Cisco Systems Inc

10-Year Study

CIS.XETRA · Technology · DE · Common Stock

Executive Summary: Cisco Systems Inc has compounded at 18.1% annually over the last 10 years, with a maximum drawdown of 37.1% and an annualized volatility of 43.6%.

1Y CAGR
+93.3%
3Y CAGR
+36.1%
5Y CAGR
+21.7%
10Y CAGR
+18.1%

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 →
37.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +65.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.2%
% 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.
20260.90.3-0.316.932.26.4——————65.8%
20253.93.3-6.8-10.19.07.02.4-1.6-1.59.34.5-0.318.4%
20243.1-4.13.4-4.0-3.74.71.71.24.77.611.11.028.7%
20230.63.14.2-10.09.61.40.512.2-3.9-2.8-10.23.45.5%
2022-11.70.32.7-6.5-11.8-2.58.81.5-6.810.91.9-4.9-19.2%
20213.01.717.0-3.71.84.15.56.9-4.63.0-0.516.760.8%
2020-1.6-13.31.26.96.11.0-4.8-10.3-4.8-7.415.61.9-12.3%
20198.710.35.54.7-5.22.46.1-16.36.8-5.8-3.03.415.2%
20183.711.0-7.810.3-1.41.2-2.313.52.2-2.43.1-9.021.1%
2017-0.713.0-1.9-0.8-9.2-2.6-2.01.64.93.58.02.715.7%
2016—————-1.58.32.40.6-0.31.02.413.2%

