Risk Analysis
ITC Risk & Volatility Profile
Based on 740 days of price history. Factual statistics, no recommendations.
Annualised Volatility
18.8%
Low volatility
Max Drawdown
-42.8%
373 days peak-to-trough
Beta vs Nifty
—
—
Return/Vol Ratio
-0.45
Simple Sharpe proxy
Volatility Regime
Low — 18.8% annualised
ITC shows lower-than-average volatility, typical of stable large-caps and defensive sectors.
Drawdown History
Worst Drawdown
-42.8%
From Sept 24 to Mar 26
373 days of decline
Recovery
Not recovered
Still below the previous peak
Currently 39.4% below the 3-year high
Historical Returns
1 Month
+2.5%
3 Months
-7.3%
1 Year
-28.1%
3 Years
—
52-Week Range
₹288Range: 54%₹443
Risk statistics computed from historical price data. Past volatility does not predict future risk. YieldIQ is not registered with SEBI as an investment adviser.