Credit Acceptance Corporation

10-Year Study

CACC.US · Financial Services · US · Common Stock

Executive Summary: Credit Acceptance Corporation has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 48.5% and an annualized volatility of 42.6%.

1Y CAGR
+3.9%
3Y CAGR
+3.6%
5Y CAGR
+2.1%
10Y CAGR
+10.3%

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 →
48.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
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 →
34.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +98.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.0%
% 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.
202612.4-5.0-10.516.8————————11.5%
20258.2-3.04.9-5.6-2.16.7-3.85.0-9.3-4.23.3-4.0-5.5%
20241.62.3-0.4-6.9-4.54.911.7-18.9-5.0-4.217.1-5.7-11.9%
2023-2.5-4.0-1.912.3-9.014.09.6-9.9-8.3-12.513.616.612.3%
2022-21.52.00.0-6.916.2-20.521.7-7.6-17.76.31.80.1-31.0%
202111.4-5.9-0.89.613.31.56.819.61.02.24.510.098.7%
2020-3.0-6.0-36.621.918.713.311.7-17.3-12.5-12.00.116.0-21.7%
20194.310.52.79.8-8.06.0-1.2-5.31.9-5.1-1.72.815.9%
20181.9-4.65.00.16.70.18.519.1-4.1-3.1-3.5-6.818.0%
2017-5.6-2.3-0.51.95.819.6-3.19.32.92.35.66.848.7%
2016———8.1-4.5-1.2-2.410.50.7-8.44.213.419.8%

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 42.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 25.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110810.795923987882
2016-05-0110318.92040760121
2016-06-0110194.43679427155
2016-07-019951.528504544201
2016-08-0110996.970531534012
2016-09-0111075.18589920132
2016-10-0110140.457174332138
2016-11-0110566.786009363812
2016-12-0111980.721564307352
2017-01-0111307.077939961442
2017-02-0111041.586339851281
2017-03-0110983.75103277334
2017-04-0111195.263012944091
2017-05-0111843.56926466538
2017-06-0114163.591297163313
2017-07-0113720.738088680804
2017-08-0114998.622968879095
2017-09-0115432.112365739466
2017-10-0115793.4453318645
2017-11-0116684.109060864772
2017-12-0117817.6810795924
2018-01-0118160.837234921506
2018-02-0117333.516937482786
2018-03-0118199.3941063068
2018-04-0118223.079041586338
2018-05-0119444.230239603414
2018-06-0119465.711925089505
2018-07-0121129.165519140734
2018-08-0125156.155329110436
2018-09-0124129.440925364914
2018-10-0123377.581933351692
2018-11-0122551.363260809696
2018-12-0121027.816028642246
2019-01-0121923.437069677773
2019-02-0124228.03635362159
2019-03-0124892.866978793718
2019-04-0127332.415312586065
2019-05-0125138.529330762874
2019-06-0126649.95868906637
2019-07-0126330.487469016796
2019-08-0124932.525475075734
2019-09-0125409.52905535665
2019-10-0124115.119801707515
2019-11-0123710.272652161937
2019-12-0124364.087028366837
2020-01-0123628.75240980446
2020-02-0122208.757917928942
2020-03-0114083.72349215092
2020-04-0117161.66345359405
2020-05-0120370.145965298816
2020-06-0123079.592398788212
2020-07-0125774.717708620214
2020-08-0121305.42550261636
2020-09-0118652.71275130818
2020-10-0116420.820710548058
2020-11-0116440.649958689068
2020-12-0119065.822087579178
2021-01-0121248.69182043514
2021-02-0119995.593500413106
2021-03-0119841.916827320296
2021-04-0121745.524648857063
2021-05-0124646.6538143762
2021-06-0125012.944092536487
2021-07-0126701.735059212333
2021-08-0131929.496006609745
2021-09-0132239.052602588814
2021-10-0132950.1514734233
2021-11-0134420.269898099694
2021-12-0137878.27044891214
2022-01-0129719.636463784078
2022-02-0130301.29440925365
2022-03-0130315.06472046268
2022-04-0128229.137978518316
2022-05-0132790.415863398506
2022-06-0126076.012117873866
2022-07-0131721.839713577523
2022-08-0129307.628752409808
2022-09-0124125.585238226384
2022-10-0125646.929220600385
2022-11-0126106.306802533738
2022-12-0126130.542550261634
2023-01-0125482.787110988706
2023-02-0124474.800330487466
2023-03-0124017.62599834756
2023-04-0126962.26934728725
2023-05-0124548.609198567887
2023-06-0127977.41668961718
2023-07-0130658.220875791794
2023-08-0127638.1162214266
2023-09-0125343.98237400165
2023-10-0122166.34535940512
2023-11-0125172.128890112916
2023-12-0129343.431561553287
2024-01-0129802.809143486644
2024-02-0130492.977141283394
2024-03-0130380.060589369314
2024-04-0128296.3370972184
2024-05-0127035.527402919302
2024-06-0128349.215092261078
2024-07-0131666.20765629303
2024-08-0125697.053153401263
2024-09-0124424.125585238227
2024-10-0123409.52905535665
2024-11-0127413.93555494354
2024-12-0125858.441200771133
2025-01-0127968.6036904434
2025-02-0127121.45414486367
2025-03-0128441.200771137428
2025-04-0126847.70035802809
2025-05-0126290.278160286423
2025-06-0128060.038556871386
2025-07-0127005.23271825943
2025-08-0128351.96915450289
2025-09-0125719.08565133572
2025-10-0124640.044064995865
2025-11-0125445.8826769485
2025-12-0124426.32883503167
2026-01-0127443.679427155053
2026-02-0126063.343431561556
2026-03-0123324.703938309
2026-04-0127240.980446158082
Annual Return Matrix
YearAnnual Return
20170.4871959909889203
20180.1801656980338815
20190.1586598910310142
2020-0.21746207582574095
20210.9867105795342923
2022-0.3101442531409958
20230.12295531197301868
2024-0.11876560358906019
2025-0.05538278021556686
20260.1152302349704597
Total Factor Risk
0.42614365281052013
VTI.US Exposure
-0.084521282351218
VEA.US Exposure
0.040384066130798014
VWO.US Exposure
-0.03177674935243925
QQQ.US Exposure
0.20442213810435844
VTV.US Exposure
0.35799641676526717
IJR.US Exposure
0.057833437027297645
QUAL.US Exposure
-0.10621571082236661
SHV.US Exposure
0.26221110029040556
TLT.US Exposure
-0.0028090825119842728
LQD.US Exposure
0.04815966332575872
HYG.US Exposure
-0.007068657478525791
GLD.US Exposure
-0.0012914237844957948
USO.US Exposure
0.0013790684249944836
VNQ.US Exposure
0.00700129821082222
BTC-USD.CC Exposure
0.002159801230826902
CPER.US Exposure
0.0015303669742571557
VIX.INDX Exposure
-0.0029474836854596047
UUP.US Exposure
0.0014872809768402783
TIP.US Exposure
0.0012630949588243305
Idiosyncratic Exposure
0.25080265756603853
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.6%

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 →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$4.6B
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
$0
Avg Yield on Cost
0.00%

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 →
+4.4%
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 →
+3.6%
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 →
9.0% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Credit Acceptance Corporation a high-risk investment?

Credit Acceptance Corporation (CACC.US) has an annualized volatility of 42.6% and experienced a maximum drawdown of 48.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CACC.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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