CBL & Associates Properties Inc

10-Year Study

CBL.US · Real Estate · US · Common Stock

Executive Summary: CBL & Associates Properties Inc has compounded at 16.2% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 68.8%.

1Y CAGR
+87.8%
3Y CAGR
+33.3%
5Y CAGR
+16.2%
10Y CAGR
+16.2%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.25.51.711.9————————16.2%
20254.11.9-11.0-11.77.42.36.617.7-2.6-3.314.610.737.2%
2024-4.3-1.41.1-5.11.67.710.22.4-3.05.018.4-3.630.2%
202315.5-4.11.9-9.8-0.3-2.8-1.2-1.7-0.1-1.213.45.613.0%
2022-3.3-5.515.4-10.9-3.6-16.932.3-6.0-10.812.27.1-18.3-18.0%
2021———————————0.70.7%

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 68.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.3% of variance. Idiosyncratic stock-specific factors contribute 6.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0110074.245040187889
2022-01-019738.451898500225
2022-02-019205.66372000559
2022-03-0110619.925800038767
2022-04-019463.96613668841
2022-05-019124.927310183788
2022-06-017584.759706626156
2022-07-0110036.784427925511
2022-08-019433.763236308394
2022-09-018418.810546672497
2022-10-019444.446948830879
2022-11-0110113.012942168209
2022-12-018264.730675778626
2023-01-019543.124783057525
2023-02-019149.224867355173
2023-03-019320.930609963352
2023-04-018408.487465796343
2023-05-018383.017855774387
2023-06-018144.685416507012
2023-07-018044.880608385587
2023-08-017904.459661096411
2023-09-017892.694053634942
2023-10-017798.659351854774
2023-11-018840.704493921103
2023-12-019336.257454932314
2024-01-018938.661064855094
2024-02-018816.316778838136
2024-03-018916.256823826934
2024-04-018464.836160535177
2024-05-018601.019685979994
2024-06-019264.852388959262
2024-07-0110211.961250129601
2024-08-0110461.608507300538
2024-09-0110143.351079415597
2024-10-0110646.477304999706
2024-11-0112607.006171309047
2024-12-0112155.946139663623
2025-01-0112651.949890232743
2025-02-0112887.532513196864
2025-03-0111465.607010679205
2025-04-0110124.10236529281
2025-05-0110874.666979214093
2025-06-0111130.039263770495
2025-07-0111862.07642686165
2025-08-0113961.854187609599
2025-09-0113595.767987630335
2025-10-0113146.736508995504
2025-11-0115065.387025374946
2025-12-0116679.21364269518
2026-01-0116138.266173202363
2026-02-0117030.82949786551
2026-03-0117323.84271050745
2026-04-0119383.950990159265
Annual Return Matrix
YearAnnual Return
2022-0.17961786289600856
20230.12965053807427762
20240.30201488105297214
20250.37210328600195064
20260.16216216216216206
Total Factor Risk
0.6880112762705461
VTI.US Exposure
-0.032747946508224685
VEA.US Exposure
0.0019732225110835515
VWO.US Exposure
0.006789392251666747
QQQ.US Exposure
0.02757927138515226
VTV.US Exposure
-0.012505331517628622
IJR.US Exposure
0.04091867886036082
QUAL.US Exposure
0.012152637015033285
SHV.US Exposure
0.8028653248592866
TLT.US Exposure
-0.012658224846335116
LQD.US Exposure
0.025053310737773643
HYG.US Exposure
0.060348399808180624
GLD.US Exposure
0.0003846688899590908
USO.US Exposure
0.00007177637403637225
VNQ.US Exposure
0.005492097374470089
BTC-USD.CC Exposure
0.0003696963462308047
CPER.US Exposure
0.0003951287274032289
VIX.INDX Exposure
-0.004766169888902568
UUP.US Exposure
-0.0006061732591090579
TIP.US Exposure
0.0126379808008797
Idiosyncratic Exposure
0.066252260078683
Value Score
46.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
68.8%

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 →9.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.32%
Market Cap$1.3B
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
$282
Avg Yield on Cost
2.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$281.742.82%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 →
+12.4%
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 →
+30.1%
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 →
1.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CBL & Associates Properties Inc a high-risk investment?

CBL & Associates Properties Inc (CBL.US) has an annualized volatility of 68.8% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CBL.US has generated a Compound Annual Growth Rate (CAGR) of 16.2%. It has had a positive return in 80% 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.

Run a Full Backtest on CBL & Associates Properties Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest