Adobe Systems Incorporated

10-Year Study

ADBE.US · Technology · US · Common Stock

Executive Summary: Adobe Systems Incorporated has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 63.7% and an annualized volatility of 40.3%.

1Y CAGR
-42.9%
3Y CAGR
-16.3%
5Y CAGR
-13.4%
10Y CAGR
+9.7%

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 →
63.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +77.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-16.2-10.5-7.42.1————————-29.1%
2025-1.60.3-12.5-2.210.7-6.8-7.5-0.3-1.1-3.5-5.99.3-21.3%
20243.6-9.3-9.9-8.3-3.924.9-0.74.1-9.9-7.77.9-13.8-25.5%
202310.0-12.519.0-2.010.717.011.72.4-8.84.314.8-2.477.3%
2022-5.8-12.5-2.6-13.15.2-12.112.0-8.9-26.315.78.3-2.4-40.7%
2021-8.30.23.46.9-0.716.16.16.8-13.313.03.0-15.313.4%
20206.5-1.7-7.811.19.312.62.115.5-4.5-8.87.04.551.6%
20199.55.91.58.5-6.38.81.4-4.8-2.90.611.46.645.8%
201814.04.73.32.612.5-2.20.47.72.4-9.02.1-9.829.1%
201710.14.410.02.86.1-0.33.65.9-3.917.43.6-3.470.2%
2016———0.45.6-3.72.24.56.1-0.9-4.40.19.8%

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 40.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 61.2% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110044.776119402984
2016-05-0110604.4776119403
2016-06-0110212.153518123669
2016-07-0110432.835820895523
2016-08-0110907.24946695096
2016-09-0111571.428571428572
2016-10-0111461.620469083156
2016-11-0110960.554371002134
2016-12-0110975.47974413646
2017-01-0112087.420042643924
2017-02-0112616.204690831557
2017-03-0113873.13432835821
2017-04-0114257.995735607677
2017-05-0115123.667377398722
2017-06-0115078.891257995736
2017-07-0115617.270788912581
2017-08-0116541.577825159915
2017-09-0115904.05117270789
2017-10-0118673.773987206823
2017-11-0119346.481876332626
2017-12-0118682.30277185501
2018-01-0121296.37526652452
2018-02-0122295.3091684435
2018-03-0123036.2473347548
2018-04-0123624.733475479745
2018-05-0126575.692963752666
2018-06-0125992.537313432837
2018-07-0126085.28784648188
2018-08-0128092.75053304904
2018-09-0128779.317697228147
2018-10-0126200.426439232408
2018-11-0126747.334754797444
2018-12-0124119.402985074626
2019-01-0126420.04264392324
2019-02-0127985.074626865673
2019-03-0128410.44776119403
2019-04-0130836.886993603413
2019-05-0128880.59701492537
2019-06-0131412.579957356076
2019-07-0131861.407249466956
2019-08-0130331.556503198295
2019-09-0129450.95948827292
2019-10-0129630.063965884867
2019-11-0132998.93390191897
2019-12-0135160.98081023454
2020-01-0137434.96801705757
2020-02-0136793.17697228145
2020-03-0133927.50533049041
2020-04-0137701.49253731343
2020-05-0141215.351812366745
2020-06-0146408.31556503198
2020-07-0147368.86993603411
2020-08-0154732.409381663114
2020-09-0152284.64818763326
2020-10-0147665.24520255864
2020-11-0151009.594882729216
2020-12-0153317.69722814499
2021-01-0148909.38166311301
2021-02-0149005.330490405126
2021-03-0150679.10447761194
2021-04-0154194.02985074627
2021-05-0153793.17697228145
2021-06-0162434.968017057574
2021-07-0166271.85501066098
2021-08-0170756.92963752666
2021-09-0161377.39872068231
2021-10-0169334.75479744136
2021-11-0171412.57995735608
2021-12-0160454.157782515984
2022-01-0156961.62046908316
2022-02-0149859.275053304904
2022-03-0148573.56076759062
2022-04-0142212.15351812367
2022-05-0144400.85287846482
2022-06-0139025.58635394456
2022-07-0143722.814498933905
2022-08-0139812.366737739874
2022-09-0129339.019189765455
2022-10-0133955.22388059701
2022-11-0136772.921108742004
2022-12-0135877.3987206823
2023-01-0139481.876332622596
2023-02-0134536.2473347548
2023-03-0141084.22174840086
2023-04-0140251.59914712154
2023-05-0144540.5117270789
2023-06-0152131.13006396589
2023-07-0158227.07889125799
2023-08-0159631.13006396589
2023-09-0154360.341151385925
2023-10-0156722.8144989339
2023-11-0165139.65884861407
2023-12-0163603.411513859275
2024-01-0165861.40724946695
2024-02-0159731.34328358209
2024-03-0153795.3091684435
2024-04-0149342.217484008535
2024-05-0147415.77825159915
2024-06-0159226.012793176975
2024-07-0158811.300639658846
2024-08-0161237.73987206823
2024-09-0155200.42643923241
2024-10-0150968.0170575693
2024-11-0155003.19829424306
2024-12-0147407.24946695096
2025-01-0146636.460554371
2025-02-0146754.79744136461
2025-03-0140888.05970149253
2025-04-0139976.545842217485
2025-05-0144252.66524520255
2025-06-0141245.2025586354
2025-07-0138133.262260127936
2025-08-0138027.718550106605
2025-09-0137606.609808102345
2025-10-0136280.38379530917
2025-11-0134128.99786780384
2025-12-0137312.366737739874
2026-01-0131263.326226012796
2026-02-0127975.479744136464
2026-03-0125914.71215351813
2026-04-0126455.756929637526
Annual Return Matrix
YearAnnual Return
20170.7021855269548325
20180.29102944533211583
20190.45778818953323897
20200.5163882235226342
20210.1338478765096376
2022-0.4065354636193701
20230.7727988589427393
2024-0.2546429768689239
2025-0.21293964198974547
2026-0.2909654561558902
Total Factor Risk
0.4032446970675107
VTI.US Exposure
-0.17832008718630352
VEA.US Exposure
-0.06404942128505096
VWO.US Exposure
0.00555815614329928
QQQ.US Exposure
0.23547134308978368
VTV.US Exposure
0.02582520940466692
IJR.US Exposure
0.02319158678502069
QUAL.US Exposure
0.6124377150084611
SHV.US Exposure
0.001344143776021643
TLT.US Exposure
-0.010007774494497223
LQD.US Exposure
0.003594824644257878
HYG.US Exposure
0.07101186925312557
GLD.US Exposure
-0.00009866531169653123
USO.US Exposure
-0.00025916021622974063
VNQ.US Exposure
-0.0033952949032770826
BTC-USD.CC Exposure
-0.01030872082284659
CPER.US Exposure
-0.0004535888394768826
VIX.INDX Exposure
0.021416303884357963
UUP.US Exposure
0.01802343641514274
TIP.US Exposure
0.011747275697641321
Idiosyncratic Exposure
0.23727084895759978
Value Score
44.3
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
40.3%

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 →14.2x
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%
Market Cap$99.0B
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 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 →
-2.6%
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 →
-22.8%
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 →
41.0% 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 →
1.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adobe Systems Incorporated a high-risk investment?

Adobe Systems Incorporated (ADBE.US) has an annualized volatility of 40.3% and experienced a maximum drawdown of 63.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ADBE.US has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 60% 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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