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 43.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.1% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019849.703597710548
2016-07-0110666.54742436631
2016-08-0110919.10261651676
2016-09-0110981.295993458707
2016-10-0110952.62673753066
2016-11-0111058.41169255928
2016-12-0111324.816026165165
2017-01-0111248.824611610793
2017-02-0112709.423548650857
2017-03-0112462.694194603435
2017-04-0112359.924366312345
2017-05-0111223.98814390842
2017-06-0110931.571954210955
2017-07-0110714.43172526574
2017-08-0110891.046606704822
2017-09-0111422.986508585444
2017-10-0111817.968111201963
2017-11-0112761.447260834013
2017-12-0113107.67579721995
2018-01-0113591.731398201144
2018-02-0115093.264513491413
2018-03-0113914.04333605887
2018-04-0115343.264513491415
2018-05-0115121.065004088305
2018-06-0115295.942354865085
2018-07-0114946.800899427637
2018-08-0116961.825429272278
2018-09-0117326.65576451349
2018-10-0116908.524121013896
2018-11-0117430.243254292724
2018-12-0115869.225265739984
2019-01-0117257.358953393294
2019-02-0119031.8376941946
2019-03-0120074.713818479147
2019-04-0121012.213818479147
2019-05-0119925.030662305806
2019-06-0120407.297628781685
2019-07-0121650.807440719545
2019-08-0118124.591169255928
2019-09-0119348.221586263284
2019-10-0118222.60834014718
2019-11-0117680.39656582175
2019-12-0118274.018806214226
2020-01-0117984.822158626328
2020-02-0115585.139002452983
2020-03-0115772.894521668028
2020-04-0116866.21013900245
2020-05-0117893.70400654129
2020-06-0118070.012264922323
2020-07-0117207.634914145543
2020-08-0115435.558053965657
2020-09-0114694.245707277185
2020-10-0113611.968520032704
2020-11-0115736.76410466067
2020-12-0116028.92477514309
2021-01-0116504.90596892886
2021-02-0116783.98405560098
2021-03-0119643.80621422731
2021-04-0118908.064186426815
2021-05-0119254.343826655764
2021-06-0120048.08871627146
2021-07-0121146.054783319705
2021-08-0122597.45502861815
2021-09-0121553.607931316434
2021-10-0122192.45707277187
2021-11-0122087.591986917414
2021-12-0125780.253475061327
2022-01-0122770.33932951758
2022-02-0122827.67784137367
2022-03-0123432.84955028618
2022-04-0121910.312755519215
2022-05-0119326.349141455434
2022-06-0118834.985690923957
2022-07-0120495.40065412919
2022-08-0120807.031888798036
2022-09-0119390.73998364677
2022-10-0121498.160261651672
2022-11-0121901.267375306623
2022-12-0120827.882256745703
2023-01-0120949.816026165165
2023-02-0121598.98814390842
2023-03-0122495.962796402287
2023-04-0120244.42968111202
2023-05-0122179.27228127555
2023-06-0122488.29721995094
2023-07-0122591.37367130008
2023-08-0125339.27841373671
2023-09-0124348.3237939493
2023-10-0123674.213000817657
2023-11-0121260.271872444806
2023-12-0121973.374897792313
2024-01-0122653.158217497956
2024-02-0121733.5445625511
2024-03-0122480.887162714636
2024-04-0121572.51635322976
2024-05-0120773.15004088307
2024-06-0121741.159035159442
2024-07-0122105.17170891251
2024-08-0122361.355273916597
2024-09-0123408.37080948487
2024-10-0125179.73221586263
2024-11-0127983.544562551102
2024-12-0128276.318479149628
2025-01-0129366.261242845463
2025-02-0130349.652493867536
2025-03-0128278.107113654944
2025-04-0125408.217497955844
2025-05-0127703.444399018805
2025-06-0129632.00122649223
2025-07-0130341.73139820114
2025-08-0129851.645543744886
2025-09-0129412.05028618152
2025-10-0132144.62387571545
2025-11-0133577.98446443172
2025-12-0133491.92559280458
2026-01-0133794.97138184791
2026-02-0133886.95829926411
2026-03-0133776.62510220768
2026-04-0139482.82910874898
2026-05-0152187.24448078495
2026-06-0155529.435813573175
Annual Return Matrix
YearAnnual Return
20170.15742946878215203
20180.21068185628345626
20190.15153818161910815
2020-0.12285715883731463
20210.6083582546372754
2022-0.1920993997637115
20230.05499803709883211
20240.28684458398744095
20250.18445142062962794
20260.6579947205395424
Total Factor Risk
0.436113866943141
VTI.US Exposure
-0.04188935893032696
VEA.US Exposure
0.008169619808092454
VWO.US Exposure
-0.0017549584340284224
QQQ.US Exposure
0.10910454855221022
VTV.US Exposure
0.08069716262068767
IJR.US Exposure
0.0065337093622615545
QUAL.US Exposure
0.005518472740333898
SHV.US Exposure
0.6213172250083694
TLT.US Exposure
0.0021568815328775644
LQD.US Exposure
-0.00012974399913424564
HYG.US Exposure
0.015865975056230597
GLD.US Exposure
0.001218984549432605
USO.US Exposure
-0.0010147902240036748
VNQ.US Exposure
-0.007956723176599848
BTC-USD.CC Exposure
-0.002015364478832065
CPER.US Exposure
-0.000021025762163185235
VIX.INDX Exposure
-0.006494562965875904
UUP.US Exposure
0.09584582849083971
TIP.US Exposure
0.014873593094460635
Idiosyncratic Exposure
0.09997452715516805
Value Score
17.1
Growth Score
56
Profit Score
62.5
Health Score
31.6
Yield Score
19.3
Moat Score
100

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.6%

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 →39.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated25.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.61%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Medium
Market Cap$402.5B
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
4.0/ 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
1.58
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$363
Avg Yield on Cost
3.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$362.63.63%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+29.2%
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 →
+58.5%
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 →
1.8% 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 →
0.91
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
71
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+21.7%
50.0% retracement+31.4%
61.8% retracement+42.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Cisco Systems Inc a high-risk investment?

Cisco Systems Inc (CIS.XETRA) has an annualized volatility of 43.6% and experienced a maximum drawdown of 37.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CIS.XETRA has generated a Compound Annual Growth Rate (CAGR) of 18.1%. 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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