Cadiz Inc

10-Year Study

CDZI.US · Utilities · US · Common Stock

Executive Summary: Cadiz Inc has compounded at -2.3% annually over the last 10 years, with a maximum drawdown of 87.5% and an annualized volatility of 81.8%.

1Y CAGR
+71.5%
3Y CAGR
-2.8%
5Y CAGR
-19.2%
10Y CAGR
-2.3%

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 →
87.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +85.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -63.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.5-7.8-5.6-1.6————————-13.9%
2025-5.0-13.8-31.2-3.13.71.56.412.631.812.35.10.77.9%
2024-3.27.00.0-21.432.92.020.4-9.4-10.10.346.117.185.7%
202360.03.5-2.41.028.4-22.52.0-3.1-17.5-8.5-9.92.612.0%
2022-27.2-7.5-20.4-4.32.015.362.71.1-50.42.68.717.9-35.2%
20214.8-2.6-11.821.518.1-1.2-0.4-0.8-47.6-13.8-33.3-4.7-63.8%
2020-17.5-3.733.2-8.63.7-8.24.5-1.5-5.1-3.85.16.1-3.4%
20190.0-4.6-1.55.81.48.4-3.86.48.5-5.2-3.2-3.87.0%
20182.1-4.8-2.5-0.4-3.71.22.3-28.416.1-0.3-2.6-4.9-27.7%
201712.44.32.70.30.3-10.9-3.7-6.24.14.33.44.014.0%
2016———24.3-6.2-3.618.611.6-4.6-0.140.520.2139.5%

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 81.8%. The dominant macroeconomic risk driver is QUAL.US, accounting for 23.8% of variance. Idiosyncratic stock-specific factors contribute 36.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112432.950191570882
2016-05-0111666.666666666668
2016-06-0111245.21072796935
2016-07-0113333.333333333334
2016-08-0114885.057471264367
2016-09-0114195.402298850575
2016-10-0114176.245210727971
2016-11-0119923.37164750958
2016-12-0123946.360153256708
2017-01-0126915.70881226054
2017-02-0128065.134099616862
2017-03-0128831.417624521073
2017-04-0128927.2030651341
2017-05-0129022.98850574713
2017-06-0125862.068965517243
2017-07-0124904.214559386975
2017-08-0123371.647509578546
2017-09-0124329.501915708814
2017-10-0125383.14176245211
2017-11-0126245.21072796935
2017-12-0127298.850574712644
2018-01-0127873.563218390806
2018-02-0126532.56704980843
2018-03-0125862.068965517243
2018-04-0125766.28352490422
2018-05-0124808.429118773944
2018-06-0125095.785440613025
2018-07-0125670.49808429119
2018-08-0118390.80459770115
2018-09-0121360.15325670498
2018-10-0121302.681992337162
2018-11-0120747.126436781607
2018-12-0119731.800766283526
2019-01-0119731.800766283526
2019-02-0118831.417624521073
2019-03-0118544.061302681992
2019-04-0119616.858237547895
2019-05-0119885.057471264372
2019-06-0121551.724137931036
2019-07-0120727.969348659004
2019-08-0122049.808429118777
2019-09-0123927.2030651341
2019-10-0122681.992337164753
2019-11-0121954.02298850575
2019-12-0121111.111111111113
2020-01-0117423.37164750958
2020-02-0116781.6091954023
2020-03-0122356.32183908046
2020-04-0120440.613026819923
2020-05-0121206.89655172414
2020-06-0119463.601532567052
2020-07-0120344.827586206895
2020-08-0120038.314176245214
2020-09-0119022.988505747126
2020-10-0118295.019157088125
2020-11-0119233.716475095785
2020-12-0120402.298850574713
2021-01-0121379.31034482759
2021-02-0120823.754789272032
2021-03-0118371.647509578543
2021-04-0122318.007662835247
2021-05-0126360.15325670498
2021-06-0126053.639846743295
2021-07-0125957.85440613027
2021-08-0125747.126436781607
2021-09-0113486.590038314176
2021-10-0111628.352490421456
2021-11-017758.620689655172
2021-12-017394.636015325671
2022-01-015383.141762452107
2022-02-014980.842911877395
2022-03-013965.5172413793107
2022-04-013793.1034482758623
2022-05-013869.731800766284
2022-06-014463.6015325670505
2022-07-017260.536398467433
2022-08-017337.164750957855
2022-09-013639.846743295019
2022-10-013735.632183908046
2022-11-014061.3026819923375
2022-12-014789.272030651341
2023-01-017662.835249042146
2023-02-017931.034482758621
2023-03-017739.463601532568
2023-04-017816.091954022989
2023-05-0110038.31417624521
2023-06-017777.777777777778
2023-07-017931.034482758621
2023-08-017681.992337164751
2023-09-016340.9961685823755
2023-10-015804.597701149425
2023-11-015229.885057471264
2023-12-015363.984674329502
2024-01-015191.570881226055
2024-02-015555.555555555556
2024-03-015555.555555555556
2024-04-014367.816091954022
2024-05-015804.597701149425
2024-06-015919.540229885058
2024-07-017126.436781609195
2024-08-016455.938697318008
2024-09-015804.597701149425
2024-10-015823.754789272031
2024-11-018505.747126436783
2024-12-019961.68582375479
2025-01-019463.60153256705
2025-02-018160.919540229885
2025-03-015613.026819923372
2025-04-015440.613026819924
2025-05-015641.762452107279
2025-06-015727.969348659004
2025-07-016091.954022988506
2025-08-016858.237547892721
2025-09-019042.14559386973
2025-10-0110153.256704980842
2025-11-0110670.498084291188
2025-12-0110747.126436781611
2026-01-0110804.597701149425
2026-02-019961.68582375479
2026-03-019406.130268199235
2026-04-019252.87356321839
Annual Return Matrix
YearAnnual Return
20170.1399999999999999
2018-0.2771929824561403
20190.06990291262135906
2020-0.033575317604355615
2021-0.6375586854460094
2022-0.3523316062176166
20230.11999999999999988
20240.8571428571428574
20250.07884615384615379
2026-0.13903743315508021
Total Factor Risk
0.8182083205785992
VTI.US Exposure
-0.02982797061208596
VEA.US Exposure
0.09676740983411197
VWO.US Exposure
0.06023856065473082
QQQ.US Exposure
-0.028573614436637813
VTV.US Exposure
-0.09243981823991881
IJR.US Exposure
0.04657004860749869
QUAL.US Exposure
0.2384566170045886
SHV.US Exposure
0.0962613484984671
TLT.US Exposure
-0.0387759002474188
LQD.US Exposure
0.08561878187813894
HYG.US Exposure
0.037018926903465234
GLD.US Exposure
0.0009747857165056284
USO.US Exposure
-0.001585707753295522
VNQ.US Exposure
0.1206493395265676
BTC-USD.CC Exposure
-0.006121474415732863
CPER.US Exposure
-0.0063473423176707905
VIX.INDX Exposure
0.025428663730565095
UUP.US Exposure
-0.0024253620532280057
TIP.US Exposure
0.028635246597824272
Idiosyncratic Exposure
0.3694774611235247
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
81.8%

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 →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$426.3M
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
$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 →
-4.4%
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 →
+1.2%
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 →
30.2% 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 →
2.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cadiz Inc a high-risk investment?

Cadiz Inc (CDZI.US) has an annualized volatility of 81.8% and experienced a maximum drawdown of 87.5% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CDZI.US has generated a Compound Annual Growth Rate (CAGR) of -2.3%. It has had a positive return in 50% 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.

Run a Full Backtest on Cadiz Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest