Danaher Corporation

10-Year Study

DHR.US · Healthcare · US · Common Stock

Executive Summary: Danaher Corporation has compounded at 17.1% annually over the last 10 years, with a maximum drawdown of 34.0% and an annualized volatility of 49.7%.

1Y CAGR
+2.8%
3Y CAGR
-1.2%
5Y CAGR
-2.8%
10Y CAGR
+17.1%

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 →
34.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +49.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.0%
% 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.
2026-4.4-3.8-10.02.2————————-15.4%
2025-3.0-6.7-1.2-2.8-4.74.2-0.24.4-3.58.65.31.10.4%
20243.75.5-1.2-1.24.1-2.610.9-2.83.3-11.6-2.4-4.1-0.3%
2023-0.4-6.41.9-6.0-3.14.66.33.9-6.4-12.616.33.7-1.2%
2022-13.1-4.07.0-14.45.1-3.815.0-7.4-4.2-2.68.6-2.8-19.0%
20217.1-7.62.612.80.94.910.99.0-6.02.43.22.448.6%
20204.8-10.1-4.118.11.96.215.31.34.46.6-2.1-1.045.3%
20197.614.54.10.3-0.38.4-1.71.11.8-4.65.95.349.6%
20189.1-3.50.32.5-1.0-0.44.00.95.1-8.510.2-5.711.8%
20177.81.90.1-2.61.9-0.5-3.42.43.07.62.3-1.520.0%
2016———2.01.72.965.4-0.0-3.60.2-0.5-0.369.2%

