MARUTI.NSE

10-Year Study

MARUTI.NSE · Unknown · Unknown · Common Stock

Executive Summary: MARUTI.NSE has compounded at 13.5% annually over the last 10 years, with a maximum drawdown of 54.9% and an annualized volatility of 44.2%.

1Y CAGR
+10.3%
3Y CAGR
+14.0%
5Y CAGR
+14.7%
10Y CAGR
+13.5%

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 →
54.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +84.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.6%
% 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.
2026-12.61.8-17.28.4————————-20.1%
202513.4-3.0-3.56.40.50.71.718.68.41.0-1.85.055.4%
2024-1.110.811.61.7-3.3-2.99.0-4.56.7-16.3-0.0-1.96.4%
20236.0-3.0-3.93.69.14.50.32.86.1-2.12.1-2.923.9%
202215.8-3.3-9.12.13.26.33.64.2-2.87.9-5.8-6.513.8%
2021-5.8-4.7-0.1-5.99.86.1-7.2-1.37.22.0-5.55.1-2.3%
2020-6.2-9.1-31.725.04.74.17.310.2-1.43.31.08.74.7%
2019-11.02.8-3.41.13.1-4.9-16.313.59.712.6-4.11.70.1%
2018-2.3-6.90.1-0.5-3.23.47.9-3.6-19.2-10.015.8-2.6-22.6%
201710.80.51.68.510.50.17.40.43.62.94.713.184.7%
2016———2.19.70.613.67.08.47.3-10.41.044.1%

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 44.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.6% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110210.828629740903
2016-05-0111198.23586952572
2016-06-0111267.121718023336
2016-07-0112801.983585484742
2016-08-0113693.181029157657
2016-09-0114841.084712152375
2016-10-0115921.794868566234
2016-11-0114268.556090362219
2016-12-0114413.651108985316
2017-01-0115970.839106019434
2017-02-0116047.38357461992
2017-03-0116299.915132070544
2017-04-0117679.48847555397
2017-05-0119538.655201281617
2017-06-0119556.535388199725
2017-07-0120999.244139381994
2017-08-0121073.140757364425
2017-09-0121833.662455888643
2017-10-0122471.440448724337
2017-11-0123532.85295470988
2017-12-0126626.521030085845
2018-01-0126024.8631733986
2018-02-0124222.082714392258
2018-03-0124249.862121093836
2018-04-0124123.56396376042
2018-05-0123363.4595895184
2018-06-0124152.706150100752
2018-07-0126054.55651560127
2018-08-0125115.058822936862
2018-09-0120287.60694384434
2018-10-0118267.804906654274
2018-11-0121153.590805626536
2018-12-0120612.161477155274
2019-01-0118336.13959928954
2019-02-0118856.722860340633
2019-03-0118212.171262690168
2019-04-0118405.854340154547
2019-05-0118967.578580183643
2019-06-0118042.095788154682
2019-07-0115101.781435041497
2019-08-0117143.436874126004
2019-09-0118800.87911518618
2019-10-0121162.538813856463
2019-11-0120284.756187282186
2019-12-0120628.39539173259
2020-01-0119354.3417734771
2020-02-0117589.53926319959
2020-03-0112005.094234341255
2020-04-0115001.958905790123
2020-05-0115707.432653394555
2020-06-0116344.319874745152
2020-07-0117532.56586438472
2020-08-0119320.68241154434
2020-09-0119048.100580908205
2020-10-0119674.330203521138
2020-11-0119873.894675265947
2020-12-0121607.684235179502
2021-01-0120356.491353292706
2021-02-0119394.685519171195
2021-03-0119375.055448366373
2021-04-0118235.15575729427
2021-05-0120016.54043206734
2021-06-0121230.024467434854
2021-07-0119709.782620818078
2021-08-0119461.348036579195
2021-09-0120859.808901454988
2021-10-0121270.150916692357
2021-11-0120091.57245990719
2021-12-0121111.10575465002
2022-01-0124439.46837203596
2022-02-0123634.56351657587
2022-03-0121494.439693583245
2022-04-0121939.323207942976
2022-05-0122645.873364385618
2022-06-0124079.729084588394
2022-07-0124940.49063664618
2022-08-0125988.014878330185
2022-09-0125260.935245302135
2022-10-0127262.344794041474
2022-11-0125678.69987656555
2022-12-0124020.371181168026
2023-01-0125453.0771010209
2023-02-0124677.77780575929
2023-03-0123727.22101961676
2023-04-0124578.201353929486
2023-05-0126804.80771963579
2023-06-0128010.460448990558
2023-07-0128101.16372315139
2023-08-0128894.32161959237
2023-09-0130646.962724667068
2023-10-0130016.44041814454
2023-11-0130641.4770689301
2023-12-0129756.634466740514
2024-01-0129423.177974775626
2024-02-0132604.530198988134
2024-03-0136394.02751390211
2024-04-0137021.23137285658
2024-05-0135813.327970476465
2024-06-0134757.78534637736
2024-07-0137882.818939183264
2024-08-0136162.38663439839
2024-09-0138596.92410418285
2024-10-0132294.676992804394
2024-11-0132288.11492822922
2024-12-0131658.92518131121
2025-01-0135893.12900752731
2025-02-0134829.51043904314
2025-03-0133594.16724558418
2025-04-0135736.70435416729
2025-05-0135917.47484272091
2025-06-0136153.637214964816
2025-07-0136760.08710565104
2025-08-0143591.63379938143
2025-09-0147240.23380233148
2025-10-0147702.93994163936
2025-11-0146860.04850315493
2025-12-0149208.94527403635
2026-01-0143025.776609909364
2026-02-0143786.147208262446
2026-03-0136267.909237724816
2026-04-0139300.55011255164
Annual Return Matrix
YearAnnual Return
20170.847312719640283
2018-0.2258785346435167
20190.0007875891422308712
20200.047472855975961625
2021-0.022981568738449254
20220.13780734464262734
20230.23880826996002957
20240.0639282885534962
20250.5543466808243132
2026-0.20135353656345456
Total Factor Risk
0.4420704783634569
VTI.US Exposure
0.07347296236751391
VEA.US Exposure
0.007343349921968791
VWO.US Exposure
0.020797070220046225
QQQ.US Exposure
-0.0017663105855761758
VTV.US Exposure
0.002967324229614704
IJR.US Exposure
-0.011540023821060655
QUAL.US Exposure
-0.01805692331830444
SHV.US Exposure
0.7455144134099042
TLT.US Exposure
0.00048367178291022653
LQD.US Exposure
0.003918631353427339
HYG.US Exposure
0.031540791828676376
GLD.US Exposure
0.004438517408567984
USO.US Exposure
0.003806989127898219
VNQ.US Exposure
-0.0037676202407970066
BTC-USD.CC Exposure
-0.0006359936063540132
CPER.US Exposure
-0.0035977262230295496
VIX.INDX Exposure
0.006076670052406876
UUP.US Exposure
-0.0006091280419626737
TIP.US Exposure
0.0051703980193570235
Idiosyncratic Exposure
0.13444293611479266
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
44.2%

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 →
-4.3%
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 →
-9.6%
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 →
22.9% 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 MARUTI.NSE a high-risk investment?

MARUTI.NSE (MARUTI.NSE) has an annualized volatility of 44.2% and experienced a maximum drawdown of 54.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, MARUTI.NSE has generated a Compound Annual Growth Rate (CAGR) of 13.5%. 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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