Tata Steel Limited

10-Year Study

TATASTEEL.NSE · Iron & Steel · IN · EQUITY

Executive Summary: Tata Steel Limited has compounded at -6.0% annually over the last 10 years, with a maximum drawdown of 89.0% and an annualized volatility of 192.2%.

1Y CAGR
-88.5%
3Y CAGR
-41.7%
5Y CAGR
-24.8%
10Y CAGR
-6.0%

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 →
89.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +90.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -86.8%
% 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.
20269.6-87.8-9.69.8————————-86.8%
2025-1.9-11.1-4.76.04.77.2-11.71.2-5.52.86.54.9-4.1%
20244.8-4.5-2.01.2-2.816.410.75.3-3.62.96.4-0.437.8%
2023-0.18.40.1-7.19.01.41.27.71.7-7.38.94.229.9%
2022-17.4-4.76.3-16.0-6.3-15.38.02.6-6.35.43.0-5.6-40.5%
2021-1.2-4.47.9-3.16.47.213.419.7-4.67.05.316.290.8%
20204.5-6.6-23.0-3.4-2.92.426.58.76.86.77.811.035.5%
20191.213.4-7.08.3-9.1-7.1-8.09.03.03.43.00.17.7%
201821.50.04.35.06.2-8.06.212.5-2.7-0.2-5.12.446.7%
2017-7.510.4-8.1-9.2-6.5-2.13.411.06.95.31.53.05.5%
2016———2.411.1-6.4-1.2-3.9-10.43.811.40.85.4%

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 192.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.9% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110235.815536222739
2016-05-0111376.987201322192
2016-06-0110648.489608586131
2016-07-0110524.164606676452
2016-08-0110111.134417010157
2016-09-019055.375706425442
2016-10-019396.15147591926
2016-11-0110464.854160171235
2016-12-0110544.653815698968
2017-01-019753.105654483954
2017-02-0110771.119492133992
2017-03-019903.003439915088
2017-04-018992.829934223353
2017-05-018411.566369492712
2017-06-018239.022194476727
2017-07-018518.98025098079
2017-08-019452.89876813683
2017-09-0110108.628241490978
2017-10-0110642.927946608044
2017-11-0110801.892478571086
2017-12-0111128.655032195677
2018-01-0113526.375917068826
2018-02-0113526.375917068826
2018-03-0114101.52049624234
2018-04-0114805.821698832666
2018-05-0115727.600177132746
2018-06-0114471.33585120137
2018-07-0115370.761736691496
2018-08-0117291.122512008722
2018-09-0116832.763931442434
2018-10-0116796.635831062937
2018-11-0115939.755279750618
2018-12-0116328.122565604375
2019-01-0116525.687542322317
2019-02-0118744.090010785014
2019-03-0117424.338872678625
2019-04-0118878.435263305124
2019-05-0117168.067958577147
2019-06-0115954.43265438976
2019-07-0114677.111112337738
2019-08-0116001.22290681817
2019-09-0116482.19137494576
2019-10-0117047.363779344734
2019-11-0117565.247367091233
2019-12-0117584.849844029523
2020-01-0118376.090854070786
2020-02-0117171.93361190016
2020-03-0113222.670178220686
2020-04-0112772.559274389627
2020-05-0112403.122294064931
2020-06-0112705.920824083927
2020-07-0116068.534418826355
2020-08-0117467.58931911618
2020-09-0118663.92088355552
2020-10-0119914.727711819905
2020-11-0121470.8303426899
2020-12-0123830.09501031583
2021-01-0123541.152114259527
2021-02-0122499.257940570074
2021-03-0124276.967027276984
2021-04-0123516.667269098438
2021-05-0125016.451729100856
2021-06-0126823.538712710735
2021-07-0130411.751728548872
2021-08-0136398.31150542002
2021-09-0134712.462876996906
2021-10-0137157.624818669516
2021-11-0139142.45172874474
2021-12-0145467.91409809643
2022-01-0137556.6435730531
2022-02-0135804.503708694625
2022-03-0138075.930262973045
2022-04-0131970.121046051845
2022-05-0129970.401310369227
2022-06-0125393.268350234957
2022-07-0127415.316640809582
2022-08-0128132.949984927334
2022-09-0126368.267669160614
2022-10-0127800.932920498417
2022-11-0128645.920934480295
2022-12-0127034.08950687903
2023-01-0126996.853881687504
2023-02-0129264.32219214416
2023-03-0129306.881771014083
2023-04-0127228.255343940764
2023-05-0129671.26811769036
2023-06-0130078.22294616913
2023-07-0130447.562884528787
2023-08-0132807.213939428366
2023-09-0133376.31787885138
2023-10-0130929.321933068823
2023-11-0133685.09650867938
2023-12-0135111.46026434231
2024-01-0136794.4100979198
2024-02-0135144.568489993195
2024-03-0134434.14652125922
2024-04-0134859.022953006584
2024-05-0133892.01490635807
2024-06-0139462.28423965484
2024-07-0143679.23659846011
2024-08-0145986.278444201846
2024-09-0144319.923676939645
2024-10-0145609.7128857663
2024-11-0148548.481898646525
2024-12-0148375.52996931872
2025-01-0147475.32596752174
2025-02-0142184.694185156426
2025-03-0140211.34137458074
2025-04-0142614.23931474484
2025-05-0144624.453827344005
2025-06-0147831.158376582294
2025-07-0142258.24309172496
2025-08-0142769.26073787149
2025-09-0140427.83576653449
2025-10-0141554.20630623204
2025-11-0144264.390744724966
2025-12-0146411.532360290286
2026-01-0150851.68123868993
2026-02-016194.330630343652
2026-03-015597.156634812568
2026-04-016146.48671584528
Annual Return Matrix
YearAnnual Return
20170.055383631051712845
20180.4672143685257937
20190.07696704096724982
20200.3551491893123395
20210.9080038950081311
2022-0.4054249014249184
20230.298784642087093
20240.3777703805286281
2025-0.040598988998653995
2026-0.8675655294436213
Total Factor Risk
1.9223867034751974
VTI.US Exposure
0.01661135520937303
VEA.US Exposure
0.027274479158750243
VWO.US Exposure
0.0029507984490715227
QQQ.US Exposure
0.0019207543622798283
VTV.US Exposure
0.0035588687109340293
IJR.US Exposure
0.01297980487373733
QUAL.US Exposure
-0.003203638311310477
SHV.US Exposure
0.679250421443007
TLT.US Exposure
0.03848455016240795
LQD.US Exposure
0.05904019833228456
HYG.US Exposure
0.029293809567673308
GLD.US Exposure
0.0009363099270477261
USO.US Exposure
0.005043550378134686
VNQ.US Exposure
0.0013236346982340831
BTC-USD.CC Exposure
-0.00008478828158601858
CPER.US Exposure
0.0002227638703925521
VIX.INDX Exposure
-0.0020792138249072388
UUP.US Exposure
0.005799128879388058
TIP.US Exposure
0.004460636536922605
Idiosyncratic Exposure
0.11621657585816515
Value Score
38.2
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
192.2%

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 →29.5x
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$2.6T
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 →
-68.6%
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 →
-83.9%
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 →
88.1% 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 Steel Limited a high-risk investment?

Tata Steel Limited (TATASTEEL.NSE) has an annualized volatility of 192.2% and experienced a maximum drawdown of 89.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TATASTEEL.NSE has generated a Compound Annual Growth Rate (CAGR) of -6.0%. 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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