Analysis

Systematic Risk: Definition

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Simple Definition

Market-wide risk that affects all investments and cannot be diversified away.

Why It Matters

Systematic risk is the risk you can't escape no matter how diversified you are. Recessions, interest rate changes, pandemics, and wars affect the entire market. In 2008 and 2020, even well-diversified portfolios dropped 30-50%. This is why long-term investors are rewarded with higher returns - they bear systematic risk that can't be eliminated.

Key Points

  • Also called "market risk" or "undiversifiable risk" - it affects everything
  • Beta measures how much systematic risk an investment has relative to the market
  • Contrast with unsystematic risk (company-specific) which CAN be diversified away

Learn More

Investing Essentials Lesson

What Is Diversification?

Get a complete explanation with examples, key takeaways, and a quiz to test your knowledge.

Related Terms

Common Questions

Market-wide risk that affects all investments and cannot be diversified away. Systematic risk is the risk you can't escape no matter how diversified you are. Recessions, interest rate changes, pandemics, and wars affect the entire market.

Systematic risk is the risk you can't escape no matter how diversified you are. Recessions, interest rate changes, pandemics, and wars affect the entire market. In 2008 and 2020, even well-diversified portfolios dropped 30-50%. This is why long-term investors are rewarded with higher returns - they bear systematic risk that can't be eliminated.

Also called "market risk" or "undiversifiable risk" - it affects everything

Beta measures how much systematic risk an investment has relative to the market

Contrast with unsystematic risk (company-specific) which CAN be diversified away