Celsius Holdings Inc

10-Year Study

CELH.US · Consumer Defensive · US · Common Stock

Executive Summary: Celsius Holdings Inc has compounded at 45.8% annually over the last 10 years, with a maximum drawdown of 69.9% and an annualized volatility of 74.0%.

1Y CAGR
-8.7%
3Y CAGR
-6.1%
5Y CAGR
+10.0%
10Y CAGR
+45.8%

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 →
69.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
69.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +941.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -51.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.72.2-33.8-1.8————————-23.8%
2025-5.22.838.7-1.98.422.5-2.338.7-8.64.8-32.011.773.7%
2024-8.563.61.6-14.012.2-28.6-18.0-18.8-17.5-4.1-5.4-7.4-51.7%
2023-3.6-9.52.42.831.318.8-3.035.5-12.5-11.4-2.310.157.2%
2022-36.033.9-13.6-5.829.0-2.736.316.3-12.40.422.2-6.639.5%
20216.111.5-19.319.314.416.1-9.819.110.27.1-29.19.048.2%
202011.89.4-28.819.284.727.024.632.416.9-11.460.456.0941.6%
201917.9-13.019.7-2.8-3.411.012.4-17.8-15.11.137.8-0.439.2%
20187.4-5.3-18.521.6-12.9-0.2-7.27.0-11.8-1.0-1.8-11.5-33.9%
201744.92.37.40.04.44.4-7.823.522.1-11.3-7.88.7114.3%
2016———11.91.2-7.7-8.3-1.91.0-3.818.03.811.9%

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 74.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 42.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111187.671232876712
2016-05-0111324.657534246577
2016-06-0110456.164383561643
2016-07-019589.04109589041
2016-08-019406.849315068494
2016-09-019497.260273972603
2016-10-019132.876712328767
2016-11-0110776.712328767124
2016-12-0111187.671232876712
2017-01-0116209.589041095891
2017-02-0116575.342465753423
2017-03-0117808.219178082192
2017-04-0117808.219178082192
2017-05-0118584.931506849316
2017-06-0119406.849315068495
2017-07-0117900
2017-08-0122100
2017-09-0126986.301369863017
2017-10-0123927.39726027397
2017-11-0122054.79452054795
2017-12-0123972.60273972603
2018-01-0125753.424657534248
2018-02-0124383.561643835616
2018-03-0119863.013698630137
2018-04-0124154.79452054795
2018-05-0121050.68493150685
2018-06-0121004.1095890411
2018-07-0119497.260273972603
2018-08-0120867.123287671235
2018-09-0118401.3698630137
2018-10-0118219.178082191782
2018-11-0117900
2018-12-0115845.205479452055
2019-01-0118675.342465753423
2019-02-0116256.164383561647
2019-03-0119452.054794520547
2019-04-0118904.109589041094
2019-05-0118264.383561643834
2019-06-0120273.972602739726
2019-07-0122784.931506849316
2019-08-0118721.91780821918
2019-09-0115890.410958904109
2019-10-0116072.602739726028
2019-11-0122146.575342465752
2019-12-0122054.79452054795
2020-01-0124657.534246575342
2020-02-0126986.301369863017
2020-03-0119223.287671232876
2020-04-0122921.917808219176
2020-05-0142328.76712328767
2020-06-0153743.83561643835
2020-07-0166986.30136986301
2020-08-0188675.34246575342
2020-09-01103698.6301369863
2020-10-0191826.02739726027
2020-11-01147260.27397260274
2020-12-01229726.02739726027
2021-01-01243835.6164383562
2021-02-01271826.02739726024
2021-03-01219406.8493150685
2021-04-01261643.8356164384
2021-05-01299269.8630136986
2021-06-01347442.4657534247
2021-07-01313379.4520547945
2021-08-01373332.87671232875
2021-09-01411369.86301369866
2021-10-01440730.13698630134
2021-11-01312373.97260273976
2021-12-01340502.73972602736
2022-01-01217945.20547945207
2022-02-01291735.61643835617
2022-03-01251963.01369863015
2022-04-01237442.46575342468
2022-05-01306346.5753424658
2022-06-01297990.4109589041
2022-07-01406209.5890410959
2022-08-01472557.5342465753
2022-09-01414064.3835616439
2022-10-01415890.4109589041
2022-11-01508401.36986301374
2022-12-01475068.4931506849
2023-01-01458082.1917808219
2023-02-01414612.3287671233
2023-03-01424383.5616438356
2023-04-01436393.15068493155
2023-05-01573195.8904109589
2023-06-01681232.8767123288
2023-07-01660730.1369863014
2023-08-01895160.2739726028
2023-09-01783561.6438356165
2023-10-01694475.3424657534
2023-11-01678219.1780821919
2023-12-01746849.3150684932
2024-01-01683561.6438356165
2024-02-011118082.191780822
2024-03-011135890.4109589043
2024-04-01976301.3698630136
2024-05-011095616.4383561646
2024-06-01782054.7945205481
2024-07-01641506.8493150685
2024-08-01520958.90410958906
2024-09-01429589.0410958904
2024-10-01412054.79452054796
2024-11-01389726.0273972603
2024-12-01360821.91780821915
2025-01-01342191.7808219178
2025-02-01351917.8082191781
2025-03-01487945.20547945204
2025-04-01478904.10958904115
2025-05-01518904.10958904115
2025-06-01635479.4520547945
2025-07-01621095.8904109589
2025-08-01861369.8630136987
2025-09-01787534.2465753425
2025-10-01825068.493150685
2025-11-01560821.9178082192
2025-12-01626575.3424657534
2026-01-01718904.1095890411
2026-02-01734383.5616438356
2026-03-01486027.3972602739
2026-04-01477397.2602739726
Annual Return Matrix
YearAnnual Return
20171.142769682870087
2018-0.33902857142857135
20190.39189072361027066
20209.41614906832298
20210.48221228384019077
20220.3951972707559732
20230.5720876585928489
2024-0.516874541452678
20250.7365223993925589
2026-0.2380848272846524
Total Factor Risk
0.7401257242314581
VTI.US Exposure
-0.03711191984075181
VEA.US Exposure
0.04169175133696313
VWO.US Exposure
0.01381206486856081
QQQ.US Exposure
-0.010880560385148693
VTV.US Exposure
-0.0190012422622163
IJR.US Exposure
0.019636068297127236
QUAL.US Exposure
0.08514105216977544
SHV.US Exposure
0.362155662951308
TLT.US Exposure
-0.009057933078008333
LQD.US Exposure
0.09115460629876065
HYG.US Exposure
-0.004914180228417774
GLD.US Exposure
0.000386168617157307
USO.US Exposure
0.0018739959604117853
VNQ.US Exposure
0.008578202821517854
BTC-USD.CC Exposure
0.003833109138604794
CPER.US Exposure
-0.005785716184255991
VIX.INDX Exposure
0.036246959158844926
UUP.US Exposure
-0.0006542424942048275
TIP.US Exposure
0.00306709965835937
Idiosyncratic Exposure
0.41982905319561253
Value Score
0
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
74.0%

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 →136.3x
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$8.8B
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 →
-17.6%
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 →
-29.2%
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 →
46.3% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Celsius Holdings Inc a high-risk investment?

Celsius Holdings Inc (CELH.US) has an annualized volatility of 74.0% and experienced a maximum drawdown of 69.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CELH.US has generated a Compound Annual Growth Rate (CAGR) of 45.8%. It has had a positive return in 70% 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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