Apple Inc

10-Year Study

AAPL.US · Technology · US · Common Stock

Executive Summary: Apple Inc has compounded at 28.0% annually over the last 10 years, with a maximum drawdown of 30.5% and an annualized volatility of 36.0%.

1Y CAGR
+34.8%
3Y CAGR
+15.0%
5Y CAGR
+17.0%
10Y CAGR
+28.0%

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 →
0.98
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 →
27.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +89.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.4%
% 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.
2026-4.61.9-3.93.8————————-3.0%
2025-5.82.6-8.1-4.3-5.42.21.212.09.76.23.2-2.59.1%
2024-4.2-1.9-5.1-0.713.09.65.43.21.7-3.05.25.530.7%
202311.12.311.92.94.69.41.3-4.2-8.9-0.311.41.449.0%
2022-1.6-5.45.7-9.7-5.4-8.118.9-3.1-12.111.0-3.3-12.2-26.4%
2021-0.6-8.00.77.6-5.09.96.54.2-6.85.910.57.434.6%
20205.4-11.5-7.015.58.514.716.521.7-10.3-6.09.511.582.3%
20195.54.59.75.6-12.413.17.6-1.67.311.17.89.989.0%
2018-1.16.8-5.8-1.513.5-0.92.820.0-0.8-3.0-18.1-11.7-5.4%
20174.813.44.9-0.06.8-5.73.310.7-6.09.72.0-1.548.5%
2016———-14.07.2-4.39.02.46.60.4-2.24.88.0%

