British American Tobacco p.l.c

10-Year Study

BTAFF.US · Consumer Defensive · US · Common Stock

Executive Summary: British American Tobacco p.l.c has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 49.3% and an annualized volatility of 44.3%.

1Y CAGR
+47.6%
3Y CAGR
+35.7%
5Y CAGR
+18.6%
10Y CAGR
+13.1%

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 →
49.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +101.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -47.7%
% 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.
20261.88.5-5.40.1————————4.7%
202511.6-2.313.30.36.23.615.79.1-8.6-2.314.02.679.6%
20240.60.66.3-5.45.32.418.01.3-0.9-3.612.3-6.331.8%
2023-4.7-0.3-5.22.9-12.64.23.8-2.4-1.1-4.03.1-4.8-20.2%
202216.21.2-0.0-2.96.7-4.3-6.72.0-8.89.54.8-0.715.3%
2021-4.0-5.212.8-3.63.81.4-2.72.1-6.8-0.7-4.013.64.4%
20205.9-12.3-9.39.14.0-0.2-15.33.27.1-12.010.313.7-1.4%
201910.32.99.8-1.1-11.31.27.0-7.75.5-3.213.612.042.2%
20183.2-10.3-2.5-4.3-9.00.88.5-10.6-2.3-7.3-20.7-5.2-47.7%
20177.53.849.21.85.5-4.7-7.215.45.02.13.0-0.2101.0%
2016———3.6-1.95.40.00.32.3-12.8-0.42.8-2.0%

