CBIZ Inc

10-Year Study

CBZ.US · Industrials · US · Common Stock

Executive Summary: CBIZ Inc has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 68.7% and an annualized volatility of 52.2%.

1Y CAGR
-61.2%
3Y CAGR
-16.0%
5Y CAGR
-1.8%
10Y CAGR
+11.2%

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 →
68.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
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 →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +47.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -39.9%
% 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.
2026-22.0-27.2-6.313.0————————-39.9%
20254.9-8.9-3.0-10.26.1-0.7-14.85.6-17.93.9-11.53.6-38.3%
20241.718.63.9-9.36.5-2.3-6.36.1-8.62.419.8-0.930.7%
20231.65.3-1.26.5-4.35.7-0.76.1-7.50.111.48.133.6%
2022-1.30.77.9-0.2-2.2-2.414.2-4.3-2.016.00.0-5.619.8%
2021-2.616.48.32.8-1.1-1.3-1.35.5-5.213.5-1.98.647.0%
20200.1-3.6-19.713.5-4.65.80.90.6-6.0-0.96.89.9-1.3%
2019-0.55.3-1.9-4.62.5-1.119.3-4.45.216.5-1.90.436.9%
20186.89.41.11.911.011.4-4.38.6-0.8-6.4-4.9-6.627.5%
2017-4.41.51.916.2-4.1-0.7-1.02.07.34.3-13.04.712.8%
2016———0.93.7-1.43.84.6-1.1-1.312.210.535.8%

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 52.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.7% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110089.197224975223
2016-05-0110465.807730426164
2016-06-0110317.145688800792
2016-07-0110713.577799801786
2016-08-0111209.117938553023
2016-09-0111090.188305252726
2016-10-0110951.437066402379
2016-11-0112289.395441030723
2016-12-0113577.799801783944
2017-01-0112983.151635282456
2017-02-0113181.367690782954
2017-03-0113429.137760158574
2017-04-0115609.514370664025
2017-05-0114965.312190287414
2017-06-0114866.204162537166
2017-07-0114717.542120911792
2017-08-0115014.866204162538
2017-09-0116105.054509415262
2017-10-0116798.810703666997
2017-11-0114618.434093161546
2017-12-0115312.190287413281
2018-01-0116352.824578790884
2018-02-0117888.999008919724
2018-03-0118087.21506442022
2018-04-0118434.093161546087
2018-05-0120465.80773042616
2018-06-0122794.846382556985
2018-07-0121803.76610505451
2018-08-0123686.818632309216
2018-09-0123488.60257680872
2018-10-0121982.160555004957
2018-11-0120901.883052527257
2018-12-0119524.28146679881
2019-01-0119425.173439048565
2019-02-0120445.986124876115
2019-03-0120059.464816650147
2019-04-0119137.760158572844
2019-05-0119623.38949454906
2019-06-0119415.26263627354
2019-07-0123161.546085232905
2019-08-0122140.73339940535
2019-09-0123290.386521308228
2019-10-0127125.867195242816
2019-11-0126620.416253716554
2019-12-0126719.524281466798
2020-01-0126759.1674925669
2020-02-0125807.73042616452
2020-03-0120733.399405351833
2020-04-0123538.156590683848
2020-05-0122447.968285431118
2020-06-0123756.19425173439
2020-07-0123964.32111000991
2020-08-0124103.072348860256
2020-09-0122666.005946481666
2020-10-0122467.78989098117
2020-11-0124003.96432111001
2020-12-0126372.646184340934
2021-01-0125678.8899900892
2021-02-0129881.0703666997
2021-03-0132368.68186323092
2021-04-0133290.38652130823
2021-05-0132913.776015857286
2021-06-0132477.7006937562
2021-07-0132051.536174430134
2021-08-0133805.748265609516
2021-09-0132051.536174430134
2021-10-0136382.55698711596
2021-11-0135708.62239841427
2021-12-0138771.06045589692
2022-01-0138285.43111992072
2022-02-0138562.933597621406
2022-03-0141595.63924677899
2022-04-0141516.35282457879
2022-05-0140594.64816650149
2022-06-0139603.56788899901
2022-07-0145213.08225966303
2022-08-0143270.56491575817
2022-09-0142398.414271556
2022-10-0149197.22497522299
2022-11-0149207.13577799802
2022-12-0146432.111000991084
2023-01-0147165.51040634292
2023-02-0149643.21110009911
2023-03-0149048.56293359763
2023-04-0152220.01982160555
2023-05-0149970.26759167492
2023-06-0152804.75718533201
2023-07-0152418.235877106046
2023-08-0155609.51437066403
2023-09-0151437.066402378594
2023-10-0151496.531219028744
2023-11-0157373.63726461844
2023-12-0162031.71456888009
2024-01-0163092.17046580772
2024-02-0174856.29335976214
2024-03-0177799.80178394451
2024-04-0170545.09415262638
2024-05-0175143.70664023786
2024-06-0173439.04856293359
2024-07-0168780.97125867195
2024-08-0172943.50842418235
2024-09-0166689.79187314173
2024-10-0168315.1635282458
2024-11-0181843.4093161546
2024-12-0181100.09910802775
2025-01-0185044.59861248762
2025-02-0177472.74529236868
2025-03-0175183.34985133796
2025-04-0167492.56689791872
2025-05-0171595.63924677898
2025-06-0171070.36669970267
2025-07-0160574.826560951435
2025-08-0163964.321110009914
2025-09-0152487.61149653122
2025-10-0154509.41526263628
2025-11-0148265.60951437067
2025-12-0150000
2026-01-0138999.0089197225
2026-02-0128384.539147670963
2026-03-0126610.505450941528
2026-04-0130059.464816650147
Annual Return Matrix
YearAnnual Return
20170.12773722627737216
20180.27508090614886727
20190.3685279187817261
2020-0.012982195845697375
20210.47012401352874855
20220.19759713701431503
20230.3359658484525081
20240.3073973478191403
2025-0.3834779420750336
2026-0.3988107036669971
Total Factor Risk
0.5224058507471157
VTI.US Exposure
0.04244247506744991
VEA.US Exposure
-0.019490623335222983
VWO.US Exposure
-0.0020152728139363565
QQQ.US Exposure
-0.03157720888505109
VTV.US Exposure
-0.021649438872941455
IJR.US Exposure
0.05804152215930766
QUAL.US Exposure
0.0570070327873992
SHV.US Exposure
0.6473079202692263
TLT.US Exposure
0.011158581844146634
LQD.US Exposure
-0.000013612553502191339
HYG.US Exposure
0.04525179434593925
GLD.US Exposure
0.001007353187024185
USO.US Exposure
0.0055929642571328755
VNQ.US Exposure
-0.0031378588176187126
BTC-USD.CC Exposure
0.026421305396549875
CPER.US Exposure
0.0107655077873387
VIX.INDX Exposure
0.022222339065592834
UUP.US Exposure
0.008882188410737825
TIP.US Exposure
0.001023907607062773
Idiosyncratic Exposure
0.14075912309336475
Value Score
43.8
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
52.2%

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 →15.5x
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$1.6B
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 →
+5.8%
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 →
-39.1%
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 →
61.8% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CBIZ Inc a high-risk investment?

CBIZ Inc (CBZ.US) has an annualized volatility of 52.2% and experienced a maximum drawdown of 68.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CBZ.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. 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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