Caterpillar Inc

10-Year Study

CAT.US · Industrials · US · Common Stock

Executive Summary: Caterpillar Inc has compounded at 29.9% annually over the last 10 years, with a maximum drawdown of 30.0% and an annualized volatility of 34.6%.

1Y CAGR
+140.9%
3Y CAGR
+59.7%
5Y CAGR
+29.0%
10Y CAGR
+29.9%

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 →
30.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.99
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +75.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -17.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.013.0-4.69.1————————35.2%
20252.8-7.4-4.1-5.812.511.513.2-4.313.921.3-0.3-0.560.3%
20242.011.29.7-8.41.2-1.64.42.99.8-3.58.0-10.724.7%
20235.8-5.0-4.5-3.9-6.019.68.36.0-2.9-16.810.917.926.0%
2022-2.0-6.918.8-5.12.5-17.211.7-6.8-11.232.89.21.318.6%
20211.018.17.4-1.25.7-9.7-4.52.0-9.06.9-5.26.916.0%
2020-10.4-5.4-6.61.23.25.35.87.14.85.910.54.927.0%
20195.53.1-1.33.5-14.113.8-2.6-9.66.110.05.02.019.5%
20183.8-5.0-4.7-1.65.2-10.76.6-3.49.8-19.911.8-6.3-17.6%
20174.01.0-4.011.23.11.96.83.16.19.53.911.675.0%
2016———2.5-6.74.610.2-1.08.3-5.214.5-3.024.6%

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 34.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.7% of variance. Idiosyncratic stock-specific factors contribute 17.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110253.170833292013
2016-05-019565.851191479655
2016-06-0110001.189992165884
2016-07-0111023.244513640284
2016-08-0110915.368418269025
2016-09-0111823.745632563474
2016-10-0111214.618392651137
2016-11-0112840.511299967275
2016-12-0112461.581433477786
2017-01-0112960.601342707825
2017-02-0113096.07864526003
2017-03-0112567.68906826919
2017-04-0113969.879976067934
2017-05-0114402.937958436218
2017-06-0114680.272243763284
2017-07-0115679.237611685723
2017-08-0116166.341071587944
2017-09-0117159.786198074195
2017-10-0118797.198890662858
2017-11-0119537.73762656062
2017-12-0121811.94487691845
2018-01-0122636.31194983522
2018-02-0121502.960105512637
2018-03-0120494.77229830459
2018-04-0120175.88745318538
2018-05-0121231.079950945877
2018-06-0118961.351698879094
2018-07-0120220.84271278547
2018-08-0119524.779934087655
2018-09-0121442.815918128537
2018-10-0117168.479751952742
2018-11-0119199.20138303534
2018-12-0117982.18647838346
2019-01-0118965.23570108719
2019-02-0119560.562337409054
2019-03-0119297.078238679373
2019-04-0119977.175289151568
2019-05-0117167.306287455827
2019-06-0119528.680463964723
2019-07-0119011.86025525332
2019-08-0117182.44563223292
2019-09-0118237.93562803489
2019-10-0120053.36784310614
2019-11-0121061.85314835566
2019-12-0121491.15934986761
2020-01-0119248.817445285153
2020-02-0118206.863610370117
2020-03-0117005.18638252298
2020-04-0117211.600440297098
2020-05-0117766.18637260638
2020-06-0118708.263503931932
2020-07-0119798.990489979275
2020-08-0121204.040684509935
2020-09-0122223.202863914477
2020-10-0123543.218201591284
2020-11-0126022.71562823322
2020-12-0127286.454253065054
2021-01-0127555.210678196363
2021-02-0132534.551091983085
2021-03-0134944.35133857591
2021-04-0134533.09335157988
2021-05-0136496.59695295895
2021-06-0132946.5528240828
2021-07-0131467.425617225796
2021-08-0132094.48537797126
2021-09-0129217.89417664111
2021-10-0131221.840983991297
2021-11-0129590.42783523897
2021-12-0131639.6439278997
2022-01-0130996.568855921698
2022-02-0128846.66620389193
2022-03-0134265.989693345626
2022-04-0132532.815686741174
2022-05-0133353.31528511881
2022-06-0127622.131209858424
2022-07-0130847.109145420345
2022-08-0128740.32718173494
2022-09-0125530.356369598347
2022-10-0133905.90136948265
2022-11-0137030.820797096414
2022-12-0137524.23782654542
2023-01-0139706.69998644731
2023-02-0137701.612769938154
2023-03-0136016.02192230012
2023-04-0134622.80553875242
2023-05-0132557.77246688681
2023-06-0138934.82479018124
2023-07-0142169.0086373598
2023-08-0144707.06359516466
2023-09-0143414.18668993762
2023-10-0136133.64934236405
2023-11-0140077.10157574796
2023-12-0147262.257745692055
2024-01-0148226.349732086484
2024-02-0153630.153740376765
2024-03-0158844.46802391883
2024-04-0153923.966111667534
2024-05-0154560.61192041597
2024-06-0153687.04197697365
2024-07-0156025.67408097896
2024-08-0157627.78367264637
2024-09-0163295.0883073353
2024-10-0161099.30484624309
2024-11-0165957.05119941293
2024-12-0158916.49560529282
2025-01-0160547.39639630706
2025-02-0156066.31561897772
2025-03-0153759.763720444396
2025-04-0150664.1147945776
2025-05-0157013.714659711826
2025-06-0163595.94146560757
2025-07-0172018.59032205815
2025-08-0168897.9350330388
2025-09-0178452.2829669149
2025-10-0195184.91156044335
2025-11-0194937.57499429796
2025-12-0194461.04924253693
2026-01-01108646.28474529208
2026-02-01122772.48341448419
2026-03-01117091.92358928082
2026-04-01127702.68706842122
Annual Return Matrix
YearAnnual Return
20170.7503352197595965
2018-0.1755807847555888
20190.19513605176446802
20200.26965948224813396
20210.15953665633729797
20220.1859879937983977
20230.25951279714621567
20240.24658656643763588
20250.6033039350366745
20260.35190841190566857
Total Factor Risk
0.34594769280412907
VTI.US Exposure
0.16139688945507003
VEA.US Exposure
0.05956012536153767
VWO.US Exposure
-0.026160672452097952
QQQ.US Exposure
-0.07608693957141204
VTV.US Exposure
0.17828783397838957
IJR.US Exposure
0.10251368871771507
QUAL.US Exposure
0.0872706385715964
SHV.US Exposure
0.3768927290300906
TLT.US Exposure
-0.001214455245079909
LQD.US Exposure
0.006958067109890923
HYG.US Exposure
0.01322263239281517
GLD.US Exposure
0.002057998874191294
USO.US Exposure
0.00997541858453671
VNQ.US Exposure
-0.04125700422639238
BTC-USD.CC Exposure
-0.004314632160039898
CPER.US Exposure
0.013550763516917084
VIX.INDX Exposure
-0.04036858811481281
UUP.US Exposure
-0.006847718198842256
TIP.US Exposure
0.013494375886276036
Idiosyncratic Exposure
0.1710688484896508
Value Score
34.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.6%

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 →38.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.81%
Market Cap$335.6B
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 →
+5.6%
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 →
+36.5%
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 →
2.7% 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 →
1.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Caterpillar Inc a high-risk investment?

Caterpillar Inc (CAT.US) has an annualized volatility of 34.6% and experienced a maximum drawdown of 30.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAT.US has generated a Compound Annual Growth Rate (CAGR) of 29.9%. It has had a positive return in 90% 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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