Unilever PLC

10-Year Study

ULVR.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Unilever PLC has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 27.2% and an annualized volatility of 19.0%.

1Y CAGR
-15.5%
3Y CAGR
+2.5%
5Y CAGR
+2.1%
10Y CAGR
+5.9%

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 →
27.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +29.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -12.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.711.5-23.20.3————————-12.7%
20251.8-2.32.73.2-0.2-6.0-0.46.5-5.44.3-0.1-0.23.4%
20241.21.52.84.14.31.59.93.6-1.4-2.30.2-3.323.9%
2023-1.81.61.35.9-8.31.72.3-2.70.5-4.3-2.10.8-5.6%
2022-4.0-0.1-7.87.63.9-2.77.6-1.01.10.15.30.910.3%
2021-3.5-11.08.74.30.80.1-1.9-1.6-1.0-2.3-0.42.2-6.6%
20204.2-7.3-2.30.76.60.55.0-1.77.1-7.03.8-3.94.4%
2019-3.01.49.76.04.71.21.25.7-5.9-4.7-1.0-5.09.4%
2018-3.0-5.85.93.12.61.13.91.7-4.0-1.63.2-3.23.1%
2017-2.019.43.20.89.9-4.14.05.4-4.4-1.1-1.7-0.929.4%
2016———-2.33.013.8-1.30.73.6-5.6-6.53.07.1%

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 19.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.3% of variance. Idiosyncratic stock-specific factors contribute 25.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019772.92245251292
2016-05-0110065.67813685316
2016-06-0111451.068837018598
2016-07-0111305.49061565277
2016-08-0111383.521544361303
2016-09-0111788.348133136356
2016-10-0111123.239911672266
2016-11-0110400.78251499215
2016-12-0110714.823464096498
2017-01-0110503.293396013592
2017-02-0112537.238564378687
2017-03-0112932.823122401998
2017-04-0113039.515986490625
2017-05-0114332.636518909874
2017-06-0113748.610100045804
2017-07-0114299.547147241019
2017-08-0115070.120966685881
2017-09-0114403.154132940923
2017-10-0114238.079671838319
2017-11-0113997.004964607711
2017-12-0113867.589964404642
2018-01-0113445.730102927138
2018-02-0112660.534947161555
2018-03-0113413.350942985307
2018-04-0113827.060660980222
2018-05-0114185.475925572677
2018-06-0114341.134598660155
2018-07-0114898.769313573197
2018-08-0115150.85145909077
2018-09-0114543.713215492451
2018-10-0114303.96277478372
2018-11-0114765.466283731523
2018-12-0114295.727439633163
2019-01-0113864.263271944583
2019-02-0114062.537179098908
2019-03-0115420.37174860411
2019-04-0116341.383931898286
2019-05-0117108.792585659485
2019-06-0117312.173775482588
2019-07-0117527.93474858062
2019-08-0118525.911277770007
2019-09-0117434.89321667248
2019-10-0116615.278096602204
2019-11-0116455.32567910095
2019-12-0115637.591523580862
2020-01-0116295.3732615997
2020-02-0115107.90515839345
2020-03-0114765.532075316687
2020-04-0114861.541398153002
2020-05-0115837.47310716239
2020-06-0115921.559392151545
2020-07-0116718.551485226057
2020-08-0116442.37612382887
2020-09-0117607.35193972782
2020-10-0116377.814756959768
2020-11-0116998.862438188065
2020-12-0116333.188240395199
2021-01-0115767.923388566916
2021-02-0114026.744448065325
2021-03-0115240.416580508509
2021-04-0115899.85744734807
2021-05-0116026.920398381544
2021-06-0116042.08831094824
2021-07-0115740.623676392446
2021-08-0115488.101655084325
2021-09-0115331.153298231273
2021-10-0114975.149126538685
2021-11-0114915.146357387734
2021-12-0115249.471358287097
2022-01-0114638.796816986242
2022-02-0114624.24759836464
2022-03-0113486.394363449332
2022-04-0114516.903144538335
2022-05-0115087.546880194663
2022-06-0114677.323272731554
2022-07-0115791.632398458809
2022-08-0115632.516714963733
2022-09-0115805.746802181024
2022-10-0115827.649495667432
2022-11-0116662.899395514505
2022-12-0116815.696134647373
2023-01-0116520.154851460946
2023-02-0116788.26062189327
2023-03-0117007.449505274693
2023-04-0118008.007510699885
2023-05-0116505.91603416422
2023-06-0116786.545401528787
2023-07-0117169.59413213287
2023-08-0116714.49728966082
2023-09-0116797.201529620615
2023-10-0116081.811245713478
2023-11-0115745.474118834532
2023-12-0115872.874884353365
2024-01-0116069.197396222104
2024-02-0116304.673492599859
2024-03-0116764.316280562143
2024-04-0117457.997871810916
2024-05-0118207.5285057858
2024-06-0118488.36452620633
2024-07-0120322.307914824694
2024-08-0121044.06311285547
2024-09-0120756.66986444698
2024-10-0120289.119434037162
2024-11-0120334.67040672147
2024-12-0119672.852607997414
2025-01-0120036.203506699923
2025-02-0119584.41606530979
2025-03-0120121.27455676188
2025-04-0120771.615097802358
2025-05-0120730.188751418686
2025-06-0119488.227080837067
2025-07-0119413.357100402893
2025-08-0120674.009907284897
2025-09-0119554.093735886174
2025-10-0120394.03086443521
2025-11-0120374.798634520954
2025-12-0120340.77299798631
2026-01-0120679.82065382581
2026-02-0123056.576672353563
2026-03-0117708.901673168577
2026-04-0117763.72799413814
Annual Return Matrix
YearAnnual Return
20170.29424343862243885
20180.030873243031230624
20190.09386469416222543
20200.04448234344562607
2021-0.06635060259869263
20220.10270682435880851
2023-0.05606792860340759
20240.23940072301520288
20250.033951374683576674
2026-0.12669356292916178
Total Factor Risk
0.19021974418894455
VTI.US Exposure
0.006103307216435588
VEA.US Exposure
0.03867339838537747
VWO.US Exposure
0.03940701421849496
QQQ.US Exposure
0.005260578426669186
VTV.US Exposure
0.047523208605993246
IJR.US Exposure
0.0007934742512943458
QUAL.US Exposure
0.03969959861484693
SHV.US Exposure
0.39348555336283014
TLT.US Exposure
0.04421534070008067
LQD.US Exposure
-0.003207056319555469
HYG.US Exposure
0.013801117795379942
GLD.US Exposure
0.011174199402505908
USO.US Exposure
0.06814397839138166
VNQ.US Exposure
-0.0064089584414928225
BTC-USD.CC Exposure
0.02270682832907545
CPER.US Exposure
0.0069798787459522975
VIX.INDX Exposure
0.004089958149349524
UUP.US Exposure
0.005118994573477481
TIP.US Exposure
0.0029966288885348246
Idiosyncratic Exposure
0.25944295670336853
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.0%

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 →18.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.72%
Market Cap$91.2B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.710.02%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 →
-13.3%
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 →
-12.2%
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 →
23.0% 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 →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Unilever PLC a high-risk investment?

Unilever PLC (ULVR.LSE) has an annualized volatility of 19.0% and experienced a maximum drawdown of 27.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ULVR.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.9%. It has had a positive return in 70% 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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