Citizens Financial Group Inc

10-Year Study

CFG-P-E.US · Other · US · Preferred Stock

Executive Summary: Citizens Financial Group Inc has compounded at -4.6% annually over the last 10 years, with a maximum drawdown of 40.6% and an annualized volatility of 24.9%.

1Y CAGR
-10.1%
3Y CAGR
-1.0%
5Y CAGR
-7.7%
10Y CAGR
-4.6%

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 →
40.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.21.2-6.83.8-4.3-1.7——————-4.9%
20255.5-0.9-4.3-1.8-0.2-1.26.9-0.23.8-4.2-3.90.0-1.1%
20244.82.22.1-9.8-3.63.93.15.86.1-6.10.2-9.6-2.7%
202314.8-5.0-6.2-0.8-6.10.21.5-1.73.8-16.320.82.83.0%
2022-4.4-3.6-4.8-10.97.6-8.69.7-8.2-6.91.34.7-4.4-27.0%
2021-2.1-1.93.1-1.91.71.01.0-1.1-0.80.3-2.82.6-1.1%
20202.3-3.5-16.017.4-6.8-0.510.31.30.50.21.64.07.2%
2019——————————0.3-0.4-0.1%

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 24.9%. The dominant macroeconomic risk driver is LQD.US, accounting for 27.3% of variance. Idiosyncratic stock-specific factors contribute 26.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0110032.051282051281
2019-12-019987.98076923077
2020-01-0110216.346153846154
2020-02-019859.77564102564
2020-03-018285.25641025641
2020-04-019723.557692307691
2020-05-019058.49358974359
2020-06-019014.423076923076
2020-07-019939.903846153846
2020-08-0110072.115384615385
2020-09-0110120.192307692309
2020-10-0110136.21794871795
2020-11-0110296.47435897436
2020-12-0110709.134615384615
2021-01-0110480.76923076923
2021-02-0110276.442307692307
2021-03-0110592.948717948719
2021-04-0110396.634615384615
2021-05-0110572.916666666668
2021-06-0110677.083333333332
2021-07-0110785.25641025641
2021-08-0110669.070512820512
2021-09-0110588.942307692307
2021-10-0110620.99358974359
2021-11-0110328.52564102564
2021-12-0110592.948717948719
2022-01-0110128.205128205127
2022-02-019767.628205128205
2022-03-019294.871794871795
2022-04-018277.24358974359
2022-05-018902.24358974359
2022-06-018137.0192307692305
2022-07-018926.282051282053
2022-08-018193.108974358973
2022-09-017624.198717948718
2022-10-017724.358974358975
2022-11-018084.9358974358975
2022-12-017732.371794871795
2023-01-018874.198717948717
2023-02-018433.49358974359
2023-03-017912.660256410257
2023-04-017852.5641025641025
2023-05-017371.794871794871
2023-06-017387.820512820514
2023-07-017499.999999999999
2023-08-017375.801282051282
2023-09-017656.25
2023-10-016406.25
2023-11-017740.384615384615
2023-12-017960.73717948718
2024-01-018345.352564102563
2024-02-018529.647435897436
2024-03-018709.935897435897
2024-04-017860.576923076923
2024-05-017580.128205128206
2024-06-017872.596153846153
2024-07-018116.98717948718
2024-08-018589.74358974359
2024-09-019110.576923076922
2024-10-018553.685897435898
2024-11-018569.711538461539
2024-12-017748.3974358974365
2025-01-018173.076923076922
2025-02-018096.955128205128
2025-03-017752.403846153847
2025-04-017612.179487179486
2025-05-017600.160256410256
2025-06-017512.0192307692305
2025-07-018032.8525641025635
2025-08-018016.826923076923
2025-09-018325.320512820514
2025-10-017972.756410256409
2025-11-017660.256410256411
2025-12-017660.256410256411
2026-01-017908.653846153846
2026-02-018000.80128205128
2026-03-017459.9358974358975
2026-04-017744.3910256410245
2026-05-017411.858974358974
2026-06-017287.660256410257
Annual Return Matrix
YearAnnual Return
20200.07220216606498209
2021-0.010849233071455244
2022-0.2700453857791225
20230.02953367875647661
2024-0.026673376950176242
2025-0.011375387797311176
2026-0.04864016736401677
Total Factor Risk
0.24901962347035417
VTI.US Exposure
0.2681613873721919
VEA.US Exposure
0.0440415416430997
VWO.US Exposure
-0.002645930070021871
QQQ.US Exposure
-0.07717159582546769
VTV.US Exposure
-0.03292134880634962
IJR.US Exposure
0.023598418931234513
QUAL.US Exposure
-0.06239868843577578
SHV.US Exposure
0.21865114914796713
TLT.US Exposure
-0.034452506922444795
LQD.US Exposure
0.27316312089058
HYG.US Exposure
0.15505719141647237
GLD.US Exposure
-0.004218163688556333
USO.US Exposure
0.0036909481942180443
VNQ.US Exposure
-0.008739123114902839
BTC-USD.CC Exposure
0.0026342401696456317
CPER.US Exposure
0.014836394776161967
VIX.INDX Exposure
-0.033835816570717936
UUP.US Exposure
-0.011163527105317327
TIP.US Exposure
-0.00473678355925902
Idiosyncratic Exposure
0.268449091557242
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
24.9%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-3.3%
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 →
-7.1%
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 →
15.6% 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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
31
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-9.9%
50.0% retracement-8.0%
61.8% retracement-6.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Citizens Financial Group Inc a high-risk investment?

Citizens Financial Group Inc (CFG-P-E.US) has an annualized volatility of 24.9% and experienced a maximum drawdown of 40.6% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of CFG-P-E.US?

Over the past 10 years, CFG-P-E.US has generated a Compound Annual Growth Rate (CAGR) of -4.6%. It has had a positive return in 29% 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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