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 36.0%. The dominant macroeconomic risk driver is QQQ.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018600.799705073305
2016-05-019218.079654514446
2016-06-018824.871070851277
2016-07-019619.633691323565
2016-08-019847.148569321951
2016-09-0110492.179176068805
2016-10-0110537.674049286787
2016-11-0110310.037635562974
2016-12-0110804.485478506405
2017-01-0111320.364121033377
2017-02-0112834.739771755907
2017-03-0113459.676471898914
2017-04-0113458.744698003977
2017-05-0114371.356460231485
2017-06-0113549.086253904334
2017-07-0113992.205508809315
2017-08-0115489.363598429758
2017-09-0114556.212298605176
2017-10-0115965.378523016841
2017-11-0116289.10918364453
2017-12-0116040.77118468974
2018-01-0115870.175538099425
2018-02-0116952.289125388408
2018-03-0115968.173844701647
2018-04-0115728.34334652671
2018-05-0117853.638577059726
2018-06-0117685.47364497794
2018-07-0118180.367118914608
2018-08-0121824.129702926177
2018-09-0121642.91993631528
2018-10-0120983.305042517248
2018-11-0117181.181408274962
2018-12-0115176.166034005695
2019-01-0116013.182575017925
2019-02-0116730.202843125735
2019-03-0118353.4745038304
2019-04-0119389.242467823417
2019-05-0116980.850020863632
2019-06-0119197.175509741086
2019-07-0120663.747108462532
2019-08-0120323.60912490227
2019-09-0121806.425998922383
2019-10-0124220.084993983983
2019-11-0126098.419630450368
2019-12-0128676.556973922485
2020-01-0130225.367746849184
2020-02-0126758.480155241632
2020-03-0124891.772436507712
2020-04-0128759.282291029445
2020-05-0131206.525658217233
2020-06-0135805.92365125729
2020-07-0141718.63669325598
2020-08-0150753.60252146118
2020-09-0145550.00992541757
2020-10-0142816.46890103345
2020-11-0146905.173775831405
2020-12-0152279.24048273991
2021-01-0151991.64644447235
2021-02-0147847.27820742907
2021-03-0148198.47594200315
2021-04-0151872.055290652694
2021-05-0149252.63631244405
2021-06-0154134.037700382025
2021-07-0157651.8082490348
2021-08-0160101.40130691416
2021-09-0156012.29131303147
2021-10-0159297.80709039422
2021-11-0165528.94373301031
2021-12-0170393.08704793773
2022-01-0169287.03092273972
2022-02-0165540.97576982755
2022-03-0169307.85404369613
2022-04-0162575.90918850596
2022-05-0159165.778780672576
2022-06-0154347.94057713264
2022-07-0164599.76260021633
2022-08-0162583.72798684173
2022-09-0155012.53843567317
2022-10-0161039.25198812191
2022-11-0159023.25788665578
2022-12-0151806.344975105436
2023-01-0157532.055047581234
2023-02-0158865.788098411525
2023-03-0165850.16265531252
2023-04-0167758.96224695249
2023-05-0170879.83762827083
2023-06-0177565.92300306674
2023-07-0178557.6545225469
2023-08-0175228.0617887628
2023-09-0168556.96582010282
2023-10-0168380.77953014289
2023-11-0176161.17257667892
2023-12-0177195.6441596007
2024-01-0173935.89395602838
2024-02-0172564.88994940063
2024-03-0168843.30398920762
2024-04-0168381.5897683124
2024-05-0177286.4313464943
2024-06-0184671.34714249254
2024-07-0189278.36137432598
2024-08-0192166.8199367204
2024-09-0193776.72266762814
2024-10-0190923.1853703396
2024-11-0195624.55183701249
2024-12-01100898.75668952889
2025-01-0195088.66031169862
2025-02-0197548.82697769009
2025-03-0189598.60801082477
2025-04-0185714.24520237723
2025-05-0181121.28860278479
2025-06-0182866.09598891594
2025-07-0183835.46493491762
2025-08-0193865.44374718948
2025-09-01102959.2328665011
2025-10-01109323.65368800158
2025-11-01112861.842238526
2025-12-01110032.73362204821
2026-01-01105022.01822225642
2026-02-01107024.35981056631
2026-03-01102815.17251996225
2026-04-01106708.36692445743
Annual Return Matrix
YearAnnual Return
20170.4846399874015277
2018-0.05390047278457999
20190.8895784949681003
20200.8230654583212667
20210.34648258846029245
2022-0.26404215033465883
20230.4900808809557138
20240.30705246115859053
20250.09052615941170683
2026-0.030212524838378108
Total Factor Risk
0.35977533182867494
VTI.US Exposure
-0.1468402299804784
VEA.US Exposure
-0.05964278993972839
VWO.US Exposure
0.03370889620614013
QQQ.US Exposure
0.5076777124348204
VTV.US Exposure
0.21035511665301496
IJR.US Exposure
0.005359902669247282
QUAL.US Exposure
-0.026788797094467392
SHV.US Exposure
0.1954877582948878
TLT.US Exposure
0.02803229858112656
LQD.US Exposure
-0.02024897837576084
HYG.US Exposure
0.10135102637459943
GLD.US Exposure
0.00011160212696121242
USO.US Exposure
0.02063164620387199
VNQ.US Exposure
0.027033096988454335
BTC-USD.CC Exposure
-0.005974450092283741
CPER.US Exposure
0.002790340387276985
VIX.INDX Exposure
0.0025982495079607927
UUP.US Exposure
0.00894267938175101
TIP.US Exposure
-0.00028167691045690254
Idiosyncratic Exposure
0.11569659658306247
Value Score
37.1
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
36.0%

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 →32.4x
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$3.8T
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
$1,945
Avg Yield on Cost
3.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$267.382.67%Solid
2022$368.663.69%Solid
2023$384.863.85%Solid
2024$401.074.01%Solid
2025$417.274.17%Solid
2026$105.331.05%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 →
+1.0%
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 →
+4.7%
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 →
7.9% 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 Apple Inc a high-risk investment?

Apple Inc (AAPL.US) has an annualized volatility of 36.0% 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 AAPL.US?

Over the past 10 years, AAPL.US has generated a Compound Annual Growth Rate (CAGR) of 28.0%. 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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