DRREDDY.NSE

10-Year Study

DRREDDY.NSE · Unknown · Unknown · Common Stock

Executive Summary: DRREDDY.NSE has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 42.0% and an annualized volatility of 37.5%.

1Y CAGR
-1.9%
3Y CAGR
+11.8%
5Y CAGR
+3.5%
10Y CAGR
+7.5%

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 →
42.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +82.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -20.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.25.6-2.4-2.7————————-3.9%
2025-12.3-8.32.53.55.72.6-0.4-0.8-2.9-2.15.11.0-7.9%
20245.65.0-4.10.8-6.610.56.14.2-4.0-5.6-5.615.520.5%
20232.0-0.27.16.6-8.714.610.2-0.6-0.4-3.97.80.237.9%
2022-12.3-5.65.7-3.85.80.6-6.33.82.12.31.2-5.6-13.1%
2021-11.6-3.82.014.32.82.1-12.7-0.23.8-4.50.44.9-5.3%
20208.3-6.06.626.13.4-3.115.3-5.721.6-5.8-1.27.882.2%
20194.0-3.33.38.0-8.7-4.81.7-0.75.73.04.7-1.310.7%
2018-7.80.5-7.01.4-8.215.4-4.017.11.60.57.1-3.99.3%
2017-1.4-5.6-7.6-1.3-2.96.6-10.7-15.215.24.3-5.95.7-20.5%
2016———1.83.16.2-12.75.30.68.2-5.0-4.31.4%

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 37.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.6% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110176.26656444076
2016-05-0110487.282068762692
2016-06-0111141.605638482677
2016-07-019725.235263850902
2016-08-0110237.113917544342
2016-09-0110295.262248693904
2016-10-0111143.592806837665
2016-11-0110591.789059068256
2016-12-0110139.544811560418
2017-01-0110001.718341467138
2017-02-019442.294964388502
2017-03-018721.353403590343
2017-04-018611.356430581101
2017-05-018361.877013849424
2017-06-018912.687177441338
2017-07-017954.743531084184
2017-08-016745.4419057030545
2017-09-017772.997737015258
2017-10-018104.778505462294
2017-11-017623.796125989485
2017-12-018058.215537871526
2018-01-017427.864874702475
2018-02-017467.585122689904
2018-03-016944.544776612921
2018-04-017042.342923105295
2018-05-016464.06295280529
2018-06-017460.241847421386
2018-07-017164.020424391631
2018-08-018390.23394928742
2018-09-018520.364443235321
2018-10-018560.092218375608
2018-11-019165.286061379631
2018-12-018809.409263667025
2019-01-019160.574063689392
2019-02-018860.417552675284
2019-03-019148.452121662447
2019-04-019877.547201969104
2019-05-019017.649560494921
2019-06-018587.027597230654
2019-07-018734.796360944185
2019-08-018676.782443238546
2019-09-019167.873251348301
2019-10-019442.508950591231
2019-11-019885.762551661808
2019-12-019752.431942440939
2020-01-0110566.506427919716
2020-02-019930.71685915568
2020-03-0110587.710417525794
2020-04-0113354.611160724608
2020-05-0113812.45238403749
2020-06-0113383.957379109892
2020-07-0115437.301236119796
2020-08-0114561.982609050972
2020-09-0117713.94560986874
2020-10-0116692.484084104104
2020-11-0116488.635880969905
2020-12-0117773.016554897407
2021-01-0115716.097300279098
2021-02-0115114.626172018025
2021-03-0115420.057604225527
2021-04-0117629.60493738215
2021-05-0118128.298169880312
2021-06-0118517.215405071045
2021-07-0116160.477823663541
2021-08-0116135.951133723634
2021-09-0116741.903068551394
2021-10-0115982.105807037135
2021-11-0116039.219692322251
2021-12-0116832.115995576183
2022-01-0114759.573597543567
2022-02-0113938.378425459412
2022-03-0114734.361936693418
2022-04-0114173.521304262036
2022-05-0114988.884008187391
2022-06-0115071.724626639778
2022-07-0114127.00672551108
2022-08-0114661.301240421026
2022-09-0114974.382410549197
2022-10-0115312.849441350845
2022-11-0115497.450714622517
2022-12-0114635.398156815327
2023-01-0114934.492801622424
2023-02-0114908.416593500948
2023-03-0115965.778337176662
2023-04-0117026.42191949925
2023-05-0115545.458895562368
2023-06-0117819.919319674416
2023-07-0119632.991080861513
2023-08-0119519.520326807473
2023-09-0119446.947820163416
2023-10-0118683.096649180374
2023-11-0120147.099922416557
2023-12-0120181.036628738777
2024-01-0121306.188986377467
2024-02-0122361.203333668473
2024-03-0121434.10542207703
2024-04-0121595.614465682367
2024-05-0120159.97780565214
2024-06-0122284.976931964753
2024-07-0123635.941724782562
2024-08-0124619.2997274633
2024-09-0123639.791325816575
2024-10-0122307.173430440773
2024-11-0121048.43561569153
2024-12-0124308.202499767467
2025-01-0121311.911773166023
2025-02-0119546.35140083003
2025-03-0120031.28929913067
2025-04-0120726.310033748527
2025-05-0121904.518065973345
2025-06-0122466.488846641252
2025-07-0122379.94164305919
2025-08-0122200.238395684148
2025-09-0121558.948628794693
2025-10-0121099.123463049473
2025-11-0122177.336495454405
2025-12-0122399.320835750535
2026-01-0121460.289160953645
2026-02-0122661.82706581366
2026-03-0122108.626493534983
2026-04-0121518.428889642797
Annual Return Matrix
YearAnnual Return
2017-0.20526851178919803
20180.09322085296243099
20190.10704720947217838
20200.8224189268681015
2021-0.0529398347441451
2022-0.13050752735652482
20230.3789195491986661
20240.20450712948765992
2025-0.0785282936504742
2026-0.039326725688119235
Total Factor Risk
0.37524022889647884
VTI.US Exposure
0.1153479129743172
VEA.US Exposure
-0.0011696008554886248
VWO.US Exposure
0.00908824538861595
QQQ.US Exposure
-0.00002382235509774903
VTV.US Exposure
0.004914510976649283
IJR.US Exposure
-0.0015755692247552246
QUAL.US Exposure
0.008096775016981242
SHV.US Exposure
0.6156778552257344
TLT.US Exposure
-0.000010602134510286933
LQD.US Exposure
0.00184197960047681
HYG.US Exposure
0.004178897036041742
GLD.US Exposure
0.000348411561719164
USO.US Exposure
0.007023384758286461
VNQ.US Exposure
0.0013661182829612718
BTC-USD.CC Exposure
0.00388110709140724
CPER.US Exposure
0.00010227045529342077
VIX.INDX Exposure
-0.0006041143114977378
UUP.US Exposure
0.023476281648255055
TIP.US Exposure
0.02801686336385071
Idiosyncratic Exposure
0.1800230955007597
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
37.5%

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 →
-3.5%
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 →
-2.9%
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 →
9.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DRREDDY.NSE a high-risk investment?

DRREDDY.NSE (DRREDDY.NSE) has an annualized volatility of 37.5% and experienced a maximum drawdown of 42.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DRREDDY.NSE has generated a Compound Annual Growth Rate (CAGR) of 7.5%. It has had a positive return in 50% 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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