CBRE Group Inc Class A

10-Year Study

CBRE.US · Real Estate · US · Common Stock

Executive Summary: CBRE Group Inc Class A has compounded at 17.5% annually over the last 10 years, with a maximum drawdown of 38.5% and an annualized volatility of 35.0%.

1Y CAGR
+20.0%
3Y CAGR
+26.2%
5Y CAGR
+11.2%
10Y CAGR
+17.5%

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 →
38.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +73.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.1%
% 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.
20265.9-13.3-8.39.1————————-8.1%
202510.2-1.9-7.9-6.62.312.111.14.1-2.8-3.36.2-0.622.5%
2024-7.36.55.8-10.61.41.226.52.28.15.26.9-6.241.0%
202311.1-0.4-14.55.3-2.37.73.22.1-13.2-6.113.917.921.0%
2022-6.6-4.4-5.5-9.3-0.2-11.116.3-7.8-14.55.112.2-3.3-29.1%
2021-2.824.34.47.73.0-2.312.5-0.21.16.9-8.213.573.0%
2020-0.4-8.0-32.813.82.42.8-3.17.3-0.17.321.32.62.3%
201914.38.8-0.65.3-12.212.33.3-1.41.41.06.57.553.1%
20185.52.31.0-4.01.93.44.3-2.0-9.6-8.68.4-8.3-7.6%
2017-3.617.3-2.32.9-2.64.44.4-5.05.03.810.3-0.137.5%
2016———2.80.7-11.37.45.1-6.4-7.912.78.49.3%

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 35.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 66.4% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110281.054823039554
2016-05-0110357.390700902151
2016-06-019188.063844552395
2016-07-019871.616932685634
2016-08-0110371.269951422624
2016-09-019708.53573907009
2016-10-018938.237335183901
2016-11-0110076.335877862595
2016-12-0110926.439972241496
2017-01-0110534.351145038168
2017-02-0112359.472588480221
2017-03-0112071.47814018043
2017-04-0112425.399028452464
2017-05-0112102.706453851493
2017-06-0112630.117973629425
2017-07-0113181.818181818184
2017-08-0112519.083969465648
2017-09-0113143.650242886884
2017-10-0113643.30326162387
2017-11-0115045.107564191534
2017-12-0115027.758501040944
2018-01-0115853.57390700902
2018-02-0116221.374045801527
2018-03-0116384.45523941707
2018-04-0115721.72102706454
2018-05-0116027.064538514918
2018-06-0116564.885496183208
2018-07-0117279.666897987507
2018-08-0116936.15544760583
2018-09-0115301.873698820264
2018-10-0113979.875086745315
2018-11-0115156.141568355308
2018-12-0113893.129770992366
2019-01-0115874.39278278973
2019-02-0117265.787647467037
2019-03-0117158.22345593338
2019-04-0118067.31436502429
2019-05-0115857.043719639141
2019-06-0117800.138792505204
2019-07-0118393.476752255378
2019-08-0118136.71061762665
2019-09-0118393.476752255378
2019-10-0118580.84663428175
2019-11-0119784.871616932687
2019-12-0121266.48160999306
2020-01-0121183.206106870228
2020-02-0119479.528105482303
2020-03-0113084.66342817488
2020-04-0114895.90562109646
2020-05-0115260.235947258847
2020-06-0115690.492713393476
2020-07-0115201.249132546844
2020-08-0116318.52879944483
2020-09-0116297.70992366412
2020-10-0117487.855655794585
2020-11-0121214.43442054129
2020-12-0121762.66481609993
2021-01-0121158.9174184594
2021-02-0126290.770298403884
2021-03-0127449.687716863285
2021-04-0129562.803608605136
2021-05-0130458.01526717557
2021-06-0129746.703678001388
2021-07-0133469.81263011797
2021-08-0133414.29562803608
2021-09-0133782.09576682859
2021-10-0136113.80985426787
2021-11-0133160.999306037476
2021-12-0137650.936849410136
2022-01-0135163.081193615544
2022-02-0133605.13532269257
2022-03-0131755.725190839694
2022-04-0128813.324080499653
2022-05-0128743.927827897292
2022-06-0125541.290770298405
2022-07-0129708.53573907009
2022-08-0127397.640527411517
2022-09-0123424.705065926442
2022-10-0124614.8507980569
2022-11-0127619.708535739068
2022-12-0126703.67800138792
2023-01-0129670.367800138796
2023-02-0129541.98473282443
2023-03-0125263.705759888966
2023-04-0126599.583622484384
2023-05-0125995.836224843857
2023-06-0128004.857737682163
2023-07-0128907.009021512837
2023-08-0129510.756419153364
2023-09-0125628.036086051354
2023-10-0124059.68077723803
2023-11-0127397.640527411517
2023-12-0132300.485773768218
2024-01-0129947.95281054823
2024-02-0131884.10825815406
2024-03-0133740.45801526717
2024-04-0130149.20194309507
2024-05-0130558.639833448993
2024-06-0130919.500346981262
2024-07-0139108.25815405967
2024-08-0139951.42262317835
2024-09-0143192.22761970854
2024-10-0145444.1360166551
2024-11-0148573.90700902152
2024-12-0145555.17002081888
2025-01-0150222.06800832755
2025-02-0149250.52047189452
2025-03-0145378.20957668286
2025-04-0142394.1707147814
2025-05-0143379.597501734905
2025-06-0148619.01457321305
2025-07-0154038.86190145732
2025-08-0156252.60235947259
2025-09-0154670.367800138796
2025-10-0152890.35392088827
2025-11-0156151.97779319917
2025-12-0155791.1172796669
2026-01-0159101.31852879945
2026-02-0151235.25329632199
2026-03-0147002.081887578075
2026-04-0151283.83067314365
Annual Return Matrix
YearAnnual Return
20170.37535725627183236
2018-0.07550219348880172
20190.5307192807192807
20200.023331701745798572
20210.7300701530612246
2022-0.2907566122937979
20230.20958939708939717
20240.4103555698786119
20250.22469342676517634
2026-0.08078860625660789
Total Factor Risk
0.3500906886237231
VTI.US Exposure
0.6635297418356547
VEA.US Exposure
-0.05416522946363948
VWO.US Exposure
0.0407885683552539
QQQ.US Exposure
-0.15072288701849232
VTV.US Exposure
-0.07402668686034997
IJR.US Exposure
0.09955196030262724
QUAL.US Exposure
-0.04374599076050253
SHV.US Exposure
0.19863425789711311
TLT.US Exposure
0.0855130015231487
LQD.US Exposure
-0.023284409772230084
HYG.US Exposure
0.05871913681616931
GLD.US Exposure
0.0005691323868746408
USO.US Exposure
0.0016329481654462896
VNQ.US Exposure
0.05703317891132253
BTC-USD.CC Exposure
-0.00354398383451478
CPER.US Exposure
-0.012958785822145748
VIX.INDX Exposure
0.00016179350664041511
UUP.US Exposure
0.00031493752397346666
TIP.US Exposure
0.012110233614570386
Idiosyncratic Exposure
0.14388908269308012
Value Score
35.8
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
35.0%

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 →35.5x
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$40.7B
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 →
+3.5%
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 →
-4.0%
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 →
13.9% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CBRE Group Inc Class A a high-risk investment?

CBRE Group Inc Class A (CBRE.US) has an annualized volatility of 35.0% and experienced a maximum drawdown of 38.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CBRE.US has generated a Compound Annual Growth Rate (CAGR) of 17.5%. 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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