ITC.NSE

10-Year Study

ITC.NSE · Unknown · Unknown · Common Stock

Executive Summary: ITC.NSE has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 36.7%.

1Y CAGR
-27.9%
3Y CAGR
-8.5%
5Y CAGR
+12.5%
10Y CAGR
+6.6%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +59.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -23.1%
% 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.
2026-20.1-0.6-8.35.5————————-23.1%
2025-3.9-10.33.73.9-0.0-0.4-1.1-0.5-2.04.7-3.8-0.3-10.5%
2024-4.4-6.65.41.7-2.11.516.61.33.2-5.7-2.51.48.2%
20236.38.71.811.07.01.43.1-5.61.1-3.61.76.044.8%
20221.00.416.13.66.81.110.85.83.75.0-2.5-2.559.5%
2021-2.82.87.2-7.36.9-3.71.13.111.8-5.5-0.9-1.410.0%
2020-1.1-16.0-13.16.08.4-1.45.1-1.6-10.2-3.817.27.9-7.4%
2019-1.1-0.98.70.4-5.7-1.7-1.3-9.15.8-0.8-4.4-3.5-13.9%
20183.1-2.3-3.610.2-1.6-2.011.87.4-6.9-5.92.0-1.59.1%
20176.81.66.9-0.812.25.4-11.9-1.1-8.52.9-3.62.810.6%
2016———-1.010.84.92.83.0-7.20.7-4.43.913.2%

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 36.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.1% of variance. Idiosyncratic stock-specific factors contribute 15.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019899.466011705183
2016-05-0110963.958175272439
2016-06-0111505.831021098613
2016-07-0111826.737328614978
2016-08-0112182.782413769788
2016-09-0111306.730293392824
2016-10-0111388.711786942278
2016-11-0110892.124035612494
2016-12-0111320.78207113456
2017-01-0112091.429265943427
2017-02-0112283.50514180992
2017-03-0113131.451632640279
2017-04-0113023.700941666146
2017-05-0114607.156886698494
2017-06-0115400.303518399222
2017-07-0113573.108858862908
2017-08-0113430.356278417257
2017-09-0112290.740511057453
2017-10-0112642.856283602416
2017-11-0112183.677372012675
2017-12-0112526.277342892829
2018-01-0112914.082556838664
2018-02-0112611.926817097083
2018-03-0112157.506843371315
2018-04-0113392.292034726453
2018-05-0113182.49536343186
2018-06-0112918.022239764186
2018-07-0114446.6399554989
2018-08-0115521.521101310933
2018-09-0114449.063498272511
2018-10-0113592.552163724884
2018-11-0113869.159593765698
2018-12-0113667.771174421658
2019-01-0113522.187497796307
2019-02-0113396.017052117473
2019-03-0114558.25047796785
2019-04-0114623.759762096663
2019-05-0113786.458400308287
2019-06-0113553.839775304297
2019-07-0113373.186802155533
2019-08-0112158.117654964664
2019-09-0112860.9284668069
2019-10-0112752.041189234618
2019-11-0112195.23923696047
2019-12-0111764.645063501592
2020-01-0111638.436247654754
2020-02-019777.471692149298
2020-03-018498.060958374797
2020-04-019010.321367786564
2020-05-019767.57426286759
2020-06-019633.940300996339
2020-07-0110123.332090278162
2020-08-019964.30018828345
2020-09-018952.74848624502
2020-10-018616.433445180644
2020-11-0110097.262153698863
2020-12-0110897.634821363015
2021-01-0110597.822772964339
2021-02-0110890.983300888072
2021-03-0111673.68183954467
2021-04-0110824.201579025745
2021-05-0111572.172004544687
2021-06-0111142.663603137144
2021-07-0111266.34724711674
2021-08-0111615.415183884363
2021-09-0112981.450201536714
2021-10-0112269.572622698464
2021-11-0112156.882550367587
2021-12-0111986.470263949423
2022-01-0112104.65867765201
2022-02-0112150.529694984127
2022-03-0114109.472993001697
2022-04-0114610.469165525587
2022-05-0115606.770281330071
2022-06-0115771.114896045881
2022-07-0117475.087390650206
2022-08-0118481.32534293597
2022-09-0119155.99111803203
2022-10-0120107.448914787947
2022-11-0119605.772449555672
2022-12-0119118.510723113814
2023-01-0120317.92069363308
2023-02-0122078.02459589991
2023-03-0122476.566197665685
2023-04-0124941.0758663258
2023-05-0126696.805569440257
2023-06-0127062.35504891263
2023-07-0127907.301407417763
2023-08-0126349.240291414168
2023-09-0126630.889768936922
2023-10-0125672.079418366324
2023-11-0126115.530709201
2023-12-0127691.57187852461
2024-01-0126460.1010400597
2024-02-0124719.300443393215
2024-03-0126060.825219944025
2024-04-0126504.956803487083
2024-05-0125945.22731109744
2024-06-0126327.42529535696
2024-07-0130692.608495279637
2024-08-0131098.457021471117
2024-09-0132105.329637076284
2024-10-0130286.762043151295
2024-11-0129540.124203196796
2024-12-0129967.65913353109
2025-01-0128795.6309445242
2025-02-0125818.570497613375
2025-03-0126782.682153557827
2025-04-0127831.766102092854
2025-05-0127828.6674517687
2025-06-0127722.160161644184
2025-07-0127422.605297074286
2025-08-0127276.155699089944
2025-09-0126730.297540949265
2025-10-0127981.774792417393
2025-11-0126910.031704129084
2025-12-0126826.822365203523
2026-01-0121444.815194752453
2026-02-0121313.166111301696
2026-03-0119552.927394931074
2026-04-0120619.943693334
Annual Return Matrix
YearAnnual Return
20170.1064851583736437
20180.09112793851530765
2019-0.13924187686735956
2020-0.07369625156209525
20210.09991484027817887
20220.5950075628698432
20230.44841678724725
20240.08219422375122121
2025-0.1048075445043104
2026-0.2313683889717899
Total Factor Risk
0.3670801604731746
VTI.US Exposure
0.06799963813803034
VEA.US Exposure
-0.0002138551704226316
VWO.US Exposure
0.013367224439509193
QQQ.US Exposure
0.0002570674759475417
VTV.US Exposure
0.008207056343510401
IJR.US Exposure
-0.00008355007426523533
QUAL.US Exposure
0.07953879146619464
SHV.US Exposure
0.6305796157244139
TLT.US Exposure
0.00747003776144942
LQD.US Exposure
0.015510939564843704
HYG.US Exposure
0.01150145003000806
GLD.US Exposure
0.00008990112719418942
USO.US Exposure
0.003985746276149983
VNQ.US Exposure
0.000972232798883869
BTC-USD.CC Exposure
-0.000030740140233570965
CPER.US Exposure
0.0004058170970294307
VIX.INDX Exposure
0.001033747460896686
UUP.US Exposure
0.003466304175392865
TIP.US Exposure
0.0005714799975892537
Idiosyncratic Exposure
0.15537109550787787
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
36.7%

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$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 →
-1.8%
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 →
-18.1%
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 →
28.8% 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 ITC.NSE a high-risk investment?

ITC.NSE (ITC.NSE) has an annualized volatility of 36.7% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ITC.NSE has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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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