HCLTECH.NSE

10-Year Study

HCLTECH.NSE · Unknown · Unknown · Common Stock

Executive Summary: HCLTECH.NSE has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 26.8% and an annualized volatility of 35.2%.

1Y CAGR
-10.1%
3Y CAGR
+12.1%
5Y CAGR
+13.3%
10Y CAGR
+17.9%

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 →
26.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +68.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.5%
% 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.
20265.2-18.1-3.48.1————————-10.0%
2025-9.1-8.71.1-0.44.45.6-14.4-0.9-4.812.25.4-0.1-12.1%
20248.35.6-7.2-11.5-1.810.213.46.72.4-1.04.63.835.5%
20239.0-4.00.7-0.37.63.7-5.25.05.34.35.19.347.4%
2022-16.02.53.3-5.7-3.6-6.5-1.5-1.0-0.712.87.7-7.3-17.5%
2021-3.0-0.58.0-6.95.14.14.815.48.2-9.9-0.415.844.5%
20204.5-9.6-18.324.61.21.227.0-1.517.24.2-2.415.168.9%
20194.25.02.89.3-7.5-2.6-2.86.6-1.87.8-3.00.818.7%
201811.0-4.73.08.7-13.31.74.28.74.0-2.8-3.8-5.09.2%
2017-2.04.34.1-6.96.9-1.54.9-2.91.1-2.2-0.75.09.6%
2016———-7.8-0.6-1.33.14.22.7-3.95.33.04.1%

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 35.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.7% of variance. Idiosyncratic stock-specific factors contribute 27.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019216.310090449839
2016-05-019161.91219621817
2016-06-019046.118478746177
2016-07-019324.76364803869
2016-08-019713.151180785537
2016-09-019979.511646433173
2016-10-019593.80459250095
2016-11-0110104.830460209529
2016-12-0110408.424853716082
2017-01-0110197.230818107852
2017-02-0110639.87183552661
2017-03-0111078.713694595936
2017-04-0110310.5814423429
2017-05-0111022.193177657191
2017-06-0110851.935295813091
2017-07-0111387.58299345983
2017-08-0111060.668434266054
2017-09-0111182.09808099477
2017-10-0110939.230874684747
2017-11-0110864.921276018695
2017-12-0111409.44719427062
2018-01-0112665.169423075895
2018-02-0112071.421605292275
2018-03-0112434.731329970504
2018-04-0113515.035507936887
2018-05-0111712.38383190569
2018-06-0111916.95085347039
2018-07-0112416.787947617706
2018-08-0113490.9893380246
2018-09-0114024.085140711291
2018-10-0113636.626379037114
2018-11-0113112.140749074146
2018-12-0112457.82400114578
2019-01-0112985.543020498048
2019-02-0113640.779637539918
2019-03-0114016.128767432756
2019-04-0115316.262870502012
2019-05-0114167.571864032661
2019-06-0113805.782396158153
2019-07-0113415.463138272946
2019-08-0114295.377291735203
2019-09-0114038.791177248491
2019-10-0115132.45126127903
2019-11-0114675.647226832009
2019-12-0114786.917759942648
2020-01-0115444.963439653719
2020-02-0113955.046490976281
2020-03-0111396.992364295073
2020-04-0114195.312346997578
2020-05-0114370.293212730909
2020-06-0114542.654924257185
2020-07-0118473.78679649548
2020-08-0118190.85879573901
2020-09-0121320.17834778451
2020-10-0122219.4878920497
2020-11-0121695.631333867583
2020-12-0124969.38022779916
2021-01-0124217.87090062308
2021-02-0124097.312656785754
2021-03-0126036.857671718295
2021-04-0124238.907219231714
2021-05-0125485.97476551745
2021-06-0126518.675222306647
2021-07-0127803.085498174405
2021-08-0132071.412703333113
2021-09-0134709.446976667175
2021-10-0131279.39748375244
2021-11-0131139.92158758727
2021-12-0136074.8769501967
2022-01-0130319.337013732955
2022-02-0131079.107359012254
2022-03-0132093.97620249148
2022-04-0130260.805643129952
2022-05-0129181.30659791453
2022-06-0127288.69666811538
2022-07-0126890.61688005322
2022-08-0126622.675822100875
2022-09-0126435.540814790387
2022-10-0129815.86000739456
2022-11-0132096.836698702507
2022-12-0129762.88543752239
2023-01-0132427.712629723803
2023-02-0131138.92852458731
2023-03-0131359.991865587537
2023-04-0131274.32138881641
2023-05-0133654.94463278133
2023-06-0134914.32259948285
2023-07-0133103.42869837333
2023-08-0134747.18732709181
2023-09-0136604.37735048813
2023-10-0138187.2841645818
2023-11-0140129.57691757597
2023-12-0143876.47483208433
2024-01-0147529.34036284781
2024-02-0150178.737492500106
2024-03-0146550.70644958811
2024-04-0141214.211404121845
2024-05-0140468.57143535387
2024-06-0144609.87361789666
2024-07-0150587.831971366555
2024-08-0153995.56524176633
2024-09-0155315.231232345686
2024-10-0154746.11117913966
2024-11-0157288.051770629354
2024-12-0159437.83930064626
2025-01-0154030.18397184449
2025-02-0149320.60841132274
2025-03-0149867.03440330267
2025-04-0149650.47941006519
2025-05-0151839.214000526605
2025-06-0154753.307918569626
2025-07-0146859.86951310437
2025-08-0146441.67921018653
2025-09-0144216.636495619154
2025-10-0149602.298050648984
2025-11-0152263.410158559724
2025-12-0152234.4530745092
2026-01-0154956.16576397504
2026-02-0145022.18071491436
2026-03-0143482.6561151415
2026-04-0147002.494724600096
Annual Return Matrix
YearAnnual Return
20170.09617423910181233
20180.09188673114694068
20190.18695831299130994
20200.6886129099493958
20210.44476461254066146
2022-0.17496917650996713
20230.474200978402745
20240.3546630518544489
2025-0.12119192606752005
2026-0.10016297753603443
Total Factor Risk
0.35188724541157074
VTI.US Exposure
0.3871250878663554
VEA.US Exposure
0.079315035664297
VWO.US Exposure
-0.011086184373159972
QQQ.US Exposure
-0.054410767983063
VTV.US Exposure
-0.03027124592935866
IJR.US Exposure
0.08370505532420915
QUAL.US Exposure
-0.034442724918976306
SHV.US Exposure
0.14610986621370364
TLT.US Exposure
0.04672090927672905
LQD.US Exposure
0.11867596636019717
HYG.US Exposure
-0.007702008528701953
GLD.US Exposure
0.0006395938632710245
USO.US Exposure
0.002810685589917095
VNQ.US Exposure
-0.004415205430226642
BTC-USD.CC Exposure
-0.004471050743658151
CPER.US Exposure
0.0018112410784132177
VIX.INDX Exposure
-0.0028932745175847753
UUP.US Exposure
0.01172549910057339
TIP.US Exposure
0.0009161449234000766
Idiosyncratic Exposure
0.27013737716366326
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
35.2%

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 →
+1.1%
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 →
-4.5%
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 →
16.2% 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 HCLTECH.NSE a high-risk investment?

HCLTECH.NSE (HCLTECH.NSE) has an annualized volatility of 35.2% and experienced a maximum drawdown of 26.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, HCLTECH.NSE has generated a Compound Annual Growth Rate (CAGR) of 17.9%. 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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