Reliance Industries Limited

10-Year Study

RELIANCE.NSE · Refineries & Marketing · IN · EQUITY

Executive Summary: Reliance Industries Limited has compounded at 20.6% annually over the last 10 years, with a maximum drawdown of 28.2% and an annualized volatility of 21.5%.

1Y CAGR
-5.5%
3Y CAGR
+6.2%
5Y CAGR
+6.6%
10Y CAGR
+20.6%

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 →
28.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +71.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.5%
% 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.
2026-11.1-0.1-3.6-0.0————————-14.5%
20254.1-5.16.210.21.15.6-7.4-2.00.59.05.50.229.7%
202410.42.41.7-1.3-2.59.4-3.80.6-2.2-9.8-3.0-5.9-5.6%
2023-7.6-1.30.43.82.03.38.3-5.2-2.6-2.43.98.710.3%
20220.8-1.111.75.9-5.6-1.4-3.35.5-9.97.27.1-6.77.9%
2021-7.213.2-4.0-0.48.3-2.0-3.610.911.60.7-5.2-1.519.7%
2020-6.8-5.9-16.231.60.816.421.80.77.4-8.0-6.12.932.9%
20199.40.310.52.4-4.5-5.8-6.97.76.79.95.9-2.435.8%
20184.4-0.7-7.59.1-4.46.322.04.71.3-15.610.0-4.022.5%
2017-3.418.56.75.6-3.92.918.0-1.3-2.120.5-2.1-0.171.5%
2016———-6.0-2.51.24.74.42.2-2.7-6.29.33.6%

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 21.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.8% of variance. Idiosyncratic stock-specific factors contribute 38.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019402.028451567956
2016-05-019164.275582183296
2016-06-019272.387889412206
2016-07-019710.103755755408
2016-08-0110141.600259620907
2016-09-0110368.350820279613
2016-10-0110093.28310851132
2016-11-019472.350220129456
2016-12-0110355.9127615655
2017-01-0110000
2017-02-0111845.101297658157
2017-03-0112637.77386931024
2017-04-0113348.642669943329
2017-05-0112827.211586309195
2017-06-0113203.214187848198
2017-07-0115576.349686603426
2017-08-0115376.729137669903
2017-09-0115061.381143519235
2017-10-0118146.372812504975
2017-11-0117774.126479380466
2017-12-0117764.484635376466
2018-01-0118540.794320852612
2018-02-0118410.604109629472
2018-03-0117024.818221059795
2018-04-0118579.369691764132
2018-05-0117770.268942289313
2018-06-0118881.22230226741
2018-07-0123027.537684772862
2018-08-0124108.04781507167
2018-09-0124424.53108438699
2018-10-0120605.376154171434
2018-11-0122669.31306591785
2018-12-0121770.345693286363
2019-01-0123826.512899064375
2019-02-0123902.235219553488
2019-03-0126405.948681964855
2019-04-0127042.798074855807
2019-05-0125826.377385585216
2019-06-0124330.36453992008
2019-07-0122644.07051577803
2019-08-0124387.530707894035
2019-09-0126022.417553805815
2019-10-0128602.684805840967
2019-11-0130298.122325499247
2019-12-0129573.459665119142
2020-01-0127573.31269228973
2020-02-0125952.097117726902
2020-03-0121754.52646000617
2020-04-0128634.914894670248
2020-05-0128874.79640498863
2020-06-0133601.160112640086
2020-07-0140924.60167265207
2020-08-0141193.851099201536
2020-09-0144235.828897776395
2020-10-0140675.13961252872
2020-11-0138206.318539156695
2020-12-0139305.11832545314
2021-01-0136467.06099712204
2021-02-0141294.82396472599
2021-03-0139657.522660365445
2021-04-0139487.25803531972
2021-05-0142769.77825557642
2021-06-0141932.48084206504
2021-07-0140435.50061404129
2021-08-0144862.88187868319
2021-09-0150050.172633112845
2021-10-0150387.91965956136
2021-11-0147788.31009028436
2021-12-0147048.25992098245
2022-01-0147414.8098910449
2022-02-0146877.403673667824
2022-03-0152344.82490745742
2022-04-0155434.16979705691
2022-05-0152303.107542604295
2022-06-0151568.01953845868
2022-07-0149855.48093727091
2022-08-0152579.389812251204
2022-09-0147393.117074518486
2022-10-0150818.41280403838
2022-11-0154441.038544923686
2022-12-0150770.57667914293
2023-01-0146916.73855965428
2023-02-0146292.87021213189
2023-03-0146462.29270818225
2023-04-0148245.1970498569
2023-05-0149229.83239301147
2023-06-0150831.36986472037
2023-07-0155050.32953293754
2023-08-0152162.09357532194
2023-09-0150818.49275299364
2023-10-0149581.07480310738
2023-11-0151521.713103573806
2023-12-0156018.44209200566
2024-01-0161832.777832446576
2024-02-0163313.99212649364
2024-03-0164399.70426881451
2024-04-0163582.705895042884
2024-05-0161996.390704414924
2024-06-0167847.56159350793
2024-07-0165248.12258200215
2024-08-0165652.23257124434
2024-09-0164214.91558356375
2024-10-0157929.65384700715
2024-11-0156196.611003761136
2024-12-0152858.82207073524
2025-01-0155018.056804665444
2025-02-0152191.264284130055
2025-03-0155452.9471416816
2025-04-0161102.182959586404
2025-05-0161793.66147360448
2025-06-0165259.74183016617
2025-07-0160458.540570463774
2025-08-0159259.135683837056
2025-09-0159556.04478394028
2025-10-0164900.3712762858
2025-11-0168441.42243315717
2025-12-0168568.04558849326
2026-01-0160927.05743806104
2026-02-0160861.563253914486
2026-03-0158678.42378236242
2026-04-0158652.22717468987
Annual Return Matrix
YearAnnual Return
20170.7153953537834763
20180.22549829843825364
20190.3584285744364246
20200.32906730462152
20210.19700084684683472
20220.07911699103031866
20230.10336430578734412
2024-0.05640321121535308
20250.29719208454429946
2026-0.1446128196990264
Total Factor Risk
0.21482729377649853
VTI.US Exposure
0.4375661514224338
VEA.US Exposure
-0.007008670794321665
VWO.US Exposure
0.008743427937621048
QQQ.US Exposure
-0.04126812432525103
VTV.US Exposure
-0.06034123127335277
IJR.US Exposure
-0.028409398922379238
QUAL.US Exposure
-0.04262886374314339
SHV.US Exposure
0.0011183421412242606
TLT.US Exposure
0.00028947174406187236
LQD.US Exposure
0.0342414068951237
HYG.US Exposure
0.08751948160016931
GLD.US Exposure
0.0033374510232038824
USO.US Exposure
0.011361789619126265
VNQ.US Exposure
0.0336120785599802
BTC-USD.CC Exposure
-0.009124059296138104
CPER.US Exposure
0.04353880182063801
VIX.INDX Exposure
0.0018881651388089893
UUP.US Exposure
0.12500070523051696
TIP.US Exposure
0.011797601677878052
Idiosyncratic Exposure
0.3887654735437998
Value Score
42.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.5%

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 →19.7x
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$19.3T
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
$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 →
-3.8%
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 →
-6.8%
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 →
15.6% 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 Reliance Industries Limited a high-risk investment?

Reliance Industries Limited (RELIANCE.NSE) has an annualized volatility of 21.5% and experienced a maximum drawdown of 28.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, RELIANCE.NSE has generated a Compound Annual Growth Rate (CAGR) of 20.6%. 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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