Capitol Federal Financial Inc

10-Year Study

CFFN.US · Financial Services · US · Common Stock

Executive Summary: Capitol Federal Financial Inc has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 56.9% and an annualized volatility of 39.3%.

1Y CAGR
+42.4%
3Y CAGR
+14.5%
5Y CAGR
-3.9%
10Y CAGR
+0.6%

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 →
56.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +22.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -21.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.5-0.3-0.75.9————————12.8%
20250.70.9-5.41.22.26.8-1.39.2-2.0-4.911.03.022.0%
2024-1.7-7.42.9-20.010.26.215.1-3.5-2.810.45.0-11.5-2.9%
2023-3.21.3-19.8-7.9-2.13.27.5-13.4-15.99.05.419.7-21.2%
2022-1.8-1.1-0.4-11.56.3-7.74.5-4.7-8.4-1.47.13.3-16.3%
2021-0.67.9-0.5-2.40.8-6.1-5.94.9-0.45.6-4.0-0.3-2.0%
2020-4.0-6.8-4.94.0-2.2-6.1-12.4-2.4-0.823.99.31.5-5.3%
20191.43.9-0.13.4-3.25.6-0.8-0.82.34.21.8-3.215.0%
2018-2.5-3.9-1.11.06.12.1-0.71.7-3.6-2.617.5-9.02.8%
2017-6.1-1.8-3.00.0-5.04.60.4-3.27.1-6.24.9-4.6-13.2%
2016———0.22.84.61.62.1-2.24.311.13.531.1%

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 SHV.US, accounting for 42.9% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110022.550374627193
2016-05-0110307.267040081471
2016-06-0110786.207899905434
2016-07-0110956.281370480832
2016-08-0111186.731650541937
2016-09-0110945.660871462866
2016-10-0111412.380883101767
2016-11-0112674.4744307849
2016-12-0113112.679129991997
2017-01-0112307.994471521057
2017-02-0112087.728231614172
2017-03-0111719.211464319487
2017-04-0111719.211464319487
2017-05-0111135.811449770861
2017-06-0111649.232559831235
2017-07-0111690.259693023932
2017-08-0111314.759583909216
2017-09-0112122.935913290174
2017-10-0111372.517640212413
2017-11-0111927.402342329235
2017-12-0111376.009311122429
2018-01-0111095.948206881503
2018-02-0110664.872335782351
2018-03-0110545.282607114279
2018-04-0110647.704953808103
2018-05-0111295.991852767876
2018-06-0111529.060886011493
2018-07-0111450.207317960283
2018-08-0111648.505128391651
2018-09-0111234.01469411508
2018-10-0110943.042118280353
2018-11-0112855.89583181785
2018-12-0111693.023932494361
2019-01-0111862.07899905434
2019-02-0112322.979559176549
2019-03-0112304.50280061104
2019-04-0112719.284207463446
2019-05-0112315.123299629011
2019-06-0113005.601222084817
2019-07-0112901.724012511822
2019-08-0112801.92041900051
2019-09-0113096.53015203317
2019-10-0113642.540190587039
2019-11-0113887.830072015713
2019-12-0113447.152105914018
2020-01-0112908.41638175602
2020-02-0112030.261147886811
2020-03-0111443.805921291918
2020-04-0111901.06932421619
2020-05-0111638.030115661599
2020-06-0110928.3480032007
2020-07-019578.526223903398
2020-08-019350.840183312723
2020-09-019275.769258747363
2020-10-0111493.27125918382
2020-11-0112556.485051283915
2020-12-0112739.943260347713
2021-01-0112658.470939113988
2021-02-0113658.252709682112
2021-03-0113591.474503528043
2021-04-0113263.111951698555
2021-05-0113365.534298392377
2021-06-0112556.339564995997
2021-07-0111820.906379573726
2021-08-0112397.75951116607
2021-09-0112344.075070924566
2021-10-0113031.643267622027
2021-11-0112512.984651196624
2021-12-0112479.813777551464
2022-01-0112259.547537644577
2022-02-0112122.499454426421
2022-03-0112077.980650323707
2022-04-0110690.332436167892
2022-05-0111365.679784680293
2022-06-0110492.76205717611
2022-07-0110961.518876845857
2022-08-0110447.952280497564
2022-09-019571.397395795448
2022-10-019433.039935986033
2022-11-0110101.549428966318
2022-12-0110439.514075798357
2023-01-0110101.549428966318
2023-02-0110228.267985742343
2023-03-018204.553720811813
2023-04-017558.4491161708
2023-05-017401.760384083801
2023-06-017636.86622535826
2023-07-018206.299556266822
2023-08-017110.642321961156
2023-09-015981.959700298247
2023-10-016521.131883319998
2023-11-016873.790645231687
2023-12-018225.649232559832
2024-01-018085.254964719576
2024-02-017484.251109332946
2024-03-017703.935404088164
2024-04-016165.708881937878
2024-05-016796.100967483813
2024-06-017216.701825852913
2024-07-018307.848985233142
2024-08-018013.82119735215
2024-09-017787.153560776897
2024-10-018593.875027278678
2024-11-019026.260274969085
2024-12-017985.742343784098
2025-01-018039.863242889358
2025-02-018110.860551393032
2025-03-017672.510365898014
2025-04-017768.385829635557
2025-05-017940.932567105549
2025-06-018483.305448461484
2025-07-018372.0084382047
2025-08-019140.903469847968
2025-09-018957.445260784172
2025-10-018520.258965592493
2025-11-019453.408016294465
2025-12-019739.434058340003
2026-01-0110473.266894595186
2026-02-0110445.91547246672
2026-03-0110373.172328508039
2026-04-0110984.214737760967
Annual Return Matrix
YearAnnual Return
2017-0.13244202818151551
20180.02786694461141015
20190.15001493057283644
2020-0.05259171904921622
2021-0.020418417686826285
2022-0.16348799253905333
2023-0.21206588996042142
2024-0.029165708625904285
20250.21960284204773184
20260.12780831739961762
Total Factor Risk
0.39324075564276034
VTI.US Exposure
-0.040159528451083955
VEA.US Exposure
-0.06417869781580665
VWO.US Exposure
0.005555240105138712
QQQ.US Exposure
0.05535521322112066
VTV.US Exposure
0.08773753313031779
IJR.US Exposure
0.2587561827956557
QUAL.US Exposure
-0.042333916560176994
SHV.US Exposure
0.4290032402651267
TLT.US Exposure
0.11162057195600593
LQD.US Exposure
-0.021687877655792432
HYG.US Exposure
-0.012328086506798912
GLD.US Exposure
-0.0032043246892594487
USO.US Exposure
0.0014827798182183761
VNQ.US Exposure
-0.02417799989773445
BTC-USD.CC Exposure
-0.006435741315559241
CPER.US Exposure
0.009897595797256877
VIX.INDX Exposure
0.012980613793007325
UUP.US Exposure
0.06205532692066875
TIP.US Exposure
-0.00455006925616891
Idiosyncratic Exposure
0.18461194434586398
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.3
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 →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.69%
Market Cap$963.4M
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
$124
Avg Yield on Cost
1.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$123.661.24%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 →
+3.4%
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 →
+15.4%
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 →
2.5% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capitol Federal Financial Inc a high-risk investment?

Capitol Federal Financial Inc (CFFN.US) has an annualized volatility of 39.3% and experienced a maximum drawdown of 56.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CFFN.US has generated a Compound Annual Growth Rate (CAGR) of 0.6%. It has had a positive return in 40% 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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