Tata Consultancy Services Limited

10-Year Study

TCS.NSE · Computers - Software & Consulting · IN · EQUITY

Executive Summary: Tata Consultancy Services Limited has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 45.3% and an annualized volatility of 24.6%.

1Y CAGR
-24.8%
3Y CAGR
-5.3%
5Y CAGR
-1.6%
10Y CAGR
+9.8%

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 →
45.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +42.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -19.0%
% 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.
2026-0.8-15.6-10.69.2————————-18.2%
20252.3-15.33.5-4.20.30.8-12.01.6-6.46.32.62.2-19.0%
20241.37.3-5.3-1.4-3.26.412.63.8-6.3-6.87.6-4.110.0%
20235.5-1.4-3.20.42.21.13.9-1.95.1-4.33.58.820.6%
20220.1-4.95.2-5.2-4.5-2.91.3-2.7-6.46.66.2-4.0-11.7%
20218.9-7.09.8-4.54.65.9-5.119.5-0.3-9.83.95.932.0%
2020-3.6-3.8-8.010.3-2.15.99.8-1.110.47.40.66.835.0%
20196.6-1.50.813.0-2.82.2-0.72.4-7.110.5-9.55.318.2%
201815.5-2.5-6.124.0-0.66.15.27.15.1-11.11.6-3.842.2%
2017-5.510.6-1.4-6.512.0-6.25.80.2-2.48.00.52.416.4%
2016———0.61.30.42.9-4.1-3.2-1.1-5.13.9-4.7%

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 24.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 47.2% of variance. Idiosyncratic stock-specific factors contribute 34.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110060.314220268167
2016-05-0110194.820068525556
2016-06-0110235.239357883496
2016-07-0110527.838055397095
2016-08-0110093.750415204813
2016-09-019770.192209903553
2016-10-019667.046302906125
2016-11-019172.754653493099
2016-12-019533.452144924344
2017-01-019011.990410904134
2017-02-019967.630403088946
2017-03-019828.39650089721
2017-04-019187.194137556
2017-05-0110292.37949998595
2017-06-019654.453466171117
2017-07-0110212.184431330283
2017-08-0110230.829691419476
2017-09-019983.293229778217
2017-10-0110783.258280630513
2017-11-0110836.682473584096
2017-12-0111100.50690346694
2018-01-0112820.443365573536
2018-02-0112502.027730201642
2018-03-0111736.264228781969
2018-04-0114549.48693389866
2018-05-0114462.876969999512
2018-06-0115349.233399506904
2018-07-0116149.691338654608
2018-08-0117300.02526894404
2018-09-0118176.512911438505
2018-10-0116166.608734433685
2018-11-0116417.68052156276
2018-12-0115790.418018869479
2019-01-0116836.1371738128
2019-02-0116579.92587817234
2019-03-0116720.781719611954
2019-04-0118894.573397832923
2019-05-0118361.25724109542
2019-06-0118768.125813992774
2019-07-0118630.36935212007
2019-08-0119085.630371372656
2019-09-0117731.663162465593
2019-10-0119601.5491019912
2019-11-0117732.637917951673
2019-12-0118669.255483351673
2020-01-0117996.232129202126
2020-02-0117313.275085978392
2020-03-0115922.187571732851
2020-04-0117564.45708415489
2020-05-0117197.3759239436
2020-06-0118208.11531700279
2020-07-0119995.282967170395
2020-08-0119783.620201464568
2020-09-0121843.709591195995
2020-10-0123455.597591545735
2020-11-0123585.864600462606
2020-12-0125197.485645164143
2021-01-0127437.735809546983
2021-02-0125523.666261110422
2021-03-0128024.17858941003
2021-04-0126770.170351379147
2021-05-0127995.543310155746
2021-06-0129649.142518252633
2021-07-0128130.351014226348
2021-08-0133627.73683879571
2021-09-0133530.93235301015
2021-10-0130233.562313111914
2021-11-0131402.771722122925
2021-12-0133264.26080440227
2022-01-0133303.99066243023
2022-02-0131681.25054761114
2022-03-0133336.968256952896
2022-04-0131614.391627976976
2022-05-0130190.97676438856
2022-06-0129318.27915735817
2022-07-0129708.778940579163
2022-08-0128892.25957812068
2022-09-0127033.37637482924
2022-10-0128804.656490227557
2022-11-0130587.6116292493
2022-12-0129377.927825356634
2023-01-0130986.734814647367
2023-02-0130563.732568974818
2023-03-0129577.02285795492
2023-04-0129700.192275417896
2023-05-0130348.30425914879
2023-06-0130692.517851587476
2023-07-0131883.100856394947
2023-08-0131280.6578815808
2023-09-0132881.58845468253
2023-10-0131473.23821670933
2023-11-0132583.616968607177
2023-12-0135440.61795089376
2024-01-0135899.666556476026
2024-02-0138525.853766716646
2024-03-0136467.42978836846
2024-04-0135943.8856778356
2024-05-0134786.5447740646
2024-06-0136996.38893503126
2024-07-0141652.84487470565
2024-08-0143252.33045851898
2024-09-0140542.980441029096
2024-10-0137785.00530941721
2024-11-0140664.259126745215
2024-12-0138988.02746777689
2025-01-0139876.09094395211
2025-02-0133775.50781117737
2025-03-0134967.21251953414
2025-04-0133488.9737826899
2025-05-0133583.030339693105
2025-06-0133867.830381034495
2025-07-0129809.034256716186
2025-08-0130279.216627222337
2025-09-0128352.34790247865
2025-10-0130129.08468929148
2025-11-0130912.361950713497
2025-12-0131589.231670418027
2026-01-0131337.884355670398
2026-02-0126457.484465905934
2026-03-0123663.66870167284
2026-04-0125850.5693717009
Annual Return Matrix
YearAnnual Return
20170.16437432471687652
20180.4224952208207513
20190.18231546885218597
20200.3496781201389647
20210.32014206785692867
2022-0.1168320860005796
20230.20636888216139937
20240.10009446002884048
2025-0.18977097016446587
2026-0.18166514331816241
Total Factor Risk
0.24573681047384893
VTI.US Exposure
0.4715513305134183
VEA.US Exposure
0.10434916968753219
VWO.US Exposure
-0.037369310860500465
QQQ.US Exposure
-0.0896983962817354
VTV.US Exposure
-0.09222205862207687
IJR.US Exposure
0.14653287211453006
QUAL.US Exposure
-0.03644311760815198
SHV.US Exposure
0.11705733480445076
TLT.US Exposure
-0.002402670156462036
LQD.US Exposure
0.07569159402310119
HYG.US Exposure
-0.01724409859698999
GLD.US Exposure
0.0001535755291684701
USO.US Exposure
-0.00022670348265542222
VNQ.US Exposure
0.016497751411607874
BTC-USD.CC Exposure
-0.003303604682569401
CPER.US Exposure
0.0018138728159476018
VIX.INDX Exposure
-0.01562708231604184
UUP.US Exposure
-0.0005948184075072675
TIP.US Exposure
0.02004705162547633
Idiosyncratic Exposure
0.34143730848945775
Value Score
41.9
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
24.6%

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 →20.3x
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$9.7T
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 →
-1.7%
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 →
-13.1%
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 →
26.4% 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 Consultancy Services Limited a high-risk investment?

Tata Consultancy Services Limited (TCS.NSE) has an annualized volatility of 24.6% and experienced a maximum drawdown of 45.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, TCS.NSE has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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