Anheuser Busch Inbev NV ADR

10-Year Study

BUD.US · Consumer Defensive · US · Common Stock

Executive Summary: Anheuser Busch Inbev NV ADR has compounded at -3.5% annually over the last 10 years, with a maximum drawdown of 63.3% and an annualized volatility of 41.4%.

1Y CAGR
+7.9%
3Y CAGR
+13.9%
5Y CAGR
+1.0%
10Y CAGR
-3.5%

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 →
63.3%
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 →
-0.18
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 →
2025 · +30.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -39.4%
% 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.
202611.912.9-14.38.7————————17.8%
2025-1.821.72.96.99.0-2.5-16.18.7-4.92.21.24.130.4%
2024-4.5-2.20.7-1.87.3-7.82.33.37.9-10.4-9.4-6.9-21.4%
20230.40.79.9-2.6-16.76.21.0-0.7-2.82.810.72.79.0%
20224.2-2.0-2.9-4.3-0.6-4.8-0.8-9.7-6.610.917.52.0-0.1%
2021-10.3-7.98.912.97.7-5.0-12.5-2.7-8.08.6-9.08.7-12.7%
2020-8.2-22.5-24.45.40.86.210.46.8-7.3-3.728.54.8-13.9%
201916.22.37.45.9-7.38.714.1-6.40.7-15.1-0.73.427.7%
20181.7-6.43.5-9.0-4.77.71.0-8.3-6.1-15.54.8-14.4-39.4%
2017-1.15.00.23.24.9-5.69.3-1.90.82.9-5.6-2.68.8%
2016———1.11.64.3-1.7-4.26.0-12.1-9.52.1-13.1%

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 41.4%. The dominant macroeconomic risk driver is VTV.US, accounting for 24.3% of variance. Idiosyncratic stock-specific factors contribute 10.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110107.60321207627
2016-05-0110273.64618237387
2016-06-0110718.055026615413
2016-07-0110535.732957548676
2016-08-0110095.391489782154
2016-09-0110696.08735650267
2016-10-019400.282605922062
2016-11-018510.745452260608
2016-12-018689.585309864058
2017-01-018592.342396356244
2017-02-019023.359595411155
2017-03-019045.6054587262
2017-04-019332.403464560584
2017-05-019787.805736727547
2017-06-019236.273323861975
2017-07-0110098.29812910275
2017-08-019906.642198455356
2017-09-019984.478737885405
2017-10-0110275.727834956606
2017-11-019703.935282668275
2017-12-019455.595088834763
2018-01-019618.328519311885
2018-02-018999.59805878702
2018-03-019318.28276132654
2018-04-018482.571195875833
2018-05-018082.2128062883185
2018-06-018701.403724527334
2018-07-018784.305298813075
2018-08-018051.131910582948
2018-09-017562.34645413985
2018-10-016388.7452623218
2018-11-016696.849030304832
2018-12-015733.3124848312755
2019-01-016659.388876684627
2019-02-016809.2390840344915
2019-03-017315.397226317845
2019-04-017748.380963526953
2019-05-017183.313012439073
2019-06-017810.7442051876305
2019-07-018911.180584800482
2019-08-018339.340068166926
2019-09-018396.70542505523
2019-10-017127.712743455025
2019-11-017080.726870873267
2019-12-017320.76923298297
2020-01-016719.334715346
2020-02-015208.601733815151
2020-03-013937.009384703786
2020-04-014151.170186130438
2020-05-014183.296704561697
2020-06-014442.726255011075
2020-07-014905.025800021296
2020-08-015240.258201663211
2020-09-014855.459445666469
2020-10-014677.933811122164
2020-11-016008.944391097434
2020-12-016300.020816525827
2021-01-015649.384473557736
2021-02-015202.404740412167
2021-03-015663.802555732172
2021-04-016394.644876784393
2021-05-016885.4352428578695
2021-06-016543.746840348757
2021-07-015723.172822250852
2021-08-015565.955291474529
2021-09-015123.407463827688
2021-10-015563.230916665787
2021-11-015063.432846559182
2021-12-015502.344976838017
2022-01-015731.345946677077
2022-02-015618.668106876073
2022-03-015457.82447160079
2022-04-015220.640784466459
2022-05-015189.252916951656
2022-06-014937.574404690529
2022-07-014900.047100987011
2022-08-014425.967512789693
2022-09-014133.097220849909
2022-10-014585.218731803527
2022-11-015389.686322775101
2022-12-015494.939281935381
2023-01-015517.818274607388
2023-02-015555.345578310907
2023-03-016107.213741593049
2023-04-015946.139877460691
2023-05-014951.349764638958
2023-06-015259.194525157779
2023-07-015312.972149023301
2023-08-015274.955608998495
2023-09-015127.522804647937
2023-10-015273.094592403791
2023-11-015834.9968967068635
2023-12-015991.696412554764
2024-01-015724.6501240837615
2024-02-015597.621352191635
2024-03-015635.637892216442
2024-04-015531.795084805758
2024-05-015935.204006749543
2024-06-015472.213775168091
2024-07-015599.252139929262
2024-08-015781.814030722122
2024-09-016238.2235541387945
2024-10-015587.021231897057
2024-11-015062.857274416489
2024-12-014711.844603195768
2025-01-014628.089263565036
2025-02-015631.244358193892
2025-03-015793.10483758793
2025-04-016193.0603266755625
2025-05-016748.56418732571
2025-06-016579.106155648136
2025-07-015521.204557380226
2025-08-015999.888722719079
2025-09-015706.932094957891
2025-10-015830.440283910551
2025-11-015902.4923233065465
2025-12-016143.273336332704
2026-01-016876.1685313605285
2026-02-017765.427491819681
2026-03-016654.573256424104
2026-04-017233.982546734059
Annual Return Matrix
YearAnnual Return
20170.08815262773255261
2018-0.3936592640688249
20190.27688299780478665
2020-0.13943185257886093
2021-0.12661479428693256
2022-0.001345916138266734
20230.09040266054485291
2024-0.21360424848582849
20250.3037937057954079
20260.17754528419737636
Total Factor Risk
0.41430057260861736
VTI.US Exposure
0.21918757957713522
VEA.US Exposure
0.07244482214449495
VWO.US Exposure
0.04108383499423465
QQQ.US Exposure
0.13555332537613057
VTV.US Exposure
0.24318650155945196
IJR.US Exposure
0.01129873813823794
QUAL.US Exposure
-0.00013344167060102326
SHV.US Exposure
0.00773084282234241
TLT.US Exposure
0.011264199451239718
LQD.US Exposure
-0.020686822875074454
HYG.US Exposure
0.06893116474392189
GLD.US Exposure
-0.005035189180402371
USO.US Exposure
0.018144791457135254
VNQ.US Exposure
0.03946630566883737
BTC-USD.CC Exposure
0.004246202227895682
CPER.US Exposure
0.005650446059096946
VIX.INDX Exposure
0.010070261660020317
UUP.US Exposure
0.03552795052836482
TIP.US Exposure
-0.0024529177345488803
Idiosyncratic Exposure
0.10452140505208692
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.4%

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 →21.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.82%
Market Cap$138.6B
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 →
+1.5%
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 →
+14.2%
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 →
6.8% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Anheuser Busch Inbev NV ADR a high-risk investment?

Anheuser Busch Inbev NV ADR (BUD.US) has an annualized volatility of 41.4% and experienced a maximum drawdown of 63.3% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BUD.US has generated a Compound Annual Growth Rate (CAGR) of -3.5%. 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.

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