Verizon Communications Inc

10-Year Study

VZ.US · Communication Services · US · Common Stock

Executive Summary: Verizon Communications Inc has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 37.8% and an annualized volatility of 41.8%.

1Y CAGR
+13.0%
3Y CAGR
+17.1%
5Y CAGR
+2.2%
10Y CAGR
+4.5%

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 →
37.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +16.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.0%
% 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.
202611.212.60.1-6.8————————16.8%
20250.39.45.2-1.3-0.2-1.60.43.4-0.6-8.03.4-0.98.9%
202414.2-5.54.8-4.44.20.2-0.13.17.5-4.75.2-9.813.1%
20237.2-6.60.21.5-8.24.4-6.72.6-7.310.79.1-1.62.7%
20223.70.8-5.1-8.010.8-1.1-7.8-9.5-9.20.14.31.1-20.0%
2021-5.81.05.20.5-2.2-0.80.7-1.4-1.8-0.7-5.13.4-7.5%
2020-2.2-8.9-0.88.1-0.1-3.95.43.10.4-3.26.0-2.7-0.1%
2019-1.03.43.9-2.3-5.05.1-2.25.23.81.2-0.41.913.8%
20183.3-11.70.24.5-3.45.53.85.3-1.88.15.6-6.811.3%
2017-7.21.3-1.8-4.71.6-4.29.8-0.93.2-2.16.34.04.0%
2016———-4.8-0.19.70.2-5.6-0.7-6.43.77.01.9%

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 41.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.6% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019518.820455300243
2016-05-019511.33237669735
2016-06-0110434.433882459098
2016-07-0110458.621316272629
2016-08-019877.276971181864
2016-09-019811.200160414068
2016-10-019182.38954300789
2016-11-019526.026556047798
2016-12-0110190.366383226703
2017-01-019456.158709669333
2017-02-019575.779982078742
2017-03-019405.966651418976
2017-04-018963.700050756013
2017-05-019106.255522066334
2017-06-018719.663882396435
2017-07-019573.806137091366
2017-08-019488.742817397406
2017-09-019789.425203807326
2017-10-019582.578781479695
2017-11-0110187.107972453898
2017-12-0110595.474568730535
2018-01-0110946.975630847124
2018-02-019665.386278330941
2018-03-019681.584339576531
2018-04-0110117.083471711354
2018-05-019772.66318685106
2018-06-0110313.872683865226
2018-07-0110709.268298796265
2018-08-0111275.417170571538
2018-09-0111072.205129490496
2018-10-0111970.899885329005
2018-11-0112643.98102602342
2018-12-0111788.460212924612
2019-01-0111665.737184106474
2019-02-0112059.816902379265
2019-03-0112528.056796606239
2019-04-0112241.84927343706
2019-05-0111633.936348198788
2019-06-0112229.034946455538
2019-07-0111955.42243415817
2019-08-0112580.536008572126
2019-09-0113056.420635766071
2019-10-0113216.302079743336
2019-11-0113166.047359747346
2019-12-0113419.576782570008
2020-01-0113126.413805635797
2020-02-0111960.404042935828
2020-03-0111865.440167432183
2020-04-0112823.381603764716
2020-05-0112807.747498229804
2020-06-0112305.544937870878
2020-07-0112974.145763752687
2020-08-0113378.188699580793
2020-09-0113427.848132993287
2020-10-0113000.526358663301
2020-11-0113780.696422640942
2020-12-0113402.000162920538
2021-01-0112623.239988219591
2021-02-0112750.036030503737
2021-03-0113407.138426062273
2021-04-0113467.481687104839
2021-05-0113164.543477852207
2021-06-0113057.32923107772
2021-07-0113145.118336706624
2021-08-0112961.30010589835
2021-09-0112727.979096041658
2021-10-0112635.92899170985
2021-11-0111987.317262684302
2021-12-0112390.294948836685
2022-01-0112846.09648655592
2022-02-0112952.276814527499
2022-03-0112293.419890091298
2022-04-0111309.724476304462
2022-05-0112528.62075231692
2022-06-0112396.717777763855
2022-07-0111424.802772155626
2022-08-0110341.412521070013
2022-09-019391.617111669497
2022-10-019399.011197653943
2022-11-019803.931397920884
2022-12-019909.579101054596
2023-01-0110619.724664289699
2023-02-019914.623371577885
2023-03-019935.051100653562
2023-04-0110083.904077399788
2023-05-019252.884006842663
2023-06-019658.02352321931
2023-07-019008.785176737452
2023-08-019246.711824898019
2023-09-018567.333178767694
2023-10-019484.575811312952
2023-11-0110348.52462919912
2023-12-0110178.429320684016
2024-01-0111626.667585705602
2024-02-0110987.016486305276
2024-03-0111519.609993295195
2024-04-0111017.062793335297
2024-05-0111480.164424420536
2024-06-0111505.29178441853
2024-07-0111489.407031901093
2024-08-0111846.704305488542
2024-09-0112734.213939731933
2024-10-0112132.410534692675
2024-11-0112768.834554193012
2024-12-0111516.132266412678
2025-01-0111550.470903018417
2025-02-0112638.372799789457
2025-03-0113301.083421581958
2025-04-0113127.385062693076
2025-05-0113097.620733518394
2025-06-0112892.02754610338
2025-07-0112946.07330171004
2025-08-0113391.128350053576
2025-09-0113306.347008214954
2025-10-0112238.559531791438
2025-11-0112660.461065124353
2025-12-0112543.440255158628
2026-01-0113948.504577440519
2026-02-0115709.299629669082
2026-03-0115728.098153358356
2026-04-0114656.582303069797
Annual Return Matrix
YearAnnual Return
20170.03975403535741728
20180.11259388491335987
20190.13836553206983515
2020-0.0013097745133289207
2021-0.07548912115991091
2022-0.2002144305705168
20230.027130336908134378
20240.13142528219066785
20250.08920599077714142
20260.16846590767171055
Total Factor Risk
0.41817235463210195
VTI.US Exposure
-0.002884314556138624
VEA.US Exposure
0.000695357789966567
VWO.US Exposure
0.00010683307463051688
QQQ.US Exposure
0.0008892583040813243
VTV.US Exposure
0.07344218368142469
IJR.US Exposure
-0.002039421107341838
QUAL.US Exposure
-0.003108233858639551
SHV.US Exposure
0.7956949075286144
TLT.US Exposure
0.005684355922901468
LQD.US Exposure
0.00047203810857601166
HYG.US Exposure
-0.0017023624207959441
GLD.US Exposure
-0.0009726667151903632
USO.US Exposure
-0.00046475321057433416
VNQ.US Exposure
0.011268458802985961
BTC-USD.CC Exposure
-0.000016310832690160627
CPER.US Exposure
-8.837117019640983e-7
VIX.INDX Exposure
0.0004406905875503406
UUP.US Exposure
0.015779397698305313
TIP.US Exposure
0.0003928348464771196
Idiosyncratic Exposure
0.10632263006755899
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.8%

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 →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.54%
Market Cap$208.4B
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
$4,253
Avg Yield on Cost
7.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$774.817.75%Solid
2021$790.797.91%Solid
2022$806.148.06%Solid
2023$822.128.22%Solid
2024$837.478.37%Solid
2026$221.822.22%Solid

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 →
-4.7%
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 →
+9.3%
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 →
9.0% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Verizon Communications Inc a high-risk investment?

Verizon Communications Inc (VZ.US) has an annualized volatility of 41.8% and experienced a maximum drawdown of 37.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of VZ.US?

Over the past 10 years, VZ.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. 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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