Caterpillar Inc

10-Year Study

CAT1.XETRA · Industrials · DE · Common Stock

Executive Summary: Caterpillar Inc has compounded at 30.9% annually over the last 10 years, with a maximum drawdown of 30.2% and an annualized volatility of 28.2%.

1Y CAGR
+144.1%
3Y CAGR
+57.0%
5Y CAGR
+41.0%
10Y CAGR
+30.9%

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 →
30.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.15
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 →
2026 · +75.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.1%
% 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.
202612.413.2-4.627.6-1.114.7——————75.7%
20253.9-8.7-7.7-11.315.66.416.3-6.812.325.0-0.5-0.943.5%
20244.210.410.1-6.3-1.9-0.54.1-0.810.1-0.711.8-10.131.5%
20234.0-2.2-7.9-4.5-2.316.56.78.7-0.4-16.55.618.022.3%
2022-2.6-5.520.30.20.5-14.611.7-3.7-7.328.83.7-1.325.1%
20214.819.59.4-4.34.7-7.8-4.94.5-6.06.4-4.06.728.7%
2020-8.4-7.7-4.92.3-1.14.72.46.17.34.79.4-0.413.2%
20193.66.5-1.13.0-12.410.90.7-9.87.27.26.51.022.6%
2018-0.2-1.1-8.11.97.8-10.24.7-1.68.9-18.49.7-4.6-14.1%
2017-1.13.8-4.69.3-1.00.13.82.96.612.0-1.113.551.9%
2016—————2.211.2-0.26.2-1.416.70.539.2%

