Cardlytics Inc

10-Year Study

CDLX.US · Communication Services · US · Common Stock

Executive Summary: Cardlytics Inc has compounded at -32.9% annually over the last 10 years, with a maximum drawdown of 99.4% and an annualized volatility of 195.3%.

1Y CAGR
-50.3%
3Y CAGR
-44.0%
5Y CAGR
-61.7%
10Y CAGR
-32.9%

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 →
99.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
114.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +127.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -91.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.7-10.821.5-9.3————————-17.2%
2025-17.5-14.1-30.8-20.925.7-9.124.0-50.0138.2-20.2-36.1-7.3-69.0%
2024-17.08.574.8-15.5-28.5-6.31.0-52.8-18.234.7-5.6-8.8-59.7%
202329.8-27.3-37.791.2-20.322.284.742.8-1.0-24.9-35.815.759.3%
20221.5-13.6-5.2-37.9-24.1-13.9-38.1-4.1-29.00.3-52.428.7-91.3%
2021-14.48.3-17.225.4-22.519.1-0.8-27.9-7.5-6.3-14.1-2.2-53.7%
202033.5-5.4-56.028.651.52.8-5.114.2-7.04.660.820.3127.1%
2019————47.113.29.332.3-10.825.033.712.1302.9%

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 195.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 76.7% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0114711.5385908582
2019-06-0116653.845453168295
2019-07-0118205.12751542293
2019-08-0124083.332548793584
2019-09-0121487.179255187715
2019-10-0126865.383860627593
2019-11-0135929.48581183297
2019-12-0140294.87120078475
2020-01-0153794.86930566275
2020-02-0150891.024005326886
2020-03-0122410.25527537773
2020-04-0128814.102348569664
2020-05-0143647.43248261103
2020-06-0144858.97541390993
2020-07-0142576.92086202864
2020-08-0148621.79270470955
2020-09-0145237.17818536078
2020-10-0147320.51146774998
2020-11-0176076.92141222535
2020-12-0191519.23127005086
2021-01-0178378.20105972775
2021-02-0184891.01887015763
2021-03-0170320.50914469721
2021-04-0188160.25347195518
2021-05-0168301.28233735298
2021-06-0181365.38282136714
2021-07-0180743.58718227515
2021-08-0158192.305486818324
2021-09-0153807.69255692671
2021-10-0150423.07803757794
2021-11-0143320.512934941195
2021-12-0142365.38123190999
2022-01-0143012.81848289249
2022-02-0137179.48627033023
2022-03-0135243.588588333405
2022-04-0121878.20527790252
2022-05-0116608.973855019256
2022-06-0114301.281359225508
2022-07-018846.153752103126
2022-08-018487.179132921778
2022-09-016025.640633763029
2022-10-016044.87184268091
2022-11-012878.204911104718
2022-12-013705.1282490185404
2023-01-014807.692190128909
2023-02-013493.5895358944053
2023-03-012176.281985838426
2023-04-014160.256161805761
2023-05-013314.1025319685687
2023-06-014051.282062254635
2023-07-017480.769096746955
2023-08-0110679.486820526934
2023-09-0110576.922818283598
2023-10-017942.307718171641
2023-11-015102.564002243335
2023-12-015903.846033931487
2024-01-014897.435692091827
2024-02-015314.102409702634
2024-03-019288.46116460993
2024-04-017852.563910543884
2024-05-015615.384624789688
2024-06-015262.820408580966
2024-07-015314.102409702634
2024-08-012506.4102501402085
2024-09-012051.282031688151
2024-10-012762.8204085809652
2024-11-012608.9744052159626
2024-12-012378.2050945036203
2025-01-011961.5383768928143
2025-02-011685.8974680314318
2025-03-011166.6666717610806
2025-04-01923.076937184531
2025-05-011160.256345204663
2025-06-011054.487141475014
2025-07-011307.692251261876
2025-08-01653.846125630938
2025-09-011557.6923123948436
2025-10-011243.5897498597915
2025-11-01794.871781547943
2025-12-01737.1794538698574
2026-01-01621.1538193493911
2026-02-01553.9102428653854
2026-03-01673.0769066180472
2026-04-01610.5128055838363
Annual Return Matrix
YearAnnual Return
20201.2712377169298037
2021-0.5370876629535914
2022-0.9125434932654919
20230.5934255542963645
2024-0.5971769790683503
2025-0.69002696379148
2026-0.17182606978677806
Total Factor Risk
1.9525192346876172
VTI.US Exposure
0.7672014908945158
VEA.US Exposure
0.043923960997134026
VWO.US Exposure
-0.009030590524266824
QQQ.US Exposure
-0.04375283169576058
VTV.US Exposure
-0.01177197552857241
IJR.US Exposure
-0.02875190222546715
QUAL.US Exposure
-0.023445128941861536
SHV.US Exposure
0.07778712698089646
TLT.US Exposure
0.00043579294525953097
LQD.US Exposure
0.01924108930090013
HYG.US Exposure
0.0027675315186155673
GLD.US Exposure
0.001924974974922083
USO.US Exposure
0.027210129121217175
VNQ.US Exposure
-0.0006268355188252866
BTC-USD.CC Exposure
-0.0005092040880837011
CPER.US Exposure
0.005242691220508575
VIX.INDX Exposure
-0.009661025701109263
UUP.US Exposure
0.009298635848000341
TIP.US Exposure
0.009133591521527163
Idiosyncratic Exposure
0.16338247890045005
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
195.3%

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$62.2M
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 →
+6.4%
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 →
-31.0%
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 →
69.5% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cardlytics Inc a high-risk investment?

Cardlytics Inc (CDLX.US) has an annualized volatility of 195.3% and experienced a maximum drawdown of 99.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CDLX.US has generated a Compound Annual Growth Rate (CAGR) of -32.9%. It has had a positive return in 29% 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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