Cardinal Health Inc

10-Year Study

CAH.US · Healthcare · US · Common Stock

Executive Summary: Cardinal Health Inc has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 45.3% and an annualized volatility of 36.8%.

1Y CAGR
+43.4%
3Y CAGR
+40.8%
5Y CAGR
+34.2%
10Y CAGR
+13.7%

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 →
45.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +76.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -24.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.86.7-8.01.1————————4.0%
20255.04.76.42.99.38.8-7.3-4.15.521.911.3-3.276.3%
20248.32.60.4-7.9-3.7-1.03.111.8-2.0-1.412.6-3.219.0%
20230.5-2.00.48.70.215.5-3.3-4.5-0.65.417.7-5.434.1%
20220.24.75.92.4-3.0-6.313.918.7-5.013.85.6-3.554.1%
20210.3-4.118.8-0.7-7.12.74.0-11.6-4.9-3.3-3.312.4-0.4%
20201.21.8-7.13.210.5-3.74.7-7.1-6.5-2.519.2-1.010.1%
201912.08.7-10.51.2-13.613.1-2.9-5.710.54.811.3-7.218.0%
201817.2-3.6-8.82.4-18.8-5.42.34.54.4-6.38.4-17.8-24.5%
20174.28.60.8-11.02.35.5-0.8-12.7-0.1-7.5-4.44.3-12.6%
2016———-4.30.6-0.67.2-4.7-1.9-11.63.42.0-10.6%

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 36.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 17.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019574.139036017377
2016-05-019633.933918905614
2016-06-019576.22152518924
2016-07-0110262.44206563554
2016-08-019779.9987408205
2016-09-019593.220448429336
2016-10-018480.799934135226
2016-11-018767.230983564481
2016-12-018941.094614424708
2017-01-019312.552566708264
2017-02-0110108.886740032707
2017-03-0110187.004298967957
2017-04-019067.739014062452
2017-05-019280.104479611786
2017-06-019790.750196545005
2017-07-019707.821926189481
2017-08-018476.441235868535
2017-09-018466.997389624039
2017-10-017831.83819220568
2017-11-017488.970071886236
2017-12-017810.206134141361
2018-01-019151.200014206128
2018-02-018822.328158320835
2018-03-018049.385665694301
2018-04-018240.732519602036
2018-05-016689.407233179058
2018-06-016330.589505868907
2018-07-016475.782588130458
2018-08-016766.201039307387
2018-09-017063.044534595957
2018-10-016618.328164778168
2018-11-017171.608408090389
2018-12-015896.511588487226
2019-01-016606.462819496619
2019-02-017184.216346409966
2019-03-016429.725676445757
2019-04-016504.501566709877
2019-05-015617.829335976534
2019-06-016355.095076123859
2019-07-016170.23783963542
2019-08-015819.427202474449
2019-09-016432.276322098116
2019-10-016740.323286264773
2019-11-017500.916133802351
2019-12-016960.292258790446
2020-01-017046.981924316855
2020-02-017172.205711186196
2020-03-016663.158183617429
2020-04-016877.202555165784
2020-05-017601.343770532294
2020-06-017322.354794810244
2020-07-017663.285715900048
2020-08-017121.709384600234
2020-09-016656.1519797368965
2020-10-016491.699908467336
2020-11-017739.288499009606
2020-12-017662.882132727205
2021-01-017687.210126386106
2021-02-017371.02692545496
2021-03-018759.918056472587
2021-04-018700.801193314726
2021-05-018085.078561500426
2021-06-018303.191051431024
2021-07-018636.24402898696
2021-08-017634.163154147786
2021-09-017262.60834190275
2021-10-017020.313148255472
2021-11-016788.317397179116
2021-12-017632.516534802591
2022-01-017644.38188008414
2022-02-018006.05697625801
2022-03-018477.038538964342
2022-04-018678.862412039049
2022-05-018420.214028228222
2022-06-017887.581100038582
2022-07-018987.651969243734
2022-08-0110671.707689550909
2022-09-0110136.233535824464
2022-10-0111537.797178469322
2022-11-0112186.888067014179
2022-12-0111760.30065332044
2023-01-0111818.43277353657
2023-02-0111582.82091723155
2023-03-0111627.231209571057
2023-04-0112643.66350203648
2023-05-0112674.464969787765
2023-06-0114642.191230621955
2023-07-0114162.217834824709
2023-08-0113521.214753063601
2023-09-0113442.257741128838
2023-10-0114171.225811242535
2023-11-0116675.33025211034
2023-12-0115776.163086345814
2024-01-0117089.29358415759
2024-02-0117525.954433845454
2024-03-0117591.73849101866
2024-04-0116198.859958253357
2024-05-0115606.18999727178
2024-06-0115456.831936666502
2024-07-0115933.43137713879
2024-08-0117812.320909967053
2024-09-0117464.674364881164
2024-10-0117227.49660586552
2024-11-0119405.538129731005
2024-12-0118775.302647021315
2025-01-0119715.312429877424
2025-02-0120643.214717548282
2025-03-0121964.9011786243
2025-04-0122609.132925768143
2025-05-0124713.399445638155
2025-06-0126883.25630275841
2025-07-0124913.98028254051
2025-08-0123880.323060258197
2025-09-0125193.275981473922
2025-10-0130720.04081033044
2025-11-0134180.62122750629
2025-12-0133092.04440706367
2026-01-0134688.78087209481
2026-02-0137005.3482842065
2026-03-0134029.97170074793
2026-04-0134401.429653031475
Annual Return Matrix
YearAnnual Return
2017-0.12648210639208313
2018-0.24502484477184971
20190.18040847615397237
20200.1009425822672072
2021-0.0039626862841757315
20220.5408156143122735
20230.3414761706701368
20240.1901057655312426
20250.7625305450036888
20260.03956797681826818
Total Factor Risk
0.36785727680933106
VTI.US Exposure
0.19602127201150266
VEA.US Exposure
0.022099506586431724
VWO.US Exposure
-0.0018561805549604806
QQQ.US Exposure
0.0037121499512317367
VTV.US Exposure
0.06410389499813009
IJR.US Exposure
-0.03275780903913504
QUAL.US Exposure
-0.028814741797839806
SHV.US Exposure
0.43542091220774803
TLT.US Exposure
-0.001268709235098427
LQD.US Exposure
0.06400408334573988
HYG.US Exposure
0.03541670710807864
GLD.US Exposure
0.014185070934377292
USO.US Exposure
0.0004753285804773466
VNQ.US Exposure
0.04010221498920654
BTC-USD.CC Exposure
-0.00024934353974554927
CPER.US Exposure
-0.004426065021757381
VIX.INDX Exposure
0.006874094109168326
UUP.US Exposure
-0.0008046659904632201
TIP.US Exposure
0.013607211900412877
Idiosyncratic Exposure
0.1741550684564949
Value Score
37.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.8%

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 →30.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.96%
Market Cap$50.4B
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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.490.82%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 →
+14.2%
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 →
7.3% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cardinal Health Inc a high-risk investment?

Cardinal Health Inc (CAH.US) has an annualized volatility of 36.8% and experienced a maximum drawdown of 45.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAH.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 70% 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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