Callaway Golf Company

10-Year Study

CALY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Callaway Golf Company has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 79.4% and an annualized volatility of 59.2%.

1Y CAGR
+169.3%
3Y CAGR
+4.2%
5Y CAGR
-12.4%
10Y CAGR
+6.9%

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 →
79.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +72.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -39.4%
% 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.
202623.0-2.0-1.33.0————————22.5%
20250.0-16.92.62.1-2.329.116.34.60.50.338.6-7.772.1%
2024-8.29.314.6-0.1-1.5-1.48.8-38.610.5-10.4-12.1-6.7-39.4%
202324.0-5.3-6.72.5-23.016.30.6-12.7-19.9-10.81.419.3-23.6%
2022-13.03.7-5.3-6.3-1.0-6.012.5-3.6-13.0-2.811.9-5.7-28.0%
202116.20.2-4.38.227.5-8.6-6.1-11.4-1.5-2.1-0.31.814.3%
20201.0-20.7-39.840.17.114.38.89.5-8.2-19.137.213.013.4%
20196.55.7-7.410.2-16.216.76.9-3.19.34.22.82.138.9%
20186.04.95.75.59.80.21.418.66.5-11.9-19.9-10.710.1%
20173.4-10.79.57.07.60.3-0.49.63.50.00.6-4.027.5%
2016———2.47.81.54.86.81.7-12.119.1-9.820.5%

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 59.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 62.0% of variance. Idiosyncratic stock-specific factors contribute 26.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110241.223153835806
2016-05-0111042.610112241999
2016-06-0111207.311422977476
2016-07-0111745.20617555187
2016-08-0112546.294220508451
2016-09-0112754.935808336695
2016-10-0111216.876653365018
2016-11-0113358.890433275046
2016-12-0112050.546264329165
2017-01-0112457.367469249279
2017-02-0111126.754248307403
2017-03-0112183.263835956299
2017-04-0113041.74326323813
2017-05-0114032.342435247872
2017-06-0114076.432169065447
2017-07-0114021.28263761228
2017-08-0115365.795333961052
2017-09-0115905.931937407522
2017-10-0115905.931937407522
2017-11-0116005.320659403069
2017-12-0115365.496420511441
2018-01-0116292.128114304503
2018-02-0117086.490606644846
2018-03-0118057.809861154703
2018-04-0119051.24871093575
2018-05-0120916.917006680716
2018-06-0120950.096399587503
2018-07-0121248.262565574136
2018-08-0125202.14022029921
2018-09-0126837.34624639436
2018-10-0123644.352777653232
2018-11-0118935.868119386032
2018-12-0116912.971349145857
2019-01-0118007.2934881705
2019-02-0119036.601951904824
2019-03-0117620.648941099105
2019-04-0119423.694869150637
2019-05-0116270.606345932534
2019-06-0118993.408958436085
2019-07-0120299.511276509886
2019-08-0119667.90715748255
2019-09-0121495.165074952543
2019-10-0122392.204337234154
2019-11-0123012.449745176284
2019-12-0123488.76832713088
2020-01-0123732.532245288377
2020-02-0118823.177748882812
2020-03-0111329.417567143433
2020-04-0115874.396568473596
2020-05-0116994.12635071515
2020-06-0119423.395955701028
2020-07-0121131.686320225977
2020-08-0123139.48796126082
2020-09-0121231.52341239594
2020-10-0117182.74073741948
2020-11-0123572.165179572254
2020-12-0126633.786187209495
2021-01-0130937.84094815346
2021-02-0131004.34919069184
2021-03-0129673.138142850734
2021-04-0132113.61700219701
2021-05-0140954.58010133166
2021-06-0137416.042684840606
2021-07-0135141.90916020267
2021-08-0131126.305878132986
2021-09-0130649.389469279173
2021-10-0130005.97826899221
2021-11-0129906.141176822246
2021-12-0130438.65548730365
2022-01-0126467.440852501157
2022-02-0127443.542722204787
2022-03-0125979.315189286943
2022-04-0124337.533067300363
2022-05-0124082.41043805766
2022-06-0122629.242702775413
2022-07-0125458.01013316594
2022-08-0124548.267049275884
2022-09-0121364.68935419749
2022-10-0120765.666801177722
2022-11-0123239.32505343078
2022-12-0121908.263462314488
2023-01-0127166.300497690892
2023-02-0125713.132762408644
2023-03-0123982.5733458877
2023-04-0124592.65569654306
2023-05-0118935.419749211615
2023-06-0122019.16035212004
2023-07-0122152.326293921597
2023-08-0119345.82791552706
2023-09-0115496.420511440912
2023-10-0113828.4834626134
2023-11-0114024.12231538358
2023-12-0116729.587947809712
2024-01-0115364.59968016261
2024-02-0116788.772810832623
2024-03-0119240.75983798891
2024-04-0119218.042415818498
2024-05-0118920.9224469055
2024-06-0118660.269918845
2024-07-0120300.70693030833
2024-08-0112474.25607915228
2024-09-0113786.336666218294
2024-10-0112351.253194637491
2024-11-0110854.145182262475
2024-12-0110132.26920145272
2025-01-0110132.26920145272
2025-02-018417.701654485943
2025-03-018635.460102527313
2025-04-018819.74024421229
2025-05-018614.685617779372
2025-06-0111123.615657086491
2025-07-0112940.710517269725
2025-08-0113530.46675335157
2025-09-0113598.021192963577
2025-10-0113635.235917440104
2025-11-0118894.61806333976
2025-12-0117441.599784782316
2026-01-0121447.04000956523
2026-02-0121013.61550762977
2026-03-0120744.59340298017
2026-04-0121372.311647162565
Annual Return Matrix
YearAnnual Return
20170.27508712746034303
20180.1007110272446965
20190.38880199358447554
20200.13389454126659905
20210.14285874615609084
2022-0.2802486472685135
2023-0.2363800090049527
2024-0.3943503430531733
20250.7213912735640322
20260.22536418166238215
Total Factor Risk
0.591733418086039
VTI.US Exposure
0.6203079954221605
VEA.US Exposure
0.14209328527905712
VWO.US Exposure
-0.02199335193455595
QQQ.US Exposure
-0.03549370476890628
VTV.US Exposure
-0.04587123561362695
IJR.US Exposure
0.021764183691721423
QUAL.US Exposure
-0.010132005692777243
SHV.US Exposure
0.026689738859389835
TLT.US Exposure
-0.007604427679316802
LQD.US Exposure
0.06484497781274441
HYG.US Exposure
-0.010367863581072917
GLD.US Exposure
0.003284420868027149
USO.US Exposure
0.005407052414025515
VNQ.US Exposure
-0.0006638084929392121
BTC-USD.CC Exposure
-0.000778611812978867
CPER.US Exposure
0.005136716308431402
VIX.INDX Exposure
-0.02121017470570564
UUP.US Exposure
-0.0020449362939269863
TIP.US Exposure
0.0007307770676993809
Idiosyncratic Exposure
0.2659009728525502
Value Score
23.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.2%

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 →66.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.6B
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 →
+2.7%
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 →
+27.8%
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 →
9.6% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Callaway Golf Company a high-risk investment?

Callaway Golf Company (CALY.US) has an annualized volatility of 59.2% and experienced a maximum drawdown of 79.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CALY.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. 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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