ABB Ltd

10-Year Study

ABLZF.US · Industrials · US · Common Stock

Executive Summary: ABB Ltd has compounded at 20.6% annually over the last 10 years, with a maximum drawdown of 33.3% and an annualized volatility of 33.7%.

1Y CAGR
+61.2%
3Y CAGR
+39.4%
5Y CAGR
+26.7%
10Y CAGR
+20.6%

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 →
33.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +46.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.811.7-15.826.35.3-2.6——————35.0%
20253.5-3.0-2.0-0.511.03.512.61.97.23.0-4.56.845.3%
2024-0.85.93.28.87.60.8-2.16.3-0.4-2.02.2-6.224.6%
202311.2-3.36.64.00.58.34.7-8.2-5.1-3.814.612.446.6%
2022-8.6-7.90.8-3.1-2.3-10.28.4-8.4-6.97.715.8-2.0-18.4%
20217.6-2.15.27.46.50.01.57.6-14.52.16.39.741.1%
2020-3.5-9.6-14.513.10.214.412.43.5-1.6-6.810.18.022.9%
2019-1.37.9-9.611.9-7.58.3-5.70.24.27.04.010.530.7%
20182.8-11.4-3.42.4-3.5-5.24.54.41.2-18.53.1-3.8-26.3%
201713.6-5.03.58.51.31.7-6.1-2.16.46.0-2.76.233.8%
2016—————-6.715.62.42.4-7.8-1.73.45.9%

