Intel Corporation

10-Year Study

INTC.US · Technology · US · Common Stock

Executive Summary: Intel Corporation has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 66.6% and an annualized volatility of 76.7%.

1Y CAGR
+292.4%
3Y CAGR
+31.5%
5Y CAGR
+5.7%
10Y CAGR
+10.5%

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 →
66.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +94.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -59.6%
% 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.
202625.9-1.9-3.255.2————————85.6%
2025-3.122.1-4.3-11.5-2.714.6-11.623.037.819.21.4-9.084.0%
2024-14.30.22.6-31.01.70.4-0.7-27.86.4-8.311.8-16.6-59.6%
20236.9-10.731.0-4.91.66.47.0-1.41.22.722.912.494.6%
2022-5.2-1.53.9-12.02.7-15.8-2.9-11.2-19.310.37.2-12.1-46.6%
202111.410.25.3-10.1-0.1-1.7-4.31.3-1.4-8.01.14.76.0%
20206.8-12.7-2.510.85.5-4.9-20.27.51.6-14.510.03.0-14.7%
20190.413.11.4-5.0-13.28.75.6-5.68.79.73.33.130.7%
20184.33.15.7-0.97.6-9.9-3.21.3-2.4-0.95.8-4.84.2%
20171.5-1.0-0.40.20.6-6.65.1-0.48.619.5-0.82.930.9%
2016———-6.45.23.86.33.75.2-7.60.34.514.8%

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 76.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 32.9% of variance. Idiosyncratic stock-specific factors contribute 18.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019360.151355374976
2016-05-019849.420011165561
2016-06-0110226.684138701072
2016-07-0110868.975249674337
2016-08-0111274.967433782023
2016-09-0111859.259661311333
2016-10-0110954.500341169902
2016-11-0110983.65486012034
2016-12-0111480.599838719683
2017-01-0111654.674027665777
2017-02-0111540.227033062465
2017-03-0111498.782643756591
2017-04-0111524.292847838222
2017-05-0111597.024067985858
2017-06-0110835.866261398174
2017-07-0111391.469201662427
2017-08-0111347.427268779853
2017-09-0112321.35103281434
2017-10-0114718.961292723776
2017-11-0114594.473047577692
2017-12-0115024.114509025494
2018-01-0115668.537931890081
2018-02-0116151.681037156504
2018-03-0117065.938837541096
2018-04-0116915.203771478195
2018-05-0118192.729979529806
2018-06-0116383.32764716829
2018-07-0115852.692140686062
2018-08-0116058.55716146641
2018-09-0115680.517647788598
2018-10-0115544.592457043607
2018-11-0116453.22870789653
2018-12-0115659.078220954034
2019-01-0115722.504807394082
2019-02-0117783.13224986043
2019-03-0118031.604739160102
2019-04-0117137.792490380667
2019-05-0114877.947881909326
2019-06-0116171.83120942398
2019-07-0117077.21249015017
2019-08-0116124.568989137717
2019-09-0117525.82275795734
2019-10-0119226.366455653606
2019-11-0119851.990058444124
2019-12-0120467.556925685418
2020-01-0121863.64059301532
2020-02-0119080.97357484027
2020-03-0118599.846473543825
2020-04-0120613.79567024378
2020-05-0121749.813907325846
2020-06-0120678.385335897277
2020-07-0116496.417716022577
2020-08-0117728.893989206623
2020-09-0118017.686557905836
2020-10-0115407.969418770546
2020-11-0116946.529371627068
2020-12-0117461.773463184665
2021-01-0119456.10539048446
2021-02-0121432.332051361576
2021-03-0122567.807518144036
2021-04-0120286.311333043857
2021-05-0120265.608523044473
2021-06-0119917.925376837666
2021-07-0119059.340301470133
2021-08-0119304.439861050803
2021-09-0119025.882389429935
2021-10-0117497.557533651758
2021-11-0117690.938837541096
2021-12-0118517.96569691706
2022-01-0117554.315799268035
2022-02-0117282.27157124248
2022-03-0117956.15966751442
2022-04-0115793.142484957507
2022-05-0116221.078096892252
2022-06-0113661.21828670678
2022-07-0113259.52949568885
2022-08-0111774.083493579801
2022-09-019505.575026363127
2022-10-0110486.74865082811
2022-11-0111241.470752434712
2022-12-019880.70684200732
2023-01-0110564.830035357607
2023-02-019433.50288443645
2023-03-0112362.291421127722
2023-04-0111753.070529123504
2023-05-0111945.598908256312
2023-06-0112705.477327709199
2023-07-0113590.77445567893
2023-08-0113399.44792506668
2023-09-0113555.765771354136
2023-10-0113918.026177036163
2023-11-0117100.869983251658
2023-12-0119224.10985670864
2024-01-0116481.103839712177
2024-02-0116517.89591216426
2024-03-0116947.614912226287
2024-04-0111691.039637739594
2024-05-0111884.924942621425
2024-06-0111931.176726009551
2024-07-0111842.550089944792
2024-08-018544.75528813349
2024-09-019095.279449165684
2024-10-018343.154891135784
2024-11-019324.01836114385
2024-12-017773.24607654612
2025-01-017532.876490748007
2025-02-019199.956400904226
2025-03-018804.509290860002
2025-04-017792.630877996761
2025-05-017579.399245185064
2025-06-018684.324645854116
2025-07-017676.322512972422
2025-08-019440.326430381849
2025-09-0113007.102241277118
2025-10-0115503.84656599575
2025-11-0115724.831498236388
2025-12-0114305.874916986733
2026-01-0118016.09748957227
2026-02-0117682.68097512561
2026-03-0117108.89522982445
2026-04-0126556.975373736117
Annual Return Matrix
YearAnnual Return
20170.30865239796573074
20180.0422629707426081
20190.3070729092020861
2020-0.14685599621949474
20210.060485965870489045
2022-0.4664259020820902
20230.9456209119552381
2024-0.5956511830984211
20250.8403990785974516
20260.8563684869215848
Total Factor Risk
0.7667807493944936
VTI.US Exposure
-0.0034574927736031606
VEA.US Exposure
0.038488237277206315
VWO.US Exposure
0.00594329468045511
QQQ.US Exposure
0.3289141233277909
VTV.US Exposure
0.2751988767110825
IJR.US Exposure
0.055781529590628154
QUAL.US Exposure
-0.04804229390114919
SHV.US Exposure
0.023291089659123698
TLT.US Exposure
-0.007699201904492722
LQD.US Exposure
0.07959802565852803
HYG.US Exposure
-0.005036529698570888
GLD.US Exposure
0.0035581765937598045
USO.US Exposure
0.00045595889470260005
VNQ.US Exposure
0.005505953233544574
BTC-USD.CC Exposure
0.010218655466186909
CPER.US Exposure
0.014123405289488654
VIX.INDX Exposure
0.017356439140138687
UUP.US Exposure
0.014546812449805798
TIP.US Exposure
0.009222579568336185
Idiosyncratic Exposure
0.18203236073703813
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
76.7%

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$255.0B
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
$2,049
Avg Yield on Cost
4.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$511.755.12%Solid
2021$538.895.39%Solid
2022$566.035.66%Solid
2023$286.892.87%Solid
2024$145.381.45%Solid

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 →
+41.0%
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 →
+84.9%
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 (INTC.US) has an annualized volatility of 76.7% and experienced a maximum drawdown of 66.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of INTC.US?

Over the past 10 years, INTC.US has generated a Compound Annual Growth Rate (CAGR) of 10.5%. 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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