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 44.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.2% of variance. Idiosyncratic stock-specific factors contribute 11.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110358.378965495896
2016-05-0110162.137217272875
2016-06-0110708.203659202316
2016-07-0110708.203659202316
2016-08-0110740.676125139995
2016-09-0110983.234752854707
2016-10-019572.680357253405
2016-11-019529.683885890518
2016-12-019800.606677959806
2017-01-0110535.992661335255
2017-02-0110940.23828149182
2017-03-0116323.970532784811
2017-04-0116619.655690560474
2017-05-0117531.304695282208
2017-06-0116703.397509131122
2017-07-0115496.85124008802
2017-08-0117877.415034132675
2017-09-0118771.73038285994
2017-10-0119165.17060707191
2017-11-0119743.03417769249
2017-12-0119702.232552380847
2018-01-0120332.20964719257
2018-02-0118235.231218589786
2018-03-0117781.68597943598
2018-04-0117013.321027187954
2018-05-0115488.859749337325
2018-06-0115617.680329114353
2018-07-0116943.53617837908
2018-08-0115141.848960824813
2018-09-0114792.305657637786
2018-10-0113716.380867695805
2018-11-0110871.016213721728
2018-12-0110302.15713972165
2019-01-0111367.163977511269
2019-02-0111692.67653034234
2019-03-0112835.628542003164
2019-04-0112695.94628817766
2019-05-0111267.2703431276
2019-06-0111407.177709368616
2019-07-0112207.002121684518
2019-08-0111268.621017620675
2019-09-0111890.38150926619
2019-10-0111513.036822763368
2019-11-0113075.42954262785
2019-12-0114648.627658436932
2020-01-0115506.19340533179
2020-02-0113596.058281604377
2020-03-0112335.485032838276
2020-04-0113460.65316367361
2020-05-0114000.922960903601
2020-06-0113972.446240341273
2020-07-0111838.83076611383
2020-08-0112218.59541108341
2020-09-0113090.343240155555
2020-10-0111516.244674684422
2020-11-0112706.920518433895
2020-12-0114442.480963931366
2021-01-0113864.898783830175
2021-02-0113139.867971568303
2021-03-0114819.37542560316
2021-04-0114280.512580970124
2021-05-0114827.029247730588
2021-06-0115032.781995509007
2021-07-0114632.250730208398
2021-08-0114944.200260004844
2021-09-0113922.302449785862
2021-10-0113826.798507504685
2021-11-0113268.575995137573
2021-12-0115075.609632560261
2022-01-0117514.42126411877
2022-02-0117727.49016540135
2022-03-0117725.464153661735
2022-04-0117213.727355097955
2022-05-0118365.177360444373
2022-06-0117580.99826100659
2022-07-0116411.76437483468
2022-08-0116739.190383197612
2022-09-0115262.284103123997
2022-10-0116712.908508686527
2022-11-0117514.927767053676
2022-12-0117386.782524523187
2023-01-0116562.814805643568
2023-02-0116516.89187287902
2023-03-0115663.772096190536
2023-04-0116122.269808485615
2023-05-0114097.045962327438
2023-06-0114694.66314740924
2023-07-0115246.301121622611
2023-08-0114882.96968298544
2023-09-0114726.291441788746
2023-10-0114133.908120367609
2023-11-0114574.734508044956
2023-12-0113871.820990607186
2024-01-0113948.528046193069
2024-02-0114030.97546837452
2024-03-0114908.913888873256
2024-04-0114110.890375881458
2024-05-0114853.592512761063
2024-06-0115209.72035410183
2024-07-0117942.86646894293
2024-08-0118181.541907490056
2024-09-0118012.76387395956
2024-10-0117362.92060847886
2024-11-0119505.37174501517
2024-12-0118276.708181147966
2025-01-0120388.712863486202
2025-02-0119917.777690234063
2025-03-0122567.29454271227
2025-04-0122644.50810123306
2025-05-0124041.612030007484
2025-06-0124898.164771032534
2025-07-0128816.19008492366
2025-08-0131438.412057020978
2025-09-0128736.106343105086
2025-10-0128071.29310199281
2025-11-0132008.509249306375
2025-12-0132827.01799210981
2026-01-0133429.19370360574
2026-02-0136254.354518287575
2026-03-0134312.75993449229
2026-04-0134361.15910382747
Annual Return Matrix
YearAnnual Return
20171.0103074431798604
2018-0.477107119087541
20190.42189907024003315
2020-0.01407276499289245
20210.043837943786117606
20220.1533054349570886
2023-0.20216285152001656
20240.3175421016118498
20250.7961121700225089
20260.04673409909137671
Total Factor Risk
0.4428218877697096
VTI.US Exposure
0.14392313472315948
VEA.US Exposure
0.013852474433676263
VWO.US Exposure
0.004516631354058944
QQQ.US Exposure
-0.0050791158032615046
VTV.US Exposure
0.09647306801998137
IJR.US Exposure
-0.017513402505198082
QUAL.US Exposure
-0.002961123858991015
SHV.US Exposure
0.552436086527632
TLT.US Exposure
0.018197253672438893
LQD.US Exposure
0.011443067024739186
HYG.US Exposure
-0.003546002434616205
GLD.US Exposure
0.0015846209500052118
USO.US Exposure
0.004065108091969959
VNQ.US Exposure
-0.0036277771349689045
BTC-USD.CC Exposure
-0.00015920836139204006
CPER.US Exposure
-0.0012034762112548706
VIX.INDX Exposure
0.003777430599044441
UUP.US Exposure
0.05964106322333659
TIP.US Exposure
0.0071709077305313965
Idiosyncratic Exposure
0.11700925995910885
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.3%

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 →13.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.27%
Market Cap$131.9B
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
$456
Avg Yield on Cost
4.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$455.84.56%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 →
+1.6%
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 →
+12.2%
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 →
5.2% 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 →
0.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

British American Tobacco p.l.c (BTAFF.US) has an annualized volatility of 44.3% and experienced a maximum drawdown of 49.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BTAFF.US has generated a Compound Annual Growth Rate (CAGR) of 13.1%. 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.

Run a Full Backtest on British American Tobacco p.l.c

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

Start a Free Backtest