Bunzl plc

10-Year Study

BZLFY.US · Consumer Defensive · US · Common Stock

Executive Summary: Bunzl plc has compounded at 3.2% annually over the last 10 years, with a maximum drawdown of 38.8% and an annualized volatility of 42.0%.

1Y CAGR
-0.3%
3Y CAGR
-4.9%
5Y CAGR
+1.6%
10Y CAGR
+3.2%

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 →
38.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +30.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -30.0%
% 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.
2026-0.26.21.55.2————————13.1%
20253.8-1.0-9.7-18.04.3-0.8-6.213.3-6.6-3.8-5.1-2.0-30.0%
20240.7-2.6-3.5-0.0-1.31.810.011.21.9-7.53.7-8.73.8%
202310.2-1.95.35.2-0.6-2.2-2.5-3.5-0.4-0.47.57.025.0%
2022-5.07.3-1.9-0.3-9.1-5.313.2-10.9-7.56.211.6-8.6-13.3%
2021-3.4-3.12.50.52.21.912.3-2.1-8.811.93.13.019.7%
2020-5.3-7.8-15.47.811.714.77.812.4-0.1-2.91.56.730.1%
20194.6-0.04.5-8.8-9.9-0.8-0.4-6.96.8-0.86.5-0.4-7.1%
20184.5-8.09.1-1.16.3-0.6-1.94.91.0-6.25.1-2.19.9%
20170.96.83.47.41.9-5.31.5-1.32.22.4-7.4-2.19.5%
2016———2.70.83.42.0-1.6-4.1-9.3-3.51.3-8.6%

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 42.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.3% of variance. Idiosyncratic stock-specific factors contribute 11.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110272.44421380384
2016-05-0110357.353756956498
2016-06-0110713.544369486248
2016-07-0110931.768158473953
2016-08-0110751.838662920745
2016-09-0110311.00692518297
2016-10-019347.028613352897
2016-11-019023.048154179267
2016-12-019135.962636222106
2017-01-019213.803840166061
2017-02-019837.428198199808
2017-03-0110170.534867491007
2017-04-0110921.478803929638
2017-05-0111131.560581930104
2017-06-0110537.372725157918
2017-07-0110694.755113361845
2017-08-0110553.298856539555
2017-09-0110783.78039833223
2017-10-0111040.835316643703
2017-11-0110218.939570173397
2017-12-0110004.384159762361
2018-01-0110455.952615285507
2018-02-019614.641304153321
2018-03-0110489.862748957643
2018-04-0110378.111411341553
2018-05-0111033.677504786785
2018-06-0110971.404541631622
2018-07-0110758.191220943756
2018-08-0111285.721954798419
2018-09-0111393.983859134263
2018-10-0110692.249879211926
2018-11-0111235.885689744644
2018-12-0110997.083191668307
2019-01-0111507.435177066369
2019-02-0111504.482579675392
2019-03-0112025.750228155252
2019-04-0110971.583486928044
2019-05-019885.74342823399
2019-06-019803.070701286615
2019-07-019762.98695488789
2019-08-019091.405257412807
2019-09-019711.092818925254
2019-10-019635.846321779432
2019-11-0110257.412808904319
2019-12-0110218.223788987705
2020-01-019675.482704937102
2020-02-018922.03353434855
2020-03-017547.107349283324
2020-04-018139.147862498434
2020-05-019093.552600969884
2020-06-0110434.837070307605
2020-07-0111248.143442549612
2020-08-0112644.36411788916
2020-09-0112636.93788808761
2020-10-0112269.921085124275
2020-11-0112452.53476012383
2020-12-0113291.430309754307
2021-01-0112844.067068697099
2021-02-0112448.061127713258
2021-03-0112756.562818746308
2021-04-0112823.398886960256
2021-05-0113110.158724477926
2021-06-0113355.045362632643
2021-07-0114999.552636758941
2021-08-0114680.314227940517
2021-09-0113395.039636383157
2021-10-0114987.831719843243
2021-11-0115446.647459871516
2021-12-0115907.431598160441
2022-01-0115112.825009394626
2022-02-0116216.828015675608
2022-03-0115908.236851994347
2022-04-0115859.384786070897
2022-05-0114413.238373029364
2022-06-0113647.799867580481
2022-07-0115445.752733389403
2022-08-0113759.372259900147
2022-09-0112734.015711397027
2022-10-0113519.317144748848
2022-11-0115086.520050820462
2022-12-0113793.461338868707
2023-01-0115196.660880768748
2023-02-0114914.016785068805
2023-03-0115709.518100316733
2023-04-0116528.282304099634
2023-05-0116423.241415099405
2023-06-0116069.645509367785
2023-07-0115661.202870282556
2023-08-0115114.167099117796
2023-09-0115051.804663314426
2023-10-0114994.900059051948
2023-11-0116118.497575291232
2023-12-0117247.552923071416
2024-01-0117364.135783690923
2024-02-0116915.877816151602
2024-03-0116330.547751552349
2024-04-0116325.08992001145
2024-05-0116114.829196714563
2024-06-0116402.752178658982
2024-07-0118040.549004169425
2024-08-0120056.725658966054
2024-09-0120435.284433548662
2024-10-0118910.491562729272
2024-11-0119613.56763237478
2024-12-0117903.119016516648
2025-01-0118581.41116260759
2025-02-0118392.265984288602
2025-03-0116603.707746541884
2025-04-0113613.800261260132
2025-05-0114201.993450602151
2025-06-0114091.136839468174
2025-07-0113220.657445019056
2025-08-0114982.910724191614
2025-09-0113998.980011810389
2025-10-0113463.575684913123
2025-11-0112776.694164593882
2025-12-0112526.170749601846
2026-01-0112499.328955138413
2026-02-0113268.793729756813
2026-03-0113465.633555821985
2026-04-0114163.52021187123
Annual Return Matrix
YearAnnual Return
20170.09505528405919161
20180.0992264007512409
2019-0.07082418029452442
20200.3007574099207564
20210.19681864385101622
2022-0.13289199115815764
20230.2504151423159753
20240.03800922347472868
2025-0.30033583879737724
20260.13071428571428578
Total Factor Risk
0.4201673305333733
VTI.US Exposure
-0.10312934403977284
VEA.US Exposure
-0.0067885094033894615
VWO.US Exposure
0.011351621938231636
QQQ.US Exposure
0.1452351478672048
VTV.US Exposure
0.1110904545128825
IJR.US Exposure
0.04801118673749964
QUAL.US Exposure
0.04500560390851713
SHV.US Exposure
0.5526087386532925
TLT.US Exposure
-0.014718777229039179
LQD.US Exposure
0.055080726532241775
HYG.US Exposure
-0.005976147097243243
GLD.US Exposure
-0.0026018895567633833
USO.US Exposure
0.0035601518824312
VNQ.US Exposure
0.009477037797992586
BTC-USD.CC Exposure
0.0002505412755402586
CPER.US Exposure
0.007313161921629829
VIX.INDX Exposure
-0.0035895403616421667
UUP.US Exposure
-0.00046790447169552953
TIP.US Exposure
0.03511400552580111
Idiosyncratic Exposure
0.11317373360628084
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.0%

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 →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.92%
Market Cap$9.6B
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 →
+6.1%
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 →
19.9% 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 →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bunzl plc a high-risk investment?

Bunzl plc (BZLFY.US) has an annualized volatility of 42.0% and experienced a maximum drawdown of 38.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BZLFY.US has generated a Compound Annual Growth Rate (CAGR) of 3.2%. 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.

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