The Cheesecake Factory

10-Year Study

CAKE.US · Consumer Cyclical · US · Common Stock

Executive Summary: The Cheesecake Factory has compounded at 4.0% annually over the last 10 years, with a maximum drawdown of 71.0% and an annualized volatility of 55.4%.

1Y CAGR
+11.3%
3Y CAGR
+27.9%
5Y CAGR
+2.6%
10Y CAGR
+4.0%

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 →
71.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +39.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -17.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.811.2-15.110.0————————19.3%
202518.4-3.8-9.53.510.113.62.0-3.4-11.1-8.9-3.75.98.6%
2024-1.82.93.0-4.512.32.1-1.01.83.214.010.2-6.339.3%
202323.8-4.6-5.7-3.9-6.210.46.4-12.7-4.92.51.811.714.0%
2022-8.919.9-7.0-7.2-10.8-19.110.65.7-4.422.3-1.4-9.5-17.0%
202121.322.26.57.0-6.0-7.9-16.53.10.8-13.5-5.72.25.6%
2020-1.2-7.2-51.530.5-3.66.74.723.0-6.17.126.1-1.1-3.5%
20193.15.44.21.4-12.21.1-1.5-11.09.70.35.2-10.9-7.8%
20182.1-4.93.77.70.36.31.8-4.50.7-9.7-1.8-7.8-7.5%
20170.61.34.21.3-7.7-14.7-5.4-12.41.76.210.3-1.8-17.8%
2016———-3.9-1.8-3.57.5-0.1-2.66.311.81.214.3%

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 55.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.3% of variance. Idiosyncratic stock-specific factors contribute 14.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019608.204548717404
2016-05-019430.62302886597
2016-06-019103.478458196907
2016-07-019782.359016158089
2016-08-019768.025601007737
2016-09-019511.529252671016
2016-10-0110106.215468973598
2016-11-0111294.545892399816
2016-12-0111430.076552941013
2017-01-0111502.600391795453
2017-02-0111653.413853627811
2017-03-0112142.023535513988
2017-04-0112295.337819375813
2017-05-0111348.86930426205
2017-06-019678.667524973487
2017-07-019155.301048029676
2017-08-018023.864325773749
2017-09-018157.496214033316
2017-10-018664.90837265953
2017-11-019560.295282245554
2017-12-019392.647583233378
2018-01-019589.541006534557
2018-02-019117.464536954276
2018-03-019456.742725618144
2018-04-0110188.256324995717
2018-05-0110215.533809724493
2018-06-0110856.346299014955
2018-07-0111047.61287274984
2018-08-0110553.654210411756
2018-09-0110627.104279647478
2018-10-019594.95945426506
2018-11-019426.153967276281
2018-12-018691.074380930768
2019-01-018964.729147080754
2019-02-019448.128783072214
2019-03-019840.364193785921
2019-04-019981.174367500429
2019-05-018760.333257691185
2019-06-018855.54974088705
2019-07-018725.900643267001
2019-08-017766.580681612937
2019-09-018520.949015648663
2019-10-018543.4332581543
2019-11-018990.43204016135
2019-12-018011.198125309708
2020-01-017916.375290025888
2020-02-017345.307948446017
2020-03-013561.818931222763
2020-04-014648.287168467413
2020-05-014479.389058440506
2020-06-014779.672948052369
2020-07-015004.885865261267
2020-08-016158.112157236869
2020-09-015784.818157820394
2020-10-016197.731661796239
2020-11-017815.97191669484
2020-12-017728.396834144557
2021-01-019377.920520170981
2021-02-0111459.113875394227
2021-03-0112201.51068175187
2021-04-0113052.345909998196
2021-05-0112266.161562365407
2021-06-0111298.551838798865
2021-07-019438.403364068745
2021-08-019728.267161891177
2021-09-019801.254115936257
2021-10-018474.961677217974
2021-11-017991.145237554936
2021-12-018164.2345400571485
2022-01-017440.6170546800095
2022-02-018923.303493277883
2022-03-018297.70433799999
2022-04-017697.113403016732
2022-05-016866.053193410797
2022-06-015554.233104400057
2022-07-016144.982841582188
2022-08-016493.801203173265
2022-09-016209.61056643619
2022-10-017594.463921011074
2022-11-017486.859106465551
2022-12-016775.352083323684
2023-01-018386.390897007812
2023-02-017999.666557062738
2023-03-017544.2159228264845
2023-04-017251.480810822075
2023-05-016798.7857119701375
2023-06-017504.063835797879
2023-07-017981.466130070533
2023-08-016966.711280096699
2023-09-016627.664649028152
2023-10-016796.099643864418
2023-11-016916.833774064622
2023-12-017724.367731985977
2024-01-017583.163910359424
2024-02-017805.991784336517
2024-03-018037.526223897671
2024-04-017675.115431461268
2024-05-018615.887629730143
2024-06-018797.266694144835
2024-07-018707.700216274794
2024-08-018867.498112805599
2024-09-019147.219687952984
2024-10-0110426.228065706782
2024-11-0111487.896484492589
2024-12-0110761.963423162242
2025-01-0112737.867539793173
2025-02-0112256.945570071644
2025-03-0111098.370297644133
2025-04-0111488.38275544276
2025-05-0112646.657002996355
2025-06-0114363.58710502063
2025-07-0114650.13962922998
2025-08-0114150.554117325602
2025-09-0112580.31575193698
2025-10-0111465.944824456186
2025-11-0111036.034992983803
2025-12-0111689.027411788133
2026-01-0113421.07822478685
2026-02-0114929.46755646532
2026-03-0112677.778343807455
2026-04-0113949.029542118013
Annual Return Matrix
YearAnnual Return
2017-0.1782515594073948
2018-0.07469387050728626
2019-0.07822695167731941
2020-0.035300748619822464
20210.056394322815701114
2022-0.1701179026544406
20230.1400688314040719
20240.3932484569057775
20250.08614264443889796
20260.1933438985736926
Total Factor Risk
0.5536923288449344
VTI.US Exposure
0.23207546870118428
VEA.US Exposure
0.09043594506431535
VWO.US Exposure
-0.022152694625278635
QQQ.US Exposure
-0.002736029974548949
VTV.US Exposure
-0.041607333866810335
IJR.US Exposure
0.07084316943300269
QUAL.US Exposure
-0.05766983375147152
SHV.US Exposure
0.5227269458795072
TLT.US Exposure
-0.0020004116834122284
LQD.US Exposure
0.02171065719683848
HYG.US Exposure
-0.008759594223222353
GLD.US Exposure
-0.0014863060597422768
USO.US Exposure
0.000045695158299159095
VNQ.US Exposure
0.009276110669854778
BTC-USD.CC Exposure
-0.001819431867173996
CPER.US Exposure
0.020767736983528205
VIX.INDX Exposure
-0.020900897009399257
UUP.US Exposure
-0.0018487764963340675
TIP.US Exposure
0.051092344654768
Idiosyncratic Exposure
0.1420072358160954
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.4%

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 →18.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.95%
Market Cap$2.8B
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
$69
Avg Yield on Cost
0.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.470.69%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 →
+0.4%
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 →
+6.0%
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 →
11.2% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Cheesecake Factory a high-risk investment?

The Cheesecake Factory (CAKE.US) has an annualized volatility of 55.4% and experienced a maximum drawdown of 71.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAKE.US has generated a Compound Annual Growth Rate (CAGR) of 4.0%. It has had a positive return in 50% 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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