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Associated British Foods plc (ABF.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB0006731235
SectorConsumer Defensive
IndustryPackaged Foods

Highlights

Market Cap£18.67B
EPS (TTM)£1.55
PE Ratio16.08
PEG Ratio1.37
Total Revenue (TTM)£19.92B
Gross Profit (TTM)£1.61B
EBITDA (TTM)£2.52B
Year Range£1,857.18 - £2,743.54
Target Price£2,743.06

Share Price Chart


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Associated British Foods plc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Associated British Foods plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%2024FebruaryMarchAprilMayJune
2,431.99%
404.58%
ABF.L (Associated British Foods plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Associated British Foods plc had a return of 5.08% year-to-date (YTD) and 30.90% in the last 12 months. Over the past 10 years, Associated British Foods plc had an annualized return of -0.47%, while the S&P 500 had an annualized return of 10.88%, indicating that Associated British Foods plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.08%14.57%
1 month-7.47%2.97%
6 months5.13%14.93%
1 year30.90%24.71%
5 years (annualized)2.16%13.14%
10 years (annualized)-0.47%10.88%

Monthly Returns

The table below presents the monthly returns of ABF.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.10%-2.90%9.90%6.33%-3.24%5.08%
202317.77%8.14%-3.34%0.82%-6.67%9.92%2.96%-2.80%3.79%-2.03%17.37%1.44%54.26%
2022-3.34%-1.08%-13.44%-3.34%7.69%-8.04%5.96%-8.79%-17.28%6.98%17.15%1.55%-19.40%
2021-6.49%11.86%1.98%-4.43%0.56%-4.27%-9.43%-1.35%-6.06%-3.87%7.55%6.35%-9.43%
20201.08%-14.13%-19.56%4.33%-3.78%5.16%-7.83%15.92%-8.72%-9.10%24.30%7.30%-12.86%
201916.89%-6.07%8.74%4.92%-3.56%0.27%-1.75%-6.16%1.41%-3.34%15.41%2.55%29.56%
2018-3.09%-3.73%-5.32%8.55%-2.00%3.77%-10.34%-6.76%0.04%4.19%1.59%-14.42%-26.12%
2017-13.08%9.77%-0.50%7.83%6.62%-1.63%0.95%12.08%-3.88%4.35%-11.52%-3.35%4.19%
2016-5.75%8.13%-1.67%-8.51%-3.92%-7.32%-1.03%13.01%-14.50%-5.31%3.57%8.71%-16.76%
2015-1.59%0.71%-9.82%1.38%5.99%-4.87%12.30%-0.68%4.31%3.44%2.63%-5.08%7.11%
201411.04%10.42%-7.24%6.83%1.58%1.35%-8.89%3.06%-6.43%2.80%16.30%-0.81%30.36%
201311.83%5.89%2.65%1.79%-6.36%-3.71%12.05%-5.09%1.68%20.84%1.15%7.70%58.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ABF.L is 84, placing it in the top 16% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABF.L is 8484
ABF.L (Associated British Foods plc)
The Sharpe Ratio Rank of ABF.L is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of ABF.L is 8686Sortino Ratio Rank
The Omega Ratio Rank of ABF.L is 8383Omega Ratio Rank
The Calmar Ratio Rank of ABF.L is 7777Calmar Ratio Rank
The Martin Ratio Rank of ABF.L is 8787Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Associated British Foods plc (ABF.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABF.L
Sharpe ratio
The chart of Sharpe ratio for ABF.L, currently valued at 1.43, compared to the broader market-2.00-1.000.001.002.003.001.43
Sortino ratio
The chart of Sortino ratio for ABF.L, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for ABF.L, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for ABF.L, currently valued at 0.76, compared to the broader market0.002.004.006.000.76
Martin ratio
The chart of Martin ratio for ABF.L, currently valued at 6.75, compared to the broader market-5.000.005.0010.0015.0020.0025.006.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market-5.000.005.0010.0015.0020.0025.008.36

Sharpe Ratio

The current Associated British Foods plc Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Associated British Foods plc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.502024FebruaryMarchAprilMayJune
1.43
2.06
ABF.L (Associated British Foods plc)
Benchmark (^GSPC)

Dividends

Dividend History

Associated British Foods plc granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £0.67 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.67£0.60£0.44£0.41£0.00£0.46£0.45£0.41£0.37£0.35£0.34£0.33

Dividend yield

0.03%0.03%0.03%0.02%0.00%0.02%0.02%0.01%0.01%0.01%0.01%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for Associated British Foods plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.00£0.00£0.21£0.00£0.21
2023£0.00£0.00£0.00£0.00£0.00£0.14£0.00£0.00£0.00£0.00£0.00£0.46£0.60
2022£0.00£0.00£0.00£0.00£0.00£0.14£0.00£0.00£0.00£0.00£0.00£0.30£0.44
2021£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00£0.34£0.41
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.00£0.00£0.00£0.12£0.00£0.00£0.00£0.00£0.00£0.34£0.46
2018£0.00£0.00£0.00£0.00£0.00£0.12£0.00£0.00£0.00£0.00£0.00£0.33£0.45
2017£0.00£0.00£0.00£0.00£0.00£0.11£0.00£0.00£0.00£0.00£0.00£0.30£0.41
2016£0.00£0.00£0.00£0.00£0.00£0.10£0.00£0.00£0.00£0.00£0.00£0.26£0.37
2015£0.00£0.00£0.00£0.00£0.00£0.10£0.00£0.00£0.00£0.00£0.00£0.25£0.35
2014£0.00£0.00£0.00£0.00£0.00£0.10£0.00£0.00£0.00£0.00£0.00£0.24£0.34
2013£0.10£0.00£0.00£0.00£0.00£0.00£0.23£0.33

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
Associated British Foods plc has a dividend yield of 0.03%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%30.6%
Associated British Foods plc has a payout ratio of 30.60%, which is quite average when compared to the overall market. This suggests that Associated British Foods plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-19.93%
0
ABF.L (Associated British Foods plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Associated British Foods plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Associated British Foods plc was 61.94%, occurring on Sep 29, 2022. The portfolio has not yet recovered.

The current Associated British Foods plc drawdown is 19.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.94%Dec 3, 20151723Sep 29, 2022
-54.86%Mar 13, 1998485Feb 15, 2000557May 1, 20021042
-33.68%Jun 18, 2007336Oct 10, 2008321Jan 19, 2010657
-30.64%Aug 5, 1991276Sep 16, 1992233Aug 20, 1993509
-23.99%Jun 12, 2002192Mar 12, 2003252Mar 10, 2004444

Volatility

Volatility Chart

The current Associated British Foods plc volatility is 5.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%2024FebruaryMarchAprilMayJune
5.78%
2.87%
ABF.L (Associated British Foods plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Associated British Foods plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items