CarGurus

10-Year Study

CARG.US · Consumer Cyclical · US · Common Stock

Executive Summary: CarGurus has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 76.5% and an annualized volatility of 44.2%.

1Y CAGR
+17.1%
3Y CAGR
+25.2%
5Y CAGR
+5.2%
10Y CAGR
+1.2%

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 →
76.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +72.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -58.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.5-5.210.96.3————————-5.6%
20257.3-17.9-9.5-4.012.16.8-1.95.47.6-5.70.58.75.0%
2024-3.8-4.74.2-2.77.88.2-5.316.83.63.321.9-3.451.2%
202326.0-3.49.6-12.014.320.40.1-20.1-3.3-1.725.511.772.4%
2022-5.251.9-12.4-23.0-22.5-15.113.0-23.0-24.22.8-10.27.1-58.4%
2021-7.8-11.3-8.23.614.3-7.19.06.23.46.811.8-10.36.0%
20201.3-28.5-25.720.813.5-2.414.0-15.6-11.3-7.925.726.7-9.8%
201926.8-0.1-6.21.7-16.25.73.2-12.5-5.18.519.4-12.24.3%
201811.7-3.619.2-19.67.24.824.813.812.9-20.2-12.4-13.312.5%
2017——————————-9.61.7-8.0%

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 44.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 26.6% of variance. Idiosyncratic stock-specific factors contribute 26.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-019042.944785276073
2017-12-019196.319018404909
2018-01-0110276.073619631903
2018-02-019901.840490797545
2018-03-0111800.613496932516
2018-04-019484.662576687117
2018-05-0110171.779141104293
2018-06-0110656.441717791411
2018-07-0113297.546012269939
2018-08-0115128.83435582822
2018-09-0117082.82208588957
2018-10-0113625.766871165642
2018-11-0111935.582822085888
2018-12-0110346.625766871164
2019-01-0113119.631901840492
2019-02-0113107.361963190182
2019-03-0112288.34355828221
2019-04-0112496.932515337425
2019-05-0110478.527607361963
2019-06-0111076.687116564417
2019-07-0111432.515337423312
2019-08-0110006.13496932515
2019-09-019493.865030674846
2019-10-0110303.680981595093
2019-11-0112297.54601226994
2019-12-0110791.411042944785
2020-01-0110935.58282208589
2020-02-017819.018404907974
2020-03-015809.815950920245
2020-04-017018.4049079754595
2020-05-017969.325153374232
2020-06-017776.073619631902
2020-07-018861.96319018405
2020-08-017478.5276073619625
2020-09-016634.969325153374
2020-10-016113.496932515337
2020-11-017684.049079754601
2020-12-019733.128834355828
2021-01-018972.392638036808
2021-02-017960.122699386503
2021-03-017309.815950920244
2021-04-017570.552147239264
2021-05-018656.44171779141
2021-06-018046.01226993865
2021-07-018773.006134969326
2021-08-019319.018404907974
2021-09-019634.969325153374
2021-10-0110288.343558282208
2021-11-0111503.067484662577
2021-12-0110319.018404907976
2022-01-019785.27607361963
2022-02-0114861.96319018405
2022-03-0113024.539877300615
2022-04-0110024.539877300613
2022-05-017766.871165644171
2022-06-016592.0245398773
2022-07-017450.920245398772
2022-08-015736.196319018404
2022-09-014346.625766871166
2022-10-014466.257668711656
2022-11-014012.2699386503064
2022-12-014297.546012269938
2023-01-015414.110429447853
2023-02-015230.061349693251
2023-03-015730.061349693251
2023-04-015042.944785276073
2023-05-015763.803680981595
2023-06-016941.7177914110425
2023-07-016950.920245398773
2023-08-015555.21472392638
2023-09-015374.233128834356
2023-10-015285.2760736196315
2023-11-016631.901840490798
2023-12-017411.042944785276
2024-01-017128.8343558282195
2024-02-016791.411042944785
2024-03-017079.754601226993
2024-04-016889.570552147239
2024-05-017426.38036809816
2024-06-018036.809815950919
2024-07-017613.496932515337
2024-08-018889.57055214724
2024-09-019211.656441717792
2024-10-019515.337423312883
2024-11-0111601.22699386503
2024-12-0111208.588957055214
2025-01-0112024.539877300613
2025-02-019874.233128834354
2025-03-018935.58282208589
2025-04-018576.687116564417
2025-05-019613.496932515338
2025-06-0110266.871165644172
2025-07-0110067.484662576686
2025-08-0110613.496932515338
2025-09-0111420.245398773006
2025-10-0110773.006134969322
2025-11-0110822.085889570551
2025-12-0111763.803680981595
2026-01-019938.650306748466
2026-02-019417.177914110429
2026-03-0110444.785276073619
2026-04-0111107.361963190184
Annual Return Matrix
YearAnnual Return
20180.1250833889259506
20190.04298843759264748
2020-0.09806708357021032
20210.0601953986763315
2022-0.5835315101070155
20230.7244825124910779
20240.5124172185430462
20250.049534756431308224
2026-0.05580182529335076
Total Factor Risk
0.4421973658212789
VTI.US Exposure
0.26566515619232517
VEA.US Exposure
-0.042345688065639465
VWO.US Exposure
-0.02389185602934905
QQQ.US Exposure
0.11549688741874461
VTV.US Exposure
-0.04449045569185155
IJR.US Exposure
0.06924326270790392
QUAL.US Exposure
-0.00024490243705375757
SHV.US Exposure
0.08443602486272435
TLT.US Exposure
0.11070810124199726
LQD.US Exposure
0.008061183002593467
HYG.US Exposure
-0.008731081228538532
GLD.US Exposure
0.009398122304870082
USO.US Exposure
-0.0007118968094447981
VNQ.US Exposure
-0.026288678555773236
BTC-USD.CC Exposure
0.023747858745779865
CPER.US Exposure
0.019648400815552084
VIX.INDX Exposure
0.025612170797131312
UUP.US Exposure
0.10349781009412554
TIP.US Exposure
0.04210007851050015
Idiosyncratic Exposure
0.26908950212340266
Value Score
42.9
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
44.2%

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 →17.7x
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$3.3B
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 →
+12.7%
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 →
+5.4%
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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CarGurus a high-risk investment?

CarGurus (CARG.US) has an annualized volatility of 44.2% and experienced a maximum drawdown of 76.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CARG.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 67% 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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