Cass Information Systems Inc

10-Year Study

CASS.US · Industrials · US · Common Stock

Executive Summary: Cass Information Systems Inc has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 39.1% and an annualized volatility of 28.4%.

1Y CAGR
+13.8%
3Y CAGR
+9.6%
5Y CAGR
+3.2%
10Y CAGR
+4.9%

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 →
39.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +20.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -30.9%
% 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.
20268.3-2.0-0.15.8————————12.2%
20250.76.1-0.4-5.83.83.5-7.97.8-8.10.56.2-0.44.5%
2024-4.212.00.3-10.3-2.0-4.77.21.2-3.8-0.38.5-8.2-6.7%
20236.0-0.4-9.9-15.55.61.2-2.11.0-2.11.59.49.71.1%
20223.5-2.7-6.14.9-11.9-0.17.90.6-4.723.31.66.120.0%
20214.36.18.1-0.8-0.6-10.28.22.2-6.6-2.1-2.0-1.43.6%
2020-6.4-13.1-24.714.10.6-2.6-8.29.33.5-2.58.2-7.7-30.9%
2019-7.26.4-9.04.3-8.68.25.0-0.16.76.1-1.52.711.4%
2018-0.41.12.01.62.811.2-2.16.6-9.01.5-0.1-3.310.9%
2017-10.6-0.91.80.6-7.57.20.5-6.83.61.75.6-5.6-11.7%
2016———-5.5-2.98.10.510.6-1.0-4.930.05.442.2%

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 28.4%. The dominant macroeconomic risk driver is IJR.US, accounting for 27.3% of variance. Idiosyncratic stock-specific factors contribute 30.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019449.858385659885
2016-05-019178.605146271457
2016-06-019921.27256483529
2016-07-019973.071098635814
2016-08-0111028.398902568066
2016-09-0110912.826394125066
2016-10-0110375.357203956333
2016-11-0113484.504793344442
2016-12-0114218.93513619688
2017-01-0112711.423556769292
2017-02-0112595.439194540719
2017-03-0112820.438085703605
2017-04-0112892.195687574054
2017-05-0111922.248341496486
2017-06-0112778.840853361044
2017-07-0112841.125818163386
2017-08-0111963.148590509623
2017-09-0112396.95735095645
2017-10-0112604.119805098115
2017-11-0113309.561977658517
2017-12-0112560.494984888135
2018-01-0112504.38782686934
2018-02-0112636.02263294957
2018-03-0112893.146119386909
2018-04-0113103.318274269277
2018-05-0113469.456289640926
2018-06-0114972.374115306387
2018-07-0114652.553810281139
2018-08-0115619.301369255432
2018-09-0114219.632119526304
2018-10-0114433.60600166009
2018-11-0114413.963744194447
2018-12-0113932.601712044505
2019-01-0112924.25692072765
2019-02-0113750.942511547748
2019-03-0112515.032663173302
2019-04-0113052.153361677323
2019-05-0111925.004593753763
2019-06-0112901.668324642162
2019-07-0113548.34213010778
2019-08-0113535.638024875969
2019-09-0114442.476698580056
2019-10-0115330.560184510497
2019-11-0115105.878103951898
2019-12-0115519.791158449656
2020-01-0114519.9052102672
2020-02-0112619.580162587203
2020-03-019505.236879288825
2020-04-0110843.444871786749
2020-05-0110905.603112347377
2020-06-0110620.220120007858
2020-07-019749.466174131781
2020-08-0110655.576183446012
2020-09-0111024.312045772796
2020-10-0110744.8534117334
2020-11-0111624.287968166871
2020-12-0110727.016974712178
2021-01-0111192.950330433461
2021-02-0111876.627614479514
2021-03-0112833.4590015397
2021-04-0112728.056113494233
2021-05-0112655.950019959068
2021-06-0111369.508880201238
2021-07-0112301.375591643804
2021-08-0112577.602757519498
2021-09-0111747.210482629276
2021-10-0111505.80080216445
2021-11-0111272.818283773595
2021-12-0111113.145739214186
2022-01-0111497.532045392625
2022-02-0111186.6457994082
2022-03-0110505.503000196424
2022-04-0111017.817428384962
2022-05-019711.385539496778
2022-06-019699.505141836107
2022-07-0110462.828611799296
2022-08-0110525.968965233205
2022-09-0110031.459293005455
2022-10-0112370.883838223834
2022-11-0112573.325814361659
2022-12-0113338.803596433982
2023-01-0114136.437654841184
2023-02-0114075.293208214265
2023-03-0112683.734309954823
2023-04-0110712.792178579803
2023-05-0111310.2336161396
2023-06-0111442.597086609683
2023-07-0111197.6708084373
2023-08-0111312.768100973875
2023-09-0111074.90669927704
2023-10-0111241.390671828565
2023-11-0112293.898861382688
2023-12-0113489.351995589997
2024-01-0112923.43321315651
2024-02-0114468.518530252246
2024-03-0114514.519429994361
2024-04-0113013.946002800607
2024-05-0112757.836310296978
2024-06-0112160.014700012038
2024-07-0113030.958732250689
2024-08-0113182.711011702986
2024-09-0112678.792064527985
2024-10-0112642.105396551833
2024-11-0113714.98450796145
2024-12-0112590.972165020308
2025-01-0112677.144649385704
2025-02-0113452.728689734704
2025-03-0113404.795245306452
2025-04-0112626.835125425318
2025-05-0113110.351469684394
2025-06-0113566.622101974997
2025-07-0112492.539110269101
2025-08-0113463.595293461663
2025-09-0112367.87413748313
2025-10-0112430.761042433613
2025-11-0113207.485600958036
2025-12-0113153.976289894377
2026-01-0114243.804768633217
2026-02-0113959.974148254692
2026-03-0113946.002800605744
2026-04-0114760.206053617028
Annual Return Matrix
YearAnnual Return
2017-0.11663603043570292
20180.1092398610729266
20190.11391909990745308
2020-0.30881692509941294
20210.03599591250878631
20220.20027253393845745
20230.011286499427599628
2024-0.0665991836274561
20250.04471490505222331
20260.12210982658959546
Total Factor Risk
0.28409192932918215
VTI.US Exposure
-0.1032038293389849
VEA.US Exposure
-0.055319402393541564
VWO.US Exposure
0.01638069927283509
QQQ.US Exposure
0.01486702306067209
VTV.US Exposure
0.08300755095454614
IJR.US Exposure
0.2727549448279505
QUAL.US Exposure
0.06728241520450896
SHV.US Exposure
0.2491547663507697
TLT.US Exposure
0.006576899450018145
LQD.US Exposure
0.04078079758027147
HYG.US Exposure
-0.008878999347637586
GLD.US Exposure
-0.004326866971236659
USO.US Exposure
0.0023439905308070843
VNQ.US Exposure
0.0264553314441343
BTC-USD.CC Exposure
0.0012821639149840096
CPER.US Exposure
0.009050828407566207
VIX.INDX Exposure
0.006197591293976856
UUP.US Exposure
0.07585395321634276
TIP.US Exposure
-0.0007155328694518227
Idiosyncratic Exposure
0.30045567541146917
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

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 →19.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.82%
Market Cap$581.1M
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
$101
Avg Yield on Cost
1.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$101.381.01%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 →
+3.6%
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 →
+9.9%
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 →
1.3% 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 →
0.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cass Information Systems Inc a high-risk investment?

Cass Information Systems Inc (CASS.US) has an annualized volatility of 28.4% and experienced a maximum drawdown of 39.1% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CASS.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. 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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