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 28.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 25.4% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110216.861319985677
2016-07-0111358.82110940964
2016-08-0111336.003626417998
2016-09-0112035.327101379717
2016-10-0111871.490716827038
2016-11-0113848.269451999482
2016-12-0113924.416611432358
2017-01-0113774.712591136606
2017-02-0114302.219276392478
2017-03-0113649.483083064779
2017-04-0114919.186493878517
2017-05-0114769.368195704676
2017-06-0114781.976854920424
2017-07-0115342.090828057506
2017-08-0115780.441722091437
2017-09-0116827.074714876697
2017-10-0118846.15531125485
2017-11-0118638.455267829253
2017-12-0121147.007062372864
2018-01-0121097.42950959553
2018-02-0120866.226315909767
2018-03-0119167.504704439314
2018-04-0119538.48878934016
2018-05-0121071.86935752977
2018-06-0118926.740261620158
2018-07-0119819.51713787245
2018-08-0119509.347930427626
2018-09-0121251.78083026688
2018-10-0117348.372302089763
2018-11-0119036.16132988976
2018-12-0118162.049840391897
2019-01-0118819.376195156143
2019-02-0120041.006711920705
2019-03-0119817.402997127818
2019-04-0120417.0952087095
2019-05-0117886.868709955124
2019-06-0119841.59181465652
2019-07-0119990.267334049477
2019-08-0118031.22071629374
2019-09-0119323.932073229265
2019-10-0120712.617801446
2019-11-0122051.840254763487
2019-12-0122270.015770347178
2020-01-0120389.078082264834
2020-02-0118827.242322431222
2020-03-0117911.895565256476
2020-04-0118316.344022124198
2020-05-0118113.862668464637
2020-06-0118958.128585468425
2020-07-0119416.47810816782
2020-08-0120605.596568616245
2020-09-0122112.731317471567
2020-10-0123150.37445051387
2020-11-0125320.739911168
2020-12-0125212.91873319163
2021-01-0126431.901812447144
2021-02-0131597.280948354015
2021-03-0134569.91520581446
2021-04-0133067.180155265545
2021-05-0134612.94082691473
2021-06-0131916.630478671937
2021-07-0130347.176193632436
2021-08-0131698.093083140968
2021-09-0129782.091132798512
2021-10-0131695.178997249714
2021-11-0130425.589864314064
2021-12-0132449.812965206198
2022-01-0131603.051981197485
2022-02-0129863.685537753598
2022-03-0135929.19342673645
2022-04-0136012.57818511493
2022-05-0136191.746851644464
2022-06-0130906.318804805767
2022-07-0134515.23324114918
2022-08-0133253.58642074067
2022-09-0130820.40088679633
2022-10-0139687.659512871505
2022-11-0141137.42676692646
2022-12-0140593.7688082341
2023-01-0142224.79982325022
2023-02-0141314.78603371959
2023-03-0138038.72496362155
2023-04-0136308.74835249392
2023-05-0135485.6428892495
2023-06-0141338.936758622265
2023-07-0144107.508818442926
2023-08-0147966.901317243006
2023-09-0147783.12344296391
2023-10-0139876.14182646523
2023-11-0142091.47563214713
2023-12-0149660.55660945154
2024-01-0151727.65296093982
2024-02-0157104.35093974508
2024-03-0162851.88063294708
2024-04-0158870.83933292193
2024-05-0157754.80157551101
2024-06-0157475.811182471305
2024-07-0159839.09674765159
2024-08-0159372.3478009127
2024-09-0165346.90954525024
2024-10-0164907.49205768747
2024-11-0172587.74636405885
2024-12-0165282.13303468715
2025-01-0167839.65289999162
2025-02-0161920.11595395363
2025-03-0157128.120738387464
2025-04-0150695.97132387113
2025-05-0158626.075164369686
2025-06-0162402.31146054747
2025-07-0172575.17579746913
2025-08-0167648.38982469775
2025-09-0175986.00857845938
2025-10-0195012.6848444678
2025-11-0194537.6317052545
2025-12-0193682.50938983232
2026-01-01105326.11097143816
2026-02-01119229.91947218857
2026-03-01113706.48869791786
2026-04-01145132.90517221676
2026-05-01143494.92225295026
2026-06-01164560.14444723792
Annual Return Matrix
YearAnnual Return
20170.5186996807471664
2018-0.1411527036982997
20190.2261840467379006
20200.13214642473504523
20210.28703119653051234
20220.2509708099630694
20230.22335417645129607
20240.3145670828478484
20250.4350405698302604
20260.7565727638920203
Total Factor Risk
0.28199626017537255
VTI.US Exposure
0.2538924693662455
VEA.US Exposure
0.033598000028885196
VWO.US Exposure
-0.02125276078850112
QQQ.US Exposure
-0.11254042698531974
VTV.US Exposure
0.1678944132066511
IJR.US Exposure
0.18282043683813579
QUAL.US Exposure
0.12635743304462635
SHV.US Exposure
0.03279325144248332
TLT.US Exposure
0.0039059541300725305
LQD.US Exposure
0.008458171658960545
HYG.US Exposure
0.004591123595952967
GLD.US Exposure
0.0021668281232392005
USO.US Exposure
0.02764189932766387
VNQ.US Exposure
-0.02614065201859199
BTC-USD.CC Exposure
-0.00869223769197858
CPER.US Exposure
0.015255701821020647
VIX.INDX Exposure
-0.05456673967459411
UUP.US Exposure
0.05397839775454588
TIP.US Exposure
0.048590028973917856
Idiosyncratic Exposure
0.26124870784658494
Value Score
35.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.2%

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 →37.0x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.96%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$277.8B
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
$488
Avg Yield on Cost
4.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$488.44.88%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+14.9%
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 →
+50.1%
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 →
0.0% 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 →
1.53
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
76
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+32.3%
50.0% retracement+47.0%
61.8% retracement+65.4%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Caterpillar Inc a high-risk investment?

Caterpillar Inc (CAT1.XETRA) has an annualized volatility of 28.2% and experienced a maximum drawdown of 30.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CAT1.XETRA?

Over the past 10 years, CAT1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 30.9%. 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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