TATA CONSUMER PRODUCTS LIMITED

10-Year Study

TATACONSUM.NSE · Tea & Coffee · IN · EQUITY

Executive Summary: TATA CONSUMER PRODUCTS LIMITED has compounded at 26.7% annually over the last 10 years, with a maximum drawdown of 38.2% and an annualized volatility of 18.8%.

1Y CAGR
-0.4%
3Y CAGR
+12.2%
5Y CAGR
+11.7%
10Y CAGR
+26.7%

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 →
38.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +167.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -30.0%
% 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.
2026-4.90.6-11.18.7————————-7.5%
202512.0-5.94.016.4-4.4-0.7-2.3-0.76.03.20.61.731.3%
20242.96.4-7.91.1-3.73.58.30.9-0.3-16.2-4.4-4.6-15.3%
2023-4.9-1.9-0.97.85.77.8-0.2-2.95.12.74.515.543.2%
2022-2.2-1.28.26.0-7.8-6.314.9-0.2-0.8-4.16.2-6.24.0%
2021-5.18.84.94.8-0.814.30.214.4-5.9-0.5-3.8-4.526.8%
202019.3-9.7-14.819.24.46.410.524.4-6.1-1.49.29.684.9%
2019-7.1-5.02.75.217.910.5-6.710.7-0.914.91.9-0.648.1%
2018-8.1-5.2-6.115.0-9.51.0-8.3-5.1-0.2-6.80.40.3-30.0%
20175.67.19.11.7-2.40.814.318.43.910.326.510.2167.0%
2016———-1.0-1.911.48.30.3-0.50.3-11.5-1.52.3%

