Chemours Co

10-Year Study

CC.US · Basic Materials · US · Common Stock

Executive Summary: Chemours Co has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 82.9% and an annualized volatility of 73.3%.

1Y CAGR
+158.2%
3Y CAGR
-0.2%
5Y CAGR
-4.9%
10Y CAGR
+14.3%

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 →
82.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +127.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -44.0%
% 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.
202627.121.720.88.4————————102.5%
202512.4-20.0-9.5-8.5-17.513.04.629.32.9-15.5-3.8-7.8-27.6%
2024-4.3-34.233.51.9-6.4-9.17.1-18.54.5-10.621.3-22.3-44.0%
202318.8-5.4-12.4-2.9-8.139.30.2-7.3-17.5-14.014.915.06.5%
2022-2.5-14.914.15.131.2-25.711.1-4.6-26.916.19.3-1.4-6.0%
20216.3-9.818.68.219.9-3.1-4.51.5-13.3-3.66.813.039.9%
2020-23.38.8-40.332.214.217.120.712.81.2-3.722.21.945.6%
201926.77.1-2.3-3.1-40.813.8-20.5-24.15.49.8-2.514.6-32.5%
20183.1-7.62.5-0.61.5-9.53.3-4.3-9.5-16.3-13.0-0.9-42.4%
201719.627.514.44.6-0.7-5.225.63.13.111.9-9.2-2.6127.2%
2016———30.3-4.2-5.412.942.221.32.750.7-10.6217.8%

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 73.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.5% of variance. Idiosyncratic stock-specific factors contribute 11.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113028.584927947082
2016-05-0112480.707142294666
2016-06-0111807.22891566265
2016-07-0113326.246161115047
2016-08-0118949.917316324118
2016-09-0122987.046224112135
2016-10-0123604.811402472635
2016-11-0135565.59571619812
2016-12-0131781.63634931884
2017-01-0138011.45759508623
2017-02-0148469.36766674541
2017-03-0155438.8140798488
2017-04-0158016.37924246004
2017-05-0157623.82864792504
2017-06-0154640.9166076069
2017-07-0168603.82707299787
2017-08-0170752.81518229781
2017-09-0172973.26561146547
2017-10-0181624.53736514687
2017-11-0174155.44531065438
2017-12-0172222.22222222222
2018-01-0174472.79313331758
2018-02-0168788.68414835814
2018-03-0170526.22253720765
2018-04-0170091.93637294276
2018-05-0171167.41475706748
2018-06-0164441.49145602015
2018-07-0166547.75966611544
2018-08-0163708.16599732262
2018-09-0157629.53775887864
2018-10-0148234.112922277345
2018-11-0141949.95668950312
2018-12-0141566.85565792582
2019-01-0152658.280179541696
2019-02-0156379.636191826125
2019-03-0155089.77084809828
2019-04-0153384.91219781085
2019-05-0131589.692101740293
2019-06-0135948.30301598551
2019-07-0128564.060162217495
2019-08-0121674.54130246476
2019-09-0122852.38995196472
2019-10-0125100.99220411056
2019-11-0124477.517914796437
2019-12-0128042.9561382786
2020-01-0121501.102449011734
2020-02-0123391.211906449327
2020-03-0113962.31986770612
2020-04-0118464.249153476652
2020-05-0121094.96810772502
2020-06-0124699.385778407748
2020-07-0129816.32412000945
2020-08-0133637.688006929675
2020-09-0134044.6098117962
2020-10-0132790.96779273959
2020-11-0140075.00590597685
2020-12-0140832.74273564848
2021-01-0143385.89652728561
2021-02-0139147.37380896133
2021-03-0146434.364910622884
2021-04-0150244.31057563588
2021-05-0160223.24592487598
2021-06-0158329.19914953934
2021-07-0155731.15993385306
2021-08-0156577.683282148195
2021-09-0149064.29640129144
2021-10-0147308.449484211356
2021-11-0150548.66524923222
2021-12-0157118.27702968738
2022-01-0155671.70643357745
2022-02-0147395.46420978029
2022-03-0154058.39042444286
2022-04-0156788.723521537126
2022-05-0174486.3768800693
2022-06-0155350.61815891015
2022-07-0161521.773367981725
2022-08-0158714.26884006615
2022-09-0142908.49673202614
2022-10-0149836.60130718954
2022-11-0154468.65894952358
2022-12-0153714.4657059611
2023-01-0163836.325694936604
2023-02-0160406.33120718167
2023-03-0152913.02464761005
2023-04-0151375.50200803213
2023-05-0147235.01850539413
2023-06-0165779.58894401134
2023-07-0165940.03464839752
2023-08-0161107.370659107015
2023-09-0150383.888495157094
2023-10-0143306.75643751476
2023-11-0149766.32018269155
2023-12-0157223.20655169698
2024-01-0154737.5777620285
2024-02-0135990.235451610366
2024-03-0148048.074651547366
2024-04-0148944.6019371604
2024-05-0145812.268682573434
2024-06-0141659.18576265848
2024-07-0144612.37105283881
2024-08-0136380.029923616035
2024-09-0138026.81313489251
2024-10-0133984.565713835735
2024-11-0141217.615560280334
2024-12-0132041.302464761007
2025-01-0136003.81919836207
2025-02-0128818.21403260099
2025-03-0126080.9906291834
2025-04-0123864.08378612489
2025-05-0119683.83337270651
2025-06-0122248.799118040788
2025-07-0123278.604614536576
2025-08-0130100.007874635798
2025-09-0130959.9181037877
2025-10-0126171.352074966533
2025-11-0125179.147964406642
2025-12-0123210.48901488306
2026-01-0129510.19765335853
2026-02-0135908.33923931018
2026-03-0143369.55665800457
2026-04-0146991.889125127964
Annual Return Matrix
YearAnnual Return
20171.2724513435498461
2018-0.4244589216594886
2019-0.32535295984238166
20200.456078401089528
20210.3988351798817824
2022-0.05959233192480817
20230.06532208409077578
2024-0.44006454032222
2025-0.275607193546207
20261.02459711620017
Total Factor Risk
0.7330472382318424
VTI.US Exposure
-0.12721385649760772
VEA.US Exposure
-0.018782411610379593
VWO.US Exposure
0.018733810228570704
QQQ.US Exposure
0.07547965261509054
VTV.US Exposure
0.24524093129425903
IJR.US Exposure
0.1785919454328297
QUAL.US Exposure
0.0345585989846527
SHV.US Exposure
0.29497183472894023
TLT.US Exposure
0.00016779887120936199
LQD.US Exposure
0.11490428133066258
HYG.US Exposure
-0.0139140835198808
GLD.US Exposure
-0.002812511807287737
USO.US Exposure
0.0042552373919445986
VNQ.US Exposure
0.03201464389330633
BTC-USD.CC Exposure
0.0035089818658199726
CPER.US Exposure
0.028214081558331897
VIX.INDX Exposure
0.01727056596327945
UUP.US Exposure
-0.003563184234308329
TIP.US Exposure
-0.0003511409521214474
Idiosyncratic Exposure
0.11872482446268853
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
73.3%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.38%
Market Cap$3.2B
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
$173
Avg Yield on Cost
1.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$173.241.73%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 →
+21.9%
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 →
+56.8%
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 →
0.0% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chemours Co a high-risk investment?

Chemours Co (CC.US) has an annualized volatility of 73.3% and experienced a maximum drawdown of 82.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CC.US has generated a Compound Annual Growth Rate (CAGR) of 14.3%. 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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