ConAgra Foods Inc

10-Year Study

CAG.US · Consumer Defensive · US · Common Stock

Executive Summary: ConAgra Foods Inc has compounded at -5.1% annually over the last 10 years, with a maximum drawdown of 54.8% and an annualized volatility of 35.4%.

1Y CAGR
-34.3%
3Y CAGR
-21.5%
5Y CAGR
-13.7%
10Y CAGR
-5.1%

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 →
54.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +65.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -42.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.04.0-18.3-6.5————————-13.4%
2025-5.4-1.44.4-6.0-7.4-10.6-9.24.8-4.3-4.23.8-3.0-33.3%
20242.9-3.75.65.0-2.9-4.96.74.14.2-9.9-4.80.71.5%
2023-3.0-2.13.22.0-8.1-3.3-1.7-8.9-8.2-0.24.71.3-22.8%
20222.70.6-4.05.0-5.84.1-0.11.5-5.112.54.41.917.5%
2021-3.8-1.910.8-0.62.7-4.5-7.9-0.22.3-4.0-5.111.8-2.5%
2020-3.2-18.99.914.74.01.16.53.0-6.9-1.04.2-0.88.7%
20192.38.018.711.7-13.0-0.99.7-1.88.2-11.26.718.665.5%
20181.4-4.92.11.1-0.0-3.63.30.1-7.65.4-9.2-34.0-42.0%
2017-0.75.4-2.1-3.4-0.6-7.2-3.6-5.23.91.99.30.9-2.6%
2016———0.42.64.6-1.7-0.31.12.8-2.17.815.8%

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 35.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.0% of variance. Idiosyncratic stock-specific factors contribute 16.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110042.846358681676
2016-05-0110299.758600379935
2016-06-0110775.299260869204
2016-07-0110595.452396160834
2016-08-0110561.48224344032
2016-09-0110674.757563439985
2016-10-0110974.308775830175
2016-11-0110738.923407467626
2016-12-0111576.024289281359
2017-01-0111500.037329838153
2017-02-0112123.735970202493
2017-03-0111867.77771325707
2017-04-0111467.14559466432
2017-05-0111396.177424572988
2017-06-0110574.13291081487
2017-07-0110188.84750346338
2017-08-019659.178577650211
2017-09-0110040.06735961907
2017-10-0110229.702937443486
2017-11-0111179.000721710205
2017-12-0111280.828224675852
2018-01-0111442.964155059852
2018-02-0110879.864285299509
2018-03-0111105.709806133707
2018-04-0111226.824392145802
2018-05-0111223.7965274955
2018-06-0110821.007573809386
2018-07-0111181.655287978961
2018-08-0111193.849701776071
2018-09-0110347.084539640142
2018-10-0110908.027574307118
2018-11-019909.12258289298
2018-12-016544.833135623449
2019-01-016697.595128870897
2019-02-017233.070918396975
2019-03-018585.5724323293
2019-04-019592.399644951762
2019-05-018342.67961873792
2019-06-018264.784689789045
2019-07-019063.352883107833
2019-08-018903.249355023352
2019-09-019631.595975013895
2019-10-018557.575053713488
2019-11-019133.367068446332
2019-12-0110832.20652525571
2020-01-0110481.886732975521
2020-02-018498.220611047973
2020-03-019341.99938613155
2020-04-0110713.373207130828
2020-05-0111145.901598546623
2020-06-0111267.63834852796
2020-07-0111998.100326013919
2020-08-0112359.909412926077
2020-09-0111506.05158154081
2020-10-0111394.559798252963
2020-11-0111871.925473052002
2020-12-0111774.494595468987
2021-01-0111322.513210614947
2021-02-0111103.262627854696
2021-03-0112304.204998880105
2021-04-0112228.2180394369
2021-05-0112561.241673372213
2021-06-0111994.159954208732
2021-07-0111041.33657411632
2021-08-0111022.381311853469
2021-09-0111271.993496312642
2021-10-0110819.514380283208
2021-11-0110265.08332849428
2021-12-0111474.735995089051
2022-01-0111783.992965399388
2022-02-0111855.168523480468
2022-03-0111380.540370146084
2022-04-0111946.54367176288
2022-05-0111248.848996656907
2022-06-0111710.577617029041
2022-07-0111700.291172737605
2022-08-0111870.930010701219
2022-09-0111266.684363775123
2022-10-0112671.986859896968
2022-11-0113234.132744904477
2022-12-0113485.030734900081
2023-01-0113075.978663923615
2023-02-0112801.728786282529
2023-03-0113206.093888690717
2023-04-0113464.208980729507
2023-05-0112368.204932515948
2023-06-0111960.314234282063
2023-07-0111761.843928094435
2023-08-0110711.506715223108
2023-09-019829.61002762408
2023-10-019808.124631886318
2023-11-0110272.922594506706
2023-12-0110407.268534264644
2024-01-0110711.797058408754
2024-02-0110318.589429848938
2024-03-0110891.85131110687
2024-04-0111439.604469625954
2024-05-0111105.087642164466
2024-06-0110562.477705791101
2024-07-0111268.633810878744
2024-08-0111731.10902801397
2024-09-0112227.429965075862
2024-10-0111012.302255551776
2024-11-0110483.379926501695
2024-12-0110559.49131873875
2025-01-019987.3078550275
2025-02-019852.298273702372
2025-03-0110288.227828150017
2025-04-019670.543439488332
2025-05-018958.290127502136
2025-06-018011.190655926734
2025-07-017277.70081379047
2025-08-017624.453532647018
2025-09-017297.610060806159
2025-10-016992.044596713314
2025-11-017260.487610641491
2025-12-017040.863729499698
2026-01-017677.503380424233
2026-02-017984.437605249404
2026-03-016520.278397637436
2026-04-016097.206898554091
Annual Return Matrix
YearAnnual Return
2017-0.025500643159399594
2018-0.41982689521792527
20190.6550775704725209
20200.08698948529242823
2021-0.0254582986937959
20220.17519311474106192
2023-0.22823546057407207
20240.014626583716268238
2025-0.3332194215638907
2026-0.1340257200252135
Total Factor Risk
0.35360665756310683
VTI.US Exposure
0.04576560495506304
VEA.US Exposure
-0.0044185133267462505
VWO.US Exposure
0.017043235662126316
QQQ.US Exposure
0.025524826672149132
VTV.US Exposure
0.2279160589243486
IJR.US Exposure
-0.006163108705133232
QUAL.US Exposure
-0.007329874163104972
SHV.US Exposure
0.41033549860068724
TLT.US Exposure
0.01000728374197458
LQD.US Exposure
-0.005157160422995882
HYG.US Exposure
0.027749064183304695
GLD.US Exposure
0.015594958003453332
USO.US Exposure
0.049821486763823815
VNQ.US Exposure
0.0035145822945356763
BTC-USD.CC Exposure
0.0034733713564340674
CPER.US Exposure
-0.004959003199029629
VIX.INDX Exposure
0.001303736755632456
UUP.US Exposure
0.00697111931455361
TIP.US Exposure
0.015868045278471632
Idiosyncratic Exposure
0.16713878731045168
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.4%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.91%
Market Cap$7.5B
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 →
-14.6%
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 →
-16.4%
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 →
38.1% 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 →
0.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ConAgra Foods Inc a high-risk investment?

ConAgra Foods Inc (CAG.US) has an annualized volatility of 35.4% and experienced a maximum drawdown of 54.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAG.US has generated a Compound Annual Growth Rate (CAGR) of -5.1%. It has had a positive return in 40% 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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