Fevertree Drinks Plc

10-Year Study

FEVR.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Fevertree Drinks Plc has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 80.8% and an annualized volatility of 37.3%.

1Y CAGR
-5.7%
3Y CAGR
-14.2%
5Y CAGR
-19.4%
10Y CAGR
+2.3%

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 →
80.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +100.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -61.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.39.4-20.09.1————————1.5%
202518.7-16.120.8-2.012.55.82.0-14.98.4-4.5-3.61.923.9%
2024-3.714.44.0-5.7-3.70.3-14.9-3.1-7.0-9.9-6.2-3.3-34.7%
20235.6-2.220.66.5-0.1-10.010.1-2.2-8.2-16.34.9-0.43.1%
2022-21.1-12.2-4.41.9-15.3-20.7-12.1-14.6-7.914.121.9-11.5-61.4%
2021-3.4-6.6-6.117.71.90.7-7.1-7.15.1-2.614.14.47.8%
2020-34.3-8.3-4.043.618.7-0.47.0-6.213.0-13.014.79.321.7%
201916.94.212.74.5-15.6-12.70.8-3.07.2-23.217.6-4.3-4.3%
20187.51.46.08.15.912.81.68.2-3.1-22.9-14.0-8.1-3.0%
201710.911.37.08.57.9-3.026.014.9-11.3-3.0-8.116.8100.8%
2016———-7.619.6-1.226.28.2-1.3-0.711.16.472.7%

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 37.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 34.2% of variance. Idiosyncratic stock-specific factors contribute 48.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019240.995952959276
2016-05-0111049.839328946147
2016-06-0110913.60894038806
2016-07-0113774.457063689371
2016-08-0114903.224563682315
2016-09-0114706.13163784175
2016-10-0114607.585174921467
2016-11-0116222.22838488186
2016-12-0117268.334691978373
2017-01-0119148.29313055895
2017-02-0121316.310333014444
2017-03-0122817.245830282678
2017-04-0124756.21856178691
2017-05-0126717.858441088083
2017-06-0125927.12038713164
2017-07-0132678.81515082123
2017-08-0137548.29472473199
2017-09-0133300.129144621555
2017-10-0132295.187374282435
2017-11-0129691.474379231517
2017-12-0134670.505191773205
2018-01-0137274.21984742104
2018-02-0137807.14358899164
2018-03-0140075.875993929534
2018-04-0143304.32547300858
2018-05-0145869.60229202228
2018-06-0151763.63196456419
2018-07-0152603.45560253016
2018-08-0156917.299450956845
2018-09-0155159.17734693406
2018-10-0142515.98532098757
2018-11-0136568.944413345154
2018-12-0133618.357633124666
2019-01-0139305.50017926144
2019-02-0140941.31932099521
2019-03-0146154.534151919055
2019-04-0148224.3785257586
2019-05-0140708.49201028707
2019-06-0135554.741494049005
2019-07-0135830.835657200325
2019-08-0134746.82622567413
2019-09-0137252.90276491046
2019-10-0128596.94672688877
2019-11-0133639.849078310595
2019-12-0132179.251140539473
2020-01-0121155.589461254207
2020-02-0119402.87426076453
2020-03-0118634.139115841746
2020-04-0126751.98204695471
2020-05-0131761.765453639375
2020-06-0131638.059286962936
2020-07-0133864.78523251097
2020-08-0131777.228932048543
2020-09-0135897.60659828218
2020-10-0131232.15792409445
2020-11-0135820.108201173345
2020-12-0139168.07083973563
2021-01-0137835.08645316594
2021-02-0135324.11281364732
2021-03-0133169.6361183813
2021-04-0139054.16219481758
2021-05-0139786.038730765926
2021-06-0140066.332543498094
2021-07-0137232.2582241477
2021-08-0134600.617310294656
2021-09-0136351.328170316134
2021-10-0135414.839525726886
2021-11-0140425.04970581695
2021-12-0142219.983922100735
2022-01-0133292.13503110548
2022-02-0129241.82625141338
2022-03-0127954.15623327468
2022-04-0128495.89442323401
2022-05-0124146.933931989588
2022-06-0119154.264637040844
2022-07-0116830.632898317832
2022-08-0114365.699308079087
2022-09-0113234.625238980652
2022-10-0115099.326113168683
2022-11-0118409.956872637697
2022-12-0116292.416834400794
2023-01-0117208.965031316366
2023-02-0116829.70296404924
2023-03-0120290.45998700417
2023-04-0121608.396044391746
2023-05-0121592.460956460647
2023-06-0119425.247482908726
2023-07-0121385.301492162565
2023-08-0120923.173978579296
2023-09-0119213.92490216178
2023-10-0116075.649156391863
2023-11-0116860.218092834344
2023-12-0116796.172191278845
2024-01-0116171.719669322018
2024-02-0118493.401867274802
2024-03-0119229.936377550657
2024-04-0118141.146087525747
2024-05-0117468.41337105988
2024-06-0117516.892837197905
2024-07-0114907.13360880422
2024-08-0114438.50817951916
2024-09-0113430.725127870113
2024-10-0112095.792861127104
2024-11-0111346.926758210946
2024-12-0110972.495367349775
2025-01-0113023.732752832939
2025-02-0110931.795797726678
2025-03-0113210.95010886043
2025-04-0112942.335274183648
2025-05-0114565.044003327172
2025-06-0115406.285791052738
2025-07-0115719.69024553752
2025-08-0113377.406682341594
2025-09-0114497.011008595084
2025-10-0113849.37821439668
2025-11-0113351.199141936368
2025-12-0113600.288678166524
2026-01-0114463.799070431065
2026-02-0115825.488535155917
2026-03-0112653.74844049193
2026-04-0113799.560307150647
Annual Return Matrix
YearAnnual Return
20171.0077503598467223
2018-0.03034705011734884
2019-0.042807162333451276
20200.217184037896756
20210.07791839161169434
2022-0.6141065125827235
20230.03091962119545033
2024-0.34672643014179894
20250.23948912465582994
20260.0146520146520146
Total Factor Risk
0.37334481227212957
VTI.US Exposure
0.21419163737775898
VEA.US Exposure
0.341882989520518
VWO.US Exposure
-0.031714368414703716
QQQ.US Exposure
0.13119054526127258
VTV.US Exposure
-0.004115992051023574
IJR.US Exposure
-0.08236404877711483
QUAL.US Exposure
-0.08880511393309343
SHV.US Exposure
0.00042090954728625724
TLT.US Exposure
0.02247347905602752
LQD.US Exposure
-0.02664575729994101
HYG.US Exposure
-0.018853201474964474
GLD.US Exposure
0.01864377105381756
USO.US Exposure
-0.002640699380966482
VNQ.US Exposure
-0.008262135005857329
BTC-USD.CC Exposure
-0.006005737620723616
CPER.US Exposure
0.07448464768856101
VIX.INDX Exposure
-0.020338058225320813
UUP.US Exposure
0.006733950950514356
TIP.US Exposure
-0.0029221011005499636
Idiosyncratic Exposure
0.48264528282850294
Value Score
33.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.3%

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 →40.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.25%
Market Cap$887.1M
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 →
-3.6%
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 →
-3.2%
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 →
16.2% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fevertree Drinks Plc a high-risk investment?

Fevertree Drinks Plc (FEVR.LSE) has an annualized volatility of 37.3% and experienced a maximum drawdown of 80.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FEVR.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 60% 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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