Camden National Corporation

10-Year Study

CAC.US · Financial Services · US · Common Stock

Executive Summary: Camden National Corporation has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 39.5% and an annualized volatility of 34.3%.

1Y CAGR
+33.2%
3Y CAGR
+24.9%
5Y CAGR
+5.1%
10Y CAGR
+9.4%

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 →
39.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +38.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -19.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.7-3.02.84.7————————15.6%
20257.2-3.0-8.0-3.72.13.2-6.28.4-5.6-0.06.07.35.8%
2024-3.2-11.85.5-5.53.81.827.8-4.13.42.612.3-9.319.1%
20232.3-2.6-12.1-10.6-7.64.913.2-5.2-13.94.915.711.5-5.0%
20223.9-4.2-1.1-4.1-1.1-0.54.7-1.0-5.83.10.6-4.8-10.3%
20215.87.918.10.5-0.20.3-5.54.22.60.1-3.75.138.9%
20203.3-13.2-23.35.22.43.0-7.43.0-7.46.97.44.2-19.3%
201913.510.7-7.06.2-3.78.3-1.9-7.34.53.0-2.06.031.8%
20181.4-0.65.40.13.2-0.01.5-0.8-5.0-6.02.0-13.0-12.4%
2017-6.22.43.7-2.4-6.06.7-1.6-7.111.9-0.65.8-7.8-3.2%
2016———4.3-1.1-2.44.26.33.24.418.014.162.0%

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 34.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 32.4% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110432.823185290705
2016-05-0110315.315086965118
2016-06-0110070.768466463556
2016-07-0110496.849383817544
2016-08-0111163.167953442868
2016-09-0111525.273366013902
2016-10-0112037.229485509195
2016-11-0114198.962806000112
2016-12-0116203.951070398403
2017-01-0115200.06286024242
2017-02-0115559.177341924233
2017-03-0116138.150590835585
2017-04-0115751.61079371195
2017-05-0114812.00225080223
2017-06-0115810.5169241064
2017-07-0115558.416935765958
2017-08-0114447.108682317516
2017-09-0116165.930762484602
2017-10-0116076.405610783575
2017-11-0117014.84819758394
2017-12-0115689.10540750166
2018-01-0115903.59063787938
2018-02-0115813.710629971156
2018-03-0116667.697439458996
2018-04-0116690.763092926703
2018-05-0117221.88144761055
2018-06-0117218.13011056306
2018-07-0117479.35497280281
2018-08-0117342.83672052032
2018-09-0116470.75224446551
2018-10-0115485.468638315348
2018-11-0115790.999832710646
2018-12-0113736.43308679276
2019-01-0115597.045568606378
2019-02-0117263.754480059615
2019-03-0116058.96696288711
2019-04-0117048.559537267505
2019-05-0116416.71271348403
2019-06-0117781.185523894495
2019-07-0117448.888032727882
2019-08-0116180.530560723502
2019-09-0116906.414279413777
2019-10-0117415.987792946475
2019-11-0117074.058490441694
2019-12-0118103.851203722952
2020-01-0118707.816468369638
2020-02-0116233.758991802824
2020-03-0112449.47101078256
2020-04-0113101.34186340064
2020-05-0113417.366662780149
2020-06-0113817.441689521098
2020-07-0112801.792530783778
2020-08-0113191.627421259944
2020-09-0112209.993764669502
2020-10-0113049.279388430674
2020-11-0114020.723602500217
2020-12-0114604.41136959288
2021-01-0115458.70234154403
2021-02-0116685.54163730654
2021-03-0119703.188129552935
2021-04-0119795.80559963095
2021-05-0119754.28742338908
2021-06-0119812.38245388137
2021-07-0118717.498973451686
2021-08-0119511.86994013069
2021-09-0120026.10727810081
2021-10-0120051.606231275
2021-11-0119301.79506547097
2021-12-0120287.5349153161
2022-01-0121086.6710939203
2022-02-0120190.709864495628
2022-03-0119974.14619061862
2022-04-0119164.972650725173
2022-05-0118955.100551040996
2022-06-0118865.169849388887
2022-07-0119751.752736194827
2022-08-0119548.622904447362
2022-09-0118411.9170853125
2022-10-0118991.04241545551
2022-11-0119104.495014270295
2022-12-0118192.463868034047
2023-01-0118613.27263602399
2023-02-0118137.25838094321
2023-03-0115951.090675899688
2023-04-0114256.44951156578
2023-05-0113167.699974146191
2023-06-0113819.16527681319
2023-07-0115644.545606626687
2023-08-0114834.71304806274
2023-09-0112767.168703710277
2023-10-0113391.918403349846
2023-11-0115499.916355322592
2023-12-0117281.8014528827
2024-01-0116736.590237398803
2024-02-0114762.373075538748
2024-03-0115570.63412804226
2024-04-0114707.522444655106
2024-05-0115272.859076461376
2024-06-0115546.098356001887
2024-07-0119870.680259349192
2024-08-0119060.188682114742
2024-09-0119699.031242554356
2024-10-0120204.24509411294
2024-11-0122689.45519433447
2024-12-0120584.75233571425
2025-01-0122059.889589025817
2025-02-0121388.75511373142
2025-03-0119681.744675889553
2025-04-0118948.307589360396
2025-05-0119351.677709453877
2025-06-0119961.624835879007
2025-07-0118730.67934686181
2025-08-0120310.19501883273
2025-09-0119167.760806638853
2025-10-0119158.889401458968
2025-11-0120308.927675235598
2025-12-0121785.38296588818
2026-01-0124115.013966126444
2026-02-0123400.232177346996
2026-03-0124054.181473464363
2026-04-0125174.513213324342
Annual Return Matrix
YearAnnual Return
2017-0.03177284729261309
2018-0.12446039911078932
20190.3179441190689709
2020-0.19329808860837472
20210.3891374600386681
2022-0.10326888190345773
2023-0.05005712374954718
20240.19112306618246655
20250.05832621207158528
20260.15556900022106124
Total Factor Risk
0.3429553247317042
VTI.US Exposure
-0.11004381836875213
VEA.US Exposure
-0.088378134208114
VWO.US Exposure
0.034809409603655875
QQQ.US Exposure
0.16789728607878807
VTV.US Exposure
0.32387730514927093
IJR.US Exposure
0.32038562747365623
QUAL.US Exposure
-0.048721118769913446
SHV.US Exposure
0.020098873633269548
TLT.US Exposure
-0.011707937662452038
LQD.US Exposure
0.01142751707370127
HYG.US Exposure
0.019487949335707185
GLD.US Exposure
-0.0027967578909466433
USO.US Exposure
0.004711487124900717
VNQ.US Exposure
-0.008617197377481591
BTC-USD.CC Exposure
-0.00393868231209192
CPER.US Exposure
0.0073489873590988145
VIX.INDX Exposure
0.03932943709148659
UUP.US Exposure
0.02359586813264646
TIP.US Exposure
0.10303207659084408
Idiosyncratic Exposure
0.19820182194272595
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.3%

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 →12.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.48%
Market Cap$829.3M
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
$213
Avg Yield on Cost
2.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$212.912.13%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 →
+3.5%
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 →
+17.2%
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 →
3.1% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Camden National Corporation a high-risk investment?

Camden National Corporation (CAC.US) has an annualized volatility of 34.3% and experienced a maximum drawdown of 39.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CAC.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 50% 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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