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 18.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 12.5% of variance. Idiosyncratic stock-specific factors contribute 57.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019901.031375092467
2016-05-019711.339048885251
2016-06-0110820.619595950913
2016-07-0111723.70952913271
2016-08-0111754.815441232482
2016-09-0111700.337189381364
2016-10-0111729.671308052699
2016-11-0110380.277934531987
2016-12-0110225.222446589994
2017-01-0110799.344007374712
2017-02-0111570.426537990901
2017-03-0112618.09242346946
2017-04-0112831.81614875412
2017-05-0112521.706579613627
2017-06-0112626.473801196056
2017-07-0114428.945491714176
2017-08-0117088.09161388858
2017-09-0117761.25635698592
2017-10-0119586.576375304536
2017-11-0124777.732769801267
2017-12-0127306.418907251504
2018-01-0125084.104621482955
2018-02-0123776.604069160294
2018-03-0122331.023202616147
2018-04-0125679.601649631826
2018-05-0123232.897709420675
2018-06-0123462.79335789179
2018-07-0121507.19904498998
2018-08-0120409.624010523003
2018-09-0120361.713140665273
2018-10-0118976.68414099987
2018-11-0119046.368586630044
2018-12-0119111.701974638807
2019-01-0117752.803235341224
2019-02-0116872.999127186
2019-03-0117330.325809529884
2019-04-0118223.19153101029
2019-05-0121484.94576968669
2019-06-0123747.912128893153
2019-07-0122154.14912310996
2019-08-0124522.780206246884
2019-09-0124302.64173063774
2019-10-0127912.818197465007
2019-11-0128454.344104791697
2019-12-0128295.84912901125
2020-01-0133759.54800768898
2020-02-0130479.570813814476
2020-03-0125962.444309662787
2020-04-0130959.45603479946
2020-05-0132306.668955907244
2020-06-0134364.11290438864
2020-07-0137965.049879959064
2020-08-0147215.730374539125
2020-09-0144342.0769709549
2020-10-0143712.359500614504
2020-11-0147716.85179528253
2020-12-0152320.00910444389
2021-01-0149650.358828613134
2021-02-0154027.36242699265
2021-03-0156665.97431441125
2021-04-0159379.97639906443
2021-05-0158878.860605295
2021-06-0167293.02108223167
2021-07-0167458.03209386805
2021-08-0177154.15791525679
2021-09-0172573.69981908576
2021-10-0172207.98027295465
2021-11-0169451.66897102974
2021-12-0166316.26843282374
2022-01-0164875.67869218997
2022-02-0164099.634577276745
2022-03-0169344.64392614231
2022-04-0173479.0911846208
2022-05-0167770.2447445294
2022-06-0163508.14958156766
2022-07-0172975.71334731589
2022-08-0172795.89214019352
2022-09-0172184.49891058267
2022-10-0169244.43314673116
2022-11-0173551.13333234392
2022-12-0168956.72034073016
2023-01-0165589.57850659126
2023-02-0164312.85187490421
2023-03-0163732.9303107011
2023-04-0168677.99943913137
2023-05-0172587.28896122052
2023-06-0178245.03122372687
2023-07-0178099.60770847605
2023-08-0175831.96533390148
2023-09-0179699.22698741732
2023-10-0181844.17319460122
2023-11-0185502.39276517449
2023-12-0198776.52001623664
2024-01-01101612.19978599211
2024-02-01108160.64701197483
2024-03-0199630.85221997838
2024-04-01100735.13460741623
2024-05-0197027.81406199084
2024-06-01100432.13331314188
2024-07-01108805.67829197145
2024-08-01109830.64285434445
2024-09-01109537.79262110988
2024-10-0191747.45043567901
2024-11-0187729.9879660128
2024-12-0183707.93951256198
2025-01-0193769.91992745704
2025-02-0188192.13133807402
2025-03-0191687.97332082831
2025-04-01106687.13384664935
2025-05-01101992.39190917108
2025-06-01101310.16633124041
2025-07-0198940.81640217897
2025-08-0198221.72289080442
2025-09-01104112.81576379876
2025-10-01107404.07785396778
2025-11-01108086.30343189846
2025-12-01109893.27107461769
2026-01-01104536.89828393472
2026-02-01105191.46165783453
2026-03-0193556.78703443913
2026-04-01101651.27349323177
Annual Return Matrix
YearAnnual Return
20171.6704963192617792
2018-0.3001022199376171
20190.48055098214485503
20200.8490347777123632
20210.26751255529103246
20220.03981605072639316
20230.43244225549243587
2024-0.15255225129613526
20250.31281777707747893
2026-0.07500002048159604
Total Factor Risk
0.1882988096783273
VTI.US Exposure
-0.037334441492037115
VEA.US Exposure
0.044719114052569404
VWO.US Exposure
0.004485776987278385
QQQ.US Exposure
0.04753145689315449
VTV.US Exposure
-0.012581173958191775
IJR.US Exposure
-0.010195663623416921
QUAL.US Exposure
0.06366194983046022
SHV.US Exposure
0.1252319441078123
TLT.US Exposure
-0.02816110365551163
LQD.US Exposure
0.04078079866761562
HYG.US Exposure
0.0030390931901788146
GLD.US Exposure
0.005049655445580618
USO.US Exposure
0.009093367932841719
VNQ.US Exposure
0.10395620128690464
BTC-USD.CC Exposure
0.010868985353729375
CPER.US Exposure
-0.005539773325442534
VIX.INDX Exposure
0.02954660317069402
UUP.US Exposure
0.021669028036195845
TIP.US Exposure
0.007134276764167979
Idiosyncratic Exposure
0.5770439043354165
Value Score
20.1
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
18.8%

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 →74.7x
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$1.2T
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 →
-0.4%
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 →
-2.0%
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 →
9.1% 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 TATA CONSUMER PRODUCTS LIMITED a high-risk investment?

TATA CONSUMER PRODUCTS LIMITED (TATACONSUM.NSE) has an annualized volatility of 18.8% and experienced a maximum drawdown of 38.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TATACONSUM.NSE has generated a Compound Annual Growth Rate (CAGR) of 26.7%. 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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