Alphabet Inc Class A

10-Year Study

ABEA.XETRA · Communication Services · DE · Common Stock

Executive Summary: Alphabet Inc Class A has compounded at 24.2% annually over the last 10 years, with a maximum drawdown of 36.9% and an annualized volatility of 32.4%.

1Y CAGR
+103.7%
3Y CAGR
+36.9%
5Y CAGR
+25.0%
10Y CAGR
+24.2%

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 →
36.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +80.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.9-8.3-6.417.1————————7.5%
20258.0-17.8-12.3-2.17.70.711.97.613.118.613.0-2.846.6%
20243.1-3.210.211.41.09.7-7.8-7.60.87.60.914.044.4%
20239.8-5.411.11.420.3-4.29.14.7-1.1-6.53.94.654.8%
2022-8.21.35.3-12.8-4.7-1.27.4-2.9-7.6-4.7-3.1-11.8-36.9%
20214.512.05.010.8-1.56.510.78.1-5.410.0-0.31.980.7%
20207.0-8.7-9.813.95.3-2.5-0.29.5-7.611.04.9-2.018.6%
20196.41.45.61.2-6.0-4.916.4-1.93.50.65.12.331.6%
20187.6-3.8-7.61.111.22.77.91.5-2.8-6.9-0.3-4.34.5%
2017-0.35.4-0.27.83.2-7.2-2.10.12.47.2-0.90.716.3%
2016———-8.48.7-6.514.2-1.21.23.1-0.02.312.0%

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 32.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.3% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019156.862452866746
2016-05-019957.106875121095
2016-06-019308.4936733386
2016-07-0110626.436353339197
2016-08-0110497.011788902633
2016-09-0110620.534450124447
2016-10-0110945.943931919463
2016-11-0110944.453552319777
2016-12-0111201.096919385369
2017-01-0111167.83164672042
2017-02-0111772.061344024323
2017-03-0111748.39411598134
2017-04-0112662.533347243543
2017-05-0113062.640654574721
2017-06-0112126.32457486922
2017-07-0111876.358108410215
2017-08-0111883.005201424803
2017-09-0112169.96288954797
2017-10-0113050.807040553229
2017-11-0112936.167041745532
2017-12-0113030.120571709616
2018-01-0114018.629744996051
2018-02-0113489.694025068184
2018-03-0112467.41285005291
2018-04-0112610.608521990553
2018-05-0114026.618179650359
2018-06-0114402.044800810767
2018-07-0115537.475595034057
2018-08-0115773.700761583976
2018-09-0115332.906091181425
2018-10-0114270.414474566674
2018-11-0114230.621339255109
2018-12-0113620.459931144464
2019-01-0114487.98008852855
2019-02-0114688.257299134091
2019-03-0115509.367035784015
2019-04-0115702.997153374965
2019-05-0114753.35708004829
2019-06-0114027.065293530262
2019-07-0116321.296034099885
2019-08-0116004.739407126997
2019-09-0116563.87021774446
2019-10-0116664.44103313114
2019-11-0117519.412194285887
2019-12-0117918.804119409215
2020-01-0119164.284543273174
2020-02-0117492.79401463553
2020-03-0115771.018078304543
2020-04-0117957.255913081062
2020-05-0118915.778648821855
2020-06-0118439.48313635483
2020-07-0118401.00153509099
2020-08-0120152.376410271696
2020-09-0118625.840201499323
2020-10-0120670.074668017944
2020-11-0121684.78471466683
2020-12-0121258.804417485135
2021-01-0122211.395442419187
2021-02-0124873.898982070736
2021-03-0126110.496743520576
2021-04-0128929.81802465088
2021-05-0128489.02335424833
2021-06-0130330.596002801914
2021-07-0133577.41776830559
2021-08-0136313.903751285456
2021-09-0134368.77952814582
2021-10-0137822.674635229596
2021-11-0137696.94621220025
2021-12-0138406.93324589774
2022-01-0135241.48620653681
2022-02-0135700.04620176759
2022-03-0137600.78692042863
2022-04-0132786.056008465355
2022-05-0131247.71599326349
2022-06-0130885.315289804315
2022-07-0133163.241277553396
2022-08-0132186.983024576362
2022-09-0129755.22005454789
2022-10-0128370.68721403342
2022-11-0127477.264259206822
2022-12-0124228.981921695457
2023-01-0126598.62587000909
2023-02-0125169.73933260802
2023-03-0127959.49148248059
2023-04-0128361.83435921129
2023-05-0134109.9303992727
2023-06-0132660.327585436014
2023-07-0135618.67147562484
2023-08-0137293.11295586986
2023-09-0136890.77007913916
2023-10-0134482.67433715368
2023-11-0135837.60823881843
2023-12-0137500.18629744997
2024-01-0138671.7140855776
2024-02-0137452.88164895599
2024-03-0141257.31403788546
2024-04-0145943.36557521202
2024-05-0146398.94481124342
2024-06-0150906.24021938388
2024-07-0146949.371804998744
2024-08-0143395.293381224204
2024-09-0143737.2758841677
2024-10-0147041.0003427873
2024-11-0147479.91713489426
2024-12-0154149.18699792837
2025-01-0158466.16093118918
2025-02-0148074.548787576205
2025-03-0142156.10235927091
2025-04-0141276.24185880143
2025-05-0144450.86963649642
2025-06-0144749.005171617224
2025-07-0150088.17085711731
2025-08-0153891.64940310297
2025-09-0160976.109215017066
2025-10-0172340.22385501588
2025-11-0181708.5711730778
2025-12-0179407.42507116562
2026-01-0184892.0219980029
2026-02-0177842.52649149738
2026-03-0172894.46622054638
2026-04-0185383.84726589863
Annual Return Matrix
YearAnnual Return
20170.16328969077651823
20180.04530574803095577
20190.315579959119896
20200.18639638425748029
20210.8066365582774002
2022-0.3691508310082694
20230.5477409004903759
20240.4439711463942928
20250.46645645989483775
20260.07526276276276289
Total Factor Risk
0.3243086294975989
VTI.US Exposure
-0.0519230149676464
VEA.US Exposure
-0.0007034255199176891
VWO.US Exposure
0.012824427778724397
QQQ.US Exposure
0.2512278500704895
VTV.US Exposure
0.009156099312268937
IJR.US Exposure
0.026330557331119445
QUAL.US Exposure
0.024579707241325098
SHV.US Exposure
0.3627549254386559
TLT.US Exposure
-0.012611030956095715
LQD.US Exposure
0.0885723579952307
HYG.US Exposure
-0.001436600526586379
GLD.US Exposure
0.0033821422234835297
USO.US Exposure
0.0008776481754150936
VNQ.US Exposure
0.0010018857354231869
BTC-USD.CC Exposure
-0.002327521762141919
CPER.US Exposure
-0.00011121815451237833
VIX.INDX Exposure
-0.003173021656071022
UUP.US Exposure
0.08733799238105663
TIP.US Exposure
0.014489141805303415
Idiosyncratic Exposure
0.18975109805447576
Value Score
39
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.4%

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 →27.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.32%
Market Cap$3.1T
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
$54
Avg Yield on Cost
0.54%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$53.990.54%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 →
+8.9%
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 →
+23.6%
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 →
1.4% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alphabet Inc Class A a high-risk investment?

Alphabet Inc Class A (ABEA.XETRA) has an annualized volatility of 32.4% and experienced a maximum drawdown of 36.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ABEA.XETRA?

Over the past 10 years, ABEA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 24.2%. It has had a positive return in 90% 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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