CACI International Inc

10-Year Study

CACI.US · Technology · US · Common Stock

Executive Summary: CACI International Inc has compounded at 18.2% annually over the last 10 years, with a maximum drawdown of 39.4% and an annualized volatility of 36.6%.

1Y CAGR
+26.3%
3Y CAGR
+21.6%
5Y CAGR
+16.1%
10Y CAGR
+18.2%

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 →
39.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +73.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.5-1.7-10.9-2.5————————-0.5%
2025-4.4-13.39.624.8-6.511.4-3.44.24.012.79.8-13.731.9%
20246.19.11.16.25.51.37.35.83.49.5-16.8-12.124.8%
20232.5-4.91.15.8-4.513.92.8-6.4-4.33.4-1.20.97.7%
2022-8.113.17.7-11.95.70.57.3-7.1-7.116.52.7-3.711.7%
2021-3.3-8.211.43.30.00.14.6-3.51.89.7-9.83.88.0%
20207.0-8.4-13.818.50.3-13.5-4.212.7-9.0-2.213.85.1-0.3%
201916.19.0-0.17.14.40.55.23.34.0-3.27.04.573.6%
20186.26.01.5-0.210.31.13.911.3-5.6-3.1-7.6-12.78.8%
2017-1.22.1-6.50.64.31.60.03.87.43.2-8.20.36.5%
2016———-9.94.8-10.35.44.21.5-3.032.2-3.916.5%

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 36.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.5% of variance. Idiosyncratic stock-specific factors contribute 32.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019011.24648547329
2016-05-019444.23617619494
2016-06-018473.289597000938
2016-07-018934.39550140581
2016-08-019312.089971883786
2016-09-019456.419868791003
2016-10-019170.571696344892
2016-11-0112127.460168697282
2016-12-0111649.484536082473
2017-01-0111508.903467666354
2017-02-0111752.57731958763
2017-03-0110993.43955014058
2017-04-0111059.04404873477
2017-05-0111537.019681349579
2017-06-0111719.775070290534
2017-07-0111724.461105904405
2017-08-0112164.94845360825
2017-09-0113059.981255857545
2017-10-0113472.352389878162
2017-11-0112366.447985004685
2017-12-0112403.93626991565
2018-01-0113172.446110590441
2018-02-0113969.072164948455
2018-03-0114184.629803186504
2018-04-0114156.513589503282
2018-05-0115618.556701030928
2018-06-0115796.626054358014
2018-07-0116419.86879100281
2018-08-0118275.538894095596
2018-09-0117258.66916588566
2018-10-0116725.39831302718
2018-11-0115455.482661668228
2018-12-0113498.594189315838
2019-01-0115668.228678537957
2019-02-0117081.53701968135
2019-03-0117059.04404873477
2019-04-0118269.91565135895
2019-05-0119074.039362699157
2019-06-0119174.320524835988
2019-07-0120164.011246485472
2019-08-0120833.177132146204
2019-09-0121673.8519212746
2019-10-0120970.009372071225
2019-11-0122429.240862230552
2019-12-0123429.240862230552
2020-01-0125064.667291471415
2020-02-0122963.44892221181
2020-03-0119789.128397375818
2020-04-0123443.298969072162
2020-05-0123503.28022492971
2020-06-0120326.148078725397
2020-07-0119477.038425492032
2020-08-0121948.45360824742
2020-09-0119977.50702905342
2020-10-0119543.580131208997
2020-11-0122238.987816307403
2020-12-0123367.38519212746
2021-01-0122607.310215557638
2021-02-0120744.142455482663
2021-03-0123117.150890346766
2021-04-0123885.66073102156
2021-05-0123895.032802249298
2021-06-0123910.02811621368
2021-07-0125019.681349578255
2021-08-0124136.832239925025
2021-09-0124564.19868791003
2021-10-0126957.82567947516
2021-11-0124313.964386129333
2021-12-0125230.552952202437
2022-01-0123192.1274601687
2022-02-0126222.11808809747
2022-03-0128234.30178069353
2022-04-0124864.104967197753
2022-05-0126276.47610121837
2022-06-0126408.622305529516
2022-07-0128330.83411433927
2022-08-0126323.336457357076
2022-09-0124466.72914714152
2022-10-0128493.908153701963
2022-11-0129268.978444236174
2022-12-0128171.508903467664
2023-01-0128874.41424554826
2023-02-0127460.1686972821
2023-03-0127767.572633552012
2023-04-0129364.573570759138
2023-05-0128043.111527647612
2023-06-0131943.767572633547
2023-07-0132843.48641049672
2023-08-0130741.330834114335
2023-09-0129421.74320524836
2023-10-0130436.738519212744
2023-11-0130079.6626054358
2023-12-0130352.389878163074
2024-01-0132214.62043111528
2024-02-0135131.208997188376
2024-03-0135504.21743205248
2024-04-0137697.28209934395
2024-05-0139782.5679475164
2024-06-0140312.08997188378
2024-07-0143250.23430178069
2024-08-0145746.95407685098
2024-09-0147287.722586691656
2024-10-0151786.316776007494
2024-11-0143100.28116213683
2024-12-0137868.79100281162
2025-01-0136200.56232427366
2025-02-0131382.380506091846
2025-03-0134388.003748828494
2025-04-0142911.90253045923
2025-05-0140112.4648547329
2025-06-0144676.66354264292
2025-07-0143164.948453608245
2025-08-0144959.70009372072
2025-09-0146746.016869728206
2025-10-0152694.47047797563
2025-11-0157835.051546391755
2025-12-0149935.33270852858
2026-01-0158161.19962511715
2026-02-0157185.56701030927
2026-03-0150971.88378631677
2026-04-0149681.34957825679
Annual Return Matrix
YearAnnual Return
20170.06476267095736121
20180.08825085001888944
20190.7356800666527807
2020-0.002640105604224119
20210.07973368627922817
20220.11656327773856834
20230.07741441831065576
20240.24763786821466072
20250.3186407959213977
2026-0.0050862408738573395
Total Factor Risk
0.3658628682112321
VTI.US Exposure
0.03879816242786413
VEA.US Exposure
-0.013168017496994654
VWO.US Exposure
0.008326294673146254
QQQ.US Exposure
0.027993974140340955
VTV.US Exposure
0.07559932608249083
IJR.US Exposure
0.003118566723873881
QUAL.US Exposure
0.03791546070193131
SHV.US Exposure
0.23522906943955435
TLT.US Exposure
0.002195387555928603
LQD.US Exposure
0.07213510887794705
HYG.US Exposure
0.09184600343647281
GLD.US Exposure
0.0038653084466466875
USO.US Exposure
0.00018381249264395454
VNQ.US Exposure
0.0410074365726465
BTC-USD.CC Exposure
0.0009601480980840465
CPER.US Exposure
-0.0033165367864536207
VIX.INDX Exposure
0.00012118481076232636
UUP.US Exposure
0.04750299699312498
TIP.US Exposure
0.008947381903962421
Idiosyncratic Exposure
0.320738930906027
Value Score
40.1
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
36.6%

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 →24.7x
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$12.7B
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 →
-9.7%
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 →
-3.5%
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 →
19.9% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CACI International Inc a high-risk investment?

CACI International Inc (CACI.US) has an annualized volatility of 36.6% and experienced a maximum drawdown of 39.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CACI.US has generated a Compound Annual Growth Rate (CAGR) of 18.2%. It has had a positive return in 80% 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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