ACNB Corporation

10-Year Study

ACNB.US · Financial Services · US · Common Stock

Executive Summary: ACNB Corporation has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 46.2% and an annualized volatility of 37.3%.

1Y CAGR
+25.6%
3Y CAGR
+23.6%
5Y CAGR
+15.4%
10Y CAGR
+11.0%

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 →
46.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +36.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -31.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.5-0.2-5.05.4————————4.4%
20253.20.50.51.8-0.03.1-1.78.4-2.82.67.10.725.2%
2024-12.8-8.96.7-13.5-2.014.914.42.13.9-3.812.3-15.0-8.0%
2023-1.2-5.2-12.1-6.8-2.012.64.6-7.5-0.78.914.414.516.2%
20223.50.28.6-2.11.6-14.010.88.9-15.521.88.21.331.2%
20210.211.26.1-6.15.7-3.10.14.0-2.8-0.95.67.729.7%
2020-15.3-4.2-1.6-6.8-10.35.4-21.33.2-1.00.320.50.4-31.3%
2019-7.38.9-6.12.4-5.110.8-5.7-9.01.83.20.27.4-1.0%
20182.4-6.84.52.65.88.10.75.13.97.8-9.48.836.5%
2017-4.0-2.7-0.57.3-8.18.0-6.7-7.45.90.74.71.9-2.7%
2016———-1.410.04.22.96.0-2.31.216.40.542.7%

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 37.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 37.2% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019861.486424940944
2016-05-0110850.877778924803
2016-06-0111310.322631575751
2016-07-0111643.641795757756
2016-08-0112343.557388099129
2016-09-0112062.218767648184
2016-10-0112207.412085476417
2016-11-0114205.019523066365
2016-12-0114273.577973851841
2017-01-0113702.642141889883
2017-02-0113336.592238138901
2017-03-0113267.608712813568
2017-04-0114233.378067368241
2017-05-0113084.644485872343
2017-06-0114126.805807732711
2017-07-0113177.250010626862
2017-08-0112203.707864486236
2017-09-0112927.063281453997
2017-10-0113020.3975054197
2017-11-0113627.768297940816
2017-12-0113886.213618173757
2018-01-0114215.160587088661
2018-02-0113252.002404707397
2018-03-0113843.584714319546
2018-04-0114198.582680034246
2018-05-0115017.944218075385
2018-06-0116233.718127000127
2018-07-0116352.921172962831
2018-08-0117179.326803378735
2018-09-0117851.187476089555
2018-10-0119242.760069712225
2018-11-0117426.295111035543
2018-12-0118952.130534318698
2019-01-0117575.982073999403
2019-02-0119136.066360208162
2019-03-0117970.451246986526
2019-04-0118392.975339604192
2019-05-0117458.3578763276
2019-06-0119350.91117763865
2019-07-0118240.798654335456
2019-08-0116594.545686404294
2019-09-0116900.05283069281
2019-10-0117437.10414933476
2019-11-0117476.27173193585
2019-12-0118766.37296040127
2020-01-0115903.313759662853
2020-02-0115236.918331035904
2020-03-0114996.99411575387
2020-04-0113977.179569703116
2020-05-0112542.552997686378
2020-06-0113219.15021526989
2020-07-0110401.63471523042
2020-08-0110732.889231647407
2020-09-0110620.608828190943
2020-10-0110656.315089538915
2020-11-0112840.044450651882
2020-12-0112886.438300430538
2021-01-0112912.246397493274
2021-02-0114361.264778930876
2021-03-0115240.258202420497
2021-04-0114304.001165918737
2021-05-0115123.059079288545
2021-06-0114655.719985183116
2021-07-0114666.225398811006
2021-08-0115260.115255925235
2021-09-0114831.093595341183
2021-10-0114698.652513708654
2021-11-0115520.200149383336
2021-12-0116717.331503488647
2022-01-0117310.55338632596
2022-02-0117338.85120569357
2022-03-0118831.348640065095
2022-04-0118443.437759978624
2022-05-0118735.403243925986
2022-06-0116118.644376567461
2022-07-0117855.924020962248
2022-08-0119448.98194647704
2022-09-0116429.920389611176
2022-10-0120012.327161655845
2022-11-0121651.83966188356
2022-12-0121932.813932728914
2023-01-0121679.348057105726
2023-02-0120559.823168991417
2023-03-0118067.55041687667
2023-04-0116835.320050766044
2023-05-0116499.20753960784
2023-06-0118583.34800852578
2023-07-0119440.480455679906
2023-08-0117988.122202857714
2023-09-0117863.757537482466
2023-10-0119446.127874566573
2023-11-0122254.777534203316
2023-12-0125489.291157842323
2024-01-0122226.29754003291
2024-02-0120239.01334126806
2024-03-0121594.454599002896
2024-04-0118688.341419870412
2024-05-0118314.579449467747
2024-06-0121041.18972291212
2024-07-0124063.651876096843
2024-08-0124564.086059376838
2024-09-0125528.640915246207
2024-10-0124552.366147063643
2024-11-0127581.38659314901
2024-12-0123443.58957231429
2025-01-0124191.11351311962
2025-02-0124305.276389538307
2025-03-0124417.98186753463
2025-04-0124862.91346089618
2025-05-0124860.30228872277
2025-06-0125619.849766512623
2025-07-0125177.28644558742
2025-08-0127304.480892899428
2025-09-0126533.27422773065
2025-10-0127220.133959204984
2025-11-0129160.113434177205
2025-12-0129360.50571725256
2026-01-0130678.236790808674
2026-02-0130605.366869690362
2026-03-0129069.02603277932
2026-04-0130647.874323676042
Annual Return Matrix
YearAnnual Return
2017-0.02713856023960548
20180.36481628869045024
2019-0.009801408531935563
2020-0.31332291393642875
20210.2972809952405635
20220.31198055910728817
20230.16215325748997067
2024-0.08025729600952947
20250.25238951256533926
20260.04384694932781796
Total Factor Risk
0.372895230708923
VTI.US Exposure
-0.11553661705989222
VEA.US Exposure
-0.08466019259462461
VWO.US Exposure
0.016615100044133854
QQQ.US Exposure
0.2232197311671722
VTV.US Exposure
0.37179811016159764
IJR.US Exposure
0.20328691401751334
QUAL.US Exposure
-0.04578486100713337
SHV.US Exposure
0.001712923088538419
TLT.US Exposure
0.008915456505643578
LQD.US Exposure
0.049361427643538396
HYG.US Exposure
0.027762869397184416
GLD.US Exposure
-0.0006164972516930372
USO.US Exposure
0.002324305294260795
VNQ.US Exposure
0.07800921208572588
BTC-USD.CC Exposure
-0.0032230318711240643
CPER.US Exposure
-0.007062268364531949
VIX.INDX Exposure
0.014083280256653296
UUP.US Exposure
0.03827566327126484
TIP.US Exposure
0.02752267308693152
Idiosyncratic Exposure
0.1939958021288411
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.3%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.87%
Market Cap$498.5M
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
$231
Avg Yield on Cost
2.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$230.752.31%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 →
+2.0%
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 →
+8.0%
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 →
5.1% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ACNB Corporation a high-risk investment?

ACNB Corporation (ACNB.US) has an annualized volatility of 37.3% and experienced a maximum drawdown of 46.2% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ACNB.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 60% 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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