561602
2018-04-0114101.574272126969
2018-05-0116000.085814073638
2018-06-0116943.148268687193
2018-07-0116527.413296576306
2018-08-0117539.296233973553
2018-09-0115805.761323874427
2018-10-0114205.574826219567
2018-11-0113934.95533645636
2018-12-0113700.360187929124
2019-01-0114221.376452192822
2019-02-0114916.065421024836
2019-03-0115429.187345346256
2019-04-0115922.573882172284
2019-05-0113380.64635567141
2019-06-0114963.783779235158
2019-07-0118154.235447001163
2019-08-0117390.77777974024
2019-09-0117471.14155003705
2019-10-0116426.408837296054
2019-11-0116908.593308518146
2019-12-0117812.26173995247
2020-01-0115776.575291631454
2020-02-0113320.825253972209
2020-03-0110699.474398046179
2020-04-0111228.59121495066
2020-05-0112080.833158484074
2020-06-0112920.958487719294
2020-07-0110117.849170114103
2020-08-0111668.848853212347
2020-09-0112553.403309408654
2020-10-0110953.935319676382
2020-11-0113967.075507230067
2020-12-0114455.801452125781
2021-01-0113882.254583539583
2021-02-0114665.833246794895
2021-03-0115336.317653369768
2021-04-0116649.012208808945
2021-05-0117254.871590058032
2021-06-0116689.403080817716
2021-07-0117023.438061334316
2021-08-0115336.765218150382
2021-09-0114969.738980035003
2021-10-0115909.986585077952
2021-11-0114495.49046118314
2021-12-0115091.756790709
2022-01-0115506.936005726611
2022-02-0116108.94485030946
2022-03-0113900.19323886819
2022-04-0113210.996185804855
2022-05-0114224.032249816604
2022-06-0113916.827113400432
2022-07-0115231.335045977572
2022-08-0114824.261931924471
2022-09-0115333.104249211468
2022-10-0115392.46853892385
2022-11-0118462.481818836688
2022-12-0117349.841322565026
2023-01-0121033.47793806166
2023-02-0121076.211127403665
2023-03-0122101.817843538563
2023-04-0122144.551957601194
2023-05-0118409.63496006178
2023-06-0118504.189493009897
2023-07-0119403.213977485088
2023-08-0119062.80674716853
2023-09-0116658.13457773604
2023-10-0114768.43839747026
2023-11-0112774.00096189439
2023-12-0112512.722075124859
2024-01-0111558.361383962774
2024-02-0111355.117963373112
2024-03-0110718.877810838594
2024-04-0110166.586570448868
2024-05-019145.951152372967
2024-06-018117.19761196448
2024-07-017166.58481347969
2024-08-016175.284307666756
2024-09-016482.291553870016
2024-10-017244.261345651598
2024-11-018305.840618667688
2024-12-019062.262086722705
2025-01-0111022.669803442308
2025-02-0110042.465945082506
2025-03-017136.993753604676
2025-04-016691.278414237295
2025-05-019570.858428324489
2025-06-0110930.197741332895
2025-07-0111933.519615220051
2025-08-0111868.789171743461
2025-09-0110800.736854379713
2025-10-0111443.41768604015
2025-11-0110537.19147736788
2025-12-0111734.704681684809
2026-01-0110162.679625824747
2026-02-0110754.500823325006
2026-03-0110060.96035750439
2026-04-0110504.826255629585
Annual Return Matrix
YearAnnual Return
20170.225821431037027
2018-0.011373722209540027
20190.3001309086491164
2020-0.18843537877608385
20210.043993087528861885
20220.14962370273858228
2023-0.27879904821660006
2024-0.2757561438419244
20250.29489795918367356
2026-0.10480693459416868
Total Factor Risk
0.969932127647155
VTI.US Exposure
0.2388073897011811
VEA.US Exposure
0.034129303455721426
VWO.US Exposure
0.008132815361044267
QQQ.US Exposure
-0.03267536238829806
VTV.US Exposure
-0.00810815172192384
IJR.US Exposure
-0.005001260949875922
QUAL.US Exposure
0.008295450398210773
SHV.US Exposure
0.6748186622619856
TLT.US Exposure
0.007784625068103212
LQD.US Exposure
0.0025003159402431953
HYG.US Exposure
-0.0009705907261656527
GLD.US Exposure
-0.00004385541648024033
USO.US Exposure
0.00008024994854697154
VNQ.US Exposure
-0.0025643819046481
BTC-USD.CC Exposure
0.00018672534909422106
CPER.US Exposure
0.0012062733740951953
VIX.INDX Exposure
0.002815682664987384
UUP.US Exposure
0.0007701758337986556
TIP.US Exposure
0.0035145389322597783
Idiosyncratic Exposure
0.0663213948181199
Value Score
50
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
97.0%

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 →N/A
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$3.9B
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 →
+1.7%
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 →
-5.0%
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 →
17.2% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Burberry Group PLC a high-risk investment?

Burberry Group PLC (BRBY.LSE) has an annualized volatility of 97.0% and experienced a maximum drawdown of 72.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRBY.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.0%. It has had a positive return in 50% 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.

Run a Full Backtest on Burberry Group PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest