Alphabet Inc

10-Year Study

ABEC.XETRA · Communication Services · DE · Common Stock

Executive Summary: Alphabet Inc has compounded at 24.3% annually over the last 10 years, with a maximum drawdown of 36.5% and an annualized volatility of 33.1%.

1Y CAGR
+100.5%
3Y CAGR
+36.3%
5Y CAGR
+24.2%
10Y CAGR
+24.3%

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 →
36.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +80.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.5%
% 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.
20266.7-8.6-6.316.5————————6.4%
20258.0-17.7-12.2-1.97.20.312.27.412.918.612.7-2.446.0%
20243.8-3.710.211.60.79.6-7.6-7.50.57.80.913.944.4%
202310.4-6.111.12.020.0-4.38.65.4-1.3-6.34.14.255.1%
2022-8.01.25.8-12.3-5.0-1.37.1-2.1-7.9-4.8-3.2-11.7-36.5%
20215.312.24.612.9-1.36.88.08.4-5.910.2-0.11.280.5%
20207.4-8.7-9.913.85.3-2.7-0.09.9-7.611.14.9-2.518.9%
20196.31.75.71.0-5.8-4.616.4-2.03.50.75.21.832.2%
20187.4-3.0-8.21.610.12.78.21.3-2.8-7.10.7-4.74.3%
2017-1.25.90.07.73.2-7.0-1.70.22.57.3-1.21.918.0%
2016———-8.19.2-6.412.5-0.90.64.00.32.712.8%

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 33.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.1% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019187.748118356089
2016-05-0110030.394020366748
2016-06-019391.384993985474
2016-07-0110561.508865687814
2016-08-0110470.326804587568
2016-09-0110528.819224447443
2016-10-0110954.33550958192
2016-11-0110982.433909075047
2016-12-0111279.51785839998
2017-01-0111148.820509995132
2017-02-0111806.072070252118
2017-03-0111810.632703721047
2017-04-0112715.59706038095
2017-05-0113119.80998380822
2017-06-0112195.868494593045
2017-07-0111991.46641200579
2017-08-0112014.26957935043
2017-09-0112313.649149548984
2017-10-0113211.757251866338
2017-11-0113051.431090052614
2017-12-0113304.439118604017
2018-01-0114292.198868105865
2018-02-0113866.713191249704
2018-03-0112732.003097557765
2018-04-0112934.415642054548
2018-05-0114242.062508225972
2018-06-0114622.645840794099
2018-07-0115818.235800054481
2018-08-0116022.33179985859
2018-09-0115573.277748699911
2018-10-0114465.288681976926
2018-11-0114563.02091463657
2018-12-0113878.711636349166
2019-01-0114754.628736888179
2019-02-0115012.228007186823
2019-03-0115872.16758644543
2019-04-0116029.157445922821
2019-05-0115093.064470216614
2019-06-0114400.093049166077
2019-07-0116764.674373831145
2019-08-0116430.340149796913
2019-09-0117001.735489380455
2019-10-0117126.34179040063
2019-11-0118016.859039695875
2019-12-0118342.041388513935
2020-01-0119706.680868907803
2020-02-0117995.55567798867
2020-03-0116220.64283506117
2020-04-0118460.587250427747
2020-05-0119430.104466053886
2020-06-0118904.315461159622
2020-07-0118901.285241606445
2020-08-0120764.349926081006
2020-09-0119193.043350504577
2020-10-0121317.502731788834
2020-11-0122356.929255086332
2020-12-0121806.83727720999
2021-01-0122961.748834589802
2021-02-0125757.876275217393
2021-03-0126943.212461242263
2021-04-0130423.190055982537
2021-05-0130022.00735210845
2021-06-0132064.405939230324
2021-07-0134632.59353124646
2021-08-0137542.675592040614
2021-09-0135324.00393010293
2021-10-0138917.96675328809
2021-11-0138887.57273292134
2021-12-0139366.25559748889
2022-01-0136205.39991246032
2022-02-0136653.688756661126
2022-03-0138773.58750447646
2022-04-0133986.72825052263
2022-05-0132284.724326541353
2022-06-0131859.238649685194
2022-07-0134112.86496545855
2022-08-0133389.53013231959
2022-09-0130739.251137862742
2022-10-0129256.09640383338
2022-11-0128329.124695065024
2022-12-0125016.298908202712
2023-01-0127617.910740138774
2023-02-0125921.99786354217
2023-03-0128803.246926163647
2023-04-0129383.732924406733
2023-05-0135267.776522838365
2023-06-0133754.22776844225
2023-07-0136653.688756661126
2023-08-0138635.2993030495
2023-09-0138149.02558545984
2023-10-0135754.08084870634
2023-11-0137237.2355827357
2023-12-0138805.51193875895
2024-01-0140288.66667278832
2024-02-0138799.42089137428
2024-03-0142774.793470642064
2024-04-0147747.07767462788
2024-05-0148063.13875650808
2024-06-0152688.50873407222
2024-07-0148696.85255074087
2024-08-0145021.62474862951
2024-09-0145235.423572659456
2024-10-0148775.056701835565
2024-11-0149219.79498575184
2024-12-0156039.38061088002
2025-01-0160540.11367914565
2025-02-0149837.19456764276
2025-03-0143736.5361835762
2025-04-0142906.25602600478
2025-05-0145977.092764509085
2025-06-0146092.05745786006
2025-07-0151727.500619817634
2025-08-0155578.1750732303
2025-09-0162736.86981380984
2025-10-0174391.06360706316
2025-11-0183858.17348159982
2025-12-0181815.92793586953
2026-01-0187279.50561508864
2026-02-0179765.17328876768
2026-03-0174714.80736680042
2026-04-0187034.63938856902
Annual Return Matrix
YearAnnual Return
20170.17952196943383125
20180.04316397802460736
20190.32159539509957424
20200.18889914242946615
20210.8052253564816569
2022-0.3645242980691702
20230.5512091569242814
20240.44410878277598176
20250.4599720240302765
20260.06378600823045266
Total Factor Risk
0.3310783169239104
VTI.US Exposure
-0.04625317122855351
VEA.US Exposure
-0.002119501602657265
VWO.US Exposure
0.013636790614962289
QQQ.US Exposure
0.2222073214264699
VTV.US Exposure
0.01879348094900138
IJR.US Exposure
0.024183136369564925
QUAL.US Exposure
0.03592976728322433
SHV.US Exposure
0.3612395662565177
TLT.US Exposure
-0.013120905283190088
LQD.US Exposure
0.10394862900849741
HYG.US Exposure
-0.0010449916081883921
GLD.US Exposure
0.00451617365274426
USO.US Exposure
0.0008309779143973202
VNQ.US Exposure
0.0004867641082063623
BTC-USD.CC Exposure
-0.0032128005361450893
CPER.US Exposure
0.00006910178167876233
VIX.INDX Exposure
-0.0031226436581834067
UUP.US Exposure
0.09049348305923333
TIP.US Exposure
0.012519042310657542
Idiosyncratic Exposure
0.1800197791817621
Value Score
39.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.1%

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 →27.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.33%
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
$56
Avg Yield on Cost
0.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$56.270.56%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 →
+8.3%
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 →
+22.5%
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 →
2.4% 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 a high-risk investment?

Alphabet Inc (ABEC.XETRA) has an annualized volatility of 33.1% and experienced a maximum drawdown of 36.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABEC.XETRA has generated a Compound Annual Growth Rate (CAGR) of 24.3%. 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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