CIPLA.NSE

10-Year Study

CIPLA.NSE · Unknown · Unknown · Common Stock

Executive Summary: CIPLA.NSE has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 38.9% and an annualized volatility of 23.9%.

1Y CAGR
-16.4%
3Y CAGR
+10.2%
5Y CAGR
+6.2%
10Y CAGR
+10.9%

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 →
38.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +73.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -18.6%
% 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.
2026-12.41.8-9.20.5————————-18.6%
2025-3.2-4.92.57.5-5.43.83.22.2-5.4-0.12.0-1.3-0.1%
20248.49.61.1-6.53.42.34.38.1-0.0-6.2-1.2-0.323.7%
2023-5.4-11.0-0.70.85.06.516.77.0-5.71.21.02.816.8%
20220.1-2.110.1-3.61.2-7.66.66.87.44.7-2.4-5.614.5%
20210.7-4.73.611.74.32.4-5.33.63.8-8.07.3-2.815.8%
2020-6.5-10.06.339.49.9-1.212.5-0.98.6-2.6-1.210.073.3%
2019-0.47.2-5.27.5-1.1-1.0-5.3-9.3-9.99.7-0.02.5-7.4%
2018-2.7-0.4-7.511.4-13.617.54.03.7-1.2-3.8-14.0-3.9-14.2%
20171.21.51.6-6.0-7.47.61.22.12.57.1-4.31.37.4%
2016———4.9-12.06.05.38.61.6-0.8-1.50.411.5%

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 23.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 21.7% of variance. Idiosyncratic stock-specific factors contribute 39.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110489.304927877607
2016-05-019232.347218074477
2016-06-019786.111287204638
2016-07-0110301.788236120798
2016-08-0111191.522204205521
2016-09-0111369.380908627318
2016-10-0111273.335680681252
2016-11-0111105.7510787744
2016-12-0111148.868957647683
2017-01-0111277.255140679208
2017-02-0111440.92155555335
2017-03-0111622.226176900926
2017-04-0110926.40427797793
2017-05-0110120.81522222027
2017-06-0110890.142589929266
2017-07-0111017.386923133521
2017-08-0111249.499406416306
2017-09-0111528.815987017791
2017-10-0112345.138049262228
2017-11-0111819.940593257816
2017-12-0111969.435086028265
2018-01-0111647.82296210357
2018-02-0111598.647041616035
2018-03-0110729.215596268377
2018-04-0111947.795949781013
2018-05-0110323.021932936626
2018-06-0112129.748510439715
2018-07-0112615.60497546105
2018-08-0113087.974373682004
2018-09-0112927.867169640695
2018-10-0112437.676257950623
2018-11-0110690.371061731941
2018-12-0110268.370352435704
2019-01-0110224.885859571055
2019-02-0110961.165139999444
2019-03-0110388.941165328399
2019-04-0111167.719027037017
2019-05-0111046.157210698917
2019-06-0110939.421620601872
2019-07-0110359.762892401086
2019-08-019392.574717331701
2019-09-018459.181860143382
2019-10-019281.243086207498
2019-11-019278.26116511454
2019-12-019506.888269548863
2020-01-018884.6259404349
2020-02-017993.977346819636
2020-03-018494.52446728314
2020-04-0111844.321696648816
2020-05-0113020.517399270897
2020-06-0112861.8168218284
2020-07-0114466.90761352877
2020-08-0114334.32191814477
2020-09-0115562.747384883844
2020-10-0115156.954069122521
2020-11-0114978.164827104587
2020-12-0116471.762957576906
2021-01-0116591.29184841428
2021-02-0115810.844492783179
2021-03-0116374.331470475989
2021-04-0118287.785363802013
2021-05-0119071.248374105136
2021-06-0119524.247060150406
2021-07-0118482.64579207335
2021-08-0119145.151644531074
2021-09-0119867.285735125974
2021-10-0118281.619120141695
2021-11-0119619.841658398756
2021-12-0119070.413308902585
2022-01-0119088.59379857158
2022-02-0118685.612463042635
2022-03-0120564.171832996126
2022-04-0119819.818134000976
2022-05-0120057.162504452197
2022-06-0118527.045546951158
2022-07-0119743.05960252424
2022-08-0121078.148100341234
2022-09-0122630.923839253002
2022-10-0123695.53777307969
2022-11-0123132.276110235733
2022-12-0121839.312578398745
2023-01-0120662.04758496852
2023-02-0118397.838301334807
2023-03-0118278.08027675283
2023-04-0118431.327471073775
2023-05-0119344.724590149744
2023-06-0120601.152746409793
2023-07-0124043.230409001186
2023-08-0125733.41765455135
2023-09-0124271.383970363335
2023-10-0124554.78676941024
2023-11-0124806.4749122736
2023-12-0125502.19370101152
2024-01-0127644.599304910054
2024-02-0130291.39956673355
2024-03-0130631.07506752444
2024-04-0128647.252928265607
2024-05-0129613.072029210987
2024-06-0130300.608197336092
2024-07-0131599.967106578
2024-08-0134150.22568400878
2024-09-0134133.71532474489
2024-10-0132021.6393908403
2024-11-0131653.289074877597
2024-12-0131552.174899314814
2025-01-0130528.63700810395
2025-02-0129044.922179815505
2025-03-0129760.98295321318
2025-04-0131987.590116392304
2025-05-0130245.92415622135
2025-06-0131407.446388432105
2025-07-0132423.145359647053
2025-08-0133148.94431719035
2025-09-0131353.22061480657
2025-10-0131311.508089566854
2025-11-0131937.19596816263
2025-12-0131520.070715765443
2026-01-0127613.691708693616
2026-02-0128118.41224572201
2026-03-0125532.235680859467
2026-04-0125663.631153736776
Annual Return Matrix
YearAnnual Return
20170.07360084072184803
2018-0.14211737825272863
2019-0.07415802671221472
20200.7326134998700842
20210.15776394779469038
20220.1451934588226027
20230.16771961614926156
20240.23723375601461782
2025-0.0010174951061793225
2026-0.18580033067944368
Total Factor Risk
0.23934412202308486
VTI.US Exposure
0.12326645771360605
VEA.US Exposure
0.01112756984258198
VWO.US Exposure
0.004191400349170525
QQQ.US Exposure
0.04635104747762405
VTV.US Exposure
0.07551402369944572
IJR.US Exposure
0.0005167117770408331
QUAL.US Exposure
0.2173933147059251
SHV.US Exposure
0.000006522418426772695
TLT.US Exposure
0.013932169391685775
LQD.US Exposure
0.03185214942619439
HYG.US Exposure
0.032690447895542846
GLD.US Exposure
0.0010588734673617067
USO.US Exposure
-0.000019614652319637192
VNQ.US Exposure
-0.0015586851018497662
BTC-USD.CC Exposure
0.007982932049039118
CPER.US Exposure
0.0025629330509545464
VIX.INDX Exposure
0.000937049132380935
UUP.US Exposure
0.018116349177560075
TIP.US Exposure
0.021179959351238085
Idiosyncratic Exposure
0.39289838882839084
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
23.9%

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 →
-4.8%
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 →
-15.7%
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 →
26.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CIPLA.NSE a high-risk investment?

CIPLA.NSE (CIPLA.NSE) has an annualized volatility of 23.9% and experienced a maximum drawdown of 38.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CIPLA.NSE has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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