CNB Financial Corporation

10-Year Study

CCNE.US · Financial Services · US · Common Stock

Executive Summary: CNB Financial Corporation has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 53.3% and an annualized volatility of 26.8%.

1Y CAGR
+47.2%
3Y CAGR
+26.5%
5Y CAGR
+7.7%
10Y CAGR
+8.5%

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 →
53.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -32.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.81.13.45.2————————16.4%
20251.8-0.7-10.8-1.3-0.55.50.415.4-8.01.76.11.08.4%
2024-5.5-5.52.0-6.83.05.225.7-4.6-1.05.510.7-10.913.6%
20231.4-0.4-19.5-2.3-10.66.310.3-5.5-0.50.412.811.1-1.6%
20220.8-1.40.7-5.61.8-3.76.72.7-10.47.81.2-6.9-7.8%
2021-1.211.26.03.5-3.8-6.11.17.3-1.05.53.30.628.0%
2020-9.5-14.7-24.7-6.00.81.2-8.9-1.3-6.822.09.48.2-32.6%
201910.110.7-9.112.7-12.514.1-0.1-5.78.59.01.83.245.9%
20182.60.48.2-2.57.7-1.13.2-0.0-6.4-11.34.8-13.9-10.5%
2017-12.33.1-0.60.0-11.514.310.0-7.713.15.2-0.4-7.90.8%
2016———1.70.7-0.33.710.15.0-7.619.815.055.8%

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 26.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 55.7% of variance. Idiosyncratic stock-specific factors contribute 20.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110170.536544084867
2016-05-0110242.99757455779
2016-06-0110214.285174578947
2016-07-0110587.244138514661
2016-08-0111658.972247198653
2016-09-0112243.345145715431
2016-10-0111311.778884296584
2016-11-0113549.683785805497
2016-12-0115576.930342206471
2017-01-0113666.19568256175
2017-02-0114092.42370435295
2017-03-0114010.291128623998
2017-04-0114010.291128623998
2017-05-0112393.254097183919
2017-06-0114166.244795877503
2017-07-0115578.743756941978
2017-08-0114375.391962039186
2017-09-0116255.600806969556
2017-10-0117106.470112658393
2017-11-0117042.471684284494
2017-12-0115702.055958956378
2018-01-0116114.985606020538
2018-02-0116182.006392286943
2018-03-0117512.448336569774
2018-04-0117072.997498998844
2018-05-0118393.39010328908
2018-06-0118193.687805541493
2018-07-0118768.615835644177
2018-08-0118762.193325122593
2018-09-0117563.299508111253
2018-10-0115579.34822852048
2018-11-0116326.92845323279
2018-12-0114054.870907538514
2019-01-0115475.681352807393
2019-02-0117128.835561062962
2019-03-0115569.9789190537
2019-04-0117547.80992391214
2019-05-0115348.742321321979
2019-06-0117513.12836709559
2019-07-0117500.7366997363
2019-08-0116503.585272049986
2019-09-0117914.27081837896
2019-10-0119518.462828775868
2019-11-0119870.114169569388
2019-12-0120510.32513015029
2020-01-0118552.13945159316
2020-02-0115833.906322017121
2020-03-0111918.063877534058
2020-04-0111204.33406121786
2020-05-0111295.080356940467
2020-06-0111428.970811578654
2020-07-0110409.076140751205
2020-08-0110273.598948219453
2020-09-019577.927720311
2020-10-0111684.208935601107
2020-11-0112781.85376321337
2020-12-0113827.514035074464
2021-01-0113658.639787830476
2021-02-0115181.6814888135
2021-03-0116097.45593024398
2021-04-0116653.418664571163
2021-05-0116012.905468201016
2021-06-0115031.470301555759
2021-07-0115189.539619334026
2021-08-0116303.958533249714
2021-09-0116144.755831261758
2021-10-0117026.90654113807
2021-11-0117593.67420493098
2021-12-0117693.86536906768
2022-01-0117834.027216332823
2022-02-0117576.44676494367
2022-03-0117690.767452227854
2022-04-0116702.683098219077
2022-05-0117009.301306414196
2022-06-0116373.094970040878
2022-07-0117462.8061081853
2022-08-0117932.329406786703
2022-09-0116058.69419027254
2022-10-0117319.16854934377
2022-11-0117528.54239234739
2022-12-0116321.110414289707
2023-01-0116547.485020438693
2023-02-0116476.232933122777
2023-03-0113269.435650222518
2023-04-0112965.38644623603
2023-05-0111597.089469349514
2023-06-0112323.210953025004
2023-07-0113586.93434683068
2023-08-0112835.878410541984
2023-09-0112765.381912699191
2023-10-0112814.721905294417
2023-11-0114459.262393556332
2023-12-0116058.69419027254
2024-01-0115177.223510922047
2024-02-0114338.67031364519
2024-03-0114625.567636591688
2024-04-0113628.567326800003
2024-05-0114042.252563337286
2024-06-0114773.360937535417
2024-07-0118573.447074735355
2024-08-0117727.11130588529
2024-09-0117544.86312496694
2024-10-0118507.408554784015
2024-11-0120482.972791223074
2024-12-0118244.53897708297
2025-01-0118567.47791789765
2025-02-0118443.863480093994
2025-03-0116447.97388682781
2025-04-0116226.208376464901
2025-05-0116150.649429152152
2025-06-0117037.560352709166
2025-07-0117104.581138975573
2025-08-0119742.797343347414
2025-09-0118159.459602408817
2025-10-0118459.65530008236
2025-11-0119584.879143463775
2025-12-0119773.77651174564
2026-01-0120929.82840563065
2026-02-0121164.061142300165
2026-03-0121881.87114177125
2026-04-0123022.811246193716
Annual Return Matrix
YearAnnual Return
20170.008032751896621892
2018-0.10490250803610957
20190.4593037008365053
2020-0.3258266776693879
20210.2796129025207237
2022-0.07758366677627226
2023-0.01607833152010374
20240.13611597312404733
20250.0838189189972709
20260.1643102789453572
Total Factor Risk
0.2684405915603268
VTI.US Exposure
-0.09668788447210995
VEA.US Exposure
-0.07094631377711898
VWO.US Exposure
0.02149396003881079
QQQ.US Exposure
0.08879054371608325
VTV.US Exposure
0.0976813311275877
IJR.US Exposure
0.5574214141422494
QUAL.US Exposure
-0.09787518877716483
SHV.US Exposure
0.1899737102298112
TLT.US Exposure
0.01151901427774258
LQD.US Exposure
-0.008417573877888277
HYG.US Exposure
-0.016024146918249344
GLD.US Exposure
-0.004833129577389661
USO.US Exposure
0.0021639622065926386
VNQ.US Exposure
0.041411417112315746
BTC-USD.CC Exposure
-0.010111852210110881
CPER.US Exposure
-0.0037836537665712987
VIX.INDX Exposure
0.02873870472890357
UUP.US Exposure
0.023224778722155243
TIP.US Exposure
0.04474808325517416
Idiosyncratic Exposure
0.201512823819177
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.8%

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 →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.46%
Market Cap$868.6M
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
$144
Avg Yield on Cost
1.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$143.561.44%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 →
+5.5%
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 →
+16.9%
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 →
2.7% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CNB Financial Corporation a high-risk investment?

CNB Financial Corporation (CCNE.US) has an annualized volatility of 26.8% and experienced a maximum drawdown of 53.3% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CCNE.US has generated a Compound Annual Growth Rate (CAGR) of 8.5%. It has had a positive return in 60% 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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