UPL Limited

10-Year Study

UPL.NSE · Pesticides & Agrochemicals · IN · EQUITY

Executive Summary: UPL Limited has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 51.0% and an annualized volatility of 32.0%.

1Y CAGR
+6.6%
3Y CAGR
-0.4%
5Y CAGR
-3.2%
10Y CAGR
+6.3%

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 →
51.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +62.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -19.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.5-9.5-10.916.2————————-17.0%
202520.54.80.55.3-6.35.37.41.7-8.49.85.44.860.2%
2024-8.4-12.6-2.911.20.312.20.24.82.5-9.7-1.6-8.1-14.5%
20235.7-8.33.43.2-7.50.4-9.1-3.94.2-12.35.62.9-16.7%
20223.9-14.315.76.9-5.3-18.918.83.8-12.68.78.1-9.3-2.9%
202120.20.214.3-5.434.3-2.73.2-8.3-4.54.6-7.99.662.1%
2020-9.9-1.3-37.228.7-3.44.812.57.0-0.6-9.9-7.811.6-19.3%
20193.711.65.94.33.9-6.2-4.8-5.47.2-1.2-3.92.016.5%
2018-1.4-3.10.2-0.1-3.0-12.54.112.4-7.11.512.40.10.6%
201712.0-0.91.210.96.8-1.74.4-5.6-6.02.7-8.54.318.8%
2016———12.610.7-6.913.62.35.53.6-9.22.136.6%

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 32.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 31.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111260.205298635035
2016-05-0112465.981633000036
2016-06-0111610.80256024848
2016-07-0113188.532001837208
2016-08-0113486.135088887178
2016-09-0114222.76056500052
2016-10-0114728.266477983538
2016-11-0113380.602446734094
2016-12-0113656.046121352123
2017-01-0115297.091341863546
2017-02-0115160.954434377774
2017-03-0115342.471720791826
2017-04-0117015.17747407651
2017-05-0118179.212741355524
2017-06-0117876.671947651426
2017-07-0118658.402898254062
2017-08-0117613.965864481415
2017-09-0116559.956869608173
2017-10-0117002.40816288553
2017-11-0115557.000801029242
2017-12-0116223.865046450392
2018-01-0115997.322642229212
2018-02-0115501.693199879212
2018-03-0115533.599031998032
2018-04-0115525.09285426089
2018-05-0115051.799397578643
2018-06-0113162.879188380593
2018-07-0113699.987481274778
2018-08-0115397.982328296803
2018-09-0114300.125018080254
2018-10-0114516.46846761499
2018-11-0116312.864301247899
2018-12-0116322.549396098388
2019-01-0116930.67607883075
2019-02-0118891.752359314483
2019-03-0119999.293707056757
2019-04-0120862.510562674408
2019-05-0121666.303651830567
2019-06-0120332.42502087159
2019-07-0119365.634745891024
2019-08-0118322.93489670783
2019-09-0119648.6784709223
2019-10-0119404.67540552634
2019-11-0118649.893548542626
2019-12-0119015.90131861086
2020-01-0117130.577070939726
2020-02-0116907.72155817528
2020-03-0110622.225051153371
2020-04-0113665.746018749329
2020-05-0113203.769109030483
2020-06-0113833.293930363747
2020-07-0115555.947705562967
2020-08-0116652.00544902891
2020-09-0116551.62409313255
2020-10-0114917.524439004626
2020-11-0113747.490968331855
2020-12-0115348.676102514826
2021-01-0118452.311269644037
2021-02-0118481.929050970666
2021-03-0121124.792658613515
2021-04-0119974.507899907716
2021-05-0126826.858417447045
2021-06-0126094.557399623933
2021-07-0126921.689875650147
2021-08-0124680.854978181047
2021-09-0123563.76387315825
2021-10-0124645.891362840874
2021-11-0122698.060189692518
2021-12-0124875.635346451494
2022-01-0125854.548907191416
2022-02-0122156.99750217597
2022-03-0125624.800694281734
2022-04-0127399.494937106094
2022-05-0125957.764950783647
2022-06-0121056.555032908174
2022-07-0125006.098649246465
2022-08-0125955.931549640554
2022-09-0122676.222203989244
2022-10-0124638.31245892293
2022-11-0126645.954379396884
2022-12-0124164.23975388863
2023-01-0125549.34365507867
2023-02-0123423.604902265128
2023-03-0124214.851775755797
2023-04-0124979.103033337877
2023-05-0123116.553561112105
2023-06-0123199.219440565234
2023-07-0121078.543158728135
2023-08-0120260.39794320728
2023-09-0121120.645830883866
2023-10-0118524.477914177372
2023-11-0119557.805636640616
2023-12-0120126.7351756724
2024-01-0118428.515118475356
2024-02-0116097.959870718785
2024-03-0115628.422031603015
2024-04-0117381.478123104745
2024-05-0117438.027023529285
2024-06-0119564.657101120003
2024-07-0119605.784919842095
2024-08-0120542.693082304697
2024-09-0121050.81164478286
2024-10-0119008.043280954873
2024-11-0118711.068244815513
2024-12-0117200.450378057045
2025-01-0120728.086521308476
2025-02-0121730.588997563078
2025-03-0121843.885575468037
2025-04-0122999.16513636529
2025-05-0121557.210997192593
2025-06-0122702.19010022593
2025-07-0124384.14850253208
2025-08-0124798.173619493347
2025-09-0122721.120442824526
2025-10-0124948.884691544532
2025-11-0126284.505793716788
2025-12-0127549.100047452735
2026-01-0124389.34631107848
2026-02-0122083.62762205969
2026-03-0119677.433475240414
2026-04-0122864.903923013222
Annual Return Matrix
YearAnnual Return
20170.1880353143420712
20180.006082665836127932
20190.1650080423807001
2020-0.19285045471428286
20210.6207023446390734
2022-0.02859808735153946
2023-0.1670859343947081
2024-0.14539292001776893
20250.601649924387891
2026-0.1700308219277974
Total Factor Risk
0.32045325052990936
VTI.US Exposure
-0.02185992504290803
VEA.US Exposure
0.06478389552489129
VWO.US Exposure
-0.010912558479871971
QQQ.US Exposure
0.052663452065515814
VTV.US Exposure
0.05133908589506508
IJR.US Exposure
-0.007796661485795942
QUAL.US Exposure
-0.01958352530336176
SHV.US Exposure
0.35809605661665345
TLT.US Exposure
0.011984350888335788
LQD.US Exposure
0.06909843045550358
HYG.US Exposure
0.057387855600514084
GLD.US Exposure
-0.0012047049036359185
USO.US Exposure
-0.000013962365834391568
VNQ.US Exposure
0.007711756292130262
BTC-USD.CC Exposure
0.010933484092651255
CPER.US Exposure
0.013958357101875296
VIX.INDX Exposure
-0.0008905345935424022
UUP.US Exposure
-0.005566176202531
TIP.US Exposure
0.051153559535098876
Idiosyncratic Exposure
0.31871776430924664
Value Score
39.9
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
32.0%

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 →25.3x
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$533.0B
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 →
-0.1%
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 →
-6.1%
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 →
18.1% 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 UPL Limited a high-risk investment?

UPL Limited (UPL.NSE) has an annualized volatility of 32.0% and experienced a maximum drawdown of 51.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, UPL.NSE has generated a Compound Annual Growth Rate (CAGR) of 6.3%. It has had a positive return in 50% 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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