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 33.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.7% of variance. Idiosyncratic stock-specific factors contribute 13.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019327.664702731656
2016-07-0110778.588644884843
2016-08-0111032.67273701125
2016-09-0111300.615961435456
2016-10-0110418.31815747188
2016-11-0110243.907337975363
2016-12-0110587.707552222819
2017-01-0112031.266738082484
2017-02-0111427.021960364222
2017-03-0111827.865559721478
2017-04-0112834.426888055703
2017-05-0113003.883235136582
2017-06-0113223.687734333156
2017-07-0112417.78253883235
2017-08-0112156.132833422604
2017-09-0112935.859667916446
2017-10-0113710.364220674877
2017-11-0113344.001071237277
2017-12-0114170.862346009642
2018-01-0114573.78146759507
2018-02-0112908.476164970542
2018-03-0112475.36154258168
2018-04-0112780.798071772899
2018-05-0112336.167648634173
2018-06-0111690.814140332084
2018-07-0112211.435457953936
2018-08-0112753.68237814676
2018-09-0112905.530262453132
2018-10-0110519.617032672737
2018-11-0110845.005356186395
2018-12-0110438.269951794324
2019-01-0110300.013390465987
2019-02-0111116.095340117838
2019-03-0110053.294054633101
2019-04-0111246.250669523299
2019-05-0110401.044456347081
2019-06-0111267.675415104446
2019-07-0110628.816282806642
2019-08-0110652.651312265667
2019-09-0111103.709159078733
2019-10-0111878.28066416711
2019-11-0112353.17354043921
2019-12-0113645.018746652382
2020-01-0113172.937868237816
2020-02-0111912.225495447241
2020-03-0110188.336904124264
2020-04-0111527.048741296197
2020-05-0111550.74986609534
2020-06-0113219.67059453669
2020-07-0114856.052490626675
2020-08-0115377.276379217998
2020-09-0115134.440278521692
2020-10-0114097.81735404392
2020-11-0115519.483128012855
2020-12-0116763.390465988217
2021-01-0118042.84949116229
2021-02-0117657.80664167113
2021-03-0118576.191751472954
2021-04-0119958.288698446708
2021-05-0121261.247991430104
2021-06-0121261.247991430104
2021-07-0121571.772897696843
2021-08-0123209.560792715583
2021-09-0119854.780396357794
2021-10-0120280.99892876272
2021-11-0121559.587573647565
2021-12-0123660.149973219068
2022-01-0121614.35457953937
2022-02-0119909.61435457954
2022-03-0120060.792715586504
2022-04-0119447.911087305838
2022-05-0119010.176754151045
2022-06-0117077.93251205142
2022-07-0118516.20246384574
2022-08-0116961.63631494376
2022-09-0115789.702731655061
2022-10-0117006.62828066417
2022-11-0119686.79700053562
2022-12-0119299.076057846814
2023-01-0121451.526513122655
2023-02-0120748.66095340118
2023-03-0122125.000000000004
2023-04-0123010.109801821105
2023-05-0123118.438671665772
2023-06-0125041.309587573647
2023-07-0126220.94268880557
2023-08-0124070.099089448307
2023-09-0122850.562399571507
2023-10-0121978.374397429034
2023-11-0125188.00214247456
2023-12-0128299.812533476164
2024-01-0128070.835565077665
2024-02-0129736.743438671667
2024-03-0130697.10765934655
2024-04-0133406.19978575254
2024-05-0135948.513658275304
2024-06-0136242.36743438672
2024-07-0135475.76325656133
2024-08-0137720.0053561864
2024-09-0137562.46652383503
2024-10-0136811.32833422603
2024-11-0137607.12372790573
2024-12-0135259.10551687199
2025-01-0136477.77182645956
2025-02-0135367.43438671666
2025-03-0134668.184252812
2025-04-0134492.5013390466
2025-05-0138276.64702731655
2025-06-0139631.762185324056
2025-07-0144637.118371719334
2025-08-0145494.108194965185
2025-09-0148766.73808248527
2025-10-0150214.247455811455
2025-11-0147978.03963577932
2025-12-0151231.92287091591
2026-01-0156762.18532404928
2026-02-0163410.551687198706
2026-03-0153361.00696304231
2026-04-0167414.30101767542
2026-05-0170976.16497054098
2026-06-0169161.75682913765
Annual Return Matrix
YearAnnual Return
20170.3384259317811027
2018-0.2633991004271081
20190.30721075519864516
20200.22853553939608062
20210.41141793608064603
2022-0.1843214823366951
20230.4663817298118653
20240.2459130418324713
20250.45301255150675046
20260.3499738630423419
Total Factor Risk
0.3368263649612514
VTI.US Exposure
-0.22085328835015033
VEA.US Exposure
0.406505084939315
VWO.US Exposure
-0.030848842413291385
QQQ.US Exposure
0.1553803723483463
VTV.US Exposure
0.11967660379277459
IJR.US Exposure
0.07574752194518604
QUAL.US Exposure
0.10675362453814893
SHV.US Exposure
0.21109177828056513
TLT.US Exposure
0.04642801621608339
LQD.US Exposure
-0.042826526122731794
HYG.US Exposure
0.0010198461535059385
GLD.US Exposure
-0.016538025151325308
USO.US Exposure
0.007326937933830541
VNQ.US Exposure
-0.03865120005941875
BTC-USD.CC Exposure
-0.010599027067774918
CPER.US Exposure
0.033249612770198216
VIX.INDX Exposure
-0.0005921366016856792
UUP.US Exposure
-0.02394893875936994
TIP.US Exposure
0.08653659729323442
Idiosyncratic Exposure
0.13514198831455954
Value Score
35.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.7%

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 →35.2x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.35%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$155.9B
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
$819
Avg Yield on Cost
8.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$819.368.19%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+5.9%
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 →
+26.4%
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 →
6.1% 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 →
0.90
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
47
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+15.4%
50.0% retracement+24.2%
61.8% retracement+34.4%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

ABLZF.USvsALSTI.PA

Compare ABB Ltd vs STIF Société anonyme

ABLZF.USvsCGEH.US

Compare ABB Ltd vs Capstone Energy+, Inc.

ABLZF.USvsGFRD.LSE

Compare ABB Ltd vs Galliford Try PLC

Frequently Asked Questions & Methodology

Is ABB Ltd a high-risk investment?

ABB Ltd (ABLZF.US) has an annualized volatility of 33.7% and experienced a maximum drawdown of 33.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ABLZF.US?

Over the past 10 years, ABLZF.US has generated a Compound Annual Growth Rate (CAGR) of 20.6%. It has had a positive return in 80% 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 ABB Ltd

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

Start a Free Backtest