British American Tobacco p.l.c.

10-Year Study

BTI.US · Consumer Defensive · US · Common Stock

Executive Summary: British American Tobacco p.l.c. has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 52.0% and an annualized volatility of 22.8%.

1Y CAGR
+32.8%
3Y CAGR
+31.0%
5Y CAGR
+16.3%
10Y CAGR
+6.0%

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 →
52.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -49.4%
% 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.
20267.23.2-6.7-4.0————————-0.8%
20259.1-1.88.25.33.86.413.46.0-6.7-2.214.6-2.265.8%
20241.11.04.5-3.55.52.115.25.4-0.7-4.48.5-2.335.4%
2023-3.7-1.1-5.95.5-14.44.73.6-1.4-3.3-4.96.8-5.9-20.1%
202214.93.0-3.0-0.95.9-3.0-7.12.2-9.511.64.2-1.315.1%
2021-2.5-4.112.6-3.23.11.7-2.90.6-4.5-1.0-3.613.47.9%
20203.7-9.6-12.211.65.1-3.1-12.00.77.0-10.110.88.1-4.7%
201910.74.115.4-6.0-11.62.52.1-1.45.1-3.413.38.943.0%
20181.7-13.3-1.1-5.3-6.3-0.18.6-11.7-3.6-5.5-19.7-6.6-49.4%
20179.33.66.42.66.0-5.0-8.80.50.53.1-1.26.224.3%
2016———4.5-0.46.4-1.4-1.72.8-10.0-5.13.3-2.6%

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 22.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 24.1% of variance. Idiosyncratic stock-specific factors contribute 26.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110448.194561818296
2016-05-0110405.446731270695
2016-06-0111075.173704165281
2016-07-0110922.070704911726
2016-08-0110734.933855952964
2016-09-0111034.004255053287
2016-10-019931.044461032063
2016-11-019425.370508600534
2016-12-019739.139584819915
2017-01-0110649.339546018038
2017-02-0111036.602007832716
2017-03-0111739.770937394158
2017-04-0112044.267022679367
2017-05-0112766.475178307777
2017-06-0112132.755031912899
2017-07-0111067.11738225439
2017-08-0111125.912090730626
2017-09-0111185.002745726038
2017-10-0111534.252521299928
2017-11-0111396.341443364056
2017-12-0112104.015336606282
2018-01-0112304.568427767676
2018-02-0110671.206705490466
2018-03-0110555.392967653044
2018-04-019993.686474257585
2018-05-019367.924000933876
2018-06-019359.867679022982
2018-07-0110163.198063852105
2018-08-018975.82774597266
2018-09-018651.141531490353
2018-10-018172.497361143537
2018-11-016566.23118684419
2018-12-016130.038900525798
2019-01-016788.059544439658
2019-02-017068.978557030538
2019-03-018157.436971612152
2019-04-017664.718900131204
2019-05-016778.950968238362
2019-06-016949.909407482185
2019-07-017097.389422871404
2019-08-016995.748235007842
2019-09-017354.501182141929
2019-10-017101.993035391914
2019-11-018046.621441654143
2019-12-018763.601208777116
2020-01-019091.773015596382
2020-02-018214.587532759635
2020-03-017213.69640490745
2020-04-018049.186311487
2020-05-018456.408721872749
2020-06-018190.550098813254
2020-07-017204.324765133553
2020-08-017251.577559361939
2020-09-017762.64431503178
2020-10-016976.3801794751225
2020-11-017726.966317997823
2020-12-018349.276081931148
2021-01-018139.943244034212
2021-02-017808.121430145112
2021-03-018793.524690160435
2021-04-018514.348473738035
2021-05-018777.642226964674
2021-06-018922.919084933363
2021-07-018665.971740395713
2021-08-018721.511037161017
2021-09-018330.861631849108
2021-10-018245.859214952534
2021-11-017945.966742187833
2021-12-019012.82106086962
2022-01-0110352.340772551946
2022-02-0110658.316590433034
2022-03-0110338.727232669864
2022-04-0110245.536962076096
2022-05-0110848.77461699588
2022-06-0110522.641552864268
2022-07-019780.045970359311
2022-08-019999.769819373974
2022-09-019046.263017536476
2022-10-0110096.149735785522
2022-11-0110516.623973641028
2022-12-0110374.668293276423
2023-01-019988.030607446672
2023-02-019876.458769717437
2023-03-019293.542775781052
2023-04-019804.280701985143
2023-05-018391.168955867797
2023-06-018785.468368249542
2023-07-019101.637899568905
2023-08-018971.914675330227
2023-09-018679.223567865469
2023-10-018250.923188725095
2023-11-018811.873374349329
2023-12-018290.514256401486
2024-01-018378.245957863792
2024-02-018460.321792515184
2024-03-018845.11803333673
2024-04-018531.907967209127
2024-05-018998.81292562864
2024-06-019185.522296281924
2024-07-0110584.29707769254
2024-08-0111157.446836496123
2024-09-0111081.158400441946
2024-10-0110596.463767925317
2024-11-0111493.148838081082
2024-12-0111228.67129877774
2025-01-0112255.079593172184
2025-02-0112035.585924783547
2025-03-0113026.80946634266
2025-04-0113713.240976097388
2025-05-0114232.824414930172
2025-06-0115139.308603165311
2025-07-0117170.455330161225
2025-08-0118197.225336967993
2025-09-0116978.550453949076
2025-10-0116611.675419010946
2025-11-0119035.773357579026
2025-12-0118618.324350808427
2026-01-0119953.37198175654
2026-02-0120601.16602928555
2026-03-0119226.658862447344
2026-04-0118460.486207248057
Annual Return Matrix
YearAnnual Return
20170.24282183566528004
2018-0.4935532771520318
20190.4296159210385153
2020-0.047277953089764346
20210.0794733546270514
20220.15110110621406259
2023-0.20088873956824504
20240.3543998540389177
20250.658105741579154
2026-0.00847756976333447
Total Factor Risk
0.22794004297108467
VTI.US Exposure
0.1389743479832731
VEA.US Exposure
-0.0290864033009891
VWO.US Exposure
0.118091376330644
QQQ.US Exposure
0.0034872698867379924
VTV.US Exposure
0.24085725222034074
IJR.US Exposure
-0.0345660200405122
QUAL.US Exposure
0.04297498627738405
SHV.US Exposure
0.07508264683947552
TLT.US Exposure
0.02246558955856648
LQD.US Exposure
-0.007318388399610293
HYG.US Exposure
0.06832319734674962
GLD.US Exposure
-0.005090377350272494
USO.US Exposure
0.007804733768060941
VNQ.US Exposure
-0.010441671177275196
BTC-USD.CC Exposure
0.006665799338951924
CPER.US Exposure
-0.017432802855925654
VIX.INDX Exposure
0.019488704128350888
UUP.US Exposure
0.09482706244210293
TIP.US Exposure
0.0001547585877138208
Idiosyncratic Exposure
0.26473793841623305
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.8%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.73%
Market Cap$126.3B
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
$275
Avg Yield on Cost
2.75%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$274.572.75%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 →
-5.7%
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 →
+1.4%
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 →
10.9% 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. (BTI.US) has an annualized volatility of 22.8% and experienced a maximum drawdown of 52.0% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BTI.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. 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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