Cross Country Healthcare Inc

10-Year Study

CCRN.US · Healthcare · US · Common Stock

Executive Summary: Cross Country Healthcare Inc has compounded at -3.2% annually over the last 10 years, with a maximum drawdown of 78.2% and an annualized volatility of 134.7%.

1Y CAGR
-26.9%
3Y CAGR
-27.7%
5Y CAGR
-8.9%
10Y CAGR
-3.2%

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 →
78.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +213.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -55.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.1-6.78.05.2————————22.1%
20250.3-5.8-13.2-9.0-2.7-1.03.1-0.56.1-13.7-16.3-21.1-55.4%
2024-6.1-14.02.5-6.0-14.1-8.531.8-18.2-9.9-15.1-5.768.8-19.8%
20234.4-4.7-15.6-1.516.010.1-8.1-0.2-3.8-6.6-12.511.7-14.8%
2022-22.53.8-3.0-13.5-5.818.026.5-3.711.830.7-3.5-25.7-4.3%
2021-1.226.812.46.617.55.5-0.532.5-2.3-2.426.26.1213.0%
2020-14.8-4.2-28.9-6.7-3.51.55.3-1.51.621.010.82.0-23.7%
201931.4-9.2-19.60.30.931.91.28.00.55.011.7-3.758.5%
20189.8-7.6-14.213.2-3.1-7.74.3-14.7-12.81.12.7-19.2-42.6%
2017-7.36.9-7.2-2.7-17.311.8-8.95.314.9-4.10.1-6.7-18.3%
2016———6.99.62.25.0-16.8-3.2-5.228.48.934.2%

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 134.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.1% of variance. Idiosyncratic stock-specific factors contribute 7.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110687.876182287187
2016-05-0111711.092003439378
2016-06-0111969.045571797076
2016-07-0112570.937231298365
2016-08-0110464.31642304385
2016-09-0110128.976784178847
2016-10-019604.471195184866
2016-11-0112330.18056749785
2016-12-0113422.18400687876
2017-01-0112441.960447119518
2017-02-0113301.805674978505
2017-03-0112347.377472055028
2017-04-0112012.037833190027
2017-05-019931.212381771282
2017-06-0111100.6018916595
2017-07-0110111.779879621667
2017-08-0110644.883920894239
2017-09-0112235.597592433363
2017-10-0111736.88736027515
2017-11-0111754.084264832329
2017-12-0110971.625107480653
2018-01-0112046.431642304386
2018-02-0111134.99570077386
2018-03-019552.880481513326
2018-04-0110816.852966466035
2018-05-0110481.513327601031
2018-06-019673.258813413584
2018-07-0110085.984522785899
2018-08-018607.050730868443
2018-09-017506.448839208942
2018-10-017592.43336199484
2018-11-017798.7962166809975
2018-12-016302.665520206362
2019-01-018280.30954428203
2019-02-017515.047291487532
2019-03-016044.711951848667
2019-04-016061.908856405847
2019-05-016113.499570077386
2019-06-018065.348237317284
2019-07-018159.931212381772
2019-08-018813.4135855546
2019-09-018856.40584694755
2019-10-019294.926913155632
2019-11-0110378.331900257954
2019-12-019991.401547721409
2020-01-018512.467755803955
2020-02-018151.3327601031815
2020-03-015795.356835769562
2020-04-015408.426483233017
2020-05-015219.260533104041
2020-06-015296.646603611351
2020-07-015576.09630266552
2020-08-015494.411006018916
2020-09-015580.395528804815
2020-10-016749.785038693035
2020-11-017480.653482373172
2020-12-017626.827171109199
2021-01-017532.244196044711
2021-02-019552.880481513326
2021-03-0110739.466895958727
2021-04-0111453.138435081684
2021-05-0113456.57781599312
2021-06-0114196.04471195185
2021-07-0114118.658641444541
2021-08-0118701.63370593293
2021-09-0118263.112639724848
2021-10-0117824.591573516765
2021-11-0122493.551160791056
2021-12-0123869.303525365434
2022-01-0118495.270851246776
2022-02-0119200.34393809114
2022-03-0118632.846087704213
2022-04-0116113.499570077383
2022-05-0115176.268271711091
2022-06-0117910.576096302662
2022-07-0122665.520206362853
2022-08-0121822.871883061045
2022-09-0124393.809114359414
2022-10-0131891.659501289767
2022-11-0130765.262252794495
2022-12-0122846.08770421324
2023-01-0123860.70507308684
2023-02-0122742.906276870162
2023-03-0119191.745485812553
2023-04-0118899.398108340498
2023-05-0121926.053310404128
2023-06-0124144.453998280307
2023-07-0122184.006878761822
2023-08-0122149.61306964746
2023-09-0121315.563198624244
2023-10-0119914.0154772141
2023-11-0117429.06276870163
2023-12-0119466.89595872743
2024-01-0118271.71109200344
2024-02-0115709.37231298366
2024-03-0116096.302665520203
2024-04-0115133.276010318143
2024-05-0113000.859845227857
2024-06-0111900.257953568356
2024-07-0115683.576956147892
2024-08-0112828.890799656061
2024-09-0111556.319862424762
2024-10-019810.834049871022
2024-11-019251.934651762682
2024-12-0115614.789337919172
2025-01-0115666.380051590711
2025-02-0114754.944110060189
2025-03-0112803.095442820291
2025-04-0111650.902837489251
2025-05-0111332.760103181427
2025-06-0111220.98022355976
2025-07-0111564.918314703353
2025-08-0111504.729148753224
2025-09-0112209.802235597592
2025-10-0110541.70249355116
2025-11-018822.012037833189
2025-12-016964.746345657781
2026-01-018013.757523645743
2026-02-017480.653482373172
2026-03-018082.545141874462
2026-04-018503.869303525365
Annual Return Matrix
YearAnnual Return
2017-0.18257527226137094
2018-0.4255485893416928
20190.5852660300136425
2020-0.23666092943201378
20212.1296505073280727
2022-0.042867435158501443
2023-0.1479111780203236
2024-0.19787985865724378
2025-0.5539647577092511
20260.22098765432098788
Total Factor Risk
1.3465706403388273
VTI.US Exposure
0.00014065719896186974
VEA.US Exposure
0.006682840079807445
VWO.US Exposure
0.001183841527819448
QQQ.US Exposure
0.021259875903888028
VTV.US Exposure
0.00012109540658541653
IJR.US Exposure
0.007249687684905419
QUAL.US Exposure
0.014124253853659665
SHV.US Exposure
0.8407120189014458
TLT.US Exposure
0.00018715605526702575
LQD.US Exposure
0.016997147726317552
HYG.US Exposure
0.00012661153882702347
GLD.US Exposure
0.0018852232223292807
USO.US Exposure
0.00019269983046812833
VNQ.US Exposure
0.0029225718727632806
BTC-USD.CC Exposure
0.00015850685278569798
CPER.US Exposure
0.0027408827740720023
VIX.INDX Exposure
-0.0010825637800914788
UUP.US Exposure
0.00028276188101713275
TIP.US Exposure
0.005578674181408618
Idiosyncratic Exposure
0.07853605728776264
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
134.7%

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$307.7M
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 →
+7.8%
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 →
-10.0%
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 →
30.7% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cross Country Healthcare Inc a high-risk investment?

Cross Country Healthcare Inc (CCRN.US) has an annualized volatility of 134.7% and experienced a maximum drawdown of 78.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCRN.US has generated a Compound Annual Growth Rate (CAGR) of -3.2%. It has had a positive return in 30% 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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