Caixabank SA ADR

10-Year Study

CAIXY.US · Financial Services · US · Common Stock

Executive Summary: Caixabank SA ADR has compounded at 22.3% annually over the last 10 years, with a maximum drawdown of 95.9% and an annualized volatility of 237.8%.

1Y CAGR
+312.5%
3Y CAGR
+61.6%
5Y CAGR
+36.8%
10Y CAGR
+22.3%

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 →
95.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
25.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
774.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +135.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -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 →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-95.92366.8-3.95.1————————2.0%
202585.7-38.7-69.815.564.6-20.1-12.3-1.9-18.7-22.9658.810.1135.0%
20240.48.858.1-19.89.7-8.99.85.2-2.51.5-8.11.046.8%
202313.6-2.8-10.12.5-0.613.7-3.31.5-1.82.69.0-5.916.6%
202218.4-1.95.7-5.315.0-2.6-15.9-0.16.37.011.25.045.4%
20210.715.45.10.714.7-13.7-2.25.6-1.6-5.3-14.19.610.3%
2020-4.5-14.0-30.75.33.510.62.210.5-3.4-18.541.70.7-13.0%
20194.6-5.6-12.43.1-3.0-8.6-7.4-13.915.113.10.26.8-12.2%
201815.9-9.6-2.74.6-13.01.97.0-3.01.9-11.33.5-12.1-19.3%
201710.3-4.122.97.04.20.89.3-1.0-2.8-6.63.5-1.945.8%
2016———1.7-7.7-20.215.16.9-4.619.5-2.313.816.8%

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 237.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 17.2% of variance. Idiosyncratic stock-specific factors contribute 44.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110172.096908939015
2016-05-019385.129490392648
2016-06-017492.063492063492
2016-07-018624.895572263993
2016-08-019221.386800334167
2016-09-018795.3216374269
2016-10-0110506.2656641604
2016-11-0110260.651629072681
2016-12-0111677.52715121136
2017-01-0112883.876357560568
2017-02-0112355.889724310779
2017-03-0115189.640768588137
2017-04-0116257.309941520465
2017-05-0116934.001670843776
2017-06-0117072.68170426065
2017-07-0118653.29991645781
2017-08-0118469.50710108605
2017-09-0117954.88721804511
2017-10-0116761.904761904763
2017-11-0117348.370927318294
2017-12-0117020.885547201335
2018-01-0119730.994152046784
2018-02-0117829.57393483709
2018-03-0117348.370927318294
2018-04-0118152.04678362573
2018-05-0115786.13199665831
2018-06-0116086.88387635756
2018-07-0117214.70342522974
2018-08-0116701.754385964912
2018-09-0117014.20217209691
2018-10-0115094.40267335004
2018-11-0115622.389306599833
2018-12-0113732.66499582289
2019-01-0114359.231411862991
2019-02-0113550.543024227236
2019-03-0111864.661654135338
2019-04-0112235.349680646419
2019-05-0111871.92367929763
2019-06-0110856.753503071235
2019-07-0110051.156643936807
2019-08-018651.96823177481
2019-09-019957.879607440434
2019-10-0111262.578972200601
2019-11-0111279.53915767303
2019-12-0112051.212658161108
2020-01-0111507.285667043381
2020-02-019892.461891461135
2020-03-016860.276013488259
2020-04-017220.5146352948
2020-05-017473.86624440613
2020-06-018265.588715759633
2020-07-018446.737040851945
2020-08-019335.998504880874
2020-09-019019.310113879772
2020-10-017347.190688825589
2020-11-0110412.743217066713
2020-12-0110482.413428170341
2021-01-0110552.08563107496
2021-02-0112173.535132667075
2021-03-0112794.246052142073
2021-04-0112877.85189890722
2021-05-0114773.849257849211
2021-06-0112754.116241595302
2021-07-0112471.430881280348
2021-08-0113174.946943520503
2021-09-0112970.288395383703
2021-10-0112280.84241537223
2021-11-0110552.748900806295
2021-12-0111563.2532832019
2022-01-0113685.316071474463
2022-02-0113430.770875616878
2022-03-0114198.245659607494
2022-04-0113451.322278283293
2022-05-0115469.020669820811
2022-06-0115065.481788233705
2022-07-0112669.800317775434
2022-08-0112650.9698311687
2022-09-0113451.322278283293
2022-10-0114392.915325754368
2022-11-0116007.073839804283
2022-12-0116814.15259887899
2023-01-0119100.875583607252
2023-02-0118562.82639722577
2023-03-0116679.640302283624
2023-04-0117098.765026656605
2023-05-0116998.181068210073
2023-06-0119325.915235425397
2023-07-0118686.507280010326
2023-08-0118966.695917778048
2023-09-0118621.847444309624
2023-10-0119110.384441557384
2023-11-0120834.630792501473
2023-12-0119613.288299382082
2024-01-0119685.130569470755
2024-02-0121409.37492861385
2024-03-0133838.31272746686
2024-04-0127125.092875290236
2024-05-0129766.689067894753
2024-06-0127117.298957996798
2024-07-0129766.689067894753
2024-08-0131325.155830223954
2024-09-0130545.92344495985
2024-10-0131013.46486791931
2024-11-0128502.036853940066
2024-12-0128796.399147588207
2025-01-0153467.00163214228
2025-02-0132748.538649072227
2025-03-019891.395282028312
2025-04-0111428.571683521955
2025-05-0118813.701699750065
2025-06-0115037.593586602206
2025-07-0113182.956971221898
2025-08-0112932.330643821977
2025-09-0110509.60748715508
2025-10-018103.592553134748
2025-11-0161487.05207614372
2025-12-0167669.17611921242
2026-01-012770.25906762782
2026-02-0168337.5104427736
2026-03-0165664.1604010025
2026-04-0169005.84795321638
Annual Return Matrix
YearAnnual Return
20170.45757619115753334
2018-0.19318739570040244
2019-0.12244180850353759
2020-0.13017770696531306
20210.10310982889941367
20220.45410224848271263
20230.1664749789822717
20240.4682086301915749
20251.3499179801055066
20260.019753038394455302
Total Factor Risk
2.3777220949610127
VTI.US Exposure
0.1719178205872473
VEA.US Exposure
0.027135260174566952
VWO.US Exposure
-0.0004685983447545234
QQQ.US Exposure
0.028211943980285436
VTV.US Exposure
0.007385942268748912
IJR.US Exposure
0.009492618070010568
QUAL.US Exposure
0.07247253129042495
SHV.US Exposure
0.03742583407873347
TLT.US Exposure
0.0014952829852099623
LQD.US Exposure
0.13819450613180742
HYG.US Exposure
0.0008734872880087285
GLD.US Exposure
0.003765744703790671
USO.US Exposure
0.002878858079058317
VNQ.US Exposure
0.003154170161850269
BTC-USD.CC Exposure
-0.000018996657081015913
CPER.US Exposure
0.003042004916977317
VIX.INDX Exposure
0.001987779957220296
UUP.US Exposure
0.04216554108605682
TIP.US Exposure
-0.00047356307955351946
Idiosyncratic Exposure
0.4493618323213916
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
237.8%

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 →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.83%
Market Cap$85.5B
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
$2,139
Avg Yield on Cost
21.39%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2,138.6821.39%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 →
+2.9%
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 →
+113.3%
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 →
7.2% 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 →
0.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Caixabank SA ADR a high-risk investment?

Caixabank SA ADR (CAIXY.US) has an annualized volatility of 237.8% and experienced a maximum drawdown of 95.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CAIXY.US has generated a Compound Annual Growth Rate (CAGR) of 22.3%. 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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