Clear Channel Outdoor Holdings Inc

10-Year Study

CCO.US · Communication Services · US · Common Stock

Executive Summary: Clear Channel Outdoor Holdings Inc has compounded at -7.6% annually over the last 10 years, with a maximum drawdown of 89.2% and an annualized volatility of 105.3%.

1Y CAGR
+140.2%
3Y CAGR
+25.6%
5Y CAGR
+0.0%
10Y CAGR
-7.6%

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 →
89.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +100.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -68.3%
% 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.
2026-5.414.8-1.20.8————————8.1%
2025-0.7-8.1-11.2-11.79.29.3-9.417.027.414.69.911.161.3%
2024-5.50.0-4.1-15.83.6-2.117.7-9.66.7-8.12.7-9.3-24.7%
202381.9-7.3-32.25.8-3.111.431.4-19.49.0-30.431.825.573.3%
2022-7.622.2-7.5-28.9-35.8-32.344.93.2-14.44.4-21.0-7.1-68.3%
202120.6-13.64.739.4-4.810.50.8-1.13.07.05.97.8100.6%
2020-4.5-24.2-69.150.80.17.7-11.927.7-14.5-10.668.99.3-42.3%
20197.3-1.6-2.4-8.63.9-7.1-35.8-14.2-3.1-7.56.415.3-44.9%
20187.3-1.02.1-2.0-9.4-1.13.52.230.8-2.2-12.21.614.8%
2017-2.013.926.0-14.9-25.226.04.5-24.120.8-17.126.0-2.110.5%
2016———8.725.8-3.312.4-3.4-13.5-1.5-5.2-7.37.4%

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 105.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110872.363340250597
2016-05-0113680.947752764716
2016-06-0113234.12750531929
2016-07-0114872.205731697704
2016-08-0114361.554020331501
2016-09-0112425.595628989466
2016-10-0112234.10123722714
2016-11-0111595.786598019384
2016-12-0110744.700412409045
2017-01-0110531.928866006461
2017-02-0111994.010874990148
2017-03-0115117.549712364389
2017-04-0112868.475662612624
2017-05-019620.163387533164
2017-06-0112119.046993616854
2017-07-0112668.575481362786
2017-08-019620.163387533164
2017-09-0111619.165200031523
2017-10-019633.034752685911
2017-11-0112134.019806141478
2017-12-0111875.804460322046
2018-01-0112740.024692006617
2018-02-0112608.684231264282
2018-03-0112871.365152748956
2018-04-0112608.684231264282
2018-05-0111426.620084583254
2018-06-0111295.27962384092
2018-07-0111689.30100606793
2018-08-0111951.981927552602
2018-09-0115629.514828338019
2018-10-0115288.029630407944
2018-11-0113422.99508786677
2018-12-0113633.139825054508
2019-01-0114631.327326696262
2019-02-0114394.914497360056
2019-03-0114053.42929942998
2019-04-0112845.097060600488
2019-05-0113344.190811421366
2019-06-0112398.539494076544
2019-07-017959.231920985578
2019-08-016829.703958601486
2019-09-016619.559221413749
2019-10-016120.465470592871
2019-11-016514.4868528198795
2019-12-017512.674354461635
2020-01-017171.189156531561
2020-02-015437.495074732721
2020-03-011681.1578975019045
2020-04-012534.3455304841204
2020-05-012536.9723396989675
2020-06-012731.8815834405946
2020-07-012407.4706454070238
2020-08-013073.366781370669
2020-09-012626.8092148467254
2020-10-012348.3674380729726
2020-11-013966.4819144185553
2020-12-014334.235204497098
2021-01-015227.350337544984
2021-02-014518.111849536368
2021-03-014728.2565867241065
2021-04-016593.291129265281
2021-05-016278.074023483674
2021-06-016934.776327195355
2021-07-016987.3125114922905
2021-08-016908.508235046888
2021-09-017118.652972234626
2021-10-017617.746723055504
2021-11-018064.304289579447
2021-12-018694.738501142661
2022-01-018038.03619743098
2022-02-019824.266463526754
2022-03-019088.75988336967
2022-04-016461.950668522944
2022-05-014150.358559457827
2022-06-012810.6858598859963
2022-07-014071.5542830124245
2022-08-014202.894743754761
2022-09-013598.728624340014
2022-10-013756.3371772308174
2022-11-012968.2944127767996
2022-12-012758.149675589062
2023-01-015017.205600357245
2023-02-014649.452310278704
2023-03-013152.1710578160705
2023-04-013336.0477028553414
2023-05-013230.975334261472
2023-06-013598.728624340014
2023-07-014728.2565867241065
2023-08-013808.873361527752
2023-09-014150.358559457827
2023-10-012889.4901363313984
2023-11-013808.873361527752
2023-12-014780.792771021041
2024-01-014518.111849536368
2024-02-014518.111849536368
2024-03-014334.235204497098
2024-04-013651.264808636948
2024-05-013782.6052693792844
2024-06-013703.8009929338828
2024-07-014360.503296645565
2024-08-013940.2138222700883
2024-09-014202.894743754761
2024-10-013861.4095458246866
2024-11-013966.4819144185553
2024-12-013598.728624340014
2025-01-013572.460532191547
2025-02-013283.511518558407
2025-03-012915.7582284798655
2025-04-012574.2730305497907
2025-05-012810.6858598859963
2025-06-013073.366781370669
2025-07-012784.417767737529
2025-08-013257.2434264099397
2025-09-014150.358559457827
2025-10-014754.5246788725735
2025-11-015227.350337544984
2025-12-015805.248364811263
2026-01-015490.031259029656
2026-02-016304.342115632141
2026-03-016225.53783918674
2026-04-016278.074023483674
Annual Return Matrix
YearAnnual Return
20170.10527087815372593
20180.1479761114797613
2019-0.4489402697495184
2020-0.42307692307692313
20211.0060606060606063
2022-0.6827794561933535
20230.7333333333333334
2024-0.24725274725274726
20250.6131386861313868
20260.08144796380090513
Total Factor Risk
1.053354147808804
VTI.US Exposure
0.2690761513651922
VEA.US Exposure
0.044728566970796295
VWO.US Exposure
-0.01259513566625399
QQQ.US Exposure
0.00025457154583002304
VTV.US Exposure
-0.03627231231458655
IJR.US Exposure
0.06473278175803648
QUAL.US Exposure
-0.04235260887901944
SHV.US Exposure
0.40917147956124444
TLT.US Exposure
0.06854583544200007
LQD.US Exposure
0.071230772920246
HYG.US Exposure
0.013546000870628556
GLD.US Exposure
-0.00245502483296988
USO.US Exposure
0.001411056757639807
VNQ.US Exposure
0.04690830987022247
BTC-USD.CC Exposure
-0.0020095357858985275
CPER.US Exposure
0.018148375030953828
VIX.INDX Exposure
-0.01338694902404561
UUP.US Exposure
-0.00090565919787366
TIP.US Exposure
-0.0014830671401237885
Idiosyncratic Exposure
0.10370639074798162
Value Score
50
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
105.3%

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 →0.00%
Market Cap$1.2B
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
$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 →
+1.2%
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 →
+31.8%
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 →
0.8% 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 →
2.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clear Channel Outdoor Holdings Inc a high-risk investment?

Clear Channel Outdoor Holdings Inc (CCO.US) has an annualized volatility of 105.3% and experienced a maximum drawdown of 89.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCO.US has generated a Compound Annual Growth Rate (CAGR) of -7.6%. 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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