Intel Corporation

10-Year Study

INL.XETRA · Technology · DE · Common Stock

Executive Summary: Intel Corporation has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 106.8% and an annualized volatility of 155.4%.

1Y CAGR
+0.0%
3Y CAGR
+0.0%
5Y CAGR
+6.0%
10Y CAGR
+9.8%

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 →
106.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10140.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1783.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -253.8%
% 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.
20261234.4-5.3-4.055.2————————1783.6%
2025—————————0.00.00.00.0%
2021—————-100.3——————-100.3%
2019-0.916.12.7-100.3————————-100.4%
2018-0.76.61.06.010.2-10.2-4.12.2-2.43.12.7-4.98.1%
2017-2.00.7-1.0-1.3-2.5-8.42.1-1.09.118.2-0.62.714.5%
2016———-7.37.82.96.84.04.7-5.24.74.824.3%

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 155.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 15.3% of variance. Idiosyncratic stock-specific factors contribute 42.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019268.582398990122
2016-05-019991.540504764493
2016-06-0110277.497742673551
2016-07-0110974.814373252215
2016-08-0111415.146441313895
2016-09-0111946.955020031033
2016-10-0111327.264120343993
2016-11-0111859.686341202565
2016-12-0112434.844354053983
2017-01-0112187.590402636908
2017-02-0112271.221060198297
2017-03-0112148.580295074207
2017-04-0111987.981380344167
2017-05-0111689.049994301895
2017-06-0110709.677136570444
2017-07-0110929.536349530565
2017-08-0110815.17975331586
2017-09-0111795.078590025687
2017-10-0113943.439727192237
2017-11-0113866.296143697458
2017-12-0114244.03671333269
2018-01-0114140.857170408422
2018-02-0115080.430952109617
2018-03-0115225.162834325387
2018-04-0116134.536656351635
2018-05-0117785.190185232266
2018-06-0115966.354878016711
2018-07-0115312.738334224576
2018-08-0115646.07751176878
2018-09-0115277.76073216274
2018-10-0115747.547623013334
2018-11-0116178.061416812041
2018-12-0115391.284528328353
2019-01-0115251.33028849947
2019-02-0117700.989717110973
2019-03-0118173.01201861966
2019-04-01-58.89612998048465
2019-05-01-58.89612998048465
2019-06-01-58.89612998048465
2019-07-01-58.89612998048465
2019-08-01-58.89612998048465
2019-09-01-58.89612998048465
2019-10-01-58.89612998048465
2019-11-01-58.89612998048465
2019-12-01-58.89612998048465
2020-01-01-58.89612998048465
2020-02-01-58.89612998048465
2020-03-01-58.89612998048465
2020-04-01-58.89612998048465
2020-05-01-58.89612998048465
2020-06-01-58.89612998048465
2020-07-01-58.89612998048465
2020-08-01-58.89612998048465
2020-09-01-58.89612998048465
2020-10-01-58.89612998048465
2020-11-01-58.89612998048465
2020-12-01-58.89612998048465
2021-01-01-58.89612998048465
2021-02-01-58.89612998048465
2021-03-01-58.89612998048465
2021-04-01-58.89612998048465
2021-05-0118883.478123657656
2021-06-01-58.89612998048465
2021-07-01-58.89612998048465
2021-08-01-58.89612998048465
2021-09-01-58.89612998048465
2021-10-01-58.89612998048465
2021-11-01-58.89612998048465
2021-12-01-58.89612998048465
2022-01-01-58.89612998048465
2022-02-01-58.89612998048465
2022-03-01-58.89612998048465
2022-04-01-58.89612998048465
2022-05-01-58.89612998048465
2022-06-01-58.89612998048465
2022-07-01-58.89612998048465
2022-08-01-228.94834141370393
2022-09-01-228.94834141370393
2022-10-01-228.94834141370393
2022-11-01-228.94834141370393
2022-12-01-228.94834141370393
2023-01-01-228.94834141370393
2023-02-01-228.94834141370393
2023-03-01-359.03261918267435
2023-04-01-359.03261918267435
2023-05-01-359.03261918267435
2023-06-01-325.21070748525517
2023-07-01-325.21070748525517
2023-08-01-239.3551055807747
2023-09-01-239.3551055807747
2023-10-01-239.3551055807747
2023-11-01-239.3551055807747
2023-12-01-239.3551055807747
2024-01-01-239.3551055807747
2024-02-01-239.3551055807747
2024-03-01-524.3016274975483
2024-04-01-524.3016274975483
2024-05-01-869.086853963955
2024-06-01-869.086853963955
2024-07-01-869.086853963955
2024-08-01-869.086853963955
2024-09-01-869.086853963955
2024-10-01-869.086853963955
2024-11-01-869.086853963955
2024-12-01-869.086853963955
2025-01-01-869.086853963955
2025-02-01-869.086853963955
2025-03-01-1293.0316760687085
2025-04-01-1293.0316760687085
2025-05-01-1293.0316760687085
2025-06-01-1293.0316760687085
2025-07-01-1293.0316760687085
2025-08-01-1293.0316760687085
2025-09-011336.8632157987797
2025-10-011336.8632157987797
2025-11-011336.8632157987797
2025-12-011336.8632157987797
2026-01-0117839.453683167798
2026-02-0116897.07468024861
2026-03-0116222.06832466929
2026-04-0125181.243589631205
Annual Return Matrix
YearAnnual Return
20170.14549376797698943
20180.08054232364634495
2019-1.0038265896437744
20200
20210
20222.8873240311301687
20230.045454638818570814
20242.6309518105126273
2025-2.5382389109917725
202617.836065868253645
Total Factor Risk
1.5537472303825397
VTI.US Exposure
0.06538938577948179
VEA.US Exposure
0.03865005660396541
VWO.US Exposure
0.01977840185000486
QQQ.US Exposure
-0.0012618534243337613
VTV.US Exposure
0.06406796568193722
IJR.US Exposure
0.012206959375905534
QUAL.US Exposure
0.012955558747112815
SHV.US Exposure
0.15344751358472164
TLT.US Exposure
0.002678324935129423
LQD.US Exposure
0.019673190203520666
HYG.US Exposure
0.04440299098739954
GLD.US Exposure
-0.0015523809743530326
USO.US Exposure
0.004773212971387326
VNQ.US Exposure
0.012500247300369676
BTC-USD.CC Exposure
0.0027770350421219238
CPER.US Exposure
-0.00005663105952355663
VIX.INDX Exposure
0.007853765386909649
UUP.US Exposure
0.11381848112729934
TIP.US Exposure
0.0032134596312188134
Idiosyncratic Exposure
0.4246843162497246
Value Score
50
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
155.4%

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$215.7B
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 →
+38.5%
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 →
+237.4%
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 →
0.0% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Intel Corporation a high-risk investment?

Intel Corporation (INL.XETRA) has an annualized volatility of 155.4% and experienced a maximum drawdown of 106.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of INL.XETRA?

Over the past 10 years, INL.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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