Adobe Inc

10-Year Study

ADB.XETRA · Technology · DE · Common Stock

Executive Summary: Adobe Inc has compounded at -3.4% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 431.2%.

1Y CAGR
-47.3%
3Y CAGR
-19.9%
5Y CAGR
-13.4%
10Y CAGR
-3.4%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1080399385.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
175362206621.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13882.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +12584.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -99.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615346.9-11.3-4.0-3.6————————12584.4%
202528326.2-1.3-15.7-7.111.6-9.8-4.6-3.4-0.4-3.0-5.5-99.47.4%
20245.4-8.7-10.3-5.8-8.128.0-0.80.9-10.4-4.310.6-99.7-99.7%
20238.3-9.815.3-3.814.615.511.32.9-5.62.712.6-3.872.3%
202216113.8-11.40.3-8.01.9-11.213.3-5.2-22.511.6-0.8-2.410679.3%
2021-8.42.45.24.3-2.320.55.17.8-11.412.07.5-99.5-99.3%
20207.0-3.3-4.19.67.012.5-3.815.1-1.3-8.62.53.939.2%
2019—————————-2.012.75.116.1%

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 431.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.2% of variance. Idiosyncratic stock-specific factors contribute 31.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-019803.188348750245
2019-11-0111045.069868136196
2019-12-0111607.951190710488
2020-01-0112414.87896083448
2020-02-0112005.510726234994
2020-03-0111509.545365085613
2020-04-0112615.62684510923
2020-05-0113497.343042708128
2020-06-0115180.082660893524
2020-07-0114607.360755756741
2020-08-0116815.58748277898
2020-09-0116591.22220035426
2020-10-0115170.242078331035
2020-11-0115555.992914780554
2020-12-0116158.236567604803
2021-01-0114806.14052351899
2021-02-0115154.497146231057
2021-03-0115939.775634717575
2021-04-0116630.58453060421
2021-05-0116250.738043692189
2021-06-0119586.695532375517
2021-07-0120578.626254674273
2021-08-0122192.48179492226
2021-09-0119653.611493800432
2021-10-0122007.478842747492
2021-11-0123664.63294627042
2021-12-01114.15076147874164
2022-01-0118508.167683526863
2022-02-0116402.283015154495
2022-03-0116445.581578429443
2022-04-0115123.007282031096
2022-05-0115406.41605983074
2022-06-0113678.409761857902
2022-07-0115493.013186380633
2022-08-0114686.085416256643
2022-09-0111385.554024798268
2022-10-0112706.160204684118
2022-11-0112607.754379059239
2022-12-0112304.66443613462
2023-01-0113320.212556583348
2023-02-0112011.415075772486
2023-03-0113847.66778193269
2023-04-0113320.212556583348
2023-05-0115268.647903955913
2023-06-0117634.323951977956
2023-07-0119618.185396575474
2023-08-0120192.875418224758
2023-09-0119059.240307026175
2023-10-0119574.88683330053
2023-11-0122042.904939972446
2023-12-0121200.5510726235
2024-01-0122349.93111592206
2024-02-0120397.559535524502
2024-03-0118295.611100177128
2024-04-0117240.700649478447
2024-05-0115843.337925605194
2024-06-0120283.408777799643
2024-07-0120118.086990749853
2024-08-0120299.153709899627
2024-09-0118197.205274552252
2024-10-0117413.89490257823
2024-11-0119261.95630781342
2024-12-0158.64987244781512
2025-01-0116671.91497736666
2025-02-0116455.42216099193
2025-03-0113869.317063570163
2025-04-0112885.258807321394
2025-05-0114382.99547333202
2025-06-0112973.824050383782
2025-07-0112381.420980122022
2025-08-0111960.24404644755
2025-09-0111913.009250147608
2025-10-0111554.812044873057
2025-11-0110921.07852784885
2025-12-0162.97972933839236
2026-01-019728.399921275339
2026-02-018630.19090730171
2026-03-018283.802401102144
2026-04-017988.5849242275135
Annual Return Matrix
YearAnnual Return
20200.3919972872160056
2021-0.9929354443474606
2022106.79309990346515
20230.7229686500319896
2024-0.9972335684932477
20250.07382551248393265
2026125.84374810988085
Total Factor Risk
4.311978459540319
VTI.US Exposure
0.05676845507806989
VEA.US Exposure
0.0007082976578578998
VWO.US Exposure
0.01446892006026786
QQQ.US Exposure
0.019056526405428396
VTV.US Exposure
0.10828345326462696
IJR.US Exposure
0.00010828845681658398
QUAL.US Exposure
0.01675068717855256
SHV.US Exposure
0.33195298670718043
TLT.US Exposure
0.0047389933921668055
LQD.US Exposure
0.0028790760468543996
HYG.US Exposure
0.03795348272813625
GLD.US Exposure
0.0007706764036700777
USO.US Exposure
0.000363973192073938
VNQ.US Exposure
0.02215490530375914
BTC-USD.CC Exposure
-0.0016059279782184891
CPER.US Exposure
0.0011292044528495365
VIX.INDX Exposure
0.0323737407788306
UUP.US Exposure
0.025146646089831984
TIP.US Exposure
0.01207806407938403
Idiosyncratic Exposure
0.31391955070186106
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
431.2%

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 →13.9x
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 →0.00%
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$84.6B
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: 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 →
-6.2%
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 →
-24.5%
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 →
45.8% 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 →
1.53
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
45
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-12.5%
50.0% retracement+8.0%
61.8% retracement+41.0%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Adobe Inc a high-risk investment?

Adobe Inc (ADB.XETRA) has an annualized volatility of 431.2% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADB.XETRA has generated a Compound Annual Growth Rate (CAGR) of -3.4%. It has had a positive return in 71% 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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