Community Bank System Inc

10-Year Study

CBU.US · Financial Services · US · Common Stock

Executive Summary: Community Bank System Inc has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 47.1% and an annualized volatility of 32.9%.

1Y CAGR
+13.5%
3Y CAGR
+11.4%
5Y CAGR
-2.5%
10Y CAGR
+7.1%

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 →
47.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -14.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.8-3.1-3.15.1————————7.3%
20256.2-3.4-9.4-4.03.01.9-7.313.6-1.3-5.42.32.0-3.8%
2024-12.2-1.07.1-10.05.24.930.7-0.8-4.35.313.2-10.322.6%
2023-8.35.8-13.3-4.8-1.0-4.414.8-11.7-10.3-5.411.018.5-14.2%
2022-4.12.1-3.2-8.22.5-3.56.4-2.9-7.53.94.3-2.7-13.2%
20214.19.88.31.24.5-6.2-5.33.3-7.04.8-1.46.022.3%
2020-6.6-8.2-2.56.3-4.9-3.3-1.47.0-8.86.57.30.7-9.6%
20192.88.1-7.211.2-7.07.20.2-7.61.89.90.15.224.7%
2018-0.80.01.15.06.5-0.87.14.6-7.1-4.412.5-10.711.1%
2017-5.61.8-6.91.8-3.94.3-1.6-6.38.10.10.2-2.3-10.9%
2016———3.64.20.47.47.52.1-2.120.49.664.9%

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 32.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 52.8% of variance. Idiosyncratic stock-specific factors contribute 15.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110355.927362324626
2016-05-0110792.964730740245
2016-06-0110835.154322368398
2016-07-0111636.756563303314
2016-08-0112512.242208174317
2016-09-0112772.055761838723
2016-10-0112506.564163624038
2016-11-0115052.46169040548
2016-12-0116490.555519231366
2017-01-0115575.15150055232
2017-02-0115855.37160220652
2017-03-0114755.3795170565
2017-04-0115015.70925658911
2017-05-0114427.980027048137
2017-06-0115050.396946932651
2017-07-0114815.601201680702
2017-08-0113887.292536296469
2017-09-0115007.759994218719
2017-10-0115018.599897451075
2017-11-0115043.067107604107
2017-12-0114693.471625262824
2018-01-0114570.447326673388
2018-02-0114573.165905579279
2018-03-0114729.398161690062
2018-04-0115469.161335613728
2018-05-0116467.43039233567
2018-06-0116336.663305723125
2018-07-0117492.678763769258
2018-08-0118289.187970804527
2018-09-0116989.156655528524
2018-10-0116243.612199880934
2018-11-0118266.062843908836
2018-12-0116318.218264032514
2019-01-0116780.0669665133
2019-02-0118134.77957142808
2019-03-0116832.855574635316
2019-04-0118716.93399359241
2019-05-0117407.37044595018
2019-06-0118653.16783267319
2019-07-0118695.667135822267
2019-08-0117279.11546389624
2019-09-0117586.693416565435
2019-10-0119322.832965694284
2019-11-0119342.792152598307
2019-12-0120346.463954740822
2020-01-0119007.064863916195
2020-02-0117441.060176948515
2020-03-0116998.448001156255
2020-04-0118065.19771639372
2020-05-0117177.66773459787
2020-06-0116604.494946540348
2020-07-0116374.448111275908
2020-08-0117521.791646736157
2020-09-0115974.025527111804
2020-10-0117009.459966344682
2020-11-0118258.973891318787
2020-12-0118395.591084437685
2021-01-0119145.471501378215
2021-02-0121017.230284280762
2021-03-0122768.71775989098
2021-04-0123038.78620613711
2021-05-0124074.53035689091
2021-06-0122571.465933453317
2021-07-0121375.015915730935
2021-08-0122079.16226474829
2021-09-0120543.061945745423
2021-10-0121518.859711004738
2021-11-0121215.617719628484
2021-12-0122494.313352351917
2022-01-0121570.134173913346
2022-02-0122029.19547270581
2022-03-0121314.863055889167
2022-04-0119567.7459539631
2022-05-0120053.889804640854
2022-06-0119360.239234943718
2022-07-0120599.32620538003
2022-08-0120002.718578905893
2022-09-0118509.70257370274
2022-10-0119233.70487245047
2022-11-0120068.61830808037
2022-12-0119533.402387531703
2023-01-0117907.416902678317
2023-02-0118943.81488886518
2023-03-0116426.78935831214
2023-04-0115635.02906126438
2023-05-0115472.292863214185
2023-06-0114796.330262600959
2023-07-0116989.913728135227
2023-08-0115007.794406609934
2023-09-0113461.542432198985
2023-10-0112740.774898225352
2023-11-0114147.209327134513
2023-12-0116766.439659592626
2024-01-0114726.541933219312
2024-02-0114575.333886225751
2024-03-0115607.25826155482
2024-04-0114044.24745262274
2024-05-0114772.138351577634
2024-06-0115499.650714229181
2024-07-0120250.315733689382
2024-08-0120079.595860877584
2024-09-0119221.350824004705
2024-10-0120237.548736549055
2024-11-0122915.348958853105
2024-12-0120556.826902230954
2025-01-0121839.961733420972
2025-02-0121093.384906036965
2025-03-0119107.13609756601
2025-04-0118344.31662152908
2025-05-0118898.76906876628
2025-06-0119265.673983888115
2025-07-0117853.010912169255
2025-08-0120288.71996228402
2025-09-0120023.19395167812
2025-10-0118944.159012777323
2025-11-0119381.230793584153
2025-12-0119766.47751322296
2026-01-0121507.74450864267
2026-02-0120836.70287997302
2026-03-0120182.86744691028
2026-04-0121218.680422446516
Annual Return Matrix
YearAnnual Return
2017-0.10897655278336571
20180.11057608985858902
20190.2468557305418011
2020-0.09588264941970792
20210.22281003361624352
2022-0.13162931085916574
2023-0.14165288120543962
20240.2260698943600543
2025-0.03844705181236996
20260.07346796657381605
Total Factor Risk
0.32878703408531285
VTI.US Exposure
-0.1869702147868726
VEA.US Exposure
-0.13447152012949304
VWO.US Exposure
0.08094399432391543
QQQ.US Exposure
0.16536159153170674
VTV.US Exposure
0.3284976899441588
IJR.US Exposure
0.5276131159830467
QUAL.US Exposure
-0.05112005572778155
SHV.US Exposure
0.0477315183059583
TLT.US Exposure
-0.008158943610723238
LQD.US Exposure
0.0032165918856452928
HYG.US Exposure
0.008451866886868473
GLD.US Exposure
0.005324486808590749
USO.US Exposure
0.01172589733903505
VNQ.US Exposure
-0.00788793679549387
BTC-USD.CC Exposure
-0.004008962940094163
CPER.US Exposure
-0.006687417015103256
VIX.INDX Exposure
0.01665037831053078
UUP.US Exposure
0.036796198846315666
TIP.US Exposure
0.010781031120365141
Idiosyncratic Exposure
0.15621068971942456
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.13%
Market Cap$3.1B
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
$162
Avg Yield on Cost
1.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$161.741.62%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 →
+1.1%
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 →
+5.2%
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 →
7.7% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Community Bank System Inc a high-risk investment?

Community Bank System Inc (CBU.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 47.1% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CBU.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 50% 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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