Analog Devices Inc

10-Year Study

ADI.US · Technology · US · Common Stock

Executive Summary: Analog Devices Inc has compounded at 22.1% annually over the last 10 years, with a maximum drawdown of 24.2% and an annualized volatility of 28.6%.

1Y CAGR
+75.3%
3Y CAGR
+28.7%
5Y CAGR
+18.7%
10Y CAGR
+22.1%

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 →
24.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +41.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.9%
% 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.
202614.614.1-10.311.2————————30.5%
2025-0.38.6-12.0-3.39.811.7-5.611.9-1.8-4.713.32.629.8%
2024-3.1-0.33.61.416.9-2.31.41.5-1.6-3.1-2.3-2.28.8%
20234.57.57.5-8.8-1.210.22.4-8.9-3.2-10.116.68.823.4%
2022-6.7-1.83.1-6.59.6-13.217.7-11.5-8.02.420.5-4.2-4.9%
2021-0.36.2-0.5-1.27.94.6-2.8-2.32.83.63.9-2.121.0%
2020-7.6-0.1-17.822.33.68.6-6.42.3-0.11.517.36.726.9%
201915.28.7-1.610.4-16.416.84.1-6.01.7-4.65.95.741.3%
20183.2-1.91.6-4.111.3-0.80.23.3-6.5-9.510.4-6.6-1.6%
20173.29.90.0-7.012.5-8.81.65.93.66.0-5.23.425.3%
2016———-4.84.6-3.212.7-1.33.0-0.516.5-2.225.1%

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 28.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 56.7% of variance. Idiosyncratic stock-specific factors contribute 23.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019515.129107573644
2016-05-019955.244886661914
2016-06-019638.71123249168
2016-07-0110862.276403167787
2016-08-0110716.69461733459
2016-09-0111040.459357822341
2016-10-0110980.506707138962
2016-11-0112789.585601558972
2016-12-0112510.514694016787
2017-01-0112910.18541404097
2017-02-0114191.476714472183
2017-03-0114194.94927004839
2017-04-0113198.959050399037
2017-05-0114854.89824390822
2017-06-0113552.240513284569
2017-07-0113763.024636760474
2017-08-0114574.765142895663
2017-09-0115092.564032903483
2017-10-0115991.077574848892
2017-11-0115161.68831566756
2017-12-0115675.83080892161
2018-01-0116177.635516481361
2018-02-0115873.031112055285
2018-03-0116129.060592009446
2018-04-0115460.042120056461
2018-05-0117199.853744129847
2018-06-0117057.02957596011
2018-07-0117096.16731998374
2018-08-0117662.704548843536
2018-09-0116520.92827538591
2018-10-0114957.461194191435
2018-11-0116512.920970763123
2018-12-0115418.882123079624
2019-01-0117759.650129812297
2019-02-0119313.23064101333
2019-03-0119008.07471305456
2019-04-0120988.861267319367
2019-05-0117542.73796708426
2019-06-0120493.16417221424
2019-07-0121326.536656909466
2019-08-0120041.384691749412
2019-09-0120388.088725837653
2019-10-0119457.46425821106
2019-11-0120610.699965070176
2019-12-0121788.34569495029
2020-01-0120121.764139939904
2020-02-0120101.97057315551
2020-03-0116525.83070678762
2020-04-0120203.348769183314
2020-05-0120934.056169607786
2020-06-0122729.980206433214
2020-07-0121286.19373183292
2020-08-0121774.45547264545
2020-09-0121748.370452228868
2020-10-0122081.858348330006
2020-11-0125910.269163910747
2020-12-0127643.58506637688
2021-01-0127568.741280310816
2021-02-0129282.304469587558
2021-03-0129143.259258956634
2021-04-0128782.44030779099
2021-05-0131063.071822662714
2021-06-0132489.781494547064
2021-07-0131595.251178115548
2021-08-0130881.620580407027
2021-09-0131740.118026035998
2021-10-0132879.11625503265
2021-11-0134160.2441410838
2021-12-0133438.79007993006
2022-01-0131193.946314290795
2022-02-0130642.667903168807
2022-03-0131577.500291081866
2022-04-0129512.86173305035
2022-05-0132342.953674065935
2022-06-0128058.085641391222
2022-07-0133026.67944022404
2022-08-0129242.962457588856
2022-09-0126890.469469087107
2022-10-0127523.45507023754
2022-11-0133175.97890320353
2022-12-0131796.18958519302
2023-01-0133238.38276958777
2023-02-0135730.02310270798
2023-03-0138407.771987915505
2023-04-0135030.875104432
2023-05-0134604.38399928097
2023-06-0138120.162679015346
2023-07-0139043.76032829949
2023-08-0135570.46938737991
2023-09-0134424.24007206574
2023-10-0130932.46287940223
2023-11-0136054.11467195584
2023-12-0139222.57651367676
2024-01-0137997.867442340255
2024-02-0137891.19870575811
2024-03-0139254.585305370405
2024-04-0139814.25913026781
2024-05-0146538.291053266956
2024-06-0145482.041780971624
2024-07-0146103.731363100625
2024-08-0146793.15620576322
2024-09-0146056.36161968163
2024-10-0144643.66473088715
2024-11-0143631.19008564956
2024-12-0142692.64002059021
2025-01-0142578.10696696782
2025-02-0146229.27446057934
2025-03-0140700.76171527904
2025-04-0139338.49858952963
2025-05-0143185.15053528422
2025-06-0148255.592346487516
2025-07-0145540.932238184636
2025-08-0150949.968644865825
2025-09-0150012.01095693417
2025-10-0147656.94419194653
2025-11-0154009.69864345637
2025-12-0155397.47483929217
2026-01-0163502.828090114854
2026-02-0172449.64283744559
2026-03-0164985.81358913131
2026-04-0172270.00958016803
Annual Return Matrix
YearAnnual Return
20170.25301246130334265
2018-0.016391391880534067
20190.41309502991378255
20200.2687326267631054
20210.2096401389196778
2022-0.04912260553718195
20230.2335621665792964
20240.08847107496121409
20250.2975884089757521
20260.3045722713864307
Total Factor Risk
0.28550715473858856
VTI.US Exposure
-0.18643580113081967
VEA.US Exposure
0.567309048470102
VWO.US Exposure
-0.08158345042786525
QQQ.US Exposure
0.15697960016995
VTV.US Exposure
-0.009308593969864975
IJR.US Exposure
0.20693334637413333
QUAL.US Exposure
0.03600283891317874
SHV.US Exposure
0.10433449618259934
TLT.US Exposure
0.08707396438811939
LQD.US Exposure
-0.020170565188171077
HYG.US Exposure
-0.03227467794250196
GLD.US Exposure
-0.010241072114465934
USO.US Exposure
0.0007560338444349888
VNQ.US Exposure
-0.061997401809678346
BTC-USD.CC Exposure
-0.009220092831400236
CPER.US Exposure
0.029689622303907353
VIX.INDX Exposure
0.004652508117279229
UUP.US Exposure
-0.013278051312048282
TIP.US Exposure
-0.0031624410654032113
Idiosyncratic Exposure
0.23394068902851453
Value Score
26.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.6%

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 →58.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.27%
Market Cap$155.4B
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
$225
Avg Yield on Cost
2.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$224.692.25%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 →
+7.1%
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 →
+29.9%
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 →
1.9% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Analog Devices Inc a high-risk investment?

Analog Devices Inc (ADI.US) has an annualized volatility of 28.6% and experienced a maximum drawdown of 24.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ADI.US has generated a Compound Annual Growth Rate (CAGR) of 22.1%. 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.

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