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 49.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.7% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110199.246040689219
2016-05-0110368.96371570817
2016-06-0110664.605912843943
2016-07-0117643.33934315393
2016-08-0117636.83439529595
2016-09-0117009.977668053023
2016-10-0117044.679259972545
2016-11-0116962.21496035567
2016-12-0116917.448626277943
2017-01-0118238.875002561002
2017-02-0118593.112950480445
2017-03-0118619.132741912355
2017-04-0118140.199553361064
2017-05-0118490.672826732778
2017-06-0118401.39625888668
2017-07-0117769.03337499232
2017-08-0118189.88301337868
2017-09-0118735.171792087527
2017-10-0120152.63578438403
2017-11-0120609.13458583458
2017-12-0120303.145936200293
2018-01-0122153.67555164007
2018-02-0121388.089286811857
2018-03-0121451.807043782912
2018-04-0121979.86027167121
2018-05-0121751.98221639452
2018-06-0121655.842160257333
2018-07-0122511.70378413817
2018-08-0122722.397508656188
2018-09-0123881.07213833515
2018-10-0121845.94541990207
2018-11-0124074.479091970745
2018-12-0122699.83507140077
2019-01-0124416.85959556639
2019-02-0127960.954946833575
2019-03-0129099.73058247455
2019-04-0129192.3109974965
2019-05-0129097.5297329458
2019-06-0131540.357633527903
2019-07-0131006.294936225626
2019-08-0131357.184325706698
2019-09-0131911.27244469114
2019-10-0130450.819555128357
2019-11-0132253.73665919968
2019-12-0133948.468811264
2020-01-0135583.0635743408
2020-02-0131979.885881702146
2020-03-0130657.793644614725
2020-04-0136206.36050728349
2020-05-0136904.08019012887
2020-06-0139208.982974451435
2020-07-0145189.130078469134
2020-08-0145781.131553606916
2020-09-0147787.933577823766
2020-10-0150941.52717736483
2020-11-0149851.87158106087
2020-12-0149339.517302136905
2021-01-0152826.65594460039
2021-02-0148790.89921940627
2021-03-0150040.41262881846
2021-04-0156456.64733962999
2021-05-0156945.74771046324
2021-06-0159709.198098711306
2021-07-0166190.53350816447
2021-08-0172124.53133643387
2021-09-0167783.70792271919
2021-10-0169415.73275420516
2021-11-0171613.30389887112
2021-12-0173301.82445860395
2022-01-0163672.606486508645
2022-02-0161137.21342375382
2022-03-0165409.65805486693
2022-04-0155999.482677375076
2022-05-0158829.23743571883
2022-06-0156589.97316068758
2022-07-0165061.05431375362
2022-08-0160248.494130180916
2022-09-0157708.90102235244
2022-10-0156229.81929562172
2022-11-0161087.12020324121
2022-12-0159359.16019586552
2023-01-0159126.5442848655
2023-02-0155358.18189268374
2023-03-0156428.37386547563
2023-04-0153040.98629351144
2023-05-0151408.833411870764
2023-06-0153794.663893953984
2023-07-0157170.2708516872
2023-08-0159398.2667131062
2023-09-0155610.21020713394
2023-10-0148609.34971009446
2023-11-0156530.35300866644
2023-12-0158623.53766723351
2024-01-0160795.24268065316
2024-02-0164147.85183060502
2024-03-0163350.02253682723
2024-04-0162563.61531684731
2024-05-0165146.105226495114
2024-06-0163451.054108873366
2024-07-0170366.30027249073
2024-08-0168393.04738880125
2024-09-0170673.927964105
2024-10-0162447.85797701244
2024-11-0160930.258763752594
2024-12-0158420.83427236781
2025-01-0156687.67217743847
2025-02-0152875.23751678058
2025-03-0152252.39981370904
2025-04-0150807.16968347162
2025-05-0148403.56417676676
2025-06-0150431.02626186625
2025-07-0150334.01560848353
2025-08-0152544.8698371178
2025-09-0150704.25046582246
2025-10-0155082.62945180369
2025-11-0157998.13467814074
2025-12-0158626.48235185758
2026-01-0156057.79656150722
2026-02-0153944.96916552275
2026-03-0148556.61865639534
2026-04-0149627.11794955848
Annual Return Matrix
YearAnnual Return
20170.20013049158389817
20180.11804521046796035
20190.4955381263556069
20200.4533650273430361
20210.48566156433454255
2022-0.1902089663622537
2023-0.012392738141926318
2024-0.003457713453192013
20250.003520115418602421
2026-0.1535034005330178
Total Factor Risk
0.4968977133679321
VTI.US Exposure
0.184634189048844
VEA.US Exposure
-0.013997516258481163
VWO.US Exposure
0.005560408976789675
QQQ.US Exposure
-0.04285058879426994
VTV.US Exposure
-0.016186697574340488
IJR.US Exposure
0.0019323547426906877
QUAL.US Exposure
0.1535135211236689
SHV.US Exposure
0.5872987942330546
TLT.US Exposure
0.011930800002102306
LQD.US Exposure
0.02304144308353087
HYG.US Exposure
0.0023657371569445456
GLD.US Exposure
-0.0014211143730417874
USO.US Exposure
0.002452134245935145
VNQ.US Exposure
-0.006311818086300375
BTC-USD.CC Exposure
-0.0016110048921675524
CPER.US Exposure
0.02065114775077123
VIX.INDX Exposure
-0.010101509066938439
UUP.US Exposure
0.0021098648305590013
TIP.US Exposure
0.001840960491951269
Idiosyncratic Exposure
0.09514889335869747
Value Score
34.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.7%

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 →38.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.67%
Market Cap$135.3B
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
$1,213
Avg Yield on Cost
2.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$163.461.63%Solid
2021$190.711.91%Solid
2022$227.042.27%Solid
2023$253.212.53%Solid
2024$276.592.77%Solid
2026$102.441.02%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 →
-3.0%
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 →
-7.4%
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 →
19.9% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Danaher Corporation a high-risk investment?

Danaher Corporation (DHR.US) has an annualized volatility of 49.7% and experienced a maximum drawdown of 34.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DHR.US has generated a Compound Annual Growth Rate (CAGR) of 17.1%. 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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