Cabot Corporation

10-Year Study

CBT.US · Basic Materials · US · Common Stock

Executive Summary: Cabot Corporation has compounded at 7.4% annually over the last 10 years, with a maximum drawdown of 58.9% and an annualized volatility of 38.8%.

1Y CAGR
-0.5%
3Y CAGR
+4.2%
5Y CAGR
+5.0%
10Y CAGR
+7.4%

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 →
58.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
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 →
2021 · +28.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.7%
% 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.
20268.95.5-1.1-2.5————————10.8%
2025-5.3-0.0-3.3-5.5-4.30.4-3.813.6-6.8-11.3-6.65.9-25.7%
2024-13.718.48.5-1.112.6-10.29.15.26.3-3.52.1-16.711.3%
202312.76.1-3.6-6.4-4.0-2.36.12.6-4.4-4.014.810.027.6%
2022-2.233.7-6.5-3.715.4-15.616.4-2.6-11.215.00.7-9.221.4%
2021-2.212.96.54.716.5-10.5-3.3-2.4-6.16.4-1.07.128.4%
2020-16.1-5.3-30.129.76.43.7-1.52.4-2.65.59.88.4-2.2%
20199.20.7-11.29.0-11.219.5-6.3-9.713.3-3.88.61.114.2%
20189.8-10.6-7.40.38.52.57.0-1.3-3.4-22.41.8-12.7-28.7%
20179.65.33.30.5-12.72.31.7-2.45.99.21.00.624.6%
2016———1.0-5.7-0.16.63.05.1-0.5-1.8-0.86.5%

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 38.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 32.9% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110095.165568131088
2016-05-019520.364486226727
2016-06-019509.93933982826
2016-07-0110141.015204432657
2016-08-0110447.335941808251
2016-09-0110981.64438959061
2016-10-0110925.080748929911
2016-11-0110733.12150416218
2016-12-0110650.928284446312
2017-01-0111668.811218192799
2017-02-0112281.977889236103
2017-03-0112690.816942832382
2017-04-0112750.111604212074
2017-05-0111132.533284315012
2017-06-0111388.303878574618
2017-07-0111580.158084083925
2017-08-0111297.051022819778
2017-09-0111966.124839158634
2017-10-0113072.6871668286
2017-11-0113200.677503216826
2017-12-0113276.12195057903
2018-01-0114580.236863527742
2018-02-0113036.737480633386
2018-03-0112070.560121845538
2018-04-0112100.890207715134
2018-05-0113125.285575483837
2018-06-0113456.421837661825
2018-07-0114399.700638113494
2018-08-0114214.17504792416
2018-09-0113732.491268611642
2018-10-0110658.438591423544
2018-11-0110846.56390325884
2018-12-019466.479346655813
2019-01-0110337.307318610328
2019-02-0110407.210945090728
2019-03-019241.721593445549
2019-04-0110074.21023607573
2019-05-018942.202148052833
2019-06-0110681.83608623723
2019-07-0110012.4208923085
2019-08-019036.790000262597
2019-09-0110238.675454951286
2019-10-019847.824374359916
2019-11-0110694.467057062575
2019-12-0110815.078385546598
2020-01-019069.483469446704
2020-02-018584.490953493869
2020-03-015998.581970011291
2020-04-017782.988892098421
2020-05-018280.08718258449
2020-06-018588.377406055512
2020-07-018456.264278774192
2020-08-018657.834615687612
2020-09-018428.560174365168
2020-10-018891.757044195268
2020-11-019763.320290958745
2020-12-0110581.444814999606
2021-01-0110352.748089598486
2021-02-0111686.352774349414
2021-03-0112448.360074577873
2021-04-0113027.572805335994
2021-05-0115177.64764580762
2021-06-0113590.1630734487
2021-07-0113143.772484966254
2021-08-0112830.072739686455
2021-09-0112042.015703369134
2021-10-0112818.072004411646
2021-11-0112687.718284708908
2021-12-0113587.064415325227
2022-01-0113294.556340432235
2022-02-0117778.787321761505
2022-03-0116624.458391323755
2022-04-0116002.363383314512
2022-05-0118470.81221606575
2022-06-0115583.283002022004
2022-07-0118141.015204432657
2022-08-0117668.863737822012
2022-09-0115685.19734250676
2022-10-0118039.573540610803
2022-11-0118165.17423386991
2022-12-0116492.24022478401
2023-01-0118587.09067513983
2023-02-0119717.20805651112
2023-03-0119000.709014994354
2023-04-0117790.866836480134
2023-05-0117075.20810903075
2023-06-0116678.737428113756
2023-07-0117703.55295291615
2023-08-0118172.26438381345
2023-09-0117372.23287203592
2023-10-0116672.54011186681
2023-11-0119133.373598382394
2023-12-0121049.237152385704
2024-01-0118175.468081195344
2024-02-0121519.65547123237
2024-03-0123356.240644941045
2024-04-0123110.50129986082
2024-05-0126025.130642577664
2024-06-0123376.82833959192
2024-07-0125513.799532575296
2024-08-0126850.739213781148
2024-09-0128552.060082455813
2024-10-0127545.573908248207
2024-11-0128113.232320579817
2024-12-0123417.426012972348
2025-01-0122176.1770961897
2025-02-0122167.196239594545
2025-03-0121430.00446416848
2025-04-0120244.32131509151
2025-05-0119367.952522255193
2025-06-0119448.333814763264
2025-07-0118717.07675743809
2025-08-0121266.432078989525
2025-09-0119829.73136209658
2025-10-0117595.12617840918
2025-11-0116430.76599879205
2025-12-0117405.00512066385
2026-01-0118956.96016386124
2026-02-0119994.22284078674
2026-03-0119776.266379559358
2026-04-0119279.955883511462
Annual Return Matrix
YearAnnual Return
20170.24647557433715162
2018-0.28695447496677007
20190.14246046386476285
2020-0.021602577643748067
20210.2840462387579663
20220.21381924164442423
20230.27631157838421383
20240.11250711099134691
2025-0.2567498617900128
20260.10772480386240191
Total Factor Risk
0.3882546098379556
VTI.US Exposure
-0.09829534262268146
VEA.US Exposure
0.0031383277183168927
VWO.US Exposure
0.03275532360084218
QQQ.US Exposure
-0.011970635960825801
VTV.US Exposure
0.030190596624242946
IJR.US Exposure
0.32903140142578136
QUAL.US Exposure
0.10687987156028576
SHV.US Exposure
0.26083870739467
TLT.US Exposure
0.014447665792276838
LQD.US Exposure
0.027722019700115015
HYG.US Exposure
0.03869408811635787
GLD.US Exposure
-0.005804042128233865
USO.US Exposure
-0.0003655081420220122
VNQ.US Exposure
-0.0386191109041945
BTC-USD.CC Exposure
0.003721580662484395
CPER.US Exposure
0.01000279843637956
VIX.INDX Exposure
0.010387192482858477
UUP.US Exposure
0.05525851749353566
TIP.US Exposure
0.04698301705327478
Idiosyncratic Exposure
0.1850035316965359
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.8%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.36%
Market Cap$4.0B
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
$118
Avg Yield on Cost
1.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$118.171.18%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 →
+0.0%
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 →
+1.8%
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 →
10.4% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cabot Corporation a high-risk investment?

Cabot Corporation (CBT.US) has an annualized volatility of 38.8% and experienced a maximum drawdown of 58.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CBT.US has generated a Compound Annual Growth Rate (CAGR) of 7.4%. 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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