BRITANNIA.NSE

10-Year Study

BRITANNIA.NSE · Unknown · Unknown · Common Stock

Executive Summary: BRITANNIA.NSE has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 27.5% and an annualized volatility of 27.1%.

1Y CAGR
+2.9%
3Y CAGR
+7.4%
5Y CAGR
+11.7%
10Y CAGR
+17.0%

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 →
27.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +64.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -9.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.82.4-9.73.0————————-7.4%
20257.7-10.47.410.21.36.2-1.42.22.9-2.60.23.228.3%
2024-2.6-4.5-1.1-2.88.55.75.62.58.2-9.6-13.7-3.6-9.6%
20230.23.3-3.17.22.37.9-4.6-6.81.6-2.49.610.026.1%
2022-2.0-3.1-6.42.311.2-3.312.5-3.92.5-2.015.8-1.321.5%
2021-2.1-3.97.8-3.30.35.9-6.216.8-1.2-6.9-3.51.72.9%
20205.7-7.2-9.519.06.76.76.1-0.41.9-8.64.7-1.722.0%
20192.6-4.41.3-6.50.9-6.1-5.14.39.011.0-6.4-1.0-2.2%
2018-0.56.6-0.510.97.54.95.73.0-13.6-3.112.3-1.732.8%
20178.53.24.57.4-2.54.56.97.92.76.83.8-2.264.1%
2016———6.6-5.51.97.118.0-2.8-1.5-8.4-4.88.2%

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 27.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.4% of variance. Idiosyncratic stock-specific factors contribute 29.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110655.501597016046
2016-05-0110073.328760622762
2016-06-0110269.678622494865
2016-07-0110997.289868034237
2016-08-0112971.802103571687
2016-09-0112609.886000536326
2016-10-0112414.779175318514
2016-11-0111368.76331063413
2016-12-0110819.237089634073
2017-01-0111734.428287395067
2017-02-0112105.340023054949
2017-03-0112647.371617197969
2017-04-0113586.552902287749
2017-05-0113242.06531736338
2017-06-0113832.078126362008
2017-07-0114783.956068692181
2017-08-0115950.164736163131
2017-09-0116377.292934538047
2017-10-0117490.349562711148
2017-11-0118154.220593133403
2017-12-0117753.29914410425
2018-01-0117658.674409068695
2018-02-0118827.71137500242
2018-03-0118738.55600124574
2018-04-0120784.092958753863
2018-05-0122332.56920385531
2018-06-0123425.080880598372
2018-07-0124759.257606500156
2018-08-0125495.538902678447
2018-09-0122039.304090870035
2018-10-0121360.354349702517
2018-11-0123992.12819733472
2018-12-0123580.748597240938
2019-01-0124203.68159371654
2019-02-0123137.957096823924
2019-03-0123438.070873685218
2019-04-0121920.469786719874
2019-05-0122116.505508784787
2019-06-0120767.316644812105
2019-07-0119717.48429352974
2019-08-0120567.467556743322
2019-09-0122413.60479173467
2019-10-0124868.393104152743
2019-11-0123278.053048851652
2019-12-0123050.426512401136
2020-01-0124366.699349688988
2020-02-0122611.920627896823
2020-03-0120470.78322959438
2020-04-0124367.658412279165
2020-05-0126007.94461652787
2020-06-0127739.447867042716
2020-07-0129431.307089969017
2020-08-0129304.604727866514
2020-09-0129871.656205395007
2020-10-0127316.384762596645
2020-11-0128611.716333002343
2020-12-0128127.246177636283
2021-01-0127535.419263261017
2021-02-0126455.19232533567
2021-03-0128510.261657655432
2021-04-0127574.553593811404
2021-05-0127667.709569218627
2021-06-0129287.077390942
2021-07-0127471.505335071713
2021-08-0132078.444662608646
2021-09-0131688.846809410963
2021-10-0129496.52126570465
2021-11-0128451.31363489507
2021-12-0128936.801103941372
2022-01-0128369.46045135857
2022-02-0127504.007362937784
2022-03-0125730.159730730174
2022-04-0126314.75518835178
2022-05-0129272.23168455703
2022-06-0128296.365735294148
2022-07-0131839.124219825466
2022-08-0130593.03770489041
2022-09-0131370.976852057
2022-10-0130746.504362486547
2022-11-0135609.63198417567
2022-12-0135161.88914110224
2023-01-0135244.74715594254
2023-02-0136421.44830101334
2023-03-0135281.88638665784
2023-04-0137808.13630422214
2023-05-0138667.49383214574
2023-06-0141718.84820119594
2023-07-0139804.1806391268
2023-08-0137095.73795497482
2023-09-0137671.96189879414
2023-10-0136753.23818849928
2023-11-0140291.56334899664
2023-12-0144325.16424206907
2024-01-0143162.32685643624
2024-02-0141226.064783117676
2024-03-0140778.11806122897
2024-04-0139654.720824369426
2024-05-0143007.88657347741
2024-06-0145463.50288353298
2024-07-0148028.302540350836
2024-08-0149248.94581129934
2024-09-0153310.65285533321
2024-10-0148169.382519721636
2024-11-0141560.3802714376
2024-12-0140059.84467346831
2025-01-0143145.8709234899
2025-02-0138652.67725130581
2025-03-0141524.63490609196
2025-04-0145746.994295762
2025-05-0146349.227351300055
2025-06-0149213.200445953706
2025-07-0148540.31297894618
2025-08-0149628.06470947165
2025-09-0151051.12219684832
2025-10-0149734.58098846691
2025-11-0149815.53336050331
2025-12-0151391.97428963316
2026-01-0149939.092244137806
2026-02-0151149.11717352396
2026-03-0146211.0224793037
2026-04-0147599.99475740189
Annual Return Matrix
YearAnnual Return
20170.6409012019076386
20180.3282460012550368
2019-0.022489620405937827
20200.2202484046229607
20210.02878187651903019
20220.215127028547498
20230.26060246832003897
2024-0.0962279472966403
20250.28288001884515857
2026-0.07378544188360137
Total Factor Risk
0.27103851634461523
VTI.US Exposure
0.0024769299752630584
VEA.US Exposure
0.00840653550494686
VWO.US Exposure
0.005449534958115718
QQQ.US Exposure
0.02819806875231617
VTV.US Exposure
0.0043790244152821485
IJR.US Exposure
-0.00022478500490518614
QUAL.US Exposure
0.022923011036694346
SHV.US Exposure
0.47447199618421865
TLT.US Exposure
0.017497023946648232
LQD.US Exposure
-0.008507837962430972
HYG.US Exposure
0.01195989111387477
GLD.US Exposure
0.0024297185817841885
USO.US Exposure
0.014247128042025629
VNQ.US Exposure
0.014481088657622687
BTC-USD.CC Exposure
0.002948818980701953
CPER.US Exposure
-0.0002480107170203078
VIX.INDX Exposure
0.006575168380709654
UUP.US Exposure
0.08022425743781808
TIP.US Exposure
0.013745334677337767
Idiosyncratic Exposure
0.2985671030389966
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

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 →N/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%
Market Cap$0
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
1.30
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 →
-4.2%
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 →
-4.5%
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 →
11.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BRITANNIA.NSE a high-risk investment?

BRITANNIA.NSE (BRITANNIA.NSE) has an annualized volatility of 27.1% and experienced a maximum drawdown of 27.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BRITANNIA.NSE?

Over the past 10 years, BRITANNIA.NSE has generated a Compound Annual Growth Rate (CAGR) of 17.0%. It has had a positive return in 70% 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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