POWERGRID.NSE

10-Year Study

POWERGRID.NSE · Unknown · Unknown · Common Stock

Executive Summary: POWERGRID.NSE has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 27.0% and an annualized volatility of 22.5%.

1Y CAGR
+12.4%
3Y CAGR
+27.0%
5Y CAGR
+26.5%
10Y CAGR
+19.5%

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 →
27.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +57.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -11.4%
% 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.
2026-3.117.7-0.95.5————————19.3%
2025-2.3-15.915.75.9-5.83.5-3.0-5.01.82.8-4.7-2.0-11.4%
20249.310.9-2.19.02.76.85.2-2.34.6-9.14.2-6.335.3%
20231.45.01.65.1-1.49.14.3-6.38.91.25.413.557.4%
20225.4-0.23.75.12.3-9.01.08.4-7.67.50.5-4.611.1%
2021-2.816.22.52.02.53.0-1.82.510.2-2.611.72.354.0%
2020-1.8-2.9-9.11.9-2.811.02.00.4-7.15.312.51.38.6%
2019-5.1-3.011.8-6.01.69.31.9-3.7-0.7-0.4-2.5-1.6-0.1%
2018-3.33.3-2.37.60.8-10.8-2.410.5-5.1-1.3-3.110.31.9%
201712.9-6.82.75.4-0.01.36.1-1.8-2.20.4-2.7-2.811.5%
2016———3.14.68.77.94.4-3.1-0.49.1-4.433.0%

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 22.5%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.8% of variance. Idiosyncratic stock-specific factors contribute 50.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110309.128552763623
2016-05-0110783.607698819033
2016-06-0111725.378712928763
2016-07-0112652.766685466062
2016-08-0113206.322860673956
2016-09-0112796.898724641935
2016-10-0112749.783752956355
2016-11-0113909.515895903036
2016-12-0113300.65463088811
2017-01-0115018.507414421289
2017-02-0113997.119380325033
2017-03-0114372.264898212112
2017-04-0115151.709267700688
2017-05-0115148.065100986385
2017-06-0115337.46148611803
2017-07-0116266.230292359523
2017-08-0115971.210157258443
2017-09-0115615.724934223332
2017-10-0115678.635409220096
2017-11-0115249.38743825494
2017-12-0114827.53734171615
2018-01-0114342.787569997276
2018-02-0114817.104718802473
2018-03-0114483.58940855807
2018-04-0115577.82066333554
2018-05-0115697.73411360466
2018-06-0114003.926350495862
2018-07-0113662.912881813054
2018-08-0115101.906684492536
2018-09-0114325.051185345452
2018-10-0114138.765147417884
2018-11-0113697.759261749216
2018-12-0115104.412241962487
2019-01-0114340.254241570145
2019-02-0113903.054519865995
2019-03-0115539.175833589636
2019-04-0114610.354571095693
2019-05-0114837.661398438948
2019-06-0116217.179067826166
2019-07-0116522.86633614599
2019-08-0115903.834729479635
2019-09-0115788.818224659793
2019-10-0115733.294824272713
2019-11-0115332.723452257058
2019-12-0115090.798301620829
2020-01-0114821.106822298196
2020-02-0114396.73882564182
2020-03-0113084.411444318885
2020-04-0113327.01852623696
2020-05-0112956.93657954223
2020-06-0114379.698257750431
2020-07-0114663.423327434319
2020-08-0114716.879334342499
2020-09-0113665.963058609912
2020-10-0114385.224678229104
2020-11-0116185.476977375078
2020-12-0116388.615357817598
2021-01-0115922.462870423104
2021-02-0118499.23278873715
2021-03-0118960.107251436628
2021-04-0119346.96285626763
2021-05-0119839.318784591716
2021-06-0120432.78413951265
2021-07-0120063.512179068985
2021-08-0120555.86502173116
2021-09-0122654.38202947532
2021-10-0122075.78956495484
2021-11-0124664.524137320284
2021-12-0125239.335123171524
2022-01-0126597.612638809464
2022-02-0126543.437672676533
2022-03-0127514.307250001795
2022-04-0128903.97828989994
2022-05-0129557.56468145208
2022-06-0126892.43529154838
2022-07-0127152.60287538948
2022-08-0129424.930589963897
2022-09-0127194.98752736886
2022-10-0129239.10277282979
2022-11-0129393.86106020412
2022-12-0128042.267088260654
2023-01-0128429.37571736818
2023-02-0129852.547788610253
2023-03-0130315.946322751133
2023-04-0131867.33998895179
2023-05-0131410.65585512447
2023-06-0134271.65997733736
2023-07-0135735.747925490214
2023-08-0133489.43542646895
2023-09-0136472.51141945616
2023-10-0136910.72786675927
2023-11-0138892.62999681482
2023-12-0144150.90336995165
2024-01-0148264.46097382101
2024-02-0153528.143512283976
2024-03-0152402.12376852197
2024-04-0157123.81596402673
2024-05-0158666.17172649649
2024-06-0162630.86465723735
2024-07-0165895.3530163078
2024-08-0164382.38509785752
2024-09-0167330.54374068468
2024-10-0161214.78035139981
2024-11-0163758.07546649616
2024-12-0159751.4113624717
2025-01-0158386.832925215975
2025-02-0149121.90779070233
2025-03-0156856.86918097199
2025-04-0160205.429484409804
2025-05-0156739.379518132235
2025-06-0158726.96543742382
2025-07-0156984.1527347103
2025-08-0154133.00730229605
2025-09-0155116.352210718615
2025-10-0156670.0323523937
2025-11-0153983.7785210623
2025-12-0152913.905481392954
2026-01-0151294.0872623645
2026-02-0160393.58080496125
2026-03-0159877.917329408985
2026-04-0163143.800407662224
Annual Return Matrix
YearAnnual Return
20170.11479756096231264
20180.01867301992673931
2019-0.0009013220854656723
20200.08600055678017893
20210.5400529313864217
20220.11105411261471132
20230.5744412971672526
20240.353345159481776
2025-0.11443254184575136
20260.19333093698529935
Total Factor Risk
0.22508183553120567
VTI.US Exposure
0.07629661176578596
VEA.US Exposure
0.0004201193409811043
VWO.US Exposure
0.00009429815775710128
QQQ.US Exposure
0.02653156460766122
VTV.US Exposure
0.23762946880995053
IJR.US Exposure
-0.009208701112257805
QUAL.US Exposure
-0.0008478055025007285
SHV.US Exposure
0.023710518737311958
TLT.US Exposure
0.004659658930756397
LQD.US Exposure
0.006417727890946275
HYG.US Exposure
-0.0023017084927036214
GLD.US Exposure
0.00008296827431299029
USO.US Exposure
0.00020067000977482495
VNQ.US Exposure
0.04996883178456068
BTC-USD.CC Exposure
0.007197396360275063
CPER.US Exposure
0.0456758018404629
VIX.INDX Exposure
0.00357305251636381
UUP.US Exposure
0.005153563925110749
TIP.US Exposure
0.01971813822199315
Idiosyncratic Exposure
0.5050278239334574
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
22.5%

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 →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 →
+5.6%
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 →
+11.9%
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 →
0.1% 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 POWERGRID.NSE a high-risk investment?

POWERGRID.NSE (POWERGRID.NSE) has an annualized volatility of 22.5% and experienced a maximum drawdown of 27.0% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, POWERGRID.NSE has generated a Compound Annual Growth Rate (CAGR) of 19.5%. 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.

Run a Full Backtest on POWERGRID.NSE

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest