Procter & Gamble Company

10-Year Study

PG.US · Consumer Defensive · US · Common Stock

Executive Summary: Procter & Gamble Company has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 21.5% and an annualized volatility of 23.1%.

1Y CAGR
-15.1%
3Y CAGR
+2.6%
5Y CAGR
+3.7%
10Y CAGR
+8.8%

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 →
21.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +39.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -12.2%
% 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.
20266.710.2-13.6-0.9————————0.6%
2025-0.44.7-2.0-4.04.5-6.2-4.94.4-2.2-1.5-1.5-3.3-12.2%
20247.91.12.11.20.80.2-1.96.71.0-4.18.5-6.517.3%
2023-5.5-3.48.15.8-8.96.53.7-1.3-5.53.52.3-4.5-0.9%
2022-1.4-2.8-2.05.7-7.9-2.8-2.8-0.7-8.57.410.81.6-5.0%
2021-7.3-3.79.6-0.91.10.16.10.1-1.82.91.113.120.5%
20200.4-9.1-2.97.9-1.73.110.45.50.5-0.81.30.214.1%
20195.82.25.63.1-3.46.58.31.93.50.7-2.02.339.7%
2018-5.3-9.11.0-7.91.16.74.62.60.37.56.6-2.73.6%
20175.04.0-1.3-2.10.9-1.15.01.6-1.4-4.44.22.112.7%
2016———-1.91.14.51.92.02.8-2.5-5.02.04.6%

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 VTV.US, accounting for 41.1% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019813.684040716385
2016-05-019926.368060668885
2016-06-0110370.986779792584
2016-07-0110565.831905150562
2016-08-0110778.166612627318
2016-09-0111079.370758377032
2016-10-0110797.940222365263
2016-11-0110258.031232081164
2016-12-0110459.568718085506
2017-01-0110983.824931678822
2017-02-0111418.90823479804
2017-03-0111265.942273198452
2017-04-0111033.81798376264
2017-05-0111129.827004873125
2017-06-0111011.07354089767
2017-07-0111564.782530223436
2017-08-0111749.42140629018
2017-09-0111585.163084363674
2017-10-0111076.703397451152
2017-11-0111544.961003822153
2017-12-0111787.435292539216
2018-01-0111161.148530475797
2018-02-0110150.250684010369
2018-03-0110248.49581607668
2018-04-019437.905594589889
2018-05-019546.18128151519
2018-06-0110184.159709433354
2018-07-0110647.849260566025
2018-08-0110920.367297196715
2018-09-0110957.215211304498
2018-10-0111777.867932092506
2018-11-0112552.16926721047
2018-12-0112208.191513320033
2019-01-0112913.828269873036
2019-02-0113192.256028315554
2019-03-0113928.511532742254
2019-04-0114357.059011560845
2019-05-0113875.705020313047
2019-06-0114784.480922576331
2019-07-0116018.807570342411
2019-08-0116316.00065307043
2019-09-0116879.18132549495
2019-10-0117004.760038138545
2019-11-0116670.152778100826
2019-12-0117058.02189730059
2020-01-0117117.764783488557
2020-02-0115553.23780880293
2020-03-0115109.5614507249
2020-04-0116298.565534821839
2020-05-0116028.922497991494
2020-06-0116533.62871294245
2020-07-0118245.11609408916
2020-08-0119248.379218862556
2020-09-0119340.219490262534
2020-10-0119183.148667836896
2020-11-0119430.8139284157
2020-12-0119468.58823134804
2021-01-0118047.459857815287
2021-02-0117388.685598007945
2021-03-0119063.78825945915
2021-04-0118901.015354096155
2021-05-0119103.591034472844
2021-06-0119114.931311463104
2021-07-0120275.80831417998
2021-08-0120298.6166459294
2021-09-0119929.38681045925
2021-10-0120510.52010343611
2021-11-0120738.587448709204
2021-12-0123463.943509448367
2022-01-0123139.244226441377
2022-02-0122481.619966554168
2022-03-0122036.010969721458
2022-04-0123283.569216418804
2022-05-0121446.108927353547
2022-06-0120852.964524099687
2022-07-0120276.03192527556
2022-08-0120134.454157329572
2022-09-0118428.10983138126
2022-10-0119796.641680788773
2022-11-0121926.697088423818
2022-12-0122279.491508368646
2023-01-0121061.354092961523
2023-02-0120348.370114696518
2023-03-0121994.754722586476
2023-04-0123277.11643908914
2023-05-0121211.09366589628
2023-06-0122586.461625940166
2023-07-0123411.794207514293
2023-08-0123118.2088112355
2023-09-0121848.017927220975
2023-10-0122614.47690177244
2023-11-0123140.522004130416
2023-12-0122088.415827193345
2024-01-0123835.77681695994
2024-02-0124108.805964666255
2024-03-0124610.87676313356
2024-04-0124914.82813091471
2024-05-0125119.40033893053
2024-06-0125177.41144601309
2024-07-0124689.93925764311
2024-08-0126345.5558093364
2024-09-0126600.504402742754
2024-10-0125517.923227921998
2024-11-0127693.084187980265
2024-12-0125899.49959031253
2025-01-0125804.157054581923
2025-02-0127024.485830649584
2025-03-0126492.82504586773
2025-04-0125430.027467322583
2025-05-0126575.05995260543
2025-06-0124921.646506770427
2025-07-0123698.24689961719
2025-08-0124732.98536840976
2025-09-0124199.0799523344
2025-10-0123848.10589376082
2025-11-0123497.60952002278
2025-12-0122728.41751360409
2026-01-0124241.04066566802
2026-02-0126705.553701003213
2026-03-0123070.276175675266
2026-04-0122857.845634871832
Annual Return Matrix
YearAnnual Return
20170.12695232568793324
20180.03569531542176385
20190.39726034594796755
20200.1413157017009643
20210.20522059589647412
2022-0.0504796647078003
2023-0.008576303507803584
20240.17253766829340966
2025-0.122437967021361
20260.005694550497863382
Total Factor Risk
0.23131787852944186
VTI.US Exposure
-0.013972874041646448
VEA.US Exposure
-0.00801767344109165
VWO.US Exposure
0.013206344071675015
QQQ.US Exposure
0.0321977304587134
VTV.US Exposure
0.4108486184309071
IJR.US Exposure
-0.021814860104846255
QUAL.US Exposure
0.03857067416493965
SHV.US Exposure
0.23979801147334642
TLT.US Exposure
-0.00884850121974345
LQD.US Exposure
0.007283930689698904
HYG.US Exposure
0.0048626999442840995
GLD.US Exposure
0.004568874581777622
USO.US Exposure
0.0640091622793673
VNQ.US Exposure
0.021191103661401738
BTC-USD.CC Exposure
-0.000010624906891167886
CPER.US Exposure
-0.010281896468303266
VIX.INDX Exposure
0.010975683972285358
UUP.US Exposure
0.030358761880742935
TIP.US Exposure
0.0014157509437662237
Idiosyncratic Exposure
0.18365908362961658
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35
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 →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 →2.92%
Market Cap$334.2B
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
$2,847
Avg Yield on Cost
5.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$498.174.98%Solid
2021$543.225.43%Solid
2022$576.445.76%Solid
2023$596.725.97%Solid
2024$632.826.33%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 →
-6.0%
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 →
-4.6%
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 →
14.4% 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 →
0.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Procter & Gamble Company a high-risk investment?

Procter & Gamble Company (PG.US) has an annualized volatility of 23.1% and experienced a maximum drawdown of 21.5% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of PG.US?

Over the past 10 years, PG.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. 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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