Imperial Brands PLC

10-Year Study

ITB.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: Imperial Brands PLC has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 42.1% and an annualized volatility of 40.2%.

1Y CAGR
-17.3%
3Y CAGR
+9.7%
5Y CAGR
+9.5%
10Y CAGR
+9.5%

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 →
42.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +29.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -29.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202640.38.9-6.8-9.1————————29.5%
202515.2-2.2-12.3-3.014.24.67.2-5.6-13.9-0.84.9-31.5-29.0%
2024-2.413.624.3-9.2-3.9-4.9-3.5-3.1-3.212.7-6.13.613.4%
20235.8-3.44.5-4.0-5.121.63.5-4.81.8-9.9-0.014.322.2%
2022————12.6-14.57.6-3.9-9.216.215.8-7.412.7%

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 40.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 25.2% of variance. Idiosyncratic stock-specific factors contribute 41.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-04-0110000
2022-05-0111255.303711207413
2022-06-019625.582974120089
2022-07-0110359.436846469294
2022-08-019957.891277794359
2022-09-019040.491572693822
2022-10-0110506.424656074458
2022-11-0112169.711116554916
2022-12-0111274.883575000033
2023-01-0111928.68748511386
2023-02-0111522.785080447775
2023-03-0112039.749866157421
2023-04-0111560.794250097331
2023-05-0110969.011781118877
2023-06-0113338.247475247083
2023-07-0113810.025477853034
2023-08-0113149.524556345285
2023-09-0113381.89395422138
2023-10-0112062.683754928612
2023-11-0112058.48825178453
2023-12-0113779.253360074961
2024-01-0113443.014478773905
2024-02-0115272.198656776682
2024-03-0118985.95342830177
2024-04-0117231.17171376666
2024-05-0116567.14099938906
2024-06-0115756.752522630115
2024-07-0115200.996527522748
2024-08-0114729.172672423418
2024-09-0114257.277491223282
2024-10-0116061.724249048668
2024-11-0115083.130145934052
2024-12-0115631.004606901904
2025-01-0118007.11308031531
2025-02-0117607.717484107652
2025-03-0115446.329444221079
2025-04-0114980.170919414668
2025-05-0117109.467308658182
2025-06-0117889.61691515463
2025-07-0119178.48125503369
2025-08-0118105.026834322627
2025-09-0115583.267066574
2025-10-0115460.727127141747
2025-11-0116222.488185553153
2025-12-0111104.598453157643
2026-01-0115578.486264163857
2026-02-0116961.493500621345
2026-03-0115812.91992498872
2026-04-0114374.9770376657
Annual Return Matrix
YearAnnual Return
20230.22211934770021968
20240.13438690750780058
2025-0.2895787102350168
20260.29450669452870737
Total Factor Risk
0.40176203692394913
VTI.US Exposure
-0.11026373100546379
VEA.US Exposure
0.251526499458021
VWO.US Exposure
-0.005901953974089962
QQQ.US Exposure
0.1543354246749681
VTV.US Exposure
0.18085418836496525
IJR.US Exposure
0.037266603966050665
QUAL.US Exposure
-0.04623202545231446
SHV.US Exposure
0.030451135129261328
TLT.US Exposure
0.010057582593084648
LQD.US Exposure
-0.0011386945372457548
HYG.US Exposure
0.0040473173438861495
GLD.US Exposure
0.024425181486780193
USO.US Exposure
-0.00023811034085731146
VNQ.US Exposure
-0.005140988563903647
BTC-USD.CC Exposure
0.025771269556564735
CPER.US Exposure
0.014286116718074502
VIX.INDX Exposure
-0.0554955604171126
UUP.US Exposure
-0.006280743369240648
TIP.US Exposure
0.08667907916529971
Idiosyncratic Exposure
0.4109914092032719
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.2%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.21%
Market Cap$29.8B
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
$203
Avg Yield on Cost
2.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$203.372.03%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 →
-11.0%
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 →
-12.1%
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 →
27.4% 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 →
0.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Imperial Brands PLC a high-risk investment?

Imperial Brands PLC (ITB.XETRA) has an annualized volatility of 40.2% and experienced a maximum drawdown of 42.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ITB.XETRA?

Over the past 10 years, ITB.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 75% 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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