NTPC.NSE

10-Year Study

NTPC.NSE · Unknown · Unknown · Common Stock

Executive Summary: NTPC.NSE has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 39.4% and an annualized volatility of 29.9%.

1Y CAGR
+22.1%
3Y CAGR
+35.7%
5Y CAGR
+34.2%
10Y CAGR
+17.0%

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 →
39.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +96.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -13.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.08.1-2.95.4————————19.5%
2025-2.0-3.914.8-0.9-5.80.3-0.2-2.05.0-1.0-2.30.91.5%
20242.06.70.18.2-1.25.410.00.86.5-7.3-10.9-8.39.7%
20232.82.22.7-1.81.18.815.42.311.5-4.011.919.196.4%
202214.2-3.31.115.7-0.1-8.47.09.3-2.78.4-0.5-3.340.3%
2021-10.524.4-0.7-3.87.95.31.5-1.925.8-6.5-4.1-2.232.7%
2020-5.2-5.6-20.512.92.9-2.1-9.214.2-11.72.98.14.9-13.4%
2019-6.33.815.3-1.3-0.66.1-10.5-1.9-3.44.2-4.92.30.4%
2018-3.8-2.54.01.4-2.7-4.7-3.010.8-1.3-4.3-12.16.2-13.1%
20174.6-4.01.9-0.9-2.6-0.83.32.80.58.2-0.1-2.310.5%
2016———8.12.89.21.30.6-6.02.97.21.029.3%

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 29.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 22.0% of variance. Idiosyncratic stock-specific factors contribute 32.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110811.018703733265
2016-05-0111109.817548995115
2016-06-0112130.387167627001
2016-07-0112289.48540295644
2016-08-0112359.331609327664
2016-09-0111612.249962651553
2016-10-0111945.710625668968
2016-11-0112800.937799517635
2016-12-0112926.472640546459
2017-01-0113522.780298299842
2017-02-0112983.589635554985
2017-03-0113226.608652420906
2017-04-0113107.091573473155
2017-05-0112764.47157532162
2017-06-0112664.875717279738
2017-07-0113083.184468948122
2017-08-0113445.723638708034
2017-09-0113514.702992240746
2017-10-0114628.489005826357
2017-11-0114620.415798362243
2017-12-0114285.471443961653
2018-01-0113740.689273013764
2018-02-0113396.98212254348
2018-03-0113926.299269978756
2018-04-0114127.353797481455
2018-05-0113749.85987928408
2018-06-0113101.55129770739
2018-07-0112707.644555908011
2018-08-0114074.013657748055
2018-09-0113890.074862886628
2018-10-0113290.681987761185
2018-11-0111679.81735021326
2018-12-0112408.24629113017
2019-01-0111629.867773178015
2019-02-0112071.963745468234
2019-03-0113922.281622248485
2019-04-0113747.935588940434
2019-05-0113665.887865310333
2019-06-0114496.609539766721
2019-07-0112978.749194882248
2019-08-0112733.136792042003
2019-09-0112298.752326208814
2019-10-0112811.638206364667
2019-11-0112178.380690207494
2019-12-0112460.993159240046
2020-01-0111812.039048953824
2020-02-0111152.616102437005
2020-03-018868.873855697897
2020-04-0110011.714809104866
2020-05-0110306.643556055766
2020-06-0110090.714202717736
2020-07-019163.801578000053
2020-08-0110466.613767467443
2020-09-019239.717803538357
2020-10-019511.154428706068
2020-11-0110282.036616437703
2020-12-0110786.908718756667
2021-01-019657.728382421865
2021-02-0112010.947961983891
2021-03-0111926.996440985047
2021-04-0111468.049095429842
2021-05-0112369.151842902495
2021-06-0113029.58406843342
2021-07-0113231.073047004124
2021-08-0112979.212336115117
2021-09-0116322.213913459396
2021-10-0115263.59908691501
2021-11-0114642.240816636853
2021-12-0114314.2999364103
2022-01-0116345.22752427854
2022-02-0115809.425374934344
2022-03-0115987.059506066023
2022-04-0118497.614925115595
2022-05-0118473.93324331453
2022-06-0116922.598648570278
2022-07-0118112.74251130341
2022-08-0119793.848869638245
2022-09-0119268.82295114823
2022-10-0120892.16781041375
2022-11-0120783.536599735926
2022-12-0120089.54610314811
2023-01-0120656.81214151383
2023-02-0121116.067906341366
2023-03-0121685.766460828396
2023-04-0121301.838773159365
2023-05-0121530.956380497984
2023-06-0123425.82905866954
2023-07-0127042.187452930197
2023-08-0127665.45874241581
2023-09-0130836.377735530372
2023-10-0129611.96142156488
2023-11-0133131.146227417514
2023-12-0139451.800625486576
2024-01-0140256.94501796312
2024-02-0142967.39096354075
2024-03-0142992.99078779299
2024-04-0146501.06020405675
2024-05-0145963.332739720165
2024-06-0148440.7407718597
2024-07-0153261.127019352134
2024-08-0153707.33695635468
2024-09-0157191.470577928536
2024-10-0152992.857583456105
2024-11-0147215.12561886223
2024-12-0143281.07693042287
2025-01-0142395.23530136252
2025-02-0140753.07584183604
2025-03-0146791.781743259504
2025-04-0146392.68925416022
2025-05-0143690.64542829395
2025-06-0143821.49307306709
2025-07-0143736.44722720828
2025-08-0142859.74956355087
2025-09-0144998.71201652718
2025-10-0144536.10360100506
2025-11-0143514.610773853674
2025-12-0143927.82702125798
2026-01-0147453.52039594067
2026-02-0151290.2233549828
2026-03-0149779.317301132585
2026-04-0152485.51710230974
Annual Return Matrix
YearAnnual Return
20170.10513299654171893
2018-0.13140799449254237
20190.00425095270292819
2020-0.13434598824428512
20210.32700668093353547
20220.4034599101872747
20230.9637975105522334
20240.09706214277232528
20250.0149430221404796
20260.19481250636209357
Total Factor Risk
0.29893053842700623
VTI.US Exposure
0.21990065924678492
VEA.US Exposure
-0.010464661268859114
VWO.US Exposure
0.004234733280222508
QQQ.US Exposure
-0.0029209413069241114
VTV.US Exposure
0.09451677613220084
IJR.US Exposure
-0.0004333564091978456
QUAL.US Exposure
0.010595315890798655
SHV.US Exposure
0.14927317389614383
TLT.US Exposure
0.0016231851146624868
LQD.US Exposure
-0.0016475839692819837
HYG.US Exposure
0.12772295788017035
GLD.US Exposure
0.00006298753163527366
USO.US Exposure
0.0025687479310148057
VNQ.US Exposure
0.04517155264297605
BTC-USD.CC Exposure
0.00011568784343539418
CPER.US Exposure
0.04116781825939105
VIX.INDX Exposure
0.00046103202876528594
UUP.US Exposure
0.0005167653496987479
TIP.US Exposure
-0.0023230306784041773
Idiosyncratic Exposure
0.31985818060476706
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
29.9%

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 →
+4.6%
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 →
+14.8%
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 →
0.5% 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 NTPC.NSE a high-risk investment?

NTPC.NSE (NTPC.NSE) has an annualized volatility of 29.9% and experienced a maximum drawdown of 39.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, NTPC.NSE has generated a Compound Annual Growth Rate (CAGR) of 17.0%. It has had a positive return in 80% 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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