KOTAKBANK.NSE

10-Year Study

KOTAKBANK.NSE · Unknown · Unknown · Common Stock

Executive Summary: KOTAKBANK.NSE has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 27.6% and an annualized volatility of 23.1%.

1Y CAGR
-9.3%
3Y CAGR
-2.0%
5Y CAGR
+1.1%
10Y CAGR
+9.9%

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 →
27.6%
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 →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +40.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -13.9%
% 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.
2026-7.31.8-14.97.3————————-13.9%
20256.50.114.11.7-6.04.3-8.4-0.91.75.51.13.623.4%
2024-4.3-7.45.7-9.03.57.30.4-1.54.1-6.62.01.2-6.3%
2023-5.3-0.10.211.83.9-8.30.5-5.2-1.30.20.98.74.5%
20223.4-0.8-4.82.13.1-10.19.05.9-5.04.52.4-6.21.8%
2021-14.23.9-1.5-0.23.4-5.6-3.06.014.41.3-3.4-8.5-10.0%
20200.4-4.2-20.04.7-9.811.10.42.6-9.522.023.24.618.5%
2019-0.1-3.410.53.49.8-3.02.9-5.814.9-4.32.64.334.1%
20189.8-1.7-3.915.610.20.6-2.6-1.5-11.3-2.010.31.824.4%
20177.63.68.73.47.1-1.17.0-4.52.72.3-2.41.040.5%
2016———5.44.12.30.15.7-3.75.5-7.8-4.75.8%

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 23.1%. The dominant macroeconomic risk driver is LQD.US, accounting for 24.3% of variance. Idiosyncratic stock-specific factors contribute 34.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110536.248426025719
2016-05-0110968.189501708595
2016-06-0111215.012812356541
2016-07-0111224.458068287215
2016-08-0111862.49458324952
2016-09-0111422.923518811369
2016-10-0112045.526314097178
2016-11-0111106.110320183121
2016-12-0110580.540268187957
2017-01-0111381.026836508283
2017-02-0111791.928187173113
2017-03-0112822.491126457333
2017-04-0113259.855439748755
2017-05-0114202.209255741587
2017-06-0114050.783932550132
2017-07-0115029.007608440215
2017-08-0114357.472701326273
2017-09-0114743.623690714576
2017-10-0115079.021660119934
2017-11-0114714.938182198895
2017-12-0114860.572475924018
2018-01-0116313.237494597352
2018-02-0116042.564122987342
2018-03-0115413.687430397365
2018-04-0117815.91769314629
2018-05-0119632.668446132426
2018-06-0119755.49738828294
2018-07-0119234.264121261203
2018-08-0118945.788946816734
2018-09-0116802.107334525535
2018-10-0116471.688093550903
2018-11-0118161.31711905253
2018-12-0118493.20978385008
2019-01-0118482.170387137034
2019-02-0117854.446710739263
2019-03-0119733.20423763912
2019-04-0120407.289995644038
2019-05-0122403.05497393924
2019-06-0121740.007484451486
2019-07-0122376.842470798627
2019-08-0121079.48715374117
2019-09-0124216.11991097632
2019-10-0123186.03645494228
2019-11-0123785.38149210449
2019-12-0124803.682070338727
2020-01-0124912.656767048647
2020-02-0123861.223332128797
2020-03-0119085.590467827857
2020-04-0119986.08257558997
2020-05-0118024.58429084258
2020-06-0120033.94515772122
2020-07-0120111.99149250049
2020-08-0120636.2347861375
2020-09-0118675.47208510568
2020-10-0122786.95972532492
2020-11-0128083.895804792326
2020-12-0129387.14256074968
2021-01-0125224.846618949246
2021-02-0126217.376946828917
2021-03-0125814.622298633676
2021-04-0125752.772343947665
2021-05-0126620.133851415925
2021-06-0125120.294450099842
2021-07-0124368.530149173443
2021-08-0125837.752570622524
2021-09-0129547.59683559106
2021-10-0129925.50184127209
2021-11-0128905.222407459452
2021-12-0126462.44365648737
2022-01-0127363.387042602593
2022-02-0127149.75187023852
2022-03-0125839.963834552782
2022-04-0126383.62112294075
2022-05-0127210.15773419457
2022-06-0124473.452366272402
2022-07-0126672.396397490036
2022-08-0128237.8494149571
2022-09-0126818.917453179023
2022-10-0128038.83340484215
2022-11-0128703.701802484717
2022-12-0126937.592378089124
2023-01-0125518.662672702816
2023-02-0125492.8630892553
2023-03-0125545.93567997325
2023-04-0128571.021453885725
2023-05-0129695.84854376424
2023-06-0127222.116610552086
2023-07-0127369.53571016377
2023-08-0125949.105504253355
2023-09-0125609.019880955027
2023-10-0125663.611023331203
2023-11-0125900.41708273591
2023-12-0128152.657087456275
2024-01-0126930.26361763456
2024-02-0124926.63285764458
2024-03-0126343.78226992786
2024-04-0123960.227033626667
2024-05-0124793.104105741735
2024-06-0126594.60503498028
2024-07-0126703.512039937235
2024-08-0126303.234909900584
2024-09-0127383.694568492712
2024-10-0125569.142669282126
2024-11-0126073.55227929978
2024-12-0126380.77806931613
2025-01-0128083.07447818966
2025-02-0128107.445765649572
2025-03-0132069.620065369927
2025-04-0132614.651496343122
2025-05-0130644.273181802335
2025-06-0131955.88889481818
2025-07-0129258.525973720483
2025-08-0128987.914652884025
2025-09-0129467.030111209653
2025-10-0131086.259713625524
2025-11-0131414.54215159816
2025-12-0132548.742292870847
2026-01-0130166.47771265956
2026-02-0130698.828221910262
2026-03-0126129.49274395177
2026-04-0128033.381962336534
Annual Return Matrix
YearAnnual Return
20170.4045192494191101
20180.24444800587671756
20190.3412318553807525
20200.18478951945171262
2021-0.09952307878237288
20220.017955587464624667
20230.04510665587008722
2024-0.0629382517122914
20250.2338052428684343
2026-0.1387261077526586
Total Factor Risk
0.23072795520350772
VTI.US Exposure
0.04809458817811325
VEA.US Exposure
0.11250782318806249
VWO.US Exposure
-0.023526623124764817
QQQ.US Exposure
0.03823676973705872
VTV.US Exposure
0.05860056593123685
IJR.US Exposure
0.00786665577590308
QUAL.US Exposure
-0.03165174525041772
SHV.US Exposure
0.21579043193081837
TLT.US Exposure
-0.0146928236964781
LQD.US Exposure
0.2427081777937535
HYG.US Exposure
0.0017517956383327976
GLD.US Exposure
0.00035175115830270057
USO.US Exposure
-0.0003259670547244968
VNQ.US Exposure
-0.016498619354538654
BTC-USD.CC Exposure
-0.00047683116538772976
CPER.US Exposure
0.0346665154133549
VIX.INDX Exposure
-0.007087646041810539
UUP.US Exposure
-0.005434978947626998
TIP.US Exposure
-0.0005754680902923396
Idiosyncratic Exposure
0.3396956279811047
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
23.1%

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 →
-4.0%
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 →
-8.2%
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 →
16.3% 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 KOTAKBANK.NSE a high-risk investment?

KOTAKBANK.NSE (KOTAKBANK.NSE) has an annualized volatility of 23.1% and experienced a maximum drawdown of 27.6% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, KOTAKBANK.NSE has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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.

Run a Full Backtest on KOTAKBANK.NSE

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest