Risk Analysis
NTPC Risk & Volatility Profile
Based on 739 days of price history. Factual statistics, no recommendations.
Annualised Volatility
25.9%
Moderate volatility
Max Drawdown
-32.7%
71 days peak-to-trough
Beta vs Nifty
—
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Return/Vol Ratio
1.30
Simple Sharpe proxy
Volatility Regime
Moderate — 25.9% annualised
NTPC has moderate volatility consistent with a typical Indian equity.
Drawdown History
Worst Drawdown
-32.7%
From Sept 24 to Jan 25
71 days of decline
Recovery
Not recovered
Still below the previous peak
Currently 9.3% below the 3-year high
Historical Returns
1 Month
+5.5%
3 Months
+17.0%
1 Year
+10.4%
3 Years
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52-Week Range
₹319Range: 27%₹405
Risk statistics computed from historical price data. Past volatility does not predict future risk. YieldIQ is not registered with SEBI as an investment adviser.