Apple Inc.

10-Year Study

0R2V.LSE · · GB · Common Stock

Executive Summary: Apple Inc. has compounded at 26.1% annually over the last 10 years, with a maximum drawdown of 30.5% and an annualized volatility of 35.1%.

1Y CAGR
+36.2%
3Y CAGR
+15.2%
5Y CAGR
+17.0%
10Y CAGR
+26.1%

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 →
30.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +89.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.3%
% 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.
2026-5.73.8-5.44.4————————-3.4%
2025-3.0-0.3-6.9-4.6-5.40.63.811.89.27.12.6-2.011.6%
2024-4.1-2.8-3.4-0.08.912.94.23.92.2-3.84.14.027.6%
202311.63.210.33.25.28.82.1-3.0-9.6-0.910.82.851.4%
2022-3.0-2.04.4-8.2-8.4-7.817.8-1.1-10.37.8-7.6-9.3-27.3%
2021-1.3-7.9-0.78.8-6.48.17.35.5-5.72.710.49.131.2%
20208.5-14.4-3.612.09.714.812.422.5-7.9-7.58.517.789.3%
20196.34.49.06.0-11.712.09.9-4.17.85.512.79.587.4%
2018—7.3-6.7-2.515.5-0.32.719.3-1.0-2.3-18.9-11.4-4.2%

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 35.1%. The dominant macroeconomic risk driver is QQQ.US, accounting for 48.4% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-0110726.319078425044
2018-03-0110010.16744267048
2018-04-019760.053475114095
2018-05-0111269.88029564977
2018-06-0111236.68884552146
2018-07-0111543.32559890591
2018-08-0113771.609017010618
2018-09-0113628.6757738269
2018-10-0113320.323104425015
2018-11-0110803.868238138411
2018-12-019576.55290399578
2019-01-0110182.629807766185
2019-02-0110630.432666943263
2019-03-0111582.177010823076
2019-04-0112278.121814670825
2019-05-0110835.548657743902
2019-06-0112136.545937888963
2019-07-0113340.222608089904
2019-08-0112790.74532220805
2019-09-0113787.9486352065
2019-10-0114539.775957711634
2019-11-0116391.070065717024
2019-12-0117949.42913779062
2020-01-0119476.978553610854
2020-02-0116679.292735272575
2020-03-0116077.646480323308
2020-04-0118010.971618236857
2020-05-0119750.27019274603
2020-06-0122673.653262033178
2020-07-0125483.837095543226
2020-08-0131230.286173814613
2020-09-0128750.505811064842
2020-10-0126600.130102289084
2020-11-0128865.011191870144
2020-12-0133982.564244407906
2021-01-0133536.81024017702
2021-02-0130889.02377183951
2021-03-0130677.04411696913
2021-04-0133370.62249335402
2021-05-0131229.312967715166
2021-06-0133752.63149807152
2021-07-0136226.00918911443
2021-08-0138231.786960062695
2021-09-0136054.95541179423
2021-10-0137013.25609150186
2021-11-0140869.63648191118
2021-12-0144570.48317121768
2022-01-0143237.47253253838
2022-02-0142390.11734816705
2022-03-0144269.17344069333
2022-04-0140646.5417889577
2022-05-0137235.78734934514
2022-06-0134331.484241744394
2022-07-0140429.00461504577
2022-08-0139995.2364122501
2022-09-0135894.325184012785
2022-10-0138692.01100235106
2022-11-0135734.1303379074
2022-12-0132415.241431944723
2023-01-0136170.101059770226
2023-02-0137328.08826467108
2023-03-0141159.06285374761
2023-04-0142473.9155154663
2023-05-0144684.0665672972
2023-06-0148626.78058300168
2023-07-0149625.08515553371
2023-08-0148160.5636399957
2023-09-0143529.25508756294
2023-10-0143124.32451813493
2023-11-0147769.25795595987
2023-12-0149087.030235976876
2024-01-0147085.01723599223
2024-02-0145774.031787984495
2024-03-0144226.22431888379
2024-04-0144213.54702890422
2024-05-0148148.62905993414
2024-06-0154373.6394322623
2024-07-0156660.39204839396
2024-08-0158888.573023751356
2024-09-0160160.45095297365
2024-10-0157871.06043609877
2024-11-0160239.71602870445
2024-12-0162659.490552217634
2025-01-0160749.13820038826
2025-02-0160560.82282014639
2025-03-0156353.44796676758
2025-04-0153778.011688717466
2025-05-0150887.05174895381
2025-06-0151179.39773908857
2025-07-0153127.935624977596
2025-08-0159390.235157326446
2025-09-0164878.16996276206
2025-10-0169507.42966024864
2025-11-0171348.45388283623
2025-12-0169916.8933212451
2026-01-0165952.23094692953
2026-02-0168467.63577505622
2026-03-0164746.377368348265
2026-04-0167571.2361254104
Annual Return Matrix
YearAnnual Return
20190.874310027598896
20200.8932392770565178
20210.3115691579558215
2022-0.27271954159838374
20230.5143194394844877
20240.27649789060355956
20250.1158228818183491
2026-0.03354921942908928
Total Factor Risk
0.3512996532291276
VTI.US Exposure
-0.17868079034833997
VEA.US Exposure
-0.061321843778507225
VWO.US Exposure
0.04634230540052948
QQQ.US Exposure
0.4838254396780011
VTV.US Exposure
0.2304436894417536
IJR.US Exposure
0.002493466696145402
QUAL.US Exposure
-0.013252977899853214
SHV.US Exposure
0.11223212853387146
TLT.US Exposure
0.06838564541622415
LQD.US Exposure
0.007202756503938717
HYG.US Exposure
0.1198155959893137
GLD.US Exposure
-0.0005971392777775781
USO.US Exposure
0.01939344648084557
VNQ.US Exposure
0.029754709501840608
BTC-USD.CC Exposure
-0.005210977330525759
CPER.US Exposure
0.002020196225182278
VIX.INDX Exposure
-0.0007845417297305383
UUP.US Exposure
0.00303827741545855
TIP.US Exposure
-0.0006197702171389232
Idiosyncratic Exposure
0.13552038329876862
Value Score
49.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.1%

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 →0.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.40%
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
$0
Avg Yield on Cost
0.00%

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 →
+1.3%
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 →
+5.3%
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 →
7.6% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Apple Inc. a high-risk investment?

Apple Inc. (0R2V.LSE) has an annualized volatility of 35.1% and experienced a maximum drawdown of 30.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of 0R2V.LSE?

Over the past 10 years, 0R2V.LSE has generated a Compound Annual Growth Rate (CAGR) of 26.1%. 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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