Carlsberg AS

10-Year Study

CABGY.US · Consumer Defensive · US · Common Stock

Executive Summary: Carlsberg AS has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 44.0% and an annualized volatility of 32.1%.

1Y CAGR
-10.9%
3Y CAGR
-3.2%
5Y CAGR
-4.7%
10Y CAGR
+5.4%

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 →
44.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +43.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -21.4%
% 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.
20264.314.3-19.12.6————————-1.1%
20259.719.64.47.54.7-1.2-12.0-2.3-4.61.45.64.740.4%
20243.37.70.8-1.0-0.0-11.20.6-2.81.6-8.0-6.3-6.9-21.4%
20236.60.412.36.8-9.26.3-5.9-3.6-12.7-6.04.31.1-2.7%
2022-6.8-8.8-12.83.8-1.40.01.31.4-9.80.14.97.1-20.9%
2021-8.37.7-0.514.14.61.4-0.8-5.6-6.31.0-6.511.910.2%
2020-2.0-10.8-10.711.42.62.111.5-4.4-4.2-6.117.97.410.5%
20198.05.95.43.21.81.03.57.6-0.1-4.82.33.743.8%
20187.2-4.6-1.0-5.7-1.06.12.41.4-1.9-8.00.4-4.2-9.7%
20174.5-2.56.77.79.2-2.13.83.5-4.54.33.91.341.1%
2016———2.1-0.9-1.84.8-5.71.9-5.6-5.51.6-9.4%

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 32.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.4% of variance. Idiosyncratic stock-specific factors contribute 22.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110205.920628869639
2016-05-0110113.706571319653
2016-06-019926.649402547553
2016-07-0110403.88837038108
2016-08-019806.69882875659
2016-09-019993.75599752869
2016-10-019433.176028288617
2016-11-018918.210140260013
2016-12-019058.601606351793
2017-01-019469.85132701484
2017-02-019234.156665308321
2017-03-019855.2048690074
2017-04-0110617.03889684908
2017-05-0111595.37549459072
2017-06-0111351.727945526007
2017-07-0111782.629842388233
2017-08-0112194.405373785707
2017-09-0111645.919051437437
2017-10-0112151.288893562762
2017-11-0112623.138301368423
2017-12-0112784.365017811839
2018-01-0113710.054815769065
2018-02-0113074.80972224048
2018-03-0112941.253795696237
2018-04-0112200.715102598819
2018-05-0112082.144781985724
2018-06-0112816.636651637244
2018-07-0113128.968227886373
2018-08-0113314.513690796995
2018-09-0113057.655147029827
2018-10-0112007.611110380818
2018-11-0112051.647759389007
2018-12-0111545.620653845648
2019-01-0112465.723712749597
2019-02-0113196.403454576524
2019-03-0113906.576577760834
2019-04-0114356.539113746008
2019-05-0114617.341238021372
2019-06-0114769.234813928726
2019-07-0115285.318049767986
2019-08-0116453.866680688287
2019-09-0116444.92789820304
2019-10-0115656.277522905628
2019-11-0116014.486085733439
2019-12-0116605.694530253833
2020-01-0116271.410355842412
2020-02-0114512.836354554178
2020-03-0112957.225296754432
2020-04-0114431.007059009109
2020-05-0114804.13550142626
2020-06-0115121.199374285226
2020-07-0116865.116401351333
2020-08-0116119.976864327686
2020-09-0115436.028551522877
2020-10-0114488.780513454183
2020-11-0117078.59555952835
2020-12-0118349.808736345352
2021-01-0116831.924598740683
2021-02-0118124.301657618336
2021-03-0118028.275472243768
2021-04-0120568.335677572857
2021-05-0121513.61192538746
2021-06-0121821.999921128394
2021-07-0121637.04599529399
2021-08-0120429.653096367958
2021-09-0119147.332167786208
2021-10-0119329.328408239453
2021-11-0118070.997594415887
2021-12-0120215.450948431113
2022-01-0118835.32922324609
2022-02-0117183.691980071773
2022-03-0114982.582519422134
2022-04-0115547.368974537614
2022-05-0115330.143414877815
2022-06-0115336.781775399944
2022-07-0115535.866864722044
2022-08-0115758.547710751514
2022-09-0114211.41535104439
2022-10-0114227.123946735372
2022-11-0114925.269149369684
2022-12-0115989.641528531803
2023-01-0117047.4412735136
2023-02-0117124.07818805621
2023-03-0119226.46668331734
2023-04-0120527.38816662942
2023-05-0118632.432006099403
2023-06-0119815.571884900026
2023-07-0118649.84948667727
2023-08-0117987.590866667542
2023-09-0115695.187517253164
2023-10-0114752.671775794302
2023-11-0115390.085838602396
2023-12-0115561.894496076136
2024-01-0116070.353476266217
2024-02-0117301.144952874212
2024-03-0117436.146858938126
2024-04-0117256.845398498812
2024-05-0117255.530871662744
2024-06-0115325.936929002404
2024-07-0115423.54054658026
2024-08-0114999.21128389836
2024-09-0115239.17815782209
2024-10-0114025.475530082947
2024-11-0113136.00094645932
2024-12-0112227.334271029142
2025-01-0113416.126615224848
2025-02-0116042.551233683434
2025-03-0116747.071891472664
2025-04-0118002.44501991508
2025-05-0118856.887463357565
2025-06-0118639.990535406778
2025-07-0116405.294914095673
2025-08-0116030.654765817042
2025-09-0115294.519737620441
2025-10-0115511.416665571227
2025-11-0116385.57701155469
2025-12-0117161.147844833253
2026-01-0117890.710238849526
2026-02-0120440.892300816322
2026-03-0116530.174963521877
2026-04-0116963.968819423448
Annual Return Matrix
YearAnnual Return
20170.4112956473157603
2018-0.09689525934532606
20190.43826780977103774
20200.10503109056437987
20210.10167093504307179
2022-0.20903859284065418
2023-0.02675150857462305
2024-0.21427726719827
20250.4035068858380726
2026-0.011489850631941856
Total Factor Risk
0.3206222865083331
VTI.US Exposure
-0.03360027854265115
VEA.US Exposure
0.17745335327015158
VWO.US Exposure
0.0726657970489355
QQQ.US Exposure
0.03007966884793943
VTV.US Exposure
0.07114149763659224
IJR.US Exposure
-0.012336593478544254
QUAL.US Exposure
-0.009783040743685365
SHV.US Exposure
0.38429246460132654
TLT.US Exposure
-0.0042255430071110696
LQD.US Exposure
0.016270609428478112
HYG.US Exposure
-0.004982719304524256
GLD.US Exposure
0.027607073415453705
USO.US Exposure
0.03415410090755251
VNQ.US Exposure
-0.0066137371263542384
BTC-USD.CC Exposure
0.0011058471267915795
CPER.US Exposure
0.0007131628133049586
VIX.INDX Exposure
-0.005685227827606907
UUP.US Exposure
0.024538234526364538
TIP.US Exposure
0.012793119381053939
Idiosyncratic Exposure
0.22441221102653253
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.1%

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 →18.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.50%
Market Cap$16.8B
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
$611
Avg Yield on Cost
6.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$611.256.11%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 →
-7.7%
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 →
-0.7%
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 →
19.7% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carlsberg AS a high-risk investment?

Carlsberg AS (CABGY.US) has an annualized volatility of 32.1% and experienced a maximum drawdown of 44.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CABGY.US has generated a Compound Annual Growth Rate (CAGR) of 5.4%. 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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