Capital City Bank Group

10-Year Study

CCBG.US · Financial Services · US · Common Stock

Executive Summary: Capital City Bank Group has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 37.5% and an annualized volatility of 24.3%.

1Y CAGR
+26.8%
3Y CAGR
+18.7%
5Y CAGR
+14.4%
10Y CAGR
+13.9%

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 →
37.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -17.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.92.61.46.0————————8.2%
20250.70.6-2.41.63.34.90.610.8-4.1-6.97.82.219.1%
2024-2.9-0.8-1.6-4.32.45.524.8-2.82.9-0.812.5-6.328.1%
2023-0.19.9-17.43.9-1.32.55.8-5.9-1.6-4.2-6.410.9-7.1%
20224.81.5-5.6-2.86.62.816.1-1.4-2.013.9-0.6-7.225.8%
2021-9.210.66.0-2.96.1-3.2-5.6-4.77.48.6-1.30.210.0%
2020-6.5-6.6-24.19.5-7.73.6-10.17.6-6.613.46.98.6-17.3%
20193.42.8-11.35.32.06.63.9-5.613.23.61.75.934.0%
20186.9-2.23.4-9.60.75.12.51.6-4.81.514.0-13.82.5%
20171.0-1.34.9-3.6-9.09.14.6-2.816.02.72.5-9.013.3%
2016———1.64.6-10.02.8-2.25.91.825.38.941.5%

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 24.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 55.1% of variance. Idiosyncratic stock-specific factors contribute 22.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110157.71125934368
2016-05-0110623.722052760368
2016-06-019565.497938524453
2016-07-019833.489759662121
2016-08-019613.599034626084
2016-09-0110178.745013910771
2016-10-0110364.780612073879
2016-11-0112990.480340562464
2016-12-0114151.275433245066
2017-01-0114296.416719739884
2017-02-0114116.7499078202
2017-03-0114815.388998759765
2017-04-0114275.215365534812
2017-05-0112993.832333322162
2017-06-0114181.359568263331
2017-07-0114834.160158214057
2017-08-0114418.429256192809
2017-09-0116732.05845875373
2017-10-0117184.996480407604
2017-11-0117617.068347132372
2017-12-0116030.73777360641
2018-01-0117141.923373445512
2018-02-0116771.528173499148
2018-03-0117345.808333054003
2018-04-0115684.812120805818
2018-05-0115796.936278617639
2018-06-0116609.96212248182
2018-07-0117024.68742667516
2018-08-0117299.299433513224
2018-09-0116466.748231823818
2018-10-0116720.745483189756
2018-11-0119056.91683705963
2018-12-0116430.546710019105
2019-01-0116989.826701974325
2019-02-0117471.17286226662
2019-03-0115491.485938390375
2019-04-0116316.578956189456
2019-05-0116650.856434150104
2019-06-0117757.600643582613
2019-07-0118450.79274628767
2019-08-0117421.730969061107
2019-09-0119718.43260818557
2019-10-0120436.76465658834
2019-11-0120781.600911742033
2019-12-0122009.519659437537
2020-01-0120580.732745617268
2020-02-0119231.220460563807
2020-03-0114598.934066302416
2020-04-0115992.106057050918
2020-05-0114765.86330573526
2020-06-0115301.260349277645
2020-07-0113752.891093755237
2020-08-0114804.578822109745
2020-09-0113821.774544966986
2020-10-0115675.510340897665
2020-11-0116749.405021285154
2020-12-0118192.018905239165
2021-01-0116526.74890222237
2021-02-0118273.388529480777
2021-03-0119366.473368417526
2021-04-0118808.198974290215
2021-05-0119947.038514396812
2021-06-0119303.623504173233
2021-07-0118218.332048402775
2021-08-0117357.540307712938
2021-09-0118649.230717661652
2021-10-0120254.83524955586
2021-11-0119983.4914356585
2021-12-0120016.08956524654
2022-01-0120971.4075017598
2022-02-0121282.221030402576
2022-03-0120100.89498206684
2022-04-0119528.96121744377
2022-05-0120817.634833908756
2022-06-0121391.579794187648
2022-07-0124843.042939027255
2022-08-0124490.245701069285
2022-09-0123989.54178258975
2022-10-0127313.12640364697
2022-11-0127143.431770187377
2022-12-0125183.354003955355
2023-01-0125160.14145409446
2023-02-0127639.694298260314
2023-03-0122824.724298595516
2023-04-0123720.2929641672
2023-05-0123416.602420138774
2023-06-0124002.02795561962
2023-07-0125404.250326819296
2023-08-0123900.21117554386
2023-09-0123524.620386819963
2023-10-0122530.922133208194
2023-11-0121087.721650521235
2023-12-0123384.088090369725
2024-01-0122708.661549291053
2024-02-0122525.894144068654
2024-03-0122173.599705024637
2024-04-0121229.008145342406
2024-05-0121741.360238661888
2024-06-0122944.9770388496
2024-07-0128640.850735762415
2024-08-0127850.199443569203
2024-09-0128666.493480374083
2024-10-0128430.932189186475
2024-11-0131972.563939261894
2024-12-0129946.703315120838
2025-01-0130142.794891563037
2025-02-0130314.41692085945
2025-03-0129578.486910468273
2025-04-0130055.559279991958
2025-05-0131042.637347903332
2025-06-0132574.749438541217
2025-07-0132773.43880937217
2025-08-0136308.19897429022
2025-09-0134802.735226091914
2025-10-0132395.920624811457
2025-11-0134911.00459223008
2025-12-0135673.58294506084
2026-01-0134994.804411222474
2026-02-0135904.032447289916
2026-03-0136419.40133409312
2026-04-0138598.19662789529
Annual Return Matrix
YearAnnual Return
20170.13281222241961266
20180.024940145741199515
20190.3395488322988336
2020-0.17344770868552106
20210.10026763216929457
20220.2581555414140737
2023-0.07144663547607799
20240.2806444792454317
20250.1912357286769646
20260.08198261686633779
Total Factor Risk
0.2428720299826719
VTI.US Exposure
0.09387849307917485
VEA.US Exposure
-0.027939701595552553
VWO.US Exposure
0.026198423130711523
QQQ.US Exposure
-0.027235462302409655
VTV.US Exposure
-0.029635011655452913
IJR.US Exposure
0.5509379449426831
QUAL.US Exposure
-0.051984286755110576
SHV.US Exposure
0.022675476525123802
TLT.US Exposure
0.03311026961872106
LQD.US Exposure
0.1337177543180626
HYG.US Exposure
0.008112979276873584
GLD.US Exposure
0.0064222373446663275
USO.US Exposure
0.005091292714271434
VNQ.US Exposure
-0.04202661572599395
BTC-USD.CC Exposure
-0.0075093068201877175
CPER.US Exposure
-0.004539494458343863
VIX.INDX Exposure
0.018693088614180495
UUP.US Exposure
0.016393983539796292
TIP.US Exposure
0.04791651591454466
Idiosyncratic Exposure
0.22772142029424153
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.3%

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 →12.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.28%
Market Cap$758.3M
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
$226
Avg Yield on Cost
2.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$226.262.26%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 →
+6.2%
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 →
+9.5%
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 →
1.5% 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 →
0.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital City Bank Group a high-risk investment?

Capital City Bank Group (CCBG.US) has an annualized volatility of 24.3% and experienced a maximum drawdown of 37.5% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CCBG.US has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 80% 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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