Coca-Cola European Partners PLC

10-Year Study

CCEP.US · Consumer Defensive · US · Common Stock

Executive Summary: Coca-Cola European Partners PLC has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 35.9% and an annualized volatility of 30.3%.

1Y CAGR
+7.8%
3Y CAGR
+19.2%
5Y CAGR
+13.4%
10Y CAGR
+12.6%

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 →
35.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +30.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · 0.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.120.4-17.96.7————————6.7%
20252.39.80.94.32.21.04.5-8.31.7-1.74.9-1.121.2%
20243.2-0.41.93.03.5-1.11.29.1-2.2-3.53.8-1.018.4%
20231.6-2.27.68.9-2.13.3-1.61.1-2.5-6.45.810.124.5%
20222.2-10.4-5.12.87.7-2.94.9-9.1-13.310.415.34.22.3%
2021-6.79.62.48.96.5-2.04.6-7.0-4.2-4.8-3.413.315.6%
20203.4-3.1-26.45.6-4.90.29.0-0.0-5.7-8.028.411.50.5%
20193.8-0.99.83.64.62.0-2.21.9-1.6-3.5-4.40.813.8%
20180.8-4.59.6-5.9-2.47.01.54.16.60.07.4-5.518.6%
201710.00.58.63.16.9-0.96.30.0-3.2-1.8-4.02.230.0%
2016———3.418.7-8.04.63.04.3-3.7-15.6-2.70.4%

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 30.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.7% of variance. Idiosyncratic stock-specific factors contribute 17.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110342.9120512038
2016-05-0112280.746612119661
2016-06-0111293.45683390932
2016-07-0111812.42319017494
2016-08-0112166.800009897643
2016-09-0112687.745894540625
2016-10-0112223.46400969969
2016-11-0110321.920802368835
2016-12-0110040.99273348125
2017-01-0111041.891769285967
2017-02-0111093.029585701206
2017-03-0112052.35852558128
2017-04-0112425.994506808753
2017-05-0113280.573403386645
2017-06-0113160.811936556116
2017-07-0113989.244562482987
2017-08-0113995.141907440551
2017-09-0113545.995166651546
2017-10-0113298.63659983009
2017-11-0112769.48392045595
2017-12-0113051.154312485049
2018-01-0113152.687622174017
2018-02-0112555.447414653458
2018-03-0113757.516021807804
2018-04-0112945.125823772487
2018-05-0112639.412409993318
2018-06-0113528.220651429796
2018-07-0113727.946816670927
2018-08-0114294.669295040456
2018-09-0115243.399510066727
2018-10-0115250.12165851486
2018-11-0116383.525375079387
2018-12-0115475.581692661724
2019-01-0116059.501323809602
2019-02-0115910.995455332766
2019-03-0117463.60554597867
2019-04-0118088.064268687984
2019-05-0118928.41530505357
2019-06-0119304.278255705576
2019-07-0118887.422571572322
2019-08-0119249.593784280893
2019-09-0118945.529977482864
2019-10-0118282.67665228759
2019-11-0117473.46194769096
2019-12-0117618.9160432527
2020-01-0118217.9708184525
2020-02-0117646.62944053579
2020-03-0112996.016199140555
2020-04-0113726.668371260546
2020-05-0113054.907168367135
2020-06-0113075.69221632946
2020-07-0114256.480893427142
2020-08-0114253.016718766754
2020-09-0113439.265594972
2020-10-0112365.783851997261
2020-11-0115873.838058082662
2020-12-0117703.49964121048
2021-01-0116509.76154931088
2021-02-0118101.42608523519
2021-03-0118531.313664519428
2021-04-0120186.90047096279
2021-05-0121501.43103405613
2021-06-0121075.090109781344
2021-07-0122048.564429524668
2021-08-0120513.770094275038
2021-09-0119643.31373050371
2021-10-0118705.388441203882
2021-11-0118066.949299329437
2021-12-0120467.58109880321
2022-01-0120914.04722824787
2022-02-0118740.318869029452
2022-03-0117788.82556230978
2022-04-0118279.212477627203
2022-05-0119680.80104915004
2022-06-0119117.748946313543
2022-07-0120047.50868105674
2022-08-0118213.88804117419
2022-09-0115787.604853143737
2022-10-0117428.592637804042
2022-11-0120100.131143755
2022-12-0120944.399996700788
2023-01-0121285.167558829107
2023-02-0120823.236363936296
2023-03-0122409.62215752097
2023-04-0124408.657137437007
2023-05-0123889.03093837893
2023-06-0124670.161084121708
2023-07-0124271.945958875298
2023-08-0124547.595285423246
2023-09-0123923.507724284686
2023-10-0122403.39489116718
2023-11-0123692.562746925545
2023-12-0126075.91491327191
2024-01-0126919.812604646944
2024-02-0126814.361478377774
2024-03-0127330.06986085565
2024-04-0128138.83092353247
2024-05-0129111.975321879563
2024-06-0128780.198117798434
2024-07-0129135.647182058878
2024-08-0131789.741094184308
2024-09-0131102.514825842747
2024-10-0130016.41358946231
2024-11-0131170.684834338215
2024-12-0130861.301045026023
2025-01-0131560.404483631777
2025-02-0134658.20143350847
2025-03-0134967.58522282066
2025-04-0136458.21133115035
2025-05-0137261.693651487534
2025-06-0137639.2474492952
2025-07-0139344.19874464909
2025-08-0136072.285777913414
2025-09-0136701.48712069349
2025-10-0136060.11992642753
2025-11-0137813.11602510702
2025-12-0137404.83829727567
2026-01-0137817.24004255986
2026-02-0145541.52473173267
2026-03-0137392.46624491715
2026-04-0139912.240908603526
Annual Return Matrix
YearAnnual Return
20170.2997872480244459
20180.18576344452976157
20190.13849782148139278
20200.004800726545840739
20210.15613192383490437
20220.02329629943058853
20230.24500653718318288
20240.18351747762907777
20250.21203050521761102
20260.06703417861080485
Total Factor Risk
0.3034606469966631
VTI.US Exposure
-0.02984138679890155
VEA.US Exposure
0.16772587523798774
VWO.US Exposure
-0.023442738593331253
QQQ.US Exposure
0.04730908605271389
VTV.US Exposure
0.10148715990774632
IJR.US Exposure
-0.030919992919012578
QUAL.US Exposure
-0.04181167430901398
SHV.US Exposure
0.517497499931576
TLT.US Exposure
0.04698627827972409
LQD.US Exposure
-0.019931559718694307
HYG.US Exposure
-0.004913465102476664
GLD.US Exposure
0.006306704403385383
USO.US Exposure
0.015598967302548693
VNQ.US Exposure
0.012893563274949168
BTC-USD.CC Exposure
0.0041067483373587515
CPER.US Exposure
0.0031289205112540633
VIX.INDX Exposure
0.023428006574948586
UUP.US Exposure
0.016462593633832255
TIP.US Exposure
0.012886570406284917
Idiosyncratic Exposure
0.17504284358712044
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.3%

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 →18.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.54%
Market Cap$41.2B
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 →
-2.1%
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 →
+4.7%
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 →
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 European Partners PLC a high-risk investment?

Coca-Cola European Partners PLC (CCEP.US) has an annualized volatility of 30.3% and experienced a maximum drawdown of 35.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCEP.US has generated a Compound Annual Growth Rate (CAGR) of 12.6%. It has had a positive return in 100% 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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