SBIN.NSE

10-Year Study

SBIN.NSE · Unknown · Unknown · Common Stock

Executive Summary: SBIN.NSE has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 55.3% and an annualized volatility of 35.3%.

1Y CAGR
+34.7%
3Y CAGR
+24.8%
5Y CAGR
+22.6%
10Y CAGR
+19.3%

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 →
55.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +69.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -17.6%
% 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.
20269.711.6-18.59.0————————8.6%
2025-2.8-10.912.02.25.11.0-2.90.78.77.44.50.326.0%
2024-0.216.80.69.82.22.22.8-6.5-3.44.12.3-5.225.9%
2023-9.8-5.50.210.42.2-1.28.3-9.56.6-5.5-0.113.76.7%
202216.9-10.22.10.6-4.2-0.513.40.5-0.18.15.01.935.4%
20212.638.3-6.6-3.020.0-0.33.0-1.36.310.8-8.3-0.069.0%
2020-4.6-4.9-35.0-3.2-15.310.67.310.7-12.52.129.112.6-17.6%
2019-0.8-8.418.6-2.813.72.5-8.0-17.6-1.115.49.4-2.412.8%
20181.1-14.4-6.8-1.49.4-3.813.25.5-14.26.01.24.0-4.5%
20174.13.49.0-1.20.4-5.114.2-11.1-8.620.54.8-3.325.0%
2016———-2.78.48.24.810.1-0.52.70.1-3.230.5%

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 35.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.8% of variance. Idiosyncratic stock-specific factors contribute 20.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019729.730835242839
2016-05-0110550.835690171634
2016-06-0111411.781026521187
2016-07-0111964.636677315337
2016-08-0113169.447020766953
2016-09-0113104.251290411941
2016-10-0113456.305797495857
2016-11-0113474.560288688142
2016-12-0113049.486946537534
2017-01-0113578.874153494206
2017-02-0114040.455607731828
2017-03-0115302.635095636562
2017-04-0115112.264468109383
2017-05-0115172.621344064914
2017-06-0114401.623870799802
2017-07-0116446.22000617389
2017-08-0114617.399354221809
2017-09-0113359.592241227683
2017-10-0116093.610249250609
2017-11-0116859.35025499283
2017-12-0116309.383121779954
2018-01-0116485.6897408367
2018-02-0114104.276267951736
2018-03-0113151.710356619218
2018-04-0112967.51274964159
2018-05-0114185.850127972903
2018-06-0113649.045374964655
2018-07-0115446.289891067467
2018-08-0116293.595924152873
2018-09-0113972.70642435378
2018-10-0114809.49143031053
2018-11-0114980.5310085713
2018-12-0115572.596175059656
2019-01-0115454.183489881007
2019-02-0114159.535811134292
2019-03-0116788.297422100317
2019-04-0116312.016642177945
2019-05-0118551.334022550975
2019-06-0119011.829345441376
2019-07-0117482.988076140246
2019-08-0114412.15011971378
2019-09-0114251.635920069437
2019-10-0116440.956446568125
2019-11-0117990.848473102105
2019-12-0117564.561065863858
2020-01-0116759.354806649037
2020-02-0115946.254948620679
2020-03-0110359.801025610856
2020-04-0110025.614597605305
2020-05-018488.880599788186
2020-06-019391.447916651256
2020-07-0110075.610581182094
2020-08-0111157.114556309689
2020-09-019757.212221101183
2020-10-019959.829675806328
2020-11-0112854.363624068705
2020-12-0114470.040572401664
2021-01-0114846.331125765568
2021-02-0120532.773534738757
2021-03-0119172.341804490614
2021-04-0118603.962656228203
2021-05-0122332.648090049337
2021-06-0122265.29924354607
2021-07-0122934.531953540383
2021-08-0122629.12713593865
2021-09-0124060.54555646521
2021-10-0126671.088358438665
2021-11-0124461.55430095394
2021-12-0124456.245485875377
2022-01-0128591.15100593778
2022-02-0125664.58053442014
2022-03-0126214.310946698366
2022-04-0126360.371244568145
2022-05-0125250.5730256669
2022-06-0125131.897510626983
2022-07-0128500.617432599585
2022-08-0128657.05341790653
2022-09-0128621.98738886627
2022-10-0130952.3135250419
2022-11-0132497.77051524139
2022-12-0133104.62899955032
2023-01-0129857.27729324928
2023-02-0128201.236814665695
2023-03-0128252.483415827388
2023-04-0131195.053437575254
2023-05-0131886.490919358836
2023-06-0131501.55134890464
2023-07-0134105.377194357374
2023-08-0130869.154853175143
2023-09-0132914.82058424293
2023-10-0131100.121380399836
2023-11-0131056.129579647153
2023-12-0135306.927403172216
2024-01-0135221.69046074684
2024-02-0141138.7147254259
2024-03-0141372.42443054038
2024-04-0145436.254489973864
2024-05-0146427.450298829724
2024-06-0147467.43498855516
2024-07-0148778.59743368398
2024-08-0145602.73196845729
2024-09-0144053.93999803139
2024-10-0145859.932745145634
2024-11-0146908.303622100095
2024-12-0144448.12560969783
2025-01-0143215.2446889439
2025-02-0138512.950419235385
2025-03-0143136.963164569
2025-04-0144095.87441536674
2025-05-0146330.1962877806
2025-06-0146789.333946486964
2025-07-0145431.88211506326
2025-08-0145771.24594321674
2025-09-0149760.90228272956
2025-10-0153442.563799120355
2025-11-0155838.06825969992
2025-12-0156020.58358150593
2026-01-0161436.13543326849
2026-02-0168539.94269786845
2026-03-0155860.883980372004
2026-04-0160865.7772283686
Annual Return Matrix
YearAnnual Return
20170.24981029435087332
2018-0.04517564773718341
20190.1279147592611718
2020-0.17617977937839235
20210.6901297106602551
20220.35362678701723804
20230.06652539146872227
20240.2589066474729349
20250.2603587398358862
20260.08648952469074622
Total Factor Risk
0.3526497644199275
VTI.US Exposure
-0.0030506348626762594
VEA.US Exposure
0.09232702247600448
VWO.US Exposure
0.009383215758249505
QQQ.US Exposure
-0.008898491699625576
VTV.US Exposure
-0.011796441047923352
IJR.US Exposure
0.005815349972107632
QUAL.US Exposure
0.01170212424416744
SHV.US Exposure
0.5681545215587832
TLT.US Exposure
0.022475780738968134
LQD.US Exposure
0.03455644610215555
HYG.US Exposure
0.07202426207513578
GLD.US Exposure
-0.0004850544119921132
USO.US Exposure
0.0009474048390913117
VNQ.US Exposure
0.004932938028251597
BTC-USD.CC Exposure
-0.0012250374085478325
CPER.US Exposure
-0.004264633164510756
VIX.INDX Exposure
-0.0037895054626373883
UUP.US Exposure
-0.001705498363173789
TIP.US Exposure
0.004873474352782014
Idiosyncratic Exposure
0.20802275627539069
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
35.3%

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 →
-3.6%
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 →
+12.3%
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 →
13.1% 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 SBIN.NSE a high-risk investment?

SBIN.NSE (SBIN.NSE) has an annualized volatility of 35.3% and experienced a maximum drawdown of 55.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SBIN.NSE has generated a Compound Annual Growth Rate (CAGR) of 19.3%. 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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