GRASIM.NSE

10-Year Study

GRASIM.NSE · Unknown · Unknown · Common Stock

Executive Summary: GRASIM.NSE has compounded at 15.8% annually over the last 10 years, with a maximum drawdown of 60.6% and an annualized volatility of 20.8%.

1Y CAGR
+7.8%
3Y CAGR
+17.7%
5Y CAGR
+14.0%
10Y CAGR
+15.8%

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 →
60.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +75.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.4-0.7-8.66.2————————-3.9%
20252.7-8.113.24.8-7.011.7-3.41.4-0.74.9-5.33.316.2%
20242.30.84.45.4-4.015.34.0-2.43.6-3.6-3.3-6.315.3%
2023-7.7-0.73.45.4-0.10.96.6-2.68.5-2.96.36.424.5%
20226.5-7.54.11.7-15.6-7.519.17.4-0.22.82.2-2.16.9%
202113.813.720.8-3.45.01.93.5-2.711.33.1-3.4-2.475.9%
20204.7-11.8-30.76.016.75.22.27.210.34.612.55.925.5%
2019-12.77.86.88.6-1.73.2-13.8-9.02.75.32.4-5.5-9.1%
2018-0.5-0.6-8.84.1-4.9-3.21.84.7-4.3-18.43.9-4.7-28.8%
20175.58.75.910.10.07.511.211.7-4.78.2-4.7-0.475.2%
2016———6.36.67.14.9-4.64.2-0.2-9.8-0.912.9%

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 20.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 15.5% of variance. Idiosyncratic stock-specific factors contribute 44.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110631.089085739079
2016-05-0111333.977329953404
2016-06-0112137.01373116141
2016-07-0112732.33507319923
2016-08-0112147.678245458594
2016-09-0112659.798289450258
2016-10-0112633.492196970572
2016-11-0111390.166507192882
2016-12-0111291.355227910955
2017-01-0111916.943176268906
2017-02-0112959.374389171095
2017-03-0113728.927832791573
2017-04-0115116.869479114528
2017-05-0115116.869479114528
2017-06-0116256.148602401672
2017-07-0118083.32376345349
2017-08-0120194.52605778406
2017-09-0119246.95541627234
2017-10-0120828.023048774136
2017-11-0119857.142576972885
2017-12-0119786.707534956575
2018-01-0119689.957684061475
2018-02-0119565.206401062005
2018-03-0117837.31756304299
2018-04-0118563.781487719356
2018-05-0117648.913686075837
2018-06-0117089.63901251043
2018-07-0117401.101011952145
2018-08-0118224.278832377324
2018-09-0117438.971586935946
2018-10-0114230.302735794394
2018-11-0114788.555411565485
2018-12-0114094.582954079178
2019-01-0112308.859718490816
2019-02-0113265.738384689994
2019-03-0114172.259144646681
2019-04-0115385.219079064496
2019-05-0115127.431575722301
2019-06-0115605.446529140774
2019-07-0113458.652998190695
2019-08-0112253.518211063682
2019-09-0112583.575558432452
2019-10-0113249.724180446023
2019-11-0113565.133619129532
2019-12-0112817.115129032123
2020-01-0113424.664489455445
2020-02-0111844.177587043596
2020-03-018205.780999165187
2020-04-018702.160860709546
2020-05-0110155.106142860473
2020-06-0110680.786724749845
2020-07-0110910.88113860578
2020-08-0111700.787374121577
2020-09-0112903.20046563004
2020-10-0113495.30654595035
2020-11-0115184.060931116259
2020-12-0116087.38930990307
2021-01-0118303.22870676312
2021-02-0120819.89282751488
2021-03-0125150.147601323235
2021-04-0124304.031487120104
2021-05-0125508.18458979863
2021-06-0125985.851976803046
2021-07-0126897.85099359323
2021-08-0126171.238890132183
2021-09-0129119.950944105876
2021-10-0130020.87359674146
2021-11-0128997.851625532163
2021-12-0128296.650004543422
2022-01-0130132.508878197255
2022-02-0127882.381346382947
2022-03-0129024.885537336584
2022-04-0129518.517009290157
2022-05-0124918.842697542477
2022-06-0123037.630220278657
2022-07-0127437.587858579038
2022-08-0129463.32477019759
2022-09-0129396.62470519504
2022-10-0130218.927617060697
2022-11-0130886.77375779873
2022-12-0130250.524563793257
2023-01-0127910.866538637292
2023-02-0127706.388532182358
2023-03-0128656.818152598436
2023-04-0130194.358267101412
2023-05-0130160.131146940836
2023-06-0130446.225156355857
2023-07-0132461.17116589029
2023-08-0131607.079546511904
2023-09-0134279.9023153153
2023-10-0133296.89515326807
2023-11-0135392.62039144913
2023-12-0137675.4191661849
2024-01-0138537.50590263651
2024-02-0138828.08885758733
2024-03-0140527.28113067386
2024-04-0142730.56455463232
2024-05-0141040.228143030006
2024-06-0147316.07907604427
2024-07-0149199.54910067463
2024-08-0148003.0489964047
2024-09-0149722.999373944636
2024-10-0147949.68720112284
2024-11-0146356.015655524425
2024-12-0143447.03948594165
2025-01-0144623.618260071635
2025-02-0141027.184051778895
2025-03-0146443.17093011169
2025-04-0148690.49396051602
2025-05-0145280.826035709775
2025-06-0150593.645614311106
2025-07-0148848.79248454637
2025-08-0149547.75181186698
2025-09-0149213.93115918738
2025-10-0151620.27181654768
2025-11-0148901.535415492224
2025-12-0150501.00336649124
2026-01-0150322.49151295115
2026-02-0149979.749625794095
2026-03-0145657.97590830871
2026-04-0148507.026834088356
Annual Return Matrix
YearAnnual Return
20170.7523766753919907
2018-0.2876741656398011
2019-0.090635375960332
20200.2551490056809609
20210.7589336255525674
20220.06904967757441649
20230.24544680495486282
20240.1531932609508162
20250.16235775703042044
2026-0.03948389931844287
Total Factor Risk
0.20821561609108136
VTI.US Exposure
0.09743434176322148
VEA.US Exposure
0.027826704162772775
VWO.US Exposure
0.017807176331726626
QQQ.US Exposure
0.1554464582836179
VTV.US Exposure
0.0604619038539247
IJR.US Exposure
-0.037806050605593985
QUAL.US Exposure
0.021667846682871618
SHV.US Exposure
0.09806956263920631
TLT.US Exposure
-0.004188589544344931
LQD.US Exposure
0.015527666193776515
HYG.US Exposure
0.002115430806089507
GLD.US Exposure
0.0018836992213034653
USO.US Exposure
0.004270703017906179
VNQ.US Exposure
0.06838350481004511
BTC-USD.CC Exposure
-0.0027289473832433167
CPER.US Exposure
0.02463402577675657
VIX.INDX Exposure
0.0013068015057819563
UUP.US Exposure
0.0008497184893608644
TIP.US Exposure
0.0011044616053292931
Idiosyncratic Exposure
0.4459335823894913
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
20.8%

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 →
-1.3%
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 →
-2.4%
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 →
8.2% 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 GRASIM.NSE a high-risk investment?

GRASIM.NSE (GRASIM.NSE) has an annualized volatility of 20.8% and experienced a maximum drawdown of 60.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, GRASIM.NSE has generated a Compound Annual Growth Rate (CAGR) of 15.8%. It has had a positive return in 70% 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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