Carrier Global Corp

10-Year Study

CARR.US · Industrials · US · Common Stock

Executive Summary: Carrier Global Corp has compounded at 24.2% annually over the last 10 years, with a maximum drawdown of 37.4% and an annualized volatility of 28.9%.

1Y CAGR
-16.5%
3Y CAGR
+15.3%
5Y CAGR
+6.9%
10Y CAGR
+24.2%

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 →
37.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.7%
% 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.
202613.28.1-12.66.0————————13.5%
2025-4.2-0.9-2.2-1.414.22.8-6.0-5.0-8.40.0-7.7-3.7-21.8%
2024-4.81.64.65.83.10.18.06.910.6-9.46.4-11.520.3%
202310.4-1.11.6-8.6-1.822.019.8-3.5-3.9-13.39.010.941.5%
2022-12.1-5.92.2-16.32.7-8.913.7-3.5-9.112.311.5-6.5-22.7%
20212.1-5.115.63.55.46.113.74.3-10.11.13.60.545.3%
2020———2.715.68.922.69.62.39.614.0-0.6120.7%

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 28.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 32.5% of variance. Idiosyncratic stock-specific factors contribute 31.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-03-0110000
2020-04-0110266.668970307723
2020-05-0111866.669639878131
2020-06-0112928.56407098331
2020-07-0115849.416723465569
2020-08-0117368.032305337496
2020-09-0117769.500744986755
2020-10-0119474.537881334545
2020-11-0122204.126550481455
2020-12-0122068.73223957014
2021-01-0122525.08273528839
2021-02-0121372.51531836608
2021-03-0124701.542875552626
2021-04-0125566.728281093787
2021-05-0126945.380929666233
2021-06-0128586.163219863665
2021-07-0132497.645294238235
2021-08-0133879.89449244261
2021-09-0130444.85002609232
2021-10-0130790.8003177829
2021-11-0131905.006132846476
2021-12-0132068.02261450147
2022-01-0128189.586231193218
2022-02-0126534.159479595528
2022-03-0127119.47162764137
2022-04-0122710.783305911835
2022-05-0123327.95265754588
2022-06-0121252.973086916274
2022-07-0124155.436466346942
2022-08-0123315.09212302424
2022-09-0121193.366972471034
2022-10-0123792.615391642197
2022-11-0126521.34916285465
2022-12-0124795.12251434689
2023-01-0127367.805727493334
2023-02-0127067.257092260166
2023-03-0127500.04588350802
2023-04-0125137.7488672154
2023-05-0124695.928049398513
2023-06-0130131.115636423983
2023-07-0136095.517327734924
2023-08-0134822.62332545372
2023-09-0133458.816009404596
2023-10-0129002.59536251947
2023-11-0131619.281308230584
2023-12-0135077.062472652986
2024-01-0133404.10732424539
2024-02-0133935.303835209634
2024-03-0135492.24873608123
2024-04-0137543.750298541716
2024-05-0138702.025803210985
2024-06-0138749.29986549407
2024-07-0141839.164046125516
2024-08-0144707.89542481941
2024-09-0149444.053894917975
2024-10-0144787.76560946481
2024-11-0147651.67129855947
2024-12-0142183.19888817834
2025-01-0140403.41856346897
2025-02-0140044.999914211294
2025-03-0139179.8240739617
2025-04-0138648.36451747916
2025-05-0144142.34756048896
2025-06-0145376.10278097103
2025-07-0142668.092213954296
2025-08-0140541.5222432187
2025-09-0137121.612459461845
2025-10-0137133.27015856802
2025-11-0134255.73632030288
2025-12-0132982.383184026105
2026-01-0137348.97226621426
2026-02-0140370.489090695286
2026-03-0135299.10311641384
2026-04-0137430.464341699
Annual Return Matrix
YearAnnual Return
20210.4530976345348101
2022-0.22679602629647966
20230.41467590863311043
20240.2025864172937939
2025-0.2181156466711376
20260.13486233341158838
Total Factor Risk
0.28894504075982097
VTI.US Exposure
-0.33756372946909413
VEA.US Exposure
-0.012904777221248526
VWO.US Exposure
0.028266521676243488
QQQ.US Exposure
0.24286509841251736
VTV.US Exposure
0.325374137627511
IJR.US Exposure
0.1669877876103396
QUAL.US Exposure
0.1534558424978504
SHV.US Exposure
0.004721645345410226
TLT.US Exposure
0.0008816657066814328
LQD.US Exposure
-0.011353156173417752
HYG.US Exposure
0.016472116603626772
GLD.US Exposure
-0.009621031336371814
USO.US Exposure
0.008508163982686504
VNQ.US Exposure
0.04208164153491841
BTC-USD.CC Exposure
-0.007331942822591269
CPER.US Exposure
0.04908144206246521
VIX.INDX Exposure
-0.0060542877219643175
UUP.US Exposure
0.005224452517554069
TIP.US Exposure
0.031129457037868916
Idiosyncratic Exposure
0.3097789521290145
Value Score
36.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.9%

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 →33.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.61%
Market Cap$46.6B
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 →
-1.2%
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 →
-1.4%
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 →
25.4% 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 Carrier Global Corp a high-risk investment?

Carrier Global Corp (CARR.US) has an annualized volatility of 28.9% and experienced a maximum drawdown of 37.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CARR.US has generated a Compound Annual Growth Rate (CAGR) of 24.2%. 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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