Caleres Inc

10-Year Study

CAL.US · Consumer Cyclical · US · Common Stock

Executive Summary: Caleres Inc has compounded at -5.0% annually over the last 10 years, with a maximum drawdown of 86.7% and an annualized volatility of 54.0%.

1Y CAGR
-3.6%
3Y CAGR
-8.6%
5Y CAGR
-11.7%
10Y CAGR
-5.0%

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 →
86.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +46.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -46.4%
% 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.
20260.4-2.7-11.421.5————————5.3%
2025-20.9-11.87.0-11.5-11.7-8.712.49.2-12.7-15.36.14.5-46.4%
20242.123.16.5-10.2-5.8-2.914.89.3-21.4-9.74.1-25.2-23.9%
202316.80.3-16.95.4-24.339.113.06.00.6-11.118.71.439.4%
20225.7-13.4-6.618.624.1-7.6-5.42.8-4.812.8-11.6-7.5-0.6%
2021-3.55.038.06.97.69.1-9.3-0.6-9.43.82.4-3.646.8%
2020-26.1-34.3-54.356.0-11.617.2-24.323.823.3-19.753.333.7-31.8%
20197.24.2-20.46.2-28.16.0-5.77.316.5-8.11.78.8-13.6%
2018-11.5-5.520.2-2.68.3-2.8-2.620.9-11.2-4.6-11.6-7.7-16.1%
2017-6.3-2.9-11.49.1-5.11.9-1.8-1.113.4-10.519.42.83.0%
2016———-10.9-2.7-0.78.7-1.4-2.2-1.130.90.417.3%

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 54.0%. The dominant macroeconomic risk driver is QUAL.US, accounting for 38.5% of variance. Idiosyncratic stock-specific factors contribute 25.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018911.292618836489
2016-05-018672.56205204969
2016-06-018608.74057321369
2016-07-019359.01920745845
2016-08-019223.891767883439
2016-09-019018.271898211047
2016-10-018918.411011950766
2016-11-0111674.896884991173
2016-12-0111726.840816459351
2017-01-0110987.219433619968
2017-02-0110672.789840629346
2017-03-019460.954596854892
2017-04-0110320.409043206613
2017-05-019790.393830183613
2017-06-019973.23484189032
2017-07-019793.729305814304
2017-08-019686.017848862279
2017-09-0110983.92463452136
2017-10-019835.870193050821
2017-11-0111746.89434677557
2017-12-0112074.503136160623
2018-01-0110689.629924911122
2018-02-0110101.772683268115
2018-03-0112144.832860129678
2018-04-0111830.362590606976
2018-05-0112817.134582374045
2018-06-0112456.130360150015
2018-07-0112130.148632048227
2018-08-0114661.937341869982
2018-09-0113013.032760878938
2018-10-0112410.653997282809
2018-11-0110969.972584017378
2018-12-0110124.510864701719
2019-01-0110855.712205400216
2019-02-0111314.096045427554
2019-03-019008.997648896446
2019-04-019570.903263071403
2019-05-016881.737050626011
2019-06-017293.912350208671
2019-07-016876.489777987488
2019-08-017378.112771617543
2019-09-018598.083321808315
2019-10-017903.897625304057
2019-11-018039.797918988619
2019-12-018749.196638491389
2020-01-016465.209362110624
2020-02-014247.484156490755
2020-03-011943.036584472954
2020-04-013030.401640077774
2020-05-012679.1597855533228
2020-06-013141.204513468
2020-07-012376.6077399305245
2020-08-012941.564094011601
2020-09-013628.061925952441
2020-10-012914.595553241513
2020-11-014466.771340942556
2020-12-015970.704761594846
2021-01-015764.678126601639
2021-02-016050.83752979556
2021-03-018347.963326038676
2021-04-018926.180229578347
2021-05-019603.97328365373
2021-06-0110477.05436825278
2021-07-019498.051594113293
2021-08-019440.494301217856
2021-09-018557.203407066327
2021-10-018880.70386671114
2021-11-019092.547245792013
2021-12-018763.474101252023
2022-01-019265.788595927466
2022-02-018021.574832616072
2022-03-017495.301860544578
2022-04-018891.23908852027
2022-05-0111035.502477200806
2022-06-0110199.762449052643
2022-07-019647.781908705592
2022-08-019919.907908331368
2022-09-019440.006182832876
2022-10-0110652.166838863986
2022-11-019416.617176885968
2022-12-018714.9469984787
2023-01-0110177.83779826067
2023-02-0110213.06367504332
2023-03-018487.361801482253
2023-04-018946.437142554974
2023-05-016772.601915051129
2023-06-019418.854386150455
2023-07-0110642.933266081467
2023-08-0111284.524206604243
2023-09-0111348.508391568568
2023-10-0110093.678053383881
2023-11-0111979.848846006784
2023-12-0112152.927490013912
2024-01-0112406.016872625507
2024-02-0115269.237965847986
2024-03-0116255.155750441341
2024-04-0114591.200852580112
2024-05-0113739.434270791808
2024-06-0113339.095842044893
2024-07-0115308.20608358214
2024-08-0116725.45781436858
2024-09-0113151.21094036007
2024-10-0111877.872780078262
2024-11-0112363.30651393985
2024-12-019243.172444090107
2025-01-017315.511588743991
2025-02-016449.467544195052
2025-03-016903.865084078392
2025-04-016106.483025683163
2025-05-015389.274412020729
2025-06-014922.226470660017
2025-07-015530.462654875896
2025-08-016042.010722333857
2025-09-015275.990270173526
2025-10-014466.771340942556
2025-11-014737.880427266294
2025-12-014950.33395432839
2026-01-014970.672220369181
2026-02-014836.439664499963
2026-03-014287.306481398622
2026-04-015210.663759650508
Annual Return Matrix
YearAnnual Return
20170.02964671603739233
2018-0.161496688474003
2019-0.1358400662105318
2020-0.31757108586093397
20210.467745341826481
2022-0.005537427533036543
20230.3944924154025671
2024-0.23942832279010606
2025-0.4644334524459153
20260.0525883319638456
Total Factor Risk
0.5395505345995222
VTI.US Exposure
0.1385181861441125
VEA.US Exposure
-0.03209165686490684
VWO.US Exposure
0.013104180893902636
QQQ.US Exposure
0.06790189962760732
VTV.US Exposure
-0.08595443705495892
IJR.US Exposure
0.1960133172635159
QUAL.US Exposure
0.38543777645378136
SHV.US Exposure
0.0009138202181176579
TLT.US Exposure
0.0010037544976111655
LQD.US Exposure
0.008141613422651201
HYG.US Exposure
-0.0014408429542753852
GLD.US Exposure
0.00015964475483585237
USO.US Exposure
0.0009389347657890317
VNQ.US Exposure
0.012256044751618617
BTC-USD.CC Exposure
0.0006355058629776989
CPER.US Exposure
0.007449649262549941
VIX.INDX Exposure
0.022531834318609452
UUP.US Exposure
0.0077443520870886795
TIP.US Exposure
0.004238837021753468
Idiosyncratic Exposure
0.2524975855276186
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.0%

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 →2.53%
Market Cap$364.0M
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
$28
Avg Yield on Cost
0.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$28.470.28%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 →
+12.3%
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 →
+0.1%
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 →
27.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Caleres Inc a high-risk investment?

Caleres Inc (CAL.US) has an annualized volatility of 54.0% and experienced a maximum drawdown of 86.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CAL.US has generated a Compound Annual Growth Rate (CAGR) of -5.0%. 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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