Coca-Cola Europacific Partners PLC

10-Year Study

CCEP.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Coca-Cola Europacific Partners PLC has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 40.3% and an annualized volatility of 30.2%.

1Y CAGR
+5.9%
3Y CAGR
+13.5%
5Y CAGR
+11.3%
10Y CAGR
+7.7%

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 →
40.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +24.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.923.2-16.14.4————————4.7%
20251.66.6-1.2-0.11.2-1.511.0-11.52.31.02.1-1.48.8%
20246.3-0.93.91.4-0.41.5-1.77.2-3.74.22.01.022.2%
2023-2.11.44.36.6-2.51.913.6-11.41.3-6.3-1.98.811.8%
20221.9-8.7-3.59.23.5-0.95.8-3.0-10.16.25.46.410.7%
2021-4.38.93.38.03.3-0.55.6-4.4-3.3-6.4-1.910.318.0%
20205.0-1.9-22.31.8-2.70.70.21.4-2.9-9.822.95.1-8.3%
2019-1.1-1.212.73.76.8-1.35.20.2-1.9-7.8-5.3-1.96.6%
2018-1.4-3.56.1-2.3-0.47.03.54.16.20.68.4-5.324.2%
20176.82.67.1-2.79.4-2.34.31.9-6.3-1.6-7.83.213.8%
2016————-6.8-23.67.73.04.82.8-15.6-3.7-30.9%

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 30.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.6% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019320.729115777174
2016-06-017116.772048908439
2016-07-017664.352387333013
2016-08-017891.035841159412
2016-09-018271.653070846936
2016-10-018505.938997330979
2016-11-017179.030428201043
2016-12-016909.853833950302
2017-01-017376.521079409936
2017-02-017569.575580043186
2017-03-018104.768126206725
2017-04-017883.544258742958
2017-05-018623.600034370565
2017-06-018422.11057287873
2017-07-018784.852566150288
2017-08-018955.95945387584
2017-09-018394.032893345198
2017-10-018261.655909907573
2017-11-017621.258005430213
2017-12-017862.59222382995
2018-01-017753.0927085420135
2018-02-017481.7448292759545
2018-03-017940.103961494365
2018-04-017759.811845766171
2018-05-017725.376098452359
2018-06-018267.12901947035
2018-07-018554.09998140019
2018-08-018903.077250171928
2018-09-019452.606822665435
2018-10-019511.58934195486
2018-11-0110309.560926844437
2018-12-019763.644212501727
2019-01-019653.515057015029
2019-02-019534.467621496555
2019-03-0110745.950538570913
2019-04-0111143.918845436774
2019-05-0111897.981681310805
2019-06-0111745.617948986539
2019-07-0112359.60315033225
2019-08-0112382.519835762358
2019-09-0112150.356781237111
2019-10-0111201.065725538483
2019-11-0110609.729179796
2019-12-0110409.159566378046
2020-01-0110926.88933373005
2020-02-0110715.463565699505
2020-03-018326.377404874633
2020-04-018475.35114138649
2020-05-018247.250726648876
2020-06-018307.499558399899
2020-07-018325.246053950481
2020-08-018439.9768839826
2020-09-018198.028171368263
2020-10-017394.298137392846
2020-11-019086.11160042557
2020-12-019548.34539994959
2021-01-019133.056307873718
2021-02-019947.012044870951
2021-03-0110271.822543591155
2021-04-0111088.673597739482
2021-05-0111450.37159995983
2021-06-0111394.57974451267
2021-07-0112034.70826684314
2021-08-0111506.679500724533
2021-09-0111124.643146413768
2021-10-0110413.804515163929
2021-11-0110216.083699088565
2021-12-0111266.09257436482
2022-01-0111477.458028922716
2022-02-0110481.50408926697
2022-03-0110118.7147647949
2022-04-0111054.33278329069
2022-05-0111436.305849024777
2022-06-0111338.03356496141
2022-07-0111998.076081361736
2022-08-0111638.70488095838
2022-09-0110467.91651868905
2022-10-0111120.68598758727
2022-11-0111717.210032905463
2022-12-0112467.488536450852
2023-01-0112205.775666824265
2023-02-0112380.343682394985
2023-03-0112917.278557665237
2023-04-0113766.873336325205
2023-05-0113425.378724657829
2023-06-0113683.58070106271
2023-07-0115540.177873897077
2023-08-0113773.581384525243
2023-09-0113948.99622288906
2023-10-0113065.746526491665
2023-11-0112814.017294604291
2023-12-0113937.158013481925
2024-01-0114814.796122747059
2024-02-0114684.610979588975
2024-03-0115252.921842908177
2024-04-0115465.797027530285
2024-05-0115398.237824244754
2024-06-0115632.11507962041
2024-07-0115373.590439660064
2024-08-0116485.05117057226
2024-09-0115880.62335569719
2024-10-0116545.22778843451
2024-11-0116872.581460174024
2024-12-0117034.817939996316
2025-01-0117305.21162226013
2025-02-0118440.86616962415
2025-03-0118224.551223813098
2025-04-0118197.51185558672
2025-05-0118415.750611850428
2025-06-0118145.32853086631
2025-07-0120146.452741540783
2025-08-0117820.82203368537
2025-09-0118226.455290393547
2025-10-0118415.750611850428
2025-11-0118797.248201867405
2025-12-0118526.78419896284
2026-01-0117985.856193153708
2026-02-0122151.001837884036
2026-03-0118580.876999543754
2026-04-0119405.792208402683
Annual Return Matrix
YearAnnual Return
20170.13788112061047397
20180.24178438033579663
20190.06611418235107092
2020-0.08269775873250285
20210.17989998292524056
20220.10663821144339991
20230.11788015467062518
20240.22225908061872524
20250.08758334043967175
20260.04744525547445266
Total Factor Risk
0.3021615450810135
VTI.US Exposure
-0.0016887863798771027
VEA.US Exposure
0.08550367956470308
VWO.US Exposure
-0.0034830361229864644
QQQ.US Exposure
0.008391769008412524
VTV.US Exposure
0.04403033906146308
IJR.US Exposure
-0.00516720564822426
QUAL.US Exposure
-0.004588140737135007
SHV.US Exposure
0.5456729224840301
TLT.US Exposure
0.027201291216693027
LQD.US Exposure
0.008132403908188583
HYG.US Exposure
-0.0011573429142072908
GLD.US Exposure
0.006432066266726958
USO.US Exposure
0.005640765918938889
VNQ.US Exposure
0.007530508488206349
BTC-USD.CC Exposure
0.0031075762584642087
CPER.US Exposure
0.0034043441488382825
VIX.INDX Exposure
0.0295735782858184
UUP.US Exposure
0.002943707687345547
TIP.US Exposure
0.012598449256565818
Idiosyncratic Exposure
0.22592111024803527
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.2%

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 →18.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.97%
Market Cap$31.2B
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 →
-2.8%
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 →
+3.3%
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 →
12.4% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Coca-Cola Europacific Partners PLC a high-risk investment?

Coca-Cola Europacific Partners PLC (CCEP.LSE) has an annualized volatility of 30.2% and experienced a maximum drawdown of 40.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CCEP.LSE?

Over the past 10 years, CCEP.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.7%. It has had a positive return in 90% 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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