ASBFY vs. DANOY
ASBFY (Associated British Foods plc) and DANOY (Danone PK) are both stocks. Both operate in the Packaged Foods industry within the Consumer Defensive sector. Over the past 10 years, ASBFY returned -1.81%/yr vs 4.83%/yr for DANOY. At a 0.34 correlation, their price movements are largely independent.
Performance
ASBFY vs. DANOY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ASBFY having a -11.91% return and DANOY slightly lower at -12.31%. Over the past 10 years, ASBFY has underperformed DANOY with an annualized return of -1.81%, while DANOY has yielded a comparatively higher 4.83% annualized return.
ASBFY
- 1D
- -1.54%
- 1M
- 2.03%
- YTD
- -11.91%
- 6M
- -10.88%
- 1Y
- -9.16%
- 3Y*
- 3.35%
- 5Y*
- -1.79%
- 10Y*
- -1.81%
DANOY
- 1D
- 1.46%
- 1M
- 6.33%
- YTD
- -12.31%
- 6M
- -12.64%
- 1Y
- -4.00%
- 3Y*
- 11.37%
- 5Y*
- 5.83%
- 10Y*
- 4.83%
ASBFY vs. DANOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASBFY Associated British Foods plc | -11.91% | 15.77% | -12.28% | 62.38% | -28.46% | -9.69% | -9.93% | 35.77% | -31.15% | 16.06% |
DANOY Danone PK | -12.31% | 38.50% | 7.31% | 27.31% | -12.04% | -2.22% | -17.69% | 21.25% | -14.17% | 40.92% |
Correlation
The correlation between ASBFY and DANOY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2007 | 0.34 |
The correlation between ASBFY and DANOY shifts across timeframes, from 0.22 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ASBFY:
$17.74B
DANOY:
$49.40B
ASBFY:
£3.18
DANOY:
€1.17
ASBFY:
5.93
DANOY:
11.44
ASBFY:
0.21
DANOY:
0.76
ASBFY:
0.34
DANOY:
0.81
ASBFY:
1.17
DANOY:
2.56
ASBFY:
£39.23B
DANOY:
€53.58B
ASBFY:
£6.25B
DANOY:
€20.60B
ASBFY:
£5.17B
DANOY:
-€2.39B
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Return for Risk
ASBFY vs. DANOY — Risk / Return Rank
ASBFY
DANOY
ASBFY vs. DANOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Associated British Foods plc (ASBFY) and Danone PK (DANOY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASBFY | DANOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.99 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.19 | -0.17 |
| Martin ratioReturn relative to average drawdown | -0.65 | -0.41 | -0.24 |
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Drawdowns
ASBFY vs. DANOY - Drawdown Comparison
The maximum ASBFY drawdown since its inception was -71.71%, which is greater than DANOY's maximum drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for ASBFY and DANOY.
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Drawdown Indicators
| ASBFY | DANOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.71% | -53.64% | -18.07% |
Max Drawdown (1Y)Largest decline over 1 year | -25.12% | -20.88% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -31.73% | -20.88% | -10.85% |
Max Drawdown (5Y)Largest decline over 5 years | -56.60% | -37.81% | -18.79% |
Max Drawdown (10Y)Largest decline over 10 years | -67.35% | -43.32% | -24.03% |
Current DrawdownCurrent decline from peak | -41.39% | -14.81% | -26.58% |
Average DrawdownAverage peak-to-trough decline | -27.20% | -18.41% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.19% | 9.77% | +4.42% |
Volatility
ASBFY vs. DANOY - Volatility Comparison
The current volatility for Associated British Foods plc (ASBFY) is 6.62%, while Danone PK (DANOY) has a volatility of 7.23%. This indicates that ASBFY experiences smaller price fluctuations and is considered to be less risky than DANOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASBFY | DANOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 7.23% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 18.51% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.87% | 22.84% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.48% | 20.77% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.16% | 21.47% | +10.69% |
Dividends
ASBFY vs. DANOY - Dividend Comparison
ASBFY's dividend yield for the trailing twelve months is around 3.32%, less than DANOY's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASBFY Associated British Foods plc | 3.32% | 2.89% | 4.55% | 2.43% | 2.71% | 2.01% | 0.00% | 1.68% | 2.06% | 2.51% | 1.52% | 1.09% |
DANOY Danone PK | 3.42% | 2.61% | 3.40% | 3.36% | 3.98% | 3.77% | 3.61% | 2.62% | 3.32% | 4.78% | 5.83% | 2.42% |
Financials
ASBFY vs. DANOY - Financials Comparison
This section allows you to compare key financial metrics between Associated British Foods plc and Danone PK. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ASBFY vs. DANOY - Profitability Comparison
ASBFY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Associated British Foods plc reported a gross profit of 636.98M and revenue of 9.45B. Therefore, the gross margin over that period was 6.7%.
DANOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danone PK reported a gross profit of 0.00 and revenue of 12.47B. Therefore, the gross margin over that period was 0.0%.
ASBFY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Associated British Foods plc reported an operating income of 636.98M and revenue of 9.45B, resulting in an operating margin of 6.7%.
DANOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danone PK reported an operating income of -9.61B and revenue of 12.47B, resulting in an operating margin of -77.0%.
ASBFY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Associated British Foods plc reported a net income of 444.29M and revenue of 9.45B, resulting in a net margin of 4.7%.
DANOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danone PK reported a net income of 712.01M and revenue of 12.47B, resulting in a net margin of 5.7%.
Frequently Asked Questions
ASBFY and DANOY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DANOY has higher volatility (7.23%) compared to ASBFY (6.62%). In terms of maximum drawdown, ASBFY dropped -71.71% vs DANOY's -53.64%.
DANOY currently has the higher Sharpe Ratio (-0.18 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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