Cathay General Bancorp

10-Year Study

CATY.US · Financial Services · US · Common Stock

Executive Summary: Cathay General Bancorp has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 45.6% and an annualized volatility of 25.7%.

1Y CAGR
+28.8%
3Y CAGR
+26.3%
5Y CAGR
+8.3%
10Y CAGR
+8.9%

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 →
45.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +37.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -18.5%
% 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.
20265.8-2.20.36.2————————10.2%
2025-0.3-0.4-8.3-3.13.66.2-0.711.1-3.8-5.36.60.64.6%
2024-7.6-4.3-3.1-9.08.02.417.50.0-2.47.113.8-8.510.3%
20237.8-1.6-19.6-7.7-7.210.118.2-5.4-2.4-2.49.221.513.5%
20225.04.9-4.8-10.43.4-4.86.51.4-8.318.62.7-12.2-2.1%
20215.112.28.3-0.73.7-5.6-3.85.94.01.90.12.637.7%
2020-5.2-13.8-25.421.7-2.6-2.2-8.13.4-12.28.521.313.9-11.6%
201910.74.6-12.08.5-7.76.73.6-10.04.72.44.43.317.5%
20183.7-5.6-2.60.16.0-4.02.72.3-2.0-9.15.9-15.3-18.5%
2017-4.28.4-4.11.0-6.16.9-1.3-5.314.04.04.4-2.813.4%
2016———7.71.6-8.56.35.4-2.0-2.717.98.336.6%

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 25.7%. The dominant macroeconomic risk driver is IJR.US, accounting for 76.1% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110773.003945324936
2016-05-0110943.550020739483
2016-06-0110013.263622946552
2016-07-0110645.287314188701
2016-08-0111221.217938205988
2016-09-0110992.649541319803
2016-10-0110696.219626303451
2016-11-0112609.895145031689
2016-12-0113662.544493426067
2017-01-0113091.34054231337
2017-02-0114186.626409561382
2017-03-0113608.766531297328
2017-04-0113742.415619242382
2017-05-0112897.257565088215
2017-06-0113787.319011835974
2017-07-0113605.679724502494
2017-08-0112890.698100649193
2017-09-0114692.573335777057
2017-10-0115277.33029797332
2017-11-0115943.984102945005
2017-12-0115495.673647351618
2018-01-0116072.568898492289
2018-02-0115174.066964414906
2018-03-0114774.952492114175
2018-04-0114786.045704033106
2018-05-0115679.338651644208
2018-06-0115047.556117182903
2018-07-0115456.36509207366
2018-08-0115810.720865849305
2018-09-0115489.307108337274
2018-10-0114080.1798064958
2018-11-0114909.469744470276
2018-12-0112633.673203623139
2019-01-0113986.369818746565
2019-02-0114634.406320236913
2019-03-0112879.653120086432
2019-04-0113973.54027800554
2019-05-0112892.482660827458
2019-06-0113762.4798634088
2019-07-0114264.520049774757
2019-08-0112839.28347497275
2019-09-0113438.895694869148
2019-10-0113759.971832887999
2019-11-0114362.043851949029
2019-12-0114841.801151764785
2020-01-0114065.61393693268
2020-02-0112121.793820598648
2020-03-019038.170295272363
2020-04-0110995.49519133379
2020-05-0110707.988077208754
2020-06-0110476.91164980177
2020-07-019632.428834633973
2020-08-019955.820077748946
2020-09-018742.077999749197
2020-10-019488.07238561934
2020-11-0111508.725052331021
2020-12-0113113.86458564442
2021-01-0113777.913897382965
2021-02-0115456.172166648983
2021-03-0116745.54101112215
2021-04-0116622.358127465828
2021-05-0117245.60371188517
2021-06-0116285.703261404304
2021-07-0115669.161835492489
2021-08-0116590.139581544754
2021-09-0117261.61652213337
2021-10-0117595.23281275623
2021-11-0117609.364600113826
2021-12-0118063.17343031051
2022-01-0118974.938987334448
2022-02-0119905.418310552057
2022-03-0118940.45356767342
2022-04-0116968.080488487172
2022-05-0117551.294047286025
2022-06-0116714.528249105308
2022-07-0117803.206420558134
2022-08-0118046.91946328147
2022-09-0116549.480548294057
2022-10-0119621.866167632903
2022-11-0120145.128150713343
2022-12-0117682.77272420346
2023-01-0119057.028755534546
2023-02-0118751.04903199668
2023-03-0115081.221603789054
2023-04-0113923.476130301831
2023-05-0112917.370040610802
2023-06-0114220.581284304551
2023-07-0116804.913810566526
2023-08-0115893.871723885133
2023-09-0115505.802232147165
2023-10-0115126.607309944342
2023-11-0116515.622136263228
2023-12-0120068.150906267183
2024-01-0118537.287661454466
2024-02-0117736.936537181555
2024-03-0117182.80648615278
2024-04-0115643.020440448747
2024-05-0116892.646647438432
2024-06-0117296.150173150567
2024-07-0120322.52307870393
2024-08-0120328.117916019564
2024-09-0119847.54068314893
2024-10-0121247.696952742917
2024-11-0124189.61675364388
2024-12-0122143.208542737804
2025-01-0122087.404863649954
2025-02-0121997.887466599786
2025-03-0120161.23742367388
2025-04-0119533.361629062285
2025-05-0120241.108549490193
2025-06-0121502.020893823494
2025-07-0121355.638727849753
2025-08-0123730.550705624744
2025-09-0122827.17740457426
2025-10-0121609.962668930326
2025-11-0123031.63012337581
2025-12-0123170.488197787145
2026-01-0124506.40030096366
2026-02-0123975.807151745496
2026-03-0124048.154185999403
2026-04-0125533.679956013002
Annual Return Matrix
YearAnnual Return
20170.13417187075274195
2018-0.1846967423850996
20190.17478115133676164
2020-0.11642364349524403
20210.37741039739605364
2022-0.021059461537845325
20230.13489842454394707
20240.1034005397987412
20250.04639253850979297
20260.10199145300924428
Total Factor Risk
0.2573080360002179
VTI.US Exposure
-0.036734048799647284
VEA.US Exposure
-0.09755448919830327
VWO.US Exposure
0.0781658172446506
QQQ.US Exposure
0.059338496687645854
VTV.US Exposure
0.1782717131075193
IJR.US Exposure
0.7605096073238159
QUAL.US Exposure
-0.15235776424508649
SHV.US Exposure
0.0002573764747579313
TLT.US Exposure
0.021511781118872184
LQD.US Exposure
-0.017767983912777285
HYG.US Exposure
0.0644197433387224
GLD.US Exposure
-0.003245135423455625
USO.US Exposure
-0.002187084197454431
VNQ.US Exposure
-0.03337101635196707
BTC-USD.CC Exposure
-0.01508760058201558
CPER.US Exposure
-0.009358126320761646
VIX.INDX Exposure
-0.00965634616971662
UUP.US Exposure
0.02726279106049718
TIP.US Exposure
0.002656681185824135
Idiosyncratic Exposure
0.1849255876588799
Value Score
45.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.7%

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 →11.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.76%
Market Cap$3.4B
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
$183
Avg Yield on Cost
1.83%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$183.281.83%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 →
+4.1%
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 →
+9.1%
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 →
1.7% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cathay General Bancorp a high-risk investment?

Cathay General Bancorp (CATY.US) has an annualized volatility of 25.7% and experienced a maximum drawdown of 45.6% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CATY.US has generated a Compound Annual Growth Rate (CAGR) of 8.9%. 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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