Cisco Systems Inc

10-Year Study

CSCO.US · Technology · US · Common Stock

Executive Summary: Cisco Systems Inc has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 35.5% and an annualized volatility of 27.9%.

1Y CAGR
+40.3%
3Y CAGR
+23.2%
5Y CAGR
+13.1%
10Y CAGR
+14.8%

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 →
35.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.5%
% 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.
20262.21.5-2.99.5————————10.3%
20253.15.8-3.7-5.89.210.1-1.31.5-1.07.55.20.133.5%
20240.1-3.63.2-5.1-1.02.22.94.35.33.78.1-0.021.0%
20233.0-0.58.0-8.95.14.21.310.2-6.3-2.3-7.24.49.3%
2022-11.60.2-0.0-11.6-8.0-5.37.4-1.4-10.614.69.4-4.2-22.5%
20210.40.715.2-0.83.90.25.26.6-7.83.5-2.015.645.8%
2020-3.4-13.1-1.68.812.8-2.51.8-10.4-6.7-8.019.84.0-3.5%
201910.09.54.34.3-7.05.21.9-15.55.6-3.1-4.65.813.8%
20189.37.8-4.24.1-3.60.7-1.013.01.8-5.34.6-9.516.6%
20172.511.3-1.11.7-7.5-0.71.42.44.42.49.22.731.3%
2016———-2.65.7-1.27.43.00.9-2.5-2.81.39.0%

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 27.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019744.076462283949
2016-05-0110297.035369529553
2016-06-0110169.455148994623
2016-07-0110920.246861765045
2016-08-0111245.70758136518
2016-09-0111345.864016177651
2016-10-0111064.567514975774
2016-11-0110754.416421839827
2016-12-0110898.689381510168
2017-01-0111174.119577244459
2017-02-0112432.656720973711
2017-03-0112294.440840932504
2017-04-0112500.62001602503
2017-05-0111568.688236865199
2017-06-0111484.270670380405
2017-07-0111647.144110801635
2017-08-0111928.583692624672
2017-09-0112454.45266893052
2017-10-0112756.305086039149
2017-11-0113932.952420924112
2017-12-0114306.488229234234
2018-01-0115632.511732610936
2018-02-0116851.79709260178
2018-03-0116140.543324812088
2018-04-0116801.38502041284
2018-05-0116202.02029837079
2018-06-0116323.400358655424
2018-07-0116167.728642832617
2018-08-0118262.76279140753
2018-09-0118599.193025296656
2018-10-0117608.741272082112
2018-11-0118424.730054561413
2018-12-0116677.334121866537
2019-01-0118342.411003853642
2019-02-0120080.077454309587
2019-03-0120941.18432599489
2019-04-0121837.50259857603
2019-05-0120307.510109912746
2019-06-0121361.333147027337
2019-07-0121759.29722925495
2019-08-0118385.42644659818
2019-09-0119406.622825854563
2019-10-0118801.70060994356
2019-11-0117931.074810308262
2019-12-0118979.78361471001
2020-01-0118327.05368384906
2020-02-0115919.102216795758
2020-03-0115671.906596970508
2020-04-0117056.02083253844
2020-05-0119245.392803998628
2020-06-0118770.460528825977
2020-07-0119104.935327559237
2020-08-0117125.462627341753
2020-09-0115977.574497310088
2020-10-0114696.2398412759
2020-11-0117610.935174939907
2020-12-0118319.136556144837
2021-01-0118397.544736540884
2021-02-0118517.207829371593
2021-03-0121339.997710710064
2021-04-0121159.239192643752
2021-05-0121986.292876492807
2021-06-0122027.88164371018
2021-07-0123173.33740318212
2021-08-0124700.913808233814
2021-09-0122779.913388530662
2021-10-0123582.691060322795
2021-11-0123106.566446640467
2021-12-0126700.656263115725
2022-01-0123594.51905833874
2022-02-0123636.918615742685
2022-03-0123632.673890648253
2022-04-0120901.264832691064
2022-05-0119224.21687206685
2022-06-0118195.80106070434
2022-07-0119535.03567476821
2022-08-0119255.16997977794
2022-09-0117222.852836811784
2022-10-0119742.550268991567
2022-11-0121606.843069174713
2022-12-0120702.955091762375
2023-01-0121319.537181884087
2023-02-0121210.032813155787
2023-03-0122900.864206951814
2023-04-0120852.99896981953
2023-05-0121921.048113243545
2023-06-0122834.570185814035
2023-07-0123141.144263420963
2023-08-0125502.4037544355
2023-09-0123906.00557060552
2023-10-0123348.611164103935
2023-11-0121668.987752298828
2023-12-0122627.48483345416
2024-01-0122650.091571597546
2024-02-0121833.101224770122
2024-03-0122528.234575909042
2024-04-0121378.915639665767
2024-05-0121160.47922469381
2024-06-0121620.10187340227
2024-07-0122236.779350604756
2024-08-0123195.991834865887
2024-09-0124426.008241443782
2024-10-0125329.514670533023
2024-11-0127382.912358350186
2024-12-0127378.28608493266
2025-01-0128216.697381104852
2025-02-0129851.034044277905
2025-03-0128733.538718920212
2025-04-0127059.829195505736
2025-05-0129548.78853097785
2025-06-0132520.541622981746
2025-07-0132103.092150375425
2025-08-0132579.35438949735
2025-09-0132263.41452200677
2025-10-0134683.15432784786
2025-11-0136500.09875450555
2025-12-0136542.79195437733
2026-01-0137353.580685463116
2026-02-0137897.287191422794
2026-03-0136805.96360028998
2026-04-0140301.04162692205
Annual Return Matrix
YearAnnual Return
20170.31267969279915975
20180.16571822900519062
20190.13805860553124072
2020-0.03480793416702321
20210.45752809807837
2022-0.2246274815214402
20230.09295918061753183
20240.20995710687449276
20250.3347362884957308
20260.10284517059443066
Total Factor Risk
0.2790880121746143
VTI.US Exposure
-0.09674901593197646
VEA.US Exposure
-0.030253326658164725
VWO.US Exposure
0.009514289896041353
QQQ.US Exposure
0.3870356872798063
VTV.US Exposure
0.40409261250626166
IJR.US Exposure
-0.014436458196872835
QUAL.US Exposure
-0.06779506045637095
SHV.US Exposure
0.17843575083318564
TLT.US Exposure
-0.0016162007482588114
LQD.US Exposure
-0.004689800460244761
HYG.US Exposure
0.041356805614627706
GLD.US Exposure
0.0030574989358842066
USO.US Exposure
0.0005439700212783844
VNQ.US Exposure
-0.01171934096309713
BTC-USD.CC Exposure
0.0007835262457440475
CPER.US Exposure
-0.002417285597334524
VIX.INDX Exposure
0.006367637894860598
UUP.US Exposure
0.0005471017529023267
TIP.US Exposure
0.00398713973652065
Idiosyncratic Exposure
0.19395446829520732
Value Score
38.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.9%

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 →28.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.08%
Market Cap$317.8B
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
$3,801
Avg Yield on Cost
6.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$682.026.82%Solid
2021$701.17.01%Solid
2022$720.177.20%Solid
2023$739.257.39%Solid
2024$758.337.58%Solid
2026$200.312.00%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 →
+5.7%
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 →
+14.9%
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 →
2.6% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cisco Systems Inc a high-risk investment?

Cisco Systems Inc (CSCO.US) has an annualized volatility of 27.9% and experienced a maximum drawdown of 35.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CSCO.US has generated a Compound Annual Growth Rate (CAGR) of 14.8%. 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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