Coca Cola HBC AG

10-Year Study

CCH.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Coca Cola HBC AG has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 41.2% and an annualized volatility of 54.7%.

1Y CAGR
+14.3%
3Y CAGR
+25.1%
5Y CAGR
+14.4%
10Y CAGR
+15.7%

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 →
41.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +43.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.821.8-11.72.8————————13.6%
20252.919.64.311.31.3-1.53.7-5.3-6.2-1.49.71.443.8%
20241.05.91.53.55.31.95.3-0.7-5.51.73.5-2.622.0%
2023-0.68.44.09.51.2-1.8-2.3-0.6-1.3-5.23.05.020.0%
2022-4.5-22.0-16.02.46.74.314.1-2.1-3.90.45.9-2.1-20.2%
2021-9.03.53.28.32.71.86.2-3.3-8.75.6-8.310.09.7%
20208.6-11.2-29.816.01.1-0.51.4-0.4-4.1-8.223.29.9-4.9%
20194.3-0.93.14.84.04.21.0-3.7-2.7-11.69.7-0.510.7%
2018-2.20.810.4-7.25.20.38.0-3.5-0.9-11.61.05.13.2%
20172.47.36.03.95.21.81.515.4-4.50.8-6.92.238.9%
2016———-5.4-4.115.03.47.27.0-1.5-3.74.122.4%

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 54.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.8% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019459.459651056137
2016-05-019074.324275826417
2016-06-0110439.552902547257
2016-07-0110792.147642079948
2016-08-0111573.385194657638
2016-09-0112389.191745088843
2016-10-0112209.437564150609
2016-11-0111753.13937559587
2016-12-0112237.092053525723
2017-01-0112527.463305829782
2017-02-0113446.974191417663
2017-03-0114248.952611026689
2017-04-0114808.9551347381
2017-05-0115576.366328762859
2017-06-0115862.244878518477
2017-07-0116101.091833055427
2017-08-0118573.86025143007
2017-09-0117737.895910550735
2017-10-0117878.394327604146
2017-11-0116642.009675349516
2017-12-0117000.280107154947
2018-01-0116620.935621699206
2018-02-0116754.408763446096
2018-03-0118503.61104290336
2018-04-0117168.87785316519
2018-05-0118054.01646278629
2018-06-0118104.439295214597
2018-07-0119556.514431987263
2018-08-0118869.818582544372
2018-09-0118690.99218455845
2018-10-0116523.609683572846
2018-11-0116695.283202866256
2018-12-0117539.346814217537
2019-01-0118297.57233672017
2019-02-0118140.205460946407
2019-03-0118705.297941943474
2019-04-0119606.586355104093
2019-05-0120400.57715720392
2019-06-0121258.946525940217
2019-07-0121463.832370976364
2019-08-0120661.58722484523
2019-09-0120109.098236618684
2019-10-0117785.615146238353
2019-11-0119518.76686923409
2019-12-0119412.80997986082
2020-01-0121085.414782338314
2020-02-0118724.090198934566
2020-03-0113146.21921357856
2020-04-0115250.219163246113
2020-05-0115424.291448969236
2020-06-0115348.607576787776
2020-07-0115562.311347476694
2020-08-0115492.38557808809
2020-09-0114855.286683603064
2020-10-0113635.475407238675
2020-11-0116797.66188062402
2020-12-0118468.105400751283
2021-01-0116805.43150901549
2021-02-0117388.143890894855
2021-03-0117947.548273734432
2021-04-0119439.29299926176
2021-05-0119959.84924014399
2021-06-0120309.477200952384
2021-07-0121564.334215598505
2021-08-0120850.54568613271
2021-09-0119026.420724136813
2021-10-0120089.171727307665
2021-11-0118415.73484441736
2021-12-0120263.65340722751
2022-01-0119359.521388055455
2022-02-0115100.585584344199
2022-03-0112685.602004861867
2022-04-0112986.979049207677
2022-05-0113859.387448806894
2022-06-0114450.245180158703
2022-07-0116493.179820552425
2022-08-0116148.889048590041
2022-09-0115525.885897583928
2022-10-0115595.56354927755
2022-11-0116517.771828663746
2022-12-0116173.481056701365
2023-01-0116079.210510761797
2023-02-0117435.881735409595
2023-03-0118140.85854216499
2023-04-0119870.510919526838
2023-05-0120102.97859089885
2023-06-0119740.989938207178
2023-07-0119294.818496146247
2023-08-0119176.961704894664
2023-09-0118932.830729589197
2023-10-0117947.88589102653
2023-11-0118486.658401393644
2023-12-0119404.257008460903
2024-01-0119597.878310144813
2024-02-0120751.19049971524
2024-03-0121071.086871587664
2024-04-0121803.48156977331
2024-05-0122948.349782502686
2024-06-0123381.665183424993
2024-07-0124612.278440867398
2024-08-0124438.9531666331
2024-09-0123087.010356343977
2024-10-0123485.66017073865
2024-11-0124300.291706657186
2024-12-0123676.319124371385
2025-01-0124352.290086448636
2025-02-0129118.75240751701
2025-03-0130366.698458223233
2025-04-0133798.55164840092
2025-05-0134222.51921516474
2025-06-0133708.56113269981
2025-07-0134966.87230011395
2025-08-0133105.98958774093
2025-09-0131050.15725788122
2025-10-0130607.08994541145
2025-11-0133566.779592709485
2025-12-0134045.29229017684
2026-01-0135002.317685111535
2026-02-0142623.07545959151
2026-03-0137625.276174932544
2026-04-0138688.63772485999
Annual Return Matrix
YearAnnual Return
20170.38924182581897493
20180.03170928382737137
20190.1068148766021686
2020-0.04866397909883169
20210.0972242667839216
2022-0.20184772549787544
20230.1997576118853457
20240.2201610767187696
20250.43794700989361446
20260.1363872982821448
Total Factor Risk
0.547078072184782
VTI.US Exposure
-0.0009075890067087179
VEA.US Exposure
0.08390660446889686
VWO.US Exposure
0.009480294176481944
QQQ.US Exposure
0.001789493637241696
VTV.US Exposure
0.004789709683446493
IJR.US Exposure
-0.0012874869594360764
QUAL.US Exposure
0.005311296265486808
SHV.US Exposure
0.7681399309114247
TLT.US Exposure
0.009464636938087459
LQD.US Exposure
-0.00298952546732793
HYG.US Exposure
-0.00018756597401065175
GLD.US Exposure
-0.0017068602915111092
USO.US Exposure
0.008243648434086424
VNQ.US Exposure
0.0003344363829576284
BTC-USD.CC Exposure
0.003662603700991744
CPER.US Exposure
-0.00043969644747326043
VIX.INDX Exposure
0.003166730366719807
UUP.US Exposure
-0.0023245589243152585
TIP.US Exposure
0.010353052661649327
Idiosyncratic Exposure
0.1012008454433121
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.7%

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 →2.82%
Market Cap$15.6B
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 →
-2.6%
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 →
+11.3%
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 →
10.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Coca Cola HBC AG a high-risk investment?

Coca Cola HBC AG (CCH.LSE) has an annualized volatility of 54.7% and experienced a maximum drawdown of 41.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCH.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.7%. It has had a positive return in 80% 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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