Apple Inc

10-Year Study

APC.XETRA · Technology · DE · Common Stock

Executive Summary: Apple Inc has compounded at 27.2% annually over the last 10 years, with a maximum drawdown of 92.7% and an annualized volatility of 288.7%.

1Y CAGR
-92.9%
3Y CAGR
-50.0%
5Y CAGR
-31.5%
10Y CAGR
+27.2%

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 →
92.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
6.89
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
69.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
847.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +2099.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -92.1%
% 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.
2026-92.45.4-5.53.5————————-92.1%
20252.7-8.1-91.21248.0-7.011.7-3.41.4-0.74.9-5.33.316.2%
20242.30.84.45.4-4.015.34.0-2.43.6-3.6-3.3-6.315.3%
2023-7.7-0.73.45.4-0.10.96.6-2.68.5-2.96.36.424.5%
20226.5-7.54.11.7-15.6-7.519.1-89.9959.22.82.2-2.16.9%
202113.813.720.8-3.45.01.93.5-2.711.33.1-3.4-2.475.9%
20204.7-11.8-30.76.016.75.22.27.210.34.6-87.3840.325.5%
20197.04.510.42038.5-1.73.2-13.8-9.02.75.32.4-5.52099.1%
2018-5.69.5-6.2-0.517.8-0.71.820.8-1.00.0-18.7-12.6-2.3%
20171.216.14.1-2.03.6-7.1-0.39.7-5.79.90.6-0.531.0%
2016———-15.511.6-4.48.43.24.93.61.25.617.1%

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 288.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.2% of variance. Idiosyncratic stock-specific factors contribute 34.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018447.410590887594
2016-05-019425.091027636588
2016-06-019013.687434283327
2016-07-019772.534218585708
2016-08-0110081.132829180267
2016-09-0110575.91911511495
2016-10-0110956.880679183254
2016-11-0111093.06628832229
2016-12-0111713.202106606792
2017-01-0111850.994761032367
2017-02-0113754.47102956504
2017-03-0114323.824216795003
2017-04-0114036.484519562333
2017-05-0114548.810556910066
2017-06-0113518.005794546147
2017-07-0113475.304305503902
2017-08-0114788.076642285492
2017-09-0113951.632528433222
2017-10-0115329.650903848187
2017-11-0115426.991932632662
2017-12-0115346.272343668932
2018-01-0114490.681433117072
2018-02-0115863.006276659735
2018-03-0114880.734281949211
2018-04-0114801.851316170088
2018-05-0117430.19684008981
2018-06-0117313.020280911518
2018-07-0117625.475800193763
2018-08-0121297.252870871616
2018-09-0121080.62316624654
2018-10-0121087.143178551916
2018-11-0117145.24475299714
2018-12-0114991.436744401743
2019-01-0116036.658998764873
2019-02-0116762.17107226653
2019-03-0118504.759149827125
2019-04-01395727.9236727384
2019-05-01389097.32051025983
2019-06-01401392.4612465334
2019-07-01346174.12849539524
2019-08-01315176.4881885041
2019-09-01323666.0221536215
2019-10-01340800.23452279076
2019-11-01348912.94910100166
2019-12-01329672.9368246822
2020-01-01345299.9276955172
2020-02-01304647.71284991974
2020-03-01211063.41585439135
2020-04-01223830.94001961744
2020-05-01261202.58983239665
2020-06-01274723.8088207272
2020-07-01280642.081537245
2020-08-01300959.5293445035
2020-09-01331887.1921109286
2020-10-01347116.90560345125
2020-11-0144007.419957665836
2020-12-01413788.65885542217
2021-01-01470782.99748239137
2021-02-01535514.8287054733
2021-03-01646894.579586909
2021-04-01625131.4804280538
2021-05-01656103.7584305309
2021-06-01668390.0433787438
2021-07-01691847.8489160766
2021-08-01673158.4929043212
2021-09-01749003.1611082988
2021-10-01772176.1241461136
2021-11-01745862.6072057041
2021-12-01727826.7859331022
2022-01-01775047.4172522338
2022-02-01717171.2551217393
2022-03-01746558.0107656252
2022-04-01759254.8567742412
2022-05-01640945.1714889504
2022-06-01592557.9862653587
2022-07-01705730.585834728
2022-08-0171388.67078988573
2022-09-01756119.6275543411
2022-10-01777270.2761047289
2022-11-01794448.0948227027
2022-12-01778082.9347825152
2023-01-01717903.9314605229
2023-02-01712644.4901412076
2023-03-01737090.7809838331
2023-04-01776638.26429352
2023-05-01775757.8980715744
2023-06-01783116.6656048688
2023-07-01834943.7079477858
2023-08-01812975.3562833748
2023-09-01881723.8478848414
2023-10-01856439.6761832446
2023-11-01910344.4097136131
2023-12-01969060.9749211974
2024-01-01991234.971436205
2024-02-01998709.0323621616
2024-03-011042414.5884127443
2024-04-011099085.8028740857
2024-05-011055608.255341417
2024-06-011217031.448010937
2024-07-011265476.6442512546
2024-08-011234701.099262022
2024-09-011278940.468765066
2024-10-011233328.5642112163
2024-11-011192337.251151907
2024-12-011117514.5857295527
2025-01-011147777.7280956858
2025-02-011055272.7442823623
2025-03-0192904.75731320395
2025-04-011252383.0813572416
2025-05-011164681.9702217379
2025-06-011301334.6268971744
2025-07-011256454.7260906098
2025-08-011274432.872642235
2025-09-011265846.569575304
2025-10-011327740.7933164707
2025-11-011257811.343142623
2025-12-011298951.7473173821
2026-01-0199292.21134022987
2026-02-01104664.56373312027
2026-03-0198948.07407101303
2026-04-01102460.61591158496
Annual Return Matrix
YearAnnual Return
20170.3101688337651851
2018-0.023121940711131383
201920.99074994915295
20200.2551490056809609
20210.7589336255525674
20220.06904960056530851
20230.24544689467076308
20240.1531932609508162
20250.16235775703042044
2026-0.9211205372923295
Total Factor Risk
2.8871785809534463
VTI.US Exposure
0.09784599844421844
VEA.US Exposure
0.02567580351345087
VWO.US Exposure
0.00694130013648385
QQQ.US Exposure
-0.00018843592200302043
VTV.US Exposure
0.07162508485169082
IJR.US Exposure
-0.001322230762638756
QUAL.US Exposure
0.03938160885826244
SHV.US Exposure
0.25151063578694444
TLT.US Exposure
0.0021835877851132525
LQD.US Exposure
0.005336188029435873
HYG.US Exposure
0.015306132113039507
GLD.US Exposure
0.0032434577801860186
USO.US Exposure
0.0726863700196602
VNQ.US Exposure
-0.0019315360509278238
BTC-USD.CC Exposure
0.04645883738828487
CPER.US Exposure
-0.007834549275991264
VIX.INDX Exposure
0.012559712256803213
UUP.US Exposure
0.014212991195728681
TIP.US Exposure
0.002904150307614958
Idiosyncratic Exposure
0.3434048935446435
Value Score
37.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
288.7%

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 →32.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.47%
Market Cap$3.2T
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
$101
Avg Yield on Cost
1.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$100.951.01%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 →
-0.0%
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 →
-86.3%
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 →
92.5% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Apple Inc a high-risk investment?

Apple Inc (APC.XETRA) has an annualized volatility of 288.7% and experienced a maximum drawdown of 92.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APC.XETRA has generated a Compound Annual Growth Rate (CAGR) of 27.2%. 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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