CAVA Group, Inc.

10-Year Study

CAVA.US · Consumer Cyclical · US · Common Stock

Executive Summary: CAVA Group, Inc. has compounded at 32.7% annually over the last 10 years, with a maximum drawdown of 65.3% and an annualized volatility of 89.4%.

1Y CAGR
+13.4%
3Y CAGR
+32.7%
5Y CAGR
+32.7%
10Y CAGR
+32.7%

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 →
65.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.88
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
64.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +162.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -48.0%
% 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.
20263.336.0-1.912.8————————55.5%
202519.7-29.6-9.17.0-12.13.64.5-23.2-10.6-11.1-9.020.0-48.0%
20248.924.819.92.728.60.2-9.235.48.67.85.5-19.9162.4%
2023——————39.5-22.2-31.03.17.726.45.0%

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 89.4%. The dominant macroeconomic risk driver is QUAL.US, accounting for 58.1% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-06-0110000
2023-07-0113946.275946275946
2023-08-0110844.932844932844
2023-09-017479.853479853479
2023-10-017714.285714285714
2023-11-018305.250305250305
2023-12-0110495.726495726494
2024-01-0111428.571428571428
2024-02-0114263.736263736262
2024-03-0117106.227106227107
2024-04-0117567.765567765564
2024-05-0122600.7326007326
2024-06-0122649.57264957265
2024-07-0120566.544566544566
2024-08-0127848.595848595847
2024-09-0130244.200244200238
2024-10-0132615.384615384613
2024-11-0134407.8144078144
2024-12-0127545.78754578754
2025-01-0132979.242979242976
2025-02-0123206.349206349205
2025-03-0121101.343101343096
2025-04-0122571.428571428572
2025-05-0119846.153846153844
2025-06-0120568.986568986566
2025-07-0121492.06349206349
2025-08-0116495.726495726496
2025-09-0114752.13675213675
2025-10-0113120.879120879119
2025-11-0111938.949938949938
2025-12-0114332.11233211233
2026-01-0114803.418803418803
2026-02-0120139.19413919414
2026-03-0119755.799755799755
2026-04-0122280.830280830276
Annual Return Matrix
YearAnnual Return
20241.624476500697999
2025-0.47969858156028367
20260.5546089623445221
Total Factor Risk
0.8944530386867852
VTI.US Exposure
-0.01840482144866185
VEA.US Exposure
-0.01939773665624173
VWO.US Exposure
-0.007338109875481325
QQQ.US Exposure
-0.08073415693486127
VTV.US Exposure
-0.029884016723765047
IJR.US Exposure
0.0676690735180683
QUAL.US Exposure
0.581135655244715
SHV.US Exposure
0.15592248016765756
TLT.US Exposure
0.03333807742486923
LQD.US Exposure
-0.008112345771527685
HYG.US Exposure
-0.002801071547237745
GLD.US Exposure
0.039596867012866854
USO.US Exposure
0.01766130092627445
VNQ.US Exposure
-0.002816000501050962
BTC-USD.CC Exposure
0.019206789268126166
CPER.US Exposure
0.022138332267450916
VIX.INDX Exposure
0.0030419334261296426
UUP.US Exposure
-0.0000663106857847749
TIP.US Exposure
0.08192280540442597
Idiosyncratic Exposure
0.14792125548402832
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.4%

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 →147.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$9.3B
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 →
+16.1%
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 →
+32.2%
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 →
8.5% 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 →
2.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CAVA Group, Inc. a high-risk investment?

CAVA Group, Inc. (CAVA.US) has an annualized volatility of 89.4% and experienced a maximum drawdown of 65.3% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CAVA.US has generated a Compound Annual Growth Rate (CAGR) of 32.7%. 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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