Sun Pharmaceutical Industries Limited

10-Year Study

SUNPHARMA.NSE · Pharmaceuticals · IN · EQUITY

Executive Summary: Sun Pharmaceutical Industries Limited has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 62.4% and an annualized volatility of 66.7%.

1Y CAGR
-51.1%
3Y CAGR
-6.6%
5Y CAGR
+7.2%
10Y CAGR
+10.3%

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 →
62.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +63.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -44.7%
% 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.
20261.2-44.01.2-3.6————————-44.7%
2025-6.8-23.914.1-6.312.5-0.4-6.71.02.1-1.16.5-7.1-19.9%
20243.313.014.88.719.310.6-7.4-3.45.2-3.88.4-13.663.0%
20234.110.92.53.73.06.05.7-1.5-6.4-9.39.810.043.2%
2022-1.01.00.9-4.17.2-1.412.27.0-3.95.6-5.11.920.4%
20211.416.6-0.32.010.9-3.1-3.416.3-6.32.7-1.69.751.0%
20200.2-12.4-14.62.4-4.40.76.0-0.29.00.319.44.16.1%
2019-0.5-3.79.77.88.43.1-12.75.026.19.2-11.21.844.6%
20186.1-10.3-8.14.6-6.9-6.20.93.1-7.3-1.42.010.1-14.7%
20174.05.34.04.64.2-2.49.0-11.7-7.57.0-5.93.412.3%
2016———3.55.88.80.7-0.4-2.0-4.6-8.22.34.9%

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 66.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.5% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110346.458187185317
2016-05-0110950.259845207893
2016-06-0111909.61330606433
2016-07-0111989.633361760896
2016-08-0111938.041566246238
2016-09-0111695.236176413635
2016-10-0111161.534361107666
2016-11-0110251.128838308889
2016-12-0110490.161767501264
2017-01-0110906.290301191795
2017-02-0111484.134086000191
2017-03-0111939.277804733048
2017-04-0112483.828840639244
2017-05-0113007.934393878957
2017-06-0112702.1268213487
2017-07-0113841.171674024707
2017-08-0112222.72858420597
2017-09-0111308.167084685263
2017-10-0112101.452857147782
2017-11-0111391.870775771522
2017-12-0111776.150754633203
2018-01-0112497.287433599207
2018-02-0111211.415486797381
2018-03-0110298.96907324227
2018-04-0110774.631424847934
2018-05-0110035.46008501517
2018-06-019411.00498873957
2018-07-019492.121252527993
2018-08-019789.230220523837
2018-09-019073.097015670133
2018-10-018943.982721503266
2018-11-019125.895789589074
2018-12-0110049.859180627818
2019-01-0110004.443352532475
2019-02-019633.925017485511
2019-03-0110567.259994956814
2019-04-0111389.873775138984
2019-05-0112351.85855341705
2019-06-0112735.973421813036
2019-07-0111117.934748134956
2019-08-0111676.382233236089
2019-09-0114724.04241416163
2019-10-0116084.222430549366
2019-11-0114278.740533187674
2019-12-0114536.113264107462
2020-01-0114570.5900013491
2020-02-0112763.614794775529
2020-03-0110900.102838740055
2020-04-0111158.06704132809
2020-05-0110663.187085519174
2020-06-0110736.120976229213
2020-07-0111376.38278708765
2020-08-0111354.844231338155
2020-09-0112379.361985990483
2020-10-0112411.177100725014
2020-11-0114816.562795115364
2020-12-0115424.516249848084
2021-01-0115642.83304061059
2021-02-0118241.50875017543
2021-03-0118182.344863303686
2021-04-0118551.613374825523
2021-05-0120571.489121885068
2021-06-0119928.107977228552
2021-07-0119259.088730259762
2021-08-0122406.48294748515
2021-09-0120996.46674053444
2021-10-0121560.966882707093
2021-11-0121218.3229562799
2021-12-0123283.556011269728
2022-01-0123060.128111091337
2022-02-0123279.787730641296
2022-03-0123485.56971104937
2022-04-0122525.101232048022
2022-05-0124137.616020145986
2022-06-0123805.39286311057
2022-07-0126718.528769610395
2022-08-0128596.817067322536
2022-09-0127478.170672180382
2022-10-0129013.332252103617
2022-11-0127519.331248273786
2022-12-0128029.56229738046
2023-01-0129192.24929673914
2023-02-0132385.84518427634
2023-03-0133189.356310579475
2023-04-0134410.83099574882
2023-05-0135428.810166959076
2023-06-0137571.50929044196
2023-07-0139731.66414315871
2023-08-0139124.16630971108
2023-09-0136634.32974712705
2023-10-0133227.262747494584
2023-11-0136485.69270789628
2023-12-0140147.63383640123
2024-01-0141465.84235440836
2024-02-0146862.3922353773
2024-03-0153820.77008148202
2024-04-0158504.25593125386
2024-05-0169783.57884458413
2024-06-0177160.08327001486
2024-07-0171435.5404039417
2024-08-0169033.95643027412
2024-09-0172608.28451166647
2024-10-0169867.19998043754
2024-11-0175721.43189229866
2024-12-0165458.12354463746
2025-01-0161038.44659893864
2025-02-0146467.15122060002
2025-03-0153018.37919833852
2025-04-0149677.53403548475
2025-05-0155911.41133813568
2025-06-0155669.998937232005
2025-07-0151935.835565024216
2025-08-0152454.61264823497
2025-09-0153576.05965127624
2025-10-0153012.76962251672
2025-11-0156449.019374459145
2025-12-0152447.76578892341
2026-01-0153098.37626397025
2026-02-0129739.747240957095
2026-03-0130085.597236427006
2026-04-0128988.1205109939
Annual Return Matrix
YearAnnual Return
20170.12259000534347897
2018-0.14659217684744674
20190.44639969604025675
20200.06111695537859241
20210.5095161257649847
20220.20383511366621
20230.43233181490505435
20240.6304354027780237
2025-0.19875848941563345
2026-0.4472954171650152
Total Factor Risk
0.6674924337837765
VTI.US Exposure
-0.011180132879957446
VEA.US Exposure
0.034418104028042074
VWO.US Exposure
0.047205747053800075
QQQ.US Exposure
0.029248856267895747
VTV.US Exposure
0.0692409512915288
IJR.US Exposure
0.0013874904134317087
QUAL.US Exposure
-0.008277478040971181
SHV.US Exposure
0.5147816826192785
TLT.US Exposure
0.00484465249117518
LQD.US Exposure
0.0449777403824931
HYG.US Exposure
0.029004660314848225
GLD.US Exposure
0.002333031460150583
USO.US Exposure
0.0017654490334325231
VNQ.US Exposure
-0.0038282268071570093
BTC-USD.CC Exposure
-0.0002200791298687455
CPER.US Exposure
-0.0005443199745316876
VIX.INDX Exposure
0.007978951598210125
UUP.US Exposure
0.015048807022508803
TIP.US Exposure
0.03212038265798142
Idiosyncratic Exposure
0.18969373019770933
Value Score
34.9
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
66.7%

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 →37.8x
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$4.2T
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 →
-24.3%
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 →
-41.9%
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 →
50.0% 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 Sun Pharmaceutical Industries Limited a high-risk investment?

Sun Pharmaceutical Industries Limited (SUNPHARMA.NSE) has an annualized volatility of 66.7% and experienced a maximum drawdown of 62.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SUNPHARMA.NSE has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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