Celanese Corporation

10-Year Study

CE.US · Basic Materials · US · Common Stock

Executive Summary: Celanese Corporation has compounded at 1.6% annually over the last 10 years, with a maximum drawdown of 77.2% and an annualized volatility of 39.3%.

1Y CAGR
+32.7%
3Y CAGR
-12.4%
5Y CAGR
-15.1%
10Y CAGR
+1.6%

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 →
77.2%
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 →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +61.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -54.6%
% 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.
20265.112.431.73.9————————61.7%
20252.6-28.311.4-21.518.74.7-5.6-8.8-11.7-8.68.41.5-38.8%
2024-5.84.413.1-10.2-1.0-11.35.2-7.54.1-6.8-41.9-5.5-54.6%
202320.5-5.1-6.3-1.8-2.111.38.90.8-0.7-8.221.112.155.7%
2022-7.3-10.22.63.46.5-24.90.5-5.7-18.57.211.6-4.7-37.8%
2021-6.014.37.85.05.6-8.43.21.8-5.07.7-6.311.031.7%
2020-15.9-8.9-21.714.18.2-4.013.34.16.26.213.90.58.3%
20196.47.4-3.610.0-12.013.64.61.17.9-0.43.6-2.039.9%
20181.0-6.3-0.69.03.9-1.66.9-1.1-2.4-14.54.1-10.9-14.3%
20177.26.10.8-2.6-0.69.71.80.97.50.52.8-0.138.5%
2016———8.5-0.3-7.1-2.61.63.310.18.8-0.722.1%

