Pfizer Inc

10-Year Study

PFE.XETRA · Healthcare · DE · Common Stock

Executive Summary: Pfizer Inc has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 65.7% and an annualized volatility of 62.5%.

1Y CAGR
-59.8%
3Y CAGR
-26.3%
5Y CAGR
-13.8%
10Y CAGR
+1.2%

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 →
65.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +93.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -62.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-64.65.74.0-4.5————————-62.9%
20255.2-3.4-10.3-0.66.44.3-4.53.33.411.22.0-3.012.6%
20240.8-3.38.4-14.113.3-2.016.73.17.1-2.510.7-8.228.8%
202311.61.15.7-7.39.4-3.62.1-14.0-8.6-25.619.510.8-7.8%
2022-2.36.85.6-3.4-1.1-8.57.37.6-10.24.58.1-16.4-5.6%
2021-6.9-0.613.5-8.3-2.59.5-13.40.0-5.4-1.21.514.4-3.3%
2020-4.2-10.717.918.23.34.0-1.37.813.3-1.521.35.293.9%
2019-1.63.7-0.8-3.23.81.8-7.5-8.33.13.62.90.6-2.7%
2018-1.72.2-5.06.72.40.98.46.16.10.76.3-6.628.3%
2017-5.411.4-0.3-3.2-5.51.1-4.11.95.30.81.2-0.11.9%
2016———7.710.31.94.2-4.4-3.2-3.95.11.920.2%

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 62.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.9% of variance. Idiosyncratic stock-specific factors contribute 29.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110773.365842331359
2016-05-0111881.458260768604
2016-06-0112101.822825960757
2016-07-0112605.828398931848
2016-08-0112051.375827237896
2016-09-0111668.930686172065
2016-10-0111217.05561360734
2016-11-0111787.76268431441
2016-12-0112015.790084755603
2017-01-0111364.79739928016
2017-02-0112661.90642052711
2017-03-0112624.521072796935
2017-04-0112225.240914896087
2017-05-0111554.68477882271
2017-06-0111679.728317659352
2017-07-0111205.445257169395
2017-08-0111419.714385231628
2017-09-0112026.76187158946
2017-10-0112118.890049924534
2017-11-0112258.910948566121
2017-12-0112248.80993846511
2018-01-0112044.699872286079
2018-02-0112307.442238476722
2018-03-0111687.158945779636
2018-04-0112466.562173458726
2018-05-0112768.547544409614
2018-06-0112881.806571461744
2018-07-0113963.36932543829
2018-08-0114819.342853825612
2018-09-0115716.7073029142
2018-10-0115824.741669569255
2018-11-0116825.84465343086
2018-12-0115712.527574596543
2019-01-0115468.535934053176
2019-02-0116042.55195634506
2019-03-0115907.465459189598
2019-04-0115405.2014396842
2019-05-0115991.582491582492
2019-06-0116281.028677580403
2019-07-0115065.946824567516
2019-08-0113821.374666202255
2019-09-0114250.609543712993
2019-10-0114765.703007082318
2019-11-0115200.452803901082
2019-12-0115287.066062928134
2020-01-0114641.762452107281
2020-02-0113068.326947637293
2020-03-0115411.281729635844
2020-04-0118212.761209634737
2020-05-0118808.018741853477
2020-06-0119557.301375033563
2020-07-0119294.894227413548
2020-08-0120794.67082513579
2020-09-0123559.208020341255
2020-10-0123214.43698359992
2020-11-0128168.66931496743
2020-12-0129634.482130057084
2021-01-0127602.917777388877
2021-02-0127444.975226373605
2021-03-0131155.061738410506
2021-04-0128566.10337021209
2021-05-0127853.03445140839
2021-06-0130489.85037365733
2021-07-0126400.825308269705
2021-08-0126404.317574372046
2021-09-0124982.934267723256
2021-10-0124683.516185817633
2021-11-0125048.791275724197
2021-12-0128649.47707121843
2022-01-0127979.116994551525
2022-02-0129884.87561654508
2022-03-0131546.817816301715
2022-04-0130480.0999312676
2022-05-0130157.465034005647
2022-06-0127605.606180082752
2022-07-0129626.884181422254
2022-08-0131883.040884016395
2022-09-0128634.14166046465
2022-10-0129932.68445160114
2022-11-0132353.181394982057
2022-12-0127035.410141510292
2023-01-0130166.528981473548
2023-02-0130505.5976813642
2023-03-0132250.397603685928
2023-04-0129889.477347021086
2023-05-0132702.704748182256
2023-06-0131528.41310889743
2023-07-0132186.015452517047
2023-08-0127679.84728412901
2023-09-0125308.191132686647
2023-10-0118820.39779544389
2023-11-0122487.035822428217
2023-12-0124923.977640936577
2024-01-0125131.94352675575
2024-02-0124305.56972835394
2024-03-0126340.47576114163
2024-04-0122637.6970982726
2024-05-0125656.977057470813
2024-06-0125154.436200694534
2024-07-0129365.956319633795
2024-08-0130262.496542545832
2024-09-0132403.218016784453
2024-10-0131581.140347893444
2024-11-0134974.876712952755
2024-12-0132113.196057308905
2025-01-0133777.86652075488
2025-02-0132612.576822945015
2025-03-0129247.20598515575
2025-04-0129061.49139280285
2025-05-0130924.702831141203
2025-06-0132239.074866475232
2025-07-0130776.76760448641
2025-08-0131801.25055032976
2025-09-0132870.87828803254
2025-10-0136545.55937810101
2025-11-0137280.855230873756
2025-12-0136172.06627963022
2026-01-0112791.71020550331
2026-02-0113520.260071984208
2026-03-0114057.239057239058
2026-04-0113421.572042261698
Annual Return Matrix
YearAnnual Return
20170.019392803308468265
20180.2827799315633326
2019-0.0270778529837733
20200.9385330061418469
2021-0.033238477207590655
2022-0.05633844295642121
2023-0.0780987782142728
20240.2884458700751016
20250.12639259621116183
2026-0.6289520223007038
Total Factor Risk
0.6251568001047957
VTI.US Exposure
0.0981600311923372
VEA.US Exposure
-0.014178888572688366
VWO.US Exposure
-0.0008019105341514758
QQQ.US Exposure
0.04421656586133896
VTV.US Exposure
0.020139565433155725
IJR.US Exposure
-0.0078031866540335375
QUAL.US Exposure
-0.031098977168578363
SHV.US Exposure
0.5290082247507157
TLT.US Exposure
-0.00415140180061598
LQD.US Exposure
0.009039511637053124
HYG.US Exposure
0.02409307736535629
GLD.US Exposure
0.0004770820862844547
USO.US Exposure
0.00020028354005387832
VNQ.US Exposure
-0.006691255910212014
BTC-USD.CC Exposure
-0.0023980837087873717
CPER.US Exposure
0.0012668894906581313
VIX.INDX Exposure
0.003998164719121024
UUP.US Exposure
0.021776223623107525
TIP.US Exposure
0.022396598115631064
Idiosyncratic Exposure
0.2923514865342538
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
85
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
62.5%

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 →21.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.08%
Market Cap$141.7B
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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$211
Avg Yield on Cost
2.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$211.162.11%Solid

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 →
-0.6%
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 →
-46.0%
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 →
64.8% 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 →
0.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pfizer Inc a high-risk investment?

Pfizer Inc (PFE.XETRA) has an annualized volatility of 62.5% and experienced a maximum drawdown of 65.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of PFE.XETRA?

Over the past 10 years, PFE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 50% 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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