GAIL.NSE

10-Year Study

GAIL.NSE · Unknown · Unknown · Common Stock

Executive Summary: GAIL.NSE has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 56.2% and an annualized volatility of 27.1%.

1Y CAGR
-14.3%
3Y CAGR
+19.5%
5Y CAGR
+13.2%
10Y CAGR
+13.0%

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 →
56.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +75.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -31.0%
% 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.
2026-2.84.5-18.815.4————————-4.8%
2025-7.3-8.617.33.30.40.5-6.9-2.01.93.7-3.6-2.2-5.9%
20246.58.9-0.715.5-2.37.59.8-1.41.1-16.8-0.3-4.321.5%
2023-0.97.96.32.0-2.30.213.4-3.48.2-3.910.422.975.1%
202211.70.411.12.2-7.5-8.28.4-6.5-4.14.93.81.416.1%
20213.613.2-2.71.316.6-6.4-6.74.78.7-6.3-12.82.612.2%
2020-0.5-8.5-26.725.0-3.510.6-5.4-1.0-9.3-2.421.120.17.4%
2019-7.85.04.8-0.71.4-13.6-17.41.53.62.1-8.2-4.0-31.0%
2018-2.7-4.4-4.2-1.17.9-3.010.3-0.41.8-1.3-8.35.0-1.9%
20176.612.4-2.812.5-2.3-12.74.21.110.811.00.76.755.5%
2016———1.12.84.0-0.90.6-1.715.7-2.03.424.2%

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 27.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.8% of variance. Idiosyncratic stock-specific factors contribute 49.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110110.826604944707
2016-05-0110394.219623774712
2016-06-0110806.676219246603
2016-07-0110711.277036475783
2016-08-0110771.602030573053
2016-09-0110592.317965370754
2016-10-0112253.328161575702
2016-11-0112008.776035395973
2016-12-0112417.313652319
2017-01-0113235.80202766143
2017-02-0114874.836158417094
2017-03-0114463.319983929176
2017-04-0116266.680968205235
2017-05-0115884.906862345626
2017-06-0113868.598255669674
2017-07-0114455.647688179159
2017-08-0114618.718694816154
2017-09-0116193.4302056192
2017-10-0117976.811427353234
2017-11-0118100.471766704646
2017-12-0119308.06769090002
2018-01-0118793.814707280584
2018-02-0117965.253619993284
2018-03-0117202.13211174544
2018-04-0117021.502675598098
2018-05-0118372.330405031957
2018-06-0117814.722675373872
2018-07-0119642.004154251128
2018-08-0119564.21862143989
2018-09-0119921.652222614714
2018-10-0119671.973798064173
2018-11-0118031.986696222437
2018-12-0118938.711492730898
2019-01-0117459.04274179905
2019-02-0118325.560357875365
2019-03-0119198.972163371538
2019-04-0119073.049458948364
2019-05-0119343.648067024908
2019-06-0116715.375565152015
2019-07-0113808.471553185575
2019-08-0114012.178117073043
2019-09-0114519.551134721665
2019-10-0114827.211030970808
2019-11-0113607.355330371398
2019-12-0113067.59384589847
2020-01-0113002.825278984586
2020-02-0111891.194128827969
2020-03-018719.06964587126
2020-04-0110900.26149392734
2020-05-0110518.694883089105
2020-06-0111634.919370614054
2020-07-0111008.465964206775
2020-08-0110894.56542092122
2020-09-019886.5487503696
2020-10-019653.054100812795
2020-11-0111691.870060593565
2020-12-0114038.216232235121
2021-01-0114545.221950228972
2021-02-0116460.59175906749
2021-03-0116018.409828436757
2021-04-0116219.380470066584
2021-05-0118908.815476183503
2021-06-0117691.18281700261
2021-07-0116497.19120348284
2021-08-0117277.422684259345
2021-09-0118778.778011618717
2021-10-0117596.605247582556
2021-11-0115344.573093216972
2021-12-0115750.0133449419
2022-01-0117590.768613432927
2022-02-0117657.81293219414
2022-03-0119622.851025100706
2022-04-0120064.099228135252
2022-05-0118557.558198588464
2022-06-0117044.713671093952
2022-07-0118481.916223215783
2022-08-0117276.020419518118
2022-09-0116574.698960700945
2022-10-0117383.917830632858
2022-11-0118040.813601365586
2022-12-0118288.338428395895
2023-01-0118116.974314291707
2023-02-0119545.008598493285
2023-03-0120777.955728929173
2023-04-0121202.803458540402
2023-05-0120708.7962996275
2023-06-0120758.196848184092
2023-07-0123534.51704780769
2023-08-0122724.346043463178
2023-09-0124581.81470125653
2023-10-0123613.5592641758
2023-11-0126063.836177995254
2023-12-0132031.44821317503
2024-01-0134106.27794593985
2024-02-0137137.92076936476
2024-03-0136893.39123336881
2024-04-0142609.26997394767
2024-05-0141631.148483269964
2024-06-0144738.71105766069
2024-07-0149103.56628721294
2024-08-0148435.18131634507
2024-09-0148964.996426567595
2024-10-0140752.882298281795
2024-11-0140644.88448635026
2024-12-0138916.86929503734
2025-01-0136092.55415829226
2025-02-0132999.2451531924
2025-03-0138709.186858804824
2025-04-0139988.6413209267
2025-05-0140138.79074244229
2025-06-0140358.72877171147
2025-07-0137575.66163719931
2025-08-0136811.83230319306
2025-09-0137496.71982164799
2025-10-0138872.88369719984
2025-11-0137454.179995572325
2025-12-0136618.27291518959
2026-01-0135582.42764824306
2026-02-0137182.833401410666
2026-03-0130203.78855788785
2026-04-0134855.75330983843
Annual Return Matrix
YearAnnual Return
20170.5549311414304283
2018-0.01912963037431259
2019-0.31000618226249954
20200.07427705496381831
20210.12193836342085107
20220.16116336080878146
20230.7514684747653464
20240.2149581572471715
2025-0.05906426753965188
2026-0.04813224286774198
Total Factor Risk
0.270834395477618
VTI.US Exposure
-0.03668326209967685
VEA.US Exposure
0.11656012085853439
VWO.US Exposure
-0.00454718173612185
QQQ.US Exposure
0.012293573850815089
VTV.US Exposure
0.03560484770966307
IJR.US Exposure
-0.02130523413239287
QUAL.US Exposure
0.001522642389086796
SHV.US Exposure
0.24775456532806486
TLT.US Exposure
-0.0033717044251307597
LQD.US Exposure
0.01787326640151049
HYG.US Exposure
-0.007281425786305692
GLD.US Exposure
0.009851368002940808
USO.US Exposure
0.0007777864357454905
VNQ.US Exposure
0.02162897987098897
BTC-USD.CC Exposure
0.0004860196703281901
CPER.US Exposure
0.010491083827956809
VIX.INDX Exposure
0.05381683701805008
UUP.US Exposure
-0.001348213770726572
TIP.US Exposure
0.050640488140682755
Idiosyncratic Exposure
0.49523544244598683
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
27.1%

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 →
+2.5%
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 →
-5.0%
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 →
17.6% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GAIL.NSE a high-risk investment?

GAIL.NSE (GAIL.NSE) has an annualized volatility of 27.1% and experienced a maximum drawdown of 56.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GAIL.NSE has generated a Compound Annual Growth Rate (CAGR) of 13.0%. 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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