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 39.3%. The dominant macroeconomic risk driver is CPER.US, accounting for 19.9% of variance. Idiosyncratic stock-specific factors contribute 46.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110848.513796117686
2016-05-0110814.747332430927
2016-06-0110042.931910138053
2016-07-019785.303566225422
2016-08-019941.134597439575
2016-09-0110269.781320193119
2016-10-0111308.279883596986
2016-11-0112300.785240864981
2016-12-0112210.845839772506
2017-01-0113088.589480206692
2017-02-0113884.434231928211
2017-03-0113990.325566985213
2017-04-0113623.523293511897
2017-05-0113546.824919687084
2017-06-0114860.028695039593
2017-07-0115124.830798850724
2017-08-0115258.513537936098
2017-09-0116398.735647869817
2017-10-0116476.50363113965
2017-11-0116939.31257307461
2017-12-0116914.047660321547
2018-01-0117084.631925260117
2018-02-0116002.94327012802
2018-03-0115899.818166394347
2018-04-0117326.400542919004
2018-05-0118004.01656788147
2018-06-0117707.458128478538
2018-07-0118921.151342359855
2018-08-0118716.099835132612
2018-09-0118262.73296278128
2018-10-0115617.201532860983
2018-11-0116259.999926233832
2018-12-0114494.332914095608
2019-01-0115427.106116321871
2019-02-0116568.98796504959
2019-03-0115972.901997956676
2019-04-0117576.33876375278
2019-05-0115465.021926993622
2019-06-0117561.67773773914
2019-07-0118375.06039605056
2019-08-0118571.647235428416
2019-09-0120032.86282812114
2019-10-0119946.242904616654
2019-11-0120673.946158073522
2019-12-0120270.592748047962
2020-01-0117040.335341002556
2020-02-0115520.512527339588
2020-03-0112151.169009357236
2020-04-0113864.05632784636
2020-05-0115005.624670357434
2020-06-0114409.815326396852
2020-07-0116329.83804637679
2020-08-0116993.45694084322
2020-09-0118051.87236977505
2020-10-0119168.858136592815
2020-11-0121840.429024036708
2020-12-0121943.44347851745
2021-01-0120627.91606885334
2021-02-0123584.205925636325
2021-03-0125434.81468094288
2021-04-0126714.01225256061
2021-05-0128214.7111870083
2021-06-0125852.829116982073
2021-07-0126685.83357614697
2021-08-0127170.661719415624
2021-09-0125806.983443183453
2021-10-0127783.36351599066
2021-11-0126037.336746248067
2021-12-0128910.104858608694
2022-01-0126785.6207607505
2022-02-0124066.304720665958
2022-03-0124686.622874151228
2022-04-0125514.48214305473
2022-05-0127177.946128567055
2022-06-0120421.665861385995
2022-07-0120525.47330217942
2022-08-0119363.91432797176
2022-09-0115779.689960793281
2022-10-0116912.81207699713
2022-11-0118879.98982026873
2022-12-0117989.65060654232
2023-01-0121677.663972972074
2023-02-0120570.02806802716
2023-03-0119271.024280134403
2023-04-0118930.169256473906
2023-05-0118534.61661878013
2023-06-0120633.6145053794
2023-07-0122467.34924961365
2023-08-0122641.14234288728
2023-09-0122490.64091735607
2023-10-0120641.784108554293
2023-11-0124995.112991328788
2023-12-0128007.280720843
2024-01-0126370.501646829714
2024-02-0127521.051020370527
2024-03-0131123.034592644774
2024-04-0127945.169606863205
2024-05-0127659.547001958497
2024-06-0124539.5700170031
2024-07-0125808.255909592182
2024-08-0123879.25215858251
2024-09-0124859.291033353373
2024-10-0123160.474611528916
2024-11-0113460.16811309829
2024-12-0112724.737853478258
2025-01-0113061.203790105745
2025-02-019370.995880159482
2025-03-0110443.482205755974
2025-04-018193.76159511963
2025-05-019725.386995762134
2025-06-0110185.595680253165
2025-07-019619.90137463255
2025-08-018772.660044923596
2025-09-017750.445363243055
2025-10-017084.87166530814
2025-11-017676.4947791994155
2025-12-017792.621170152733
2026-01-018190.718740663968
2026-02-019209.706152467294
2026-03-0112129.0022756863
2026-04-0112602.949909083198
Annual Return Matrix
YearAnnual Return
20170.38516593217728023
2018-0.14305947309716505
20190.39851850155414814
20200.0825259898051367
20210.3174825950590474
2022-0.3777383134884943
20230.556855179313908
2024-0.5456632159219756
2025-0.38760065159042556
20260.6172927740097218
Total Factor Risk
0.39313374800500245
VTI.US Exposure
-0.11875448553985617
VEA.US Exposure
0.1261968842492274
VWO.US Exposure
0.01658613273324072
QQQ.US Exposure
0.08723446640133542
VTV.US Exposure
0.07352197900239914
IJR.US Exposure
0.12613962130324644
QUAL.US Exposure
0.022299685531319086
SHV.US Exposure
0.0002179628929616784
TLT.US Exposure
-0.003815824601180433
LQD.US Exposure
0.007790643275386252
HYG.US Exposure
-0.011020195123760106
GLD.US Exposure
0.004125158254534767
USO.US Exposure
0.048761734785757856
VNQ.US Exposure
-0.02402351177929706
BTC-USD.CC Exposure
-0.008143254670217516
CPER.US Exposure
0.19935509974705265
VIX.INDX Exposure
-0.04071901302806755
UUP.US Exposure
0.0028645903269307205
TIP.US Exposure
0.02622862795273733
Idiosyncratic Exposure
0.46515369828624936
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.3%

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 →0.19%
Market Cap$7.1B
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
$6
Avg Yield on Cost
0.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.530.06%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 →
+18.3%
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 →
+41.1%
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 →
0.0% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Celanese Corporation a high-risk investment?

Celanese Corporation (CE.US) has an annualized volatility of 39.3% and experienced a maximum drawdown of 77.2% over the last 10 years. Its primary macro risk driver is CPER.US.

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

Over the past 10 years, CE.US has generated a Compound Annual Growth Rate (CAGR) of 1.6%. 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.

Run a Full Backtest on Celanese Corporation

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

Start a Free Backtest