Alphabet Inc.

10-Year Study

0HD6.LSE · · GB · Common Stock

Executive Summary: Alphabet Inc. has compounded at 23.3% annually over the last 10 years, with a maximum drawdown of 40.5% and an annualized volatility of 24.3%.

1Y CAGR
+101.5%
3Y CAGR
+39.6%
5Y CAGR
+22.4%
10Y CAGR
+23.3%

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 →
40.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +67.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.5-9.1-7.213.7————————3.1%
20256.5-17.6-7.01.07.63.88.711.112.716.114.0-1.563.5%
20241.8-4.410.710.02.88.1-6.5-5.51.25.6-2.513.737.7%
202312.3-8.311.45.516.0-1.99.93.4-3.5-6.67.65.660.2%
2022-8.71.74.5-16.9-3.2-3.53.8-3.5-9.9-4.30.9-8.3-39.6%
20215.511.02.015.70.83.18.27.8-7.29.4-2.51.067.5%
20208.6-10.4-9.913.46.9-1.55.111.7-9.610.37.4-1.130.2%
20196.4-0.04.81.6-6.6-2.914.6-2.92.32.74.02.327.8%
2018—-3.9-10.22.56.20.910.61.5-4.4-9.71.9-4.0-10.1%

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 24.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 44.8% of variance. Idiosyncratic stock-specific factors contribute 40.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019609.855516152269
2018-03-018632.528952180419
2018-04-018851.5750540256
2018-05-019404.367761954896
2018-06-019486.895328863522
2018-07-0110488.533412755583
2018-08-0110648.185986590568
2018-09-0110184.345043497533
2018-10-019194.46445392586
2018-11-019366.757632847566
2018-12-018994.65631406882
2019-01-019568.002992187068
2019-02-019563.622070150164
2019-03-0110025.263894276057
2019-04-0110188.622070150164
2019-05-019514.77392364382
2019-06-019240.43816146728
2019-07-0110588.965617554164
2019-08-0110284.084612400951
2019-09-0110516.792957278218
2019-10-0110801.8472599324
2019-11-0111236.666759018119
2019-12-0111493.600044328698
2020-01-0112480.987144677783
2020-02-0111179.957195101679
2020-03-0110076.570898210228
2020-04-0111430.881864021723
2020-05-0112216.313653238767
2020-06-0112028.1071646257
2020-07-0112643.392946196043
2020-08-0114121.460630575719
2020-09-0112771.444007314236
2020-10-0114083.64271069984
2020-11-0115126.02510112484
2020-12-0114961.021914999721
2021-01-0115779.111486673684
2021-02-0117511.09949021998
2021-03-0117865.573225466836
2021-04-0120667.008367041613
2021-05-0120838.86864852884
2021-06-0121483.38366487505
2021-07-0123245.016484734308
2021-08-0125049.610045991023
2021-09-0123245.016484734308
2021-10-0125427.719981160302
2021-11-0124800.41696680889
2021-12-0125058.21604698842
2022-01-0122881.954064387435
2022-02-0123279.388541031753
2022-03-0124338.51540422231
2022-04-0120230.89017565246
2022-05-0119586.392475203636
2022-06-0118905.375547182357
2022-07-0119623.77749764504
2022-08-0118946.622014739292
2022-09-0117079.29295727822
2022-10-0116353.150800687095
2022-11-0116504.387848395858
2022-12-0115132.89951238433
2023-01-0116990.774089876435
2023-02-0115584.896381670083
2023-03-0117362.009613786224
2023-04-0118321.015958331023
2023-05-0121259.956640992965
2023-06-0120847.474649526237
2023-07-0122909.867290962484
2023-08-0123683.281847398455
2023-09-0122858.317864465007
2023-10-0121345.87812378789
2023-11-0122961.434033357345
2023-12-0124250.429434255002
2024-01-0124680.10611181914
2024-02-0123597.343048706156
2024-03-0126123.784424003992
2024-04-0128736.164597994124
2024-05-0129526.756524630135
2024-06-0131918.497534216214
2024-07-0129836.468665152104
2024-08-0128184.635950573505
2024-09-0128511.958358729986
2024-10-0130114.146395522803
2024-11-0129373.337673851613
2024-12-0133392.13234886685
2025-01-0135548.13473153433
2025-02-0129287.104504903862
2025-03-0127249.43896492492
2025-04-0127508.467473818364
2025-05-0129597.942178755475
2025-06-0130725.259045824794
2025-07-0133408.70366265861
2025-08-0137111.03299717405
2025-09-0141834.099850390645
2025-10-0148581.931900038784
2025-11-0155395.44314844573
2025-12-0154588.36648750485
2026-01-0158680.11303817809
2026-02-0153360.669363329085
2026-03-0149511.34537596277
2026-04-0156288.787610129104
Annual Return Matrix
YearAnnual Return
20190.27782537130976337
20200.3016828371700613
20210.6749000295137182
2022-0.39609030890277386
20230.6024972223207552
20240.37697076414237496
20250.6347673133655776
20260.031149881046788286
Total Factor Risk
0.24348080583330547
VTI.US Exposure
-0.06390980093145408
VEA.US Exposure
-0.05991664758283293
VWO.US Exposure
0.059073869093707355
QQQ.US Exposure
0.4477429992462375
VTV.US Exposure
-0.009526196245958721
IJR.US Exposure
0.014000785739942356
QUAL.US Exposure
0.06180267012355156
SHV.US Exposure
0.013554843595201087
TLT.US Exposure
-0.030353046871639745
LQD.US Exposure
0.128339613646621
HYG.US Exposure
-0.010657130479114145
GLD.US Exposure
0.039605016266895936
USO.US Exposure
0.00473537285310871
VNQ.US Exposure
-0.019711911790873383
BTC-USD.CC Exposure
-0.009964085182554643
CPER.US Exposure
-0.006564764989368468
VIX.INDX Exposure
0.015731772531590256
UUP.US Exposure
0.0009508662018996179
TIP.US Exposure
0.01788519255670315
Idiosyncratic Exposure
0.4071805822183376
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.3%

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 →0.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.27%
Market Cap$0
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
$36
Avg Yield on Cost
0.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$36.360.36%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 →
+5.8%
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 →
+19.9%
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 →
5.6% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alphabet Inc. a high-risk investment?

Alphabet Inc. (0HD6.LSE) has an annualized volatility of 24.3% and experienced a maximum drawdown of 40.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of 0HD6.LSE?

Over the past 10 years, 0HD6.LSE has generated a Compound Annual Growth Rate (CAGR) of 23.3%. It has had a positive return in 88% 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.

Run a Full Backtest on Alphabet Inc.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest