Burberry Group Plc

10-Year Study

BURBY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Burberry Group Plc has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 70.3% and an annualized volatility of 84.8%.

1Y CAGR
-6.3%
3Y CAGR
-15.9%
5Y CAGR
-9.4%
10Y CAGR
+2.3%

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 →
70.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -29.7%
% 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.
2026-11.94.1-5.98.0-3.8———————-10.3%
202521.0-6.8-26.4-3.643.916.75.12.3-8.82.4-6.712.241.1%
2024-7.7-2.4-5.7-6.0-8.5-11.6-9.0-11.95.17.713.65.6-29.7%
202324.1-1.57.11.8-18.03.16.1-3.2-15.8-11.9-9.8-1.3-23.6%
20221.83.9-15.3-9.48.1-5.79.7-6.9-0.83.524.1-5.12.2%
2021-3.57.63.28.96.1-5.82.7-10.8-4.48.0-12.16.63.5%
2020-11.9-18.2-22.06.85.56.9-16.817.73.9-12.731.76.0-16.3%
20197.26.11.33.2-18.812.916.7-4.71.7-1.32.97.935.2%
2018-7.4-5.912.65.69.65.1-3.15.1-9.6-11.9-2.0-1.8-6.9%
201711.54.10.4-3.112.2-7.96.42.72.07.0-8.05.134.2%
2016————-10.3-0.816.0-2.64.90.5-0.94.49.8%

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 84.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.3% of variance. Idiosyncratic stock-specific factors contribute 10.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-018974.598744913541
2016-06-018902.858645704726
2016-07-0110326.702366254392
2016-08-0110063.338763761752
2016-09-0110554.707304778532
2016-10-0110610.667504365041
2016-11-0110519.933081536787
2016-12-0110978.792107127985
2017-01-0112245.93265781726
2017-02-0112747.455856461358
2017-03-0112794.94166550996
2017-04-0112393.138665867931
2017-05-0113906.62098288319
2017-06-0112805.607708773186
2017-07-0113623.824726226048
2017-08-0113985.009095358811
2017-09-0114261.668724385057
2017-10-0115255.217959863532
2017-11-0114029.71881095534
2017-12-0114738.353192142193
2018-01-0113651.877881110146
2018-02-0112846.226339282452
2018-03-0114465.346317658146
2018-04-0115270.340363668241
2018-05-0116738.601579451064
2018-06-0117591.958095599894
2018-07-0117049.743211355682
2018-08-0117927.573182937253
2018-09-0116209.536611558775
2018-10-0114274.45336528276
2018-11-0113982.013836634205
2018-12-0113724.713806681619
2019-01-0114715.1216732538
2019-02-0115605.590175551382
2019-03-0115814.235515001863
2019-04-0116327.739748544378
2019-05-0113265.85478109042
2019-06-0114978.777496109817
2019-07-0117483.03295515148
2019-08-0116657.583483705064
2019-09-0116933.14728636865
2019-10-0116717.634768378834
2019-11-0117201.770855402057
2019-12-0118559.572773828746
2020-01-0116357.400115427043
2020-02-0113382.59681625914
2020-03-0110434.531680340144
2020-04-0111139.805527348171
2020-05-0111747.185552625235
2020-06-0112557.293454994411
2020-07-0110444.686337967461
2020-08-0112288.523775779317
2020-09-0112764.404637537167
2020-10-0111139.805527348171
2020-11-0114666.028652206629
2020-12-0115541.593915972036
2021-01-0114993.242404096929
2021-02-0116126.765193632518
2021-03-0116642.02274935529
2021-04-0118130.081894756837
2021-05-0119241.907322311756
2021-06-0118133.880759480722
2021-07-0118617.943791413105
2021-08-0116602.865220662905
2021-09-0115877.501223672773
2021-10-0117154.94254217105
2021-11-0115085.36487365122
2021-12-0116080.30215585573
2022-01-0116366.385891600856
2022-02-0117003.280173578896
2022-03-0114397.551193354908
2022-04-0113048.004500193596
2022-05-0114102.335571254283
2022-06-0113304.86619960112
2022-07-0114591.293294273211
2022-08-0113579.261120811207
2022-09-0113474.427065450054
2022-10-0113951.11153320719
2022-11-0117308.50434312515
2022-12-0116428.92104936332
2023-01-0120383.612282021873
2023-02-0120086.205007195924
2023-03-0121512.532600834285
2023-04-0121910.17146029821
2023-05-0117961.543800179716
2023-06-0118513.475011506176
2023-07-0119646.121139951636
2023-08-0119009.372968155287
2023-09-0116000.160721199856
2023-10-0114102.993067071879
2023-11-0112725.83154957153
2023-12-0112554.809581905716
2024-01-0111585.222416224075
2024-02-0111305.640583564065
2024-03-0110657.422762505206
2024-04-0110019.651819437036
2024-05-019165.491697288926
2024-06-018106.192880050847
2024-07-017378.564175244552
2024-08-016501.903085116487
2024-09-016830.650993914511
2024-10-017356.64764799135
2024-11-018357.502392554225
2024-12-018825.054973955861
2025-01-0110680.654281393598
2025-02-019950.103372953543
2025-03-017320.120102569347
2025-04-017057.121775530928
2025-05-0110154.65762731676
2025-06-0111849.535734897685
2025-07-0112448.587479818532
2025-08-0112740.807843194554
2025-09-0111615.759444196869
2025-10-0111893.36878940409
2025-11-0111097.06829920443
2025-12-0112448.587479818532
2026-01-0110972.874644769621
2026-02-0111425.816208002456
2026-03-0110746.403863153204
2026-04-0111601.14842602807
2026-05-0111162.817880964036
Annual Return Matrix
YearAnnual Return
20170.3424384985460569
2018-0.06877562046762464
20190.3522739370196095
2020-0.1626103625678511
20210.03466235463339862
20220.021679872065130557
2023-0.2358104622827768
2024-0.2970777520453408
20250.4105960264900661
2026-0.10328638497652587
Total Factor Risk
0.8484603505075329
VTI.US Exposure
0.21563781853269262
VEA.US Exposure
0.038389309025609705
VWO.US Exposure
-0.0020645114898367642
QQQ.US Exposure
-0.03570820422043704
VTV.US Exposure
-0.0228991150375398
IJR.US Exposure
0.03233208177211647
QUAL.US Exposure
-0.008956005769608463
SHV.US Exposure
0.64266183137501
TLT.US Exposure
0.010627644370506712
LQD.US Exposure
0.005002353431607422
HYG.US Exposure
0.011260007995997754
GLD.US Exposure
0.0007748127631369096
USO.US Exposure
0.00023398910359169418
VNQ.US Exposure
-0.016648034515437497
BTC-USD.CC Exposure
-0.00037194269382849373
CPER.US Exposure
0.01025635889886663
VIX.INDX Exposure
0.001383805102622734
UUP.US Exposure
-0.00031816488820628387
TIP.US Exposure
0.012950631161865242
Idiosyncratic Exposure
0.10545533508127045
Value Score
0.4
Growth Score
50.5
Profit Score
47.7
Health Score
23.8
Yield Score
0
Moat Score
46.4

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
84.8%

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 →178.0x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated26.0x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$5.1B
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
3.0/ 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
1.19
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+1.4%
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 →
-4.0%
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 →
17.4% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
44
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-6.8%
50.0% retracement-2.9%
61.8% retracement+1.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Burberry Group Plc a high-risk investment?

Burberry Group Plc (BURBY.US) has an annualized volatility of 84.8% and experienced a maximum drawdown of 70.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BURBY.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. 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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