Capital Bancorp

10-Year Study

CBNK.US · Financial Services · US · Common Stock

Executive Summary: Capital Bancorp has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 36.6% and an annualized volatility of 29.2%.

1Y CAGR
-0.6%
3Y CAGR
+25.7%
5Y CAGR
+9.1%
10Y CAGR
+13.7%

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 →
36.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +88.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.1-3.91.16.7————————13.1%
20258.8-1.3-7.111.52.64.0-6.38.4-6.1-12.90.41.30.3%
2024-10.1-5.01.2-6.94.31.724.30.80.5-1.815.1-1.619.7%
2023-8.7-5.3-18.11.31.26.511.3-4.6-0.16.84.014.34.3%
2022-1.4-3.8-7.9-1.54.4-7.415.2-0.6-6.76.80.8-5.2-9.3%
20215.88.220.913.90.1-7.011.34.41.45.84.6-1.488.8%
2020-8.51.6-9.5-13.34.8-6.0-0.7-2.0-9.111.213.017.2-6.4%
20193.00.5-1.6-2.25.52.53.6-5.012.66.42.8-0.130.5%
2018—————————-11.910.9-8.1-10.3%

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 29.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 48.5% of variance. Idiosyncratic stock-specific factors contribute 31.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-018805.01777127326
2018-11-019764.164750156806
2018-12-018970.102446163497
2019-01-019237.466025507005
2019-02-019284.633075475644
2019-03-019135.270750574955
2019-04-018938.657746184403
2019-05-019433.995400376332
2019-06-019669.830650219528
2019-07-0110015.722349989546
2019-08-019512.607150324066
2019-09-0110707.589379050805
2019-10-0111391.51160359607
2019-11-0111713.819778381769
2019-12-0111705.958603386996
2020-01-0110707.589379050805
2020-02-0110880.535228935814
2020-03-019842.776500104537
2020-04-018537.737821450972
2020-05-018946.518921179177
2020-06-018411.959021534602
2020-07-018349.069621576416
2020-08-018183.984946686181
2020-09-017437.08969266151
2020-10-018270.457871628685
2020-11-019347.522475433829
2020-12-0110951.285803888773
2021-01-0111588.040978465398
2021-02-0112539.326782354172
2021-03-0115165.12648965085
2021-04-0117272.005017771273
2021-05-0117287.72736776082
2021-06-0116077.106418565754
2021-07-0117901.149905916787
2021-08-0118689.107254860966
2021-09-0118956.972611331803
2021-10-0120052.1848212419
2021-11-0120972.77859084257
2021-12-0120680.744302738865
2022-01-0120396.571189629936
2022-02-0119622.747229772107
2022-03-0118080.451599414595
2022-04-0117803.637884173113
2022-05-0118580.723395358564
2022-06-0117201.421701860756
2022-07-0119809.40832113736
2022-08-0119684.21492786954
2022-09-0118357.098055613635
2022-10-0119612.71168722559
2022-11-0119774.200292703325
2022-12-0118754.42191093456
2023-01-0117129.0821660046
2023-02-0116225.38155969057
2023-03-0113293.497804725068
2023-04-0113461.258624294376
2023-05-0113625.17248588752
2023-06-0114515.408739284967
2023-07-0116159.397867447211
2023-08-0115419.109345598998
2023-09-0115403.052477524567
2023-10-0116457.787999163706
2023-11-0117114.112481706044
2023-12-0119563.62115826887
2024-01-0117591.051641229355
2024-02-0116710.43278277232
2024-03-0116905.20593769601
2024-04-0115744.679071712313
2024-05-0116419.067530838383
2024-06-0116704.244198201966
2024-07-0120770.311519966548
2024-08-0120929.70938741376
2024-09-0121036.08613840686
2024-10-0120659.66966339118
2024-11-0123787.99916370479
2024-12-0123410.16098682835
2025-01-0125480.15889609032
2025-02-0125139.20133807234
2025-03-0123343.006481287895
2025-04-0126029.103073384907
2025-05-0126696.04850512231
2025-06-0127754.045578089066
2025-07-0126018.314865147397
2025-08-0128200.20907380305
2025-09-0126466.234580807028
2025-10-0123060.42232908217
2025-11-0123163.95567635375
2025-12-0123472.29772109555
2026-01-0125596.989337236046
2026-02-0124595.442191093454
2026-03-0124871.41961112273
2026-04-0126544.010035542546
Annual Return Matrix
YearAnnual Return
20190.30499720305798994
2020-0.06446911569291436
20210.888430698739977
2022-0.09314569938129325
20230.043147117579908745
20240.19661696561393915
20250.002654263432966486
20260.13086542915167265
Total Factor Risk
0.2919705930639591
VTI.US Exposure
-0.055570787988000525
VEA.US Exposure
-0.08512305449482127
VWO.US Exposure
0.04780135155545089
QQQ.US Exposure
0.014981440876643014
VTV.US Exposure
0.0006566782076957808
IJR.US Exposure
0.4850239277970295
QUAL.US Exposure
-0.02219481734234539
SHV.US Exposure
0.18443923355826763
TLT.US Exposure
-0.007850211137809818
LQD.US Exposure
-0.008846724545740177
HYG.US Exposure
0.027763544790152365
GLD.US Exposure
-0.002749573087678179
USO.US Exposure
0.0004540125430161472
VNQ.US Exposure
-0.023824298814441543
BTC-USD.CC Exposure
-0.000989674068259797
CPER.US Exposure
0.0003140273061308098
VIX.INDX Exposure
-0.0020633704514979325
UUP.US Exposure
0.047280234884932715
TIP.US Exposure
0.08730900623090605
Idiosyncratic Exposure
0.3131890541803698
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.2%

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 →8.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.46%
Market Cap$500.9M
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
$100
Avg Yield on Cost
1.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$100.361.00%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 →
+4.5%
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 →
+3.8%
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 →
10.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Bancorp a high-risk investment?

Capital Bancorp (CBNK.US) has an annualized volatility of 29.2% and experienced a maximum drawdown of 36.6% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CBNK.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 75% 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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