Century Aluminum Company

10-Year Study

CENX.US · Basic Materials · US · Common Stock

Executive Summary: Century Aluminum Company has compounded at 26.3% annually over the last 10 years, with a maximum drawdown of 83.7% and an annualized volatility of 79.6%.

1Y CAGR
+382.5%
3Y CAGR
+107.1%
5Y CAGR
+37.7%
10Y CAGR
+26.3%

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 →
83.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +129.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -62.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.713.713.811.8————————67.5%
20250.33.7-2.1-11.6-5.616.317.55.431.50.91.230.7115.0%
2024-8.2-6.147.012.75.6-8.6-9.8-5.013.08.729.3-20.250.1%
202337.47.4-17.1-14.1-8.711.26.7-20.0-3.4-8.118.954.548.4%
2022-7.454.011.4-35.9-30.1-37.57.1-2.2-31.636.625.0-9.2-50.6%
2021-11.640.828.6-11.3-13.1-5.313.0-12.04.9-1.80.225.250.1%
2020-29.69.6-37.620.237.019.622.213.3-27.9-7.654.38.746.8%
201925.9-6.22.9-5.3-33.523.64.1-23.420.4-12.120.96.62.8%
201813.3-14.4-13.25.61.4-11.1-18.7-1.5-5.2-33.713.1-18.6-62.8%
201779.9-8.5-9.97.55.78.07.716.3-15.1-15.6-5.448.2129.4%
2016———25.1-26.8-2.019.9-17.310.75.226.1-7.221.4%

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 79.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.8% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112510.638297872341
2016-05-019163.120567375887
2016-06-018978.72340425532
2016-07-0110765.957446808512
2016-08-018907.801418439716
2016-09-019858.156028368796
2016-10-0110368.794326241135
2016-11-0113078.014184397165
2016-12-0112141.843971631208
2017-01-0121843.971631205673
2017-02-0119978.72340425532
2017-03-0118000
2017-04-0119347.517730496456
2017-05-0120453.90070921986
2017-06-0122099.290780141844
2017-07-0123801.41843971631
2017-08-0127687.943262411347
2017-09-0123517.730496453896
2017-10-0119858.156028368794
2017-11-0118794.32624113475
2017-12-0127858.156028368794
2018-01-0131560.28368794326
2018-02-0127021.276595744683
2018-03-0123460.992907801417
2018-04-0124780.14184397163
2018-05-0125134.751773049647
2018-06-0122340.425531914894
2018-07-0118170.212765957447
2018-08-0117900.709219858156
2018-09-0116978.72340425532
2018-10-0111262.411347517731
2018-11-0112737.58865248227
2018-12-0110368.794326241135
2019-01-0113049.64539007092
2019-02-0112241.13475177305
2019-03-0112595.744680851065
2019-04-0111929.078014184397
2019-05-017929.078014184398
2019-06-019801.418439716314
2019-07-0110198.581560283688
2019-08-017815.602836879433
2019-09-019411.347517730495
2019-10-018269.503546099291
2019-11-0110000
2019-12-0110659.574468085108
2020-01-017503.54609929078
2020-02-018226.95035460993
2020-03-015134.7517730496465
2020-04-016170.212765957447
2020-05-018453.900709219859
2020-06-0110113.475177304965
2020-07-0112354.609929078015
2020-08-0114000
2020-09-0110099.290780141846
2020-10-019333.333333333334
2020-11-0114397.163120567378
2020-12-0115645.390070921985
2021-01-0113829.787234042555
2021-02-0119475.177304964538
2021-03-0125049.645390070924
2021-04-0122212.76595744681
2021-05-0119304.96453900709
2021-06-0118283.687943262412
2021-07-0120652.48226950355
2021-08-0118184.397163120568
2021-09-0119078.01418439716
2021-10-0118737.58865248227
2021-11-0118765.957446808512
2021-12-0123489.36170212766
2022-01-0121758.865248226954
2022-02-0133503.54609929078
2022-03-0137319.14893617021
2022-04-0123929.078014184397
2022-05-0116737.58865248227
2022-06-0110453.900709219859
2022-07-0111191.489361702128
2022-08-0110950.354609929078
2022-09-017489.3617021276605
2022-10-0110226.95035460993
2022-11-0112780.14184397163
2022-12-0111602.836879432623
2023-01-0115943.262411347518
2023-02-0117120.567375886527
2023-03-0114184.397163120568
2023-04-0112184.397163120568
2023-05-0111120.567375886525
2023-06-0112368.794326241137
2023-07-0113191.48936170213
2023-08-0110553.191489361703
2023-09-0110198.581560283688
2023-10-019375.886524822696
2023-11-0111148.936170212766
2023-12-0117219.85815602837
2024-01-0115815.602836879434
2024-02-0114851.063829787234
2024-03-0121829.787234042557
2024-04-0124609.929078014186
2024-05-0125999.999999999996
2024-06-0123758.86524822695
2024-07-0121432.62411347518
2024-08-0120368.79432624113
2024-09-0123021.276595744683
2024-10-0125035.4609929078
2024-11-0132382.978723404256
2024-12-0125843.971631205673
2025-01-0125929.0780141844
2025-02-0126879.432624113477
2025-03-0126326.24113475177
2025-04-0123276.595744680853
2025-05-0121971.63120567376
2025-06-0125560.28368794326
2025-07-0130042.55319148936
2025-08-0131673.758865248226
2025-09-0141645.39007092198
2025-10-0142014.184397163124
2025-11-0142510.63829787234
2025-12-0155574.46808510638
2026-01-0164297.872340425536
2026-02-0173134.75177304965
2026-03-0183248.22695035461
2026-04-0193063.82978723403
Annual Return Matrix
YearAnnual Return
20171.2943925233644857
2018-0.6278004073319756
20190.028043775649794878
20200.4677312042581503
20210.5013599274705349
2022-0.5060386473429952
20230.4841075794621028
20240.5008237232289949
20251.150384193194292
20260.6745788667687596
Total Factor Risk
0.7955870201882803
VTI.US Exposure
0.1588294997101077
VEA.US Exposure
0.027992886592186277
VWO.US Exposure
0.005756368526972837
QQQ.US Exposure
0.04025430621703754
VTV.US Exposure
0.11377433182285854
IJR.US Exposure
0.10546497874959716
QUAL.US Exposure
-0.11212762030526195
SHV.US Exposure
0.3284638378046477
TLT.US Exposure
0.027390720065984378
LQD.US Exposure
-0.013470639482016255
HYG.US Exposure
-0.003983186764974528
GLD.US Exposure
-0.0017467940540877888
USO.US Exposure
0.010706304616406717
VNQ.US Exposure
0.009510845909858368
BTC-USD.CC Exposure
0.028904131751648614
CPER.US Exposure
0.10809066370829983
VIX.INDX Exposure
-0.02095352420001398
UUP.US Exposure
-0.006657206560819882
TIP.US Exposure
-0.006168469985820425
Idiosyncratic Exposure
0.19996856587738907
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
79.6%

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 →149.0x
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$6.2B
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 →
+19.2%
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 →
+81.6%
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 →
3.4% 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 →
2.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Century Aluminum Company a high-risk investment?

Century Aluminum Company (CENX.US) has an annualized volatility of 79.6% and experienced a maximum drawdown of 83.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CENX.US has generated a Compound Annual Growth Rate (CAGR) of 26.3%. It has had a positive return in 80% 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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