UltraTech Cement Limited

10-Year Study

ULTRACEMCO.NSE · Cement & Cement Products · IN · EQUITY

Executive Summary: UltraTech Cement Limited has compounded at 14.5% annually over the last 10 years, with a maximum drawdown of 31.7% and an annualized volatility of 22.3%.

1Y CAGR
+6.7%
3Y CAGR
+15.6%
5Y CAGR
+12.8%
10Y CAGR
+14.5%

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 →
31.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +51.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.8%
% 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.
20267.7-0.1-15.210.1————————0.4%
20250.5-11.813.61.1-3.77.91.93.2-3.3-2.3-2.91.63.8%
2024-3.2-2.7-1.42.3-0.617.72.5-4.94.4-6.21.22.09.4%
20231.82.55.0-0.94.25.40.7-0.2-0.52.06.916.751.6%
2022-4.9-9.00.50.4-8.3-7.816.72.6-6.37.45.4-1.7-7.8%
20210.714.810.2-6.86.81.012.43.3-5.63.2-2.62.144.2%
20209.1-4.4-23.18.910.5-0.36.1-5.23.713.05.010.131.1%
2019-11.88.72.218.13.1-4.3-4.3-6.87.1-4.62.8-5.01.6%
20181.4-5.2-4.94.0-8.92.010.16.7-9.3-13.814.3-0.2-7.4%
201713.72.25.66.6-1.3-5.62.7-1.4-3.714.2-4.52.833.3%
2016———-2.12.15.79.38.4-4.43.4-9.5-9.80.9%

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 22.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 27.2% of variance. Idiosyncratic stock-specific factors contribute 38.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019791.559214062603
2016-05-019993.649546176135
2016-06-0110564.45931215155
2016-07-0111547.950101708888
2016-08-0112512.298145023064
2016-09-0111962.1074620314
2016-10-0112369.432235080078
2016-11-0111191.560521810197
2016-12-0110094.44064681196
2017-01-0111474.187622862295
2017-02-0111722.962968448383
2017-03-0112375.797657099285
2017-04-0113196.347823360484
2017-05-0113029.414630906755
2017-06-0112296.135345888604
2017-07-0112630.712326174938
2017-08-0112454.805306713686
2017-09-0111999.628000955758
2017-10-0113702.185380153953
2017-11-0113088.06789825503
2017-12-0113451.713901695668
2018-01-0113642.87351221062
2018-02-0112938.004649751712
2018-03-0112297.889775942658
2018-04-0112792.453130444434
2018-05-0111659.334745648213
2018-06-0111888.791665645811
2018-07-0113092.18966657242
2018-08-0113971.600291517421
2018-09-0112674.337525399647
2018-10-0110924.414473740704
2018-11-0112486.09277397765
2018-12-0112458.932589629358
2019-01-0110986.69477116032
2019-02-0111945.554213582438
2019-03-0112202.94572508735
2019-04-0114412.708281453437
2019-05-0114860.063523445433
2019-06-0114222.437309061957
2019-07-0113604.914168822808
2019-08-0112682.720502591033
2019-09-0113587.231215525391
2019-10-0112967.373824612614
2019-11-0113330.117009534188
2019-12-0112663.315419029508
2020-01-0113821.499228625871
2020-02-0113206.491533003966
2020-03-0110155.722014142422
2020-04-0111061.641313038457
2020-05-0112221.3889051482
2020-06-0112186.020635154098
2020-07-0112926.940789994565
2020-08-0112256.779233535437
2020-09-0112714.229341586115
2020-10-0114360.982925149332
2020-11-0115076.66906604212
2020-12-0116603.0169106732
2021-01-0116725.77817087235
2021-02-0119199.048716040023
2021-03-0121154.904987016664
2021-04-0119713.798651460136
2021-05-0121060.870057078453
2021-06-0121274.366941842494
2021-07-0123921.733354835014
2021-08-0124711.26942034718
2021-09-0123334.590924342
2021-10-0124091.628674366988
2021-11-0123453.37537137865
2021-12-0123949.652978146987
2022-01-0122767.638225966337
2022-02-0120721.6308778429
2022-03-0120830.161323270397
2022-04-0120918.344476629565
2022-05-0119190.51684469497
2022-06-0117690.951040529853
2022-07-0120648.749946921995
2022-08-0121189.465762262043
2022-09-0119848.038154087488
2022-10-0121307.188255229157
2022-11-0122456.006701339833
2022-12-0122081.738793804525
2023-01-0122483.135373697936
2023-02-0123040.809366560938
2023-03-0124185.82116425617
2023-04-0123976.55476417569
2023-05-0124972.431341478812
2023-06-0126320.044753328475
2023-07-0126514.932232283387
2023-08-0126448.946124816946
2023-09-0126313.153081073026
2023-10-0126846.759791425287
2023-11-0128700.030353924554
2023-12-0133479.513779444904
2024-01-0132409.43907003075
2024-02-0131533.011842757376
2024-03-0131076.384197650765
2024-04-0131786.26110315127
2024-05-0131606.642759044906
2024-06-0137192.59049120969
2024-07-0138116.339274157544
2024-08-0136239.57337176956
2024-09-0137843.1460751698
2024-10-0135482.0377322995
2024-11-0135919.72667129945
2024-12-0136638.62230839351
2025-01-0136834.54180502728
2025-02-0132476.9030898373
2025-03-0136905.40281737675
2025-04-0137326.89774461596
2025-05-0135944.89529786748
2025-06-0138776.23816321021
2025-07-0139525.413671681774
2025-08-0140787.10333986918
2025-09-0139438.28932119313
2025-10-0138550.911677327305
2025-11-0137431.202432158425
2025-12-0138024.93874659956
2026-01-0140961.352040846476
2026-02-0140906.49596831659
2026-03-0134672.26466668468
2026-04-0138160.46551402634
Annual Return Matrix
YearAnnual Return
20170.33258635840748707
2018-0.07380333237247672
20190.01640452164981432
20200.3111113765454656
20210.442488019315997
2022-0.07799337159694353
20230.516162929562334
20240.094359450670642
20250.03783757005209387
20260.003564154786150686
Total Factor Risk
0.2232254634981686
VTI.US Exposure
-0.15808127973432973
VEA.US Exposure
0.014367636525591131
VWO.US Exposure
-0.02721269210915794
QQQ.US Exposure
0.2723249614330211
VTV.US Exposure
0.03325903769407673
IJR.US Exposure
0.020958810139503216
QUAL.US Exposure
0.03601350830197112
SHV.US Exposure
0.16992782949001195
TLT.US Exposure
0.0032138550840954895
LQD.US Exposure
-0.002062224079085722
HYG.US Exposure
0.06763329013866665
GLD.US Exposure
0.01968751765658696
USO.US Exposure
0.04449861460096461
VNQ.US Exposure
0.06930852088902613
BTC-USD.CC Exposure
-0.008162571033355093
CPER.US Exposure
0.0025278759508840743
VIX.INDX Exposure
0.01507984102195036
UUP.US Exposure
0.012915299141449066
TIP.US Exposure
0.02624236554704918
Idiosyncratic Exposure
0.3875598033410807
Value Score
30.1
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
22.3%

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 →49.7x
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$3.8T
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 →
-1.1%
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 →
-2.2%
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 →
9.4% 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 UltraTech Cement Limited a high-risk investment?

UltraTech Cement Limited (ULTRACEMCO.NSE) has an annualized volatility of 22.3% and experienced a maximum drawdown of 31.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, ULTRACEMCO.NSE has generated a Compound Annual Growth Rate (CAGR) of 14.5%. 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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