ONGC.NSE

10-Year Study

ONGC.NSE · Unknown · Unknown · Common Stock

Executive Summary: ONGC.NSE has compounded at 13.2% annually over the last 10 years, with a maximum drawdown of 63.3% and an annualized volatility of 21.8%.

1Y CAGR
+27.0%
3Y CAGR
+29.4%
5Y CAGR
+28.3%
10Y CAGR
+13.2%

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 →
63.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +63.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.4%
% 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.
202611.96.41.8-0.7————————20.4%
20259.8-12.59.4-0.8-2.12.0-1.3-3.03.06.6-2.4-1.25.5%
202423.06.41.35.5-6.53.721.9-0.3-10.0-10.6-1.2-6.822.2%
2023-1.37.7-0.75.2-2.53.510.4-1.410.2-3.07.95.248.1%
202221.2-5.92.0-2.1-5.70.2-11.55.8-8.55.710.54.012.0%
2021-5.127.9-8.05.95.13.6-2.04.621.73.1-1.10.263.9%
2020-15.4-15.6-20.217.04.1-2.2-3.74.7-15.5-6.321.018.5-22.4%
2019-5.89.15.58.51.6-2.4-17.2-12.28.77.5-7.0-2.2-9.8%
20184.2-7.4-4.41.5-1.5-11.04.68.7-0.8-13.5-8.56.8-21.6%
20175.9-3.4-4.40.8-5.1-11.17.7-7.39.411.8-3.98.15.4%
2016———1.5-3.02.61.88.88.611.82.4-0.638.1%

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 21.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 10.9% of variance. Idiosyncratic stock-specific factors contribute 60.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110147.124045535596
2016-05-019843.530052962838
2016-06-0110102.75307064028
2016-07-0110280.240608528702
2016-08-0111187.325156601835
2016-09-0112150.777087833465
2016-10-0113582.921204090477
2016-11-0113903.269601106918
2016-12-0113813.034126229612
2017-01-0114621.536922814405
2017-02-0114131.628859197877
2017-03-0113507.36720815592
2017-04-0113620.538571331377
2017-05-0112923.265191478647
2017-06-0111484.913213640304
2017-07-0112368.368775902474
2017-08-0111459.359563344928
2017-09-0112541.363914032623
2017-10-0114019.62539261882
2017-11-0113467.89612342011
2017-12-0114552.63284278038
2018-01-0115167.694124606927
2018-02-0114038.225328366316
2018-03-0113419.656718443415
2018-04-0113627.215774535562
2018-05-0113427.199838750228
2018-06-0111955.420004358692
2018-07-0112506.39341524618
2018-08-0113589.47834315858
2018-09-0113479.009332621681
2018-10-0111657.214344680848
2018-11-0110672.149959378301
2018-12-0111402.391859506042
2019-01-0110744.413106492158
2019-02-0111723.164119305913
2019-03-0112372.916659844841
2019-04-0113428.462331332628
2019-05-0113646.717100880434
2019-06-0113313.386314362107
2019-07-0111019.753824861353
2019-08-019678.86390948474
2019-09-0110525.366095561592
2019-10-0111315.96569221886
2019-11-0110521.373963036982
2019-12-0110285.78902693839
2020-01-018700.595881945665
2020-02-017342.998405329975
2020-03-015859.269005879868
2020-04-016854.400587077243
2020-05-017137.497266721751
2020-06-016978.79157993852
2020-07-016717.140901812641
2020-08-017030.262711244662
2020-09-015940.767086127099
2020-10-015567.592743178084
2020-11-016734.2977939852235
2020-12-017982.503198981565
2021-01-017575.013707322202
2021-02-019685.756682387791
2021-03-018913.515074052286
2021-04-019437.070202228026
2021-05-019916.994751014268
2021-06-0110270.393530216686
2021-07-0110060.973480015326
2021-08-0110519.082739106818
2021-09-0112806.451882842144
2021-10-0113209.700017936853
2021-11-0113059.246011778656
2021-12-0113086.81528423729
2022-01-0115862.251508169275
2022-02-0114919.530651100535
2022-03-0115221.353697666136
2022-04-0114900.95436434954
2022-05-0114046.553413441581
2022-06-0114074.41193131895
2022-07-0112458.47872918297
2022-08-0113178.444230754538
2022-09-0112056.47034725095
2022-10-0112745.819494122497
2022-11-0114086.958633539152
2022-12-0114651.037226794968
2023-01-0114466.338564127527
2023-02-0115583.22609422997
2023-03-0115480.740439165504
2023-04-0116290.392940810927
2023-05-0115875.316669158907
2023-06-0116428.74866610564
2023-07-0118145.41840714185
2023-08-0117898.54653267509
2023-09-0119717.69647131504
2023-10-0119131.87080662361
2023-11-0120636.03430341517
2023-12-0121705.150860586982
2024-01-0126701.410680832778
2024-02-0128418.626167942075
2024-03-0128789.1641025697
2024-04-0130378.718668263155
2024-05-0128391.77546114634
2024-06-0129449.691489744888
2024-07-0135893.821099343615
2024-08-0135799.21783672806
2024-09-0132211.17753447205
2024-10-0128807.13733990994
2024-11-0128465.711319974198
2024-12-0126530.66128779337
2025-01-0129121.07413014443
2025-02-0125475.46489379236
2025-03-0127865.239649834766
2025-04-0127646.957592983304
2025-05-0127075.808859350684
2025-06-0127619.815821615255
2025-07-0127256.76734226392
2025-08-0126432.27782404492
2025-09-0127229.490953531178
2025-10-0129033.800237290394
2025-11-0128333.54253599468
2025-12-0127999.247598080576
2026-01-0131328.21860113639
2026-02-0133345.84910994273
2026-03-0133935.986168611525
2026-04-0133709.46880351723
Annual Return Matrix
YearAnnual Return
20170.053543537921646234
2018-0.2164722368321953
2019-0.09792707059411865
2020-0.2239289394255064
20210.6394375245483084
20220.11952655467229989
20230.4814753743776514
20240.2223209807755231
20250.05535430475541503
20260.20394195184830965
Total Factor Risk
0.2183268575479971
VTI.US Exposure
-0.0036633179154247453
VEA.US Exposure
0.10851746387380357
VWO.US Exposure
0.010710326780240014
QQQ.US Exposure
0.008037207031035238
VTV.US Exposure
-0.02281914451609029
IJR.US Exposure
0.02467576754772382
QUAL.US Exposure
0.0186541981289469
SHV.US Exposure
0.013269787794988157
TLT.US Exposure
0.0012867938727241304
LQD.US Exposure
0.03475362404934019
HYG.US Exposure
0.025016112688045086
GLD.US Exposure
-0.007360550468624789
USO.US Exposure
0.06011426327926079
VNQ.US Exposure
0.009217575002887338
BTC-USD.CC Exposure
0.00019052919391404613
CPER.US Exposure
0.06590323380853293
VIX.INDX Exposure
0.023877091301254195
UUP.US Exposure
-0.0005371270929349302
TIP.US Exposure
0.028756450907491203
Idiosyncratic Exposure
0.6013997147328871
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
21.8%

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 →
+3.7%
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 →
+16.6%
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 →
2.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ONGC.NSE a high-risk investment?

ONGC.NSE (ONGC.NSE) has an annualized volatility of 21.8% and experienced a maximum drawdown of 63.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ONGC.NSE has generated a Compound Annual Growth Rate (CAGR) of 13.2%. 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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