Cal-Maine Foods Inc

10-Year Study

CALM.US · Consumer Defensive · US · Common Stock

Executive Summary: Cal-Maine Foods Inc has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 32.4% and an annualized volatility of 29.3%.

1Y CAGR
-18.0%
3Y CAGR
+24.0%
5Y CAGR
+23.4%
10Y CAGR
+8.5%

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 →
32.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +87.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -15.6%
% 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.
20265.94.3-9.1-3.6————————-3.3%
20256.3-16.20.66.52.73.911.66.4-18.6-5.2-5.1-4.5-15.6%
2024-3.23.72.4-4.311.5-0.917.11.83.918.611.25.487.0%
20237.7-0.77.2-18.70.1-5.42.65.21.3-6.45.819.814.5%
20225.413.524.7-2.5-11.23.54.94.93.73.23.1-6.651.9%
20212.1-0.60.8-2.7-6.63.7-3.63.60.0-0.30.02.6-1.4%
2020-16.5-2.226.1-5.67.3-0.2-1.2-12.2-0.6-0.12.0-4.1-12.2%
20190.14.61.2-7.3-9.912.7-4.71.9-1.4-0.29.1-1.82.1%
2018-4.30.12.611.4-1.3-4.6-1.910.8-2.30.9-4.0-9.5-3.9%
2017-5.6-9.0-3.02.6-1.56.5-3.7-4.512.89.510.6-10.70.6%
2016———-1.4-12.3-0.4-5.59.6-16.10.35.38.5-14.2%

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 29.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 49.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019864.328124282074
2016-05-018647.7993843075
2016-06-018612.828458675598
2016-07-018142.533324484242
2016-08-018927.643368031979
2016-09-017489.572537868151
2016-10-017510.963512816716
2016-11-017909.325750343327
2016-12-018584.647508385362
2017-01-018103.656886719727
2017-02-017374.908743752457
2017-03-017151.426660608442
2017-04-017336.05783221103
2017-05-017229.179536137473
2017-06-017695.569158196215
2017-07-017413.7851815169715
2017-08-017083.424802299402
2017-09-017987.078625872358
2017-10-018744.977715607243
2017-11-019668.056994950912
2017-12-018638.073893310599
2018-01-018268.8626025516
2018-02-018278.562567325414
2018-03-018492.344685695616
2018-04-019464.000367577612
2018-05-019337.671089510253
2018-06-018910.157905216029
2018-07-018744.977715607243
2018-08-019686.589032913513
2018-09-019461.320114153268
2018-10-019550.917157195587
2018-11-019168.253546868698
2018-12-018300.89801252827
2019-01-018306.794570061824
2019-02-018684.914512678874
2019-03-018789.291238889711
2019-04-018149.226077696198
2019-05-017338.466340575066
2019-06-018270.148068496508
2019-07-017883.598297917925
2019-08-018036.235752322956
2019-09-017921.261415126295
2019-10-017907.385504214049
2019-11-018628.942122258064
2019-12-018474.32162977775
2020-01-017074.820138249875
2020-02-016916.236490863396
2020-03-018718.145241335182
2020-04-018228.516440767236
2020-05-018833.117631035575
2020-06-018817.260142670248
2020-07-018712.1966139834
2020-08-017649.687442366574
2020-09-017606.076671554556
2020-10-017602.111569152124
2020-11-017756.730601010236
2020-12-017441.545857438497
2021-01-017600.129504824974
2021-02-017552.55411848459
2021-03-017615.986019442167
2021-04-017412.536439898697
2021-05-016926.436502569064
2021-06-017184.366803346545
2021-07-016922.467505174095
2021-08-017174.447717977592
2021-09-017174.447717977592
2021-10-017154.606139121216
2021-11-017154.606139121216
2021-12-017339.125568061914
2022-01-017737.927524538975
2022-02-018783.539244783156
2022-03-0110956.10960440197
2022-04-0110685.019097590877
2022-05-019491.830005120997
2022-06-019825.92298996249
2022-07-0110310.674286126265
2022-08-0110815.012526009326
2022-09-0111214.446931899547
2022-10-0111568.173600370763
2022-11-0111930.511123592647
2022-12-0111146.471522147827
2023-01-0112008.930955831716
2023-02-0111920.784353480196
2023-03-0112779.164756229953
2023-04-0110389.396954035068
2023-05-0110400.335066826454
2023-06-019842.587715531063
2023-07-0110102.871565548887
2023-08-0110624.63405454519
2023-09-0110764.694091174923
2023-10-0110074.607552205813
2023-11-0110654.939043977534
2023-12-0112760.578825592618
2024-01-0112348.572357541838
2024-02-0112809.806662516727
2024-03-0113112.837081877473
2024-04-0112545.442807816637
2024-05-0113982.96478211813
2024-06-0113855.991920411947
2024-07-0116227.674298510472
2024-08-0116513.845242675805
2024-09-0117155.689377832612
2024-10-0120351.863776114722
2024-11-0122630.958286621673
2024-12-0123862.085580147832
2025-01-0125356.200822260467
2025-02-0121241.400224166104
2025-03-0121361.24914452253
2025-04-0122753.720661395604
2025-05-0123377.577721017606
2025-06-0124279.24512332476
2025-07-0127084.165573792005
2025-08-0128809.425253006746
2025-09-0123443.15771035921
2025-10-0122219.01608594775
2025-11-0121085.28892329234
2025-12-0120136.29930915969
2026-01-0121322.05383462501
2026-02-0122235.892932809875
2026-03-0120204.005574927123
2026-04-0119479.06083920011
Annual Return Matrix
YearAnnual Return
20170.006223480331958742
2018-0.03903368794326245
20190.02089215130552602
2020-0.12187120308370214
2021-0.013763308234431393
20220.518773785620259
20230.1448088123885296
20240.8699845756440163
2025-0.15613833327661109
2026-0.032639486524746686
Total Factor Risk
0.29276567600424996
VTI.US Exposure
0.12662920382780793
VEA.US Exposure
-0.020747575779980713
VWO.US Exposure
0.03944993034342198
QQQ.US Exposure
0.09155398922513883
VTV.US Exposure
0.23336260917122031
IJR.US Exposure
-0.038731716324896234
QUAL.US Exposure
-0.03245299433976284
SHV.US Exposure
0.04000424961879028
TLT.US Exposure
0.01325463471009112
LQD.US Exposure
-0.006177898131975516
HYG.US Exposure
0.00900908145778486
GLD.US Exposure
0.0010866553512459982
USO.US Exposure
0.00435818994307487
VNQ.US Exposure
0.014076596690103844
BTC-USD.CC Exposure
0.006932885489130651
CPER.US Exposure
0.024554582841087403
VIX.INDX Exposure
-0.0032895051944388295
UUP.US Exposure
0.0002519268575947006
TIP.US Exposure
0.002642896341448117
Idiosyncratic Exposure
0.49423225790311315
Value Score
47.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
73.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.3%

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 →5.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.16%
Market Cap$3.8B
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
$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 →
-7.4%
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 →
-15.3%
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 →
33.1% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cal-Maine Foods Inc a high-risk investment?

Cal-Maine Foods Inc (CALM.US) has an annualized volatility of 29.3% and experienced a maximum drawdown of 32.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CALM.US has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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