Infosys Limited

10-Year Study

INFY.NSE · Computers - Software & Consulting · IN · EQUITY

Executive Summary: Infosys Limited has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 33.0% and an annualized volatility of 32.9%.

1Y CAGR
-15.5%
3Y CAGR
+3.0%
5Y CAGR
+1.3%
10Y CAGR
+10.8%

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 →
33.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +76.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.4%
% 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.
20261.6-20.8-3.85.5————————-18.3%
2025-0.0-10.2-6.9-4.55.62.5-5.8-2.6-1.94.45.23.5-11.5%
20247.60.8-10.5-5.21.011.419.24.0-3.5-5.25.71.225.7%
20231.7-3.0-4.0-12.35.22.71.55.90.0-3.46.36.05.0%
2022-8.0-1.211.1-17.8-3.1-2.86.0-3.7-5.310.06.3-7.8-18.4%
2021-1.31.29.2-1.04.013.41.96.0-1.80.42.710.253.3%
20206.1-5.7-12.311.5-2.16.531.3-3.98.66.33.714.276.0%
201914.4-2.00.51.8-1.80.68.42.7-1.1-13.81.65.014.6%
201810.41.9-3.56.02.78.74.45.61.3-5.0-2.8-1.331.0%
2017-8.19.01.0-10.16.3-2.88.1-9.5-1.63.95.96.86.2%
2016———-0.83.4-5.1-8.3-3.50.0-2.7-2.23.6-15.2%

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 32.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.2% of variance. Idiosyncratic stock-specific factors contribute 21.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019916.277204001866
2016-05-0110249.116091650685
2016-06-019722.00737028381
2016-07-018916.960493328199
2016-08-018601.419438245734
2016-09-018603.081227290279
2016-10-018371.805084221267
2016-11-018187.582773600736
2016-12-018481.7509375949
2017-01-017793.54384455158
2017-02-018496.857991397157
2017-03-018579.527402159709
2017-04-017712.553287018073
2017-05-018200.17351650379
2017-06-017972.225545727387
2017-07-018616.871713626755
2017-08-017796.682341870304
2017-09-017668.436463248243
2017-10-017965.159660714132
2017-11-018433.90099530794
2017-12-019003.73646572255
2018-01-019938.629973069435
2018-02-0110131.740098556165
2018-03-019779.213079881189
2018-04-0110364.168730393825
2018-05-0110643.256093177273
2018-06-0111571.594984731164
2018-07-0112084.136143051946
2018-08-0112756.90211806565
2018-09-0112925.095908920834
2018-10-0112284.63374779831
2018-11-0111945.485706087404
2018-12-0111793.3585012553
2019-01-0113488.588096904352
2019-02-0113214.155318601122
2019-03-0113277.140536226247
2019-04-0113520.978544347618
2019-05-0113276.241384965968
2019-06-0113358.84385162009
2019-07-0114483.94591677364
2019-08-0114871.753136905754
2019-09-0114702.942410149357
2019-10-0112669.550557601762
2019-11-0112868.20391779237
2019-12-0113511.293963328148
2020-01-0114339.173375461742
2020-02-0113521.456341513662
2020-03-0111854.60185943168
2020-04-0113222.088851764809
2020-05-0112943.160317160182
2020-06-0113785.120306766783
2020-07-0118094.200992859885
2020-08-0117393.65846336625
2020-09-0118885.58667749236
2020-10-0120079.572917590292
2020-11-0120825.502239969555
2020-12-0123775.15285407346
2021-01-0123458.042550331633
2021-02-0123727.824682043378
2021-03-0125900.302764575095
2021-04-0125640.92978540935
2021-05-0126671.598653530833
2021-06-0130251.100131256393
2021-07-0130819.45561182288
2021-08-0132655.603868345614
2021-09-0132057.590835115283
2021-10-0132197.86630749621
2021-11-0133064.71375388366
2021-12-0136445.22321298774
2022-01-0133519.37188574531
2022-02-0133121.66350071351
2022-03-0136813.96973903152
2022-04-0130263.38896935673
2022-05-0129336.18418975741
2022-06-0128522.592750569995
2022-07-0130235.624228542987
2022-08-0129128.39492771054
2022-09-0127577.30256065809
2022-10-0130328.385135493892
2022-11-0132247.51520861852
2022-12-0129747.51504453982
2023-01-0130251.46241701966
2023-02-0129340.219213077256
2023-03-0128164.67804379602
2023-04-0124709.05992029319
2023-05-0126001.958049540084
2023-06-0126695.254863768412
2023-07-0127099.030222705325
2023-08-0128693.1532125526
2023-09-0128693.1532125526
2023-10-0127706.940482946615
2023-11-0129463.42525043824
2023-12-0131240.161267044576
2024-01-0133629.385995856945
2024-02-0133892.607604942605
2024-03-0130332.049997273014
2024-04-0128762.85646835306
2024-05-0129056.42869851924
2024-06-0132357.778718349793
2024-07-0138584.59940284542
2024-08-0140142.8508516111
2024-09-0138736.397137653694
2024-10-0136705.362767826475
2024-11-0138806.691076763826
2024-12-0139269.35887430463
2025-01-0139265.18471224961
2025-02-0135252.60473290909
2025-03-0132807.672004846754
2025-04-0131334.024782840203
2025-05-0133100.88194924967
2025-06-0133929.09345666626
2025-07-0131963.41753873947
2025-08-0131128.850278910813
2025-09-0130539.99677486913
2025-10-0131878.52715873255
2025-11-0133551.701952228024
2025-12-0134740.99160369928
2026-01-0135291.54782720098
2026-02-0127960.109974731226
2026-03-0126895.556886707793
2026-04-0128370.876398795506
Annual Return Matrix
YearAnnual Return
20170.06154219004639461
20180.30982937429953794
20190.1456697396157327
20200.7596503279850986
20210.5329122566185092
2022-0.1837746507767608
20230.05017717346372885
20240.25701524197092085
2025-0.11531553863917099
2026-0.18336020104346917
Total Factor Risk
0.3292224662705291
VTI.US Exposure
0.38183602530519956
VEA.US Exposure
-0.014712387138890294
VWO.US Exposure
-0.016050090326907223
QQQ.US Exposure
-0.1158148380951051
VTV.US Exposure
-0.0557726515979578
IJR.US Exposure
0.0963100248892033
QUAL.US Exposure
0.10148739574414713
SHV.US Exposure
0.28855855727914137
TLT.US Exposure
-0.010755081382376548
LQD.US Exposure
0.1423036750158846
HYG.US Exposure
-0.0015785948345343223
GLD.US Exposure
0.003621692047733028
USO.US Exposure
0.0010830634131834215
VNQ.US Exposure
-0.012728264575691433
BTC-USD.CC Exposure
-0.007363987739503464
CPER.US Exposure
0.0038845136966226116
VIX.INDX Exposure
-0.007257032545289182
UUP.US Exposure
0.0002458812242704031
TIP.US Exposure
0.005654097104351683
Idiosyncratic Exposure
0.21704800251651815
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →19.6x
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$5.4T
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
$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 →
-2.0%
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 →
-11.2%
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 →
21.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Infosys Limited a high-risk investment?

Infosys Limited (INFY.NSE) has an annualized volatility of 32.9% and experienced a maximum drawdown of 33.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, INFY.NSE has generated a Compound Annual Growth Rate (CAGR) of 10.8%. 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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