Citizens Financial Group Inc

10-Year Study

CFG-PE.US · Financial Services · US · Preferred Stock

Executive Summary: Citizens Financial Group Inc has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 32.6% and an annualized volatility of 23.8%.

1Y CAGR
-7.0%
3Y CAGR
+4.4%
5Y CAGR
-2.4%
10Y CAGR
+0.7%

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 →
32.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +14.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

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%
20255.5-0.9-2.8-1.8-0.20.56.9-0.25.4-4.2-3.91.65.3%
20244.82.23.6-9.8-3.65.53.15.87.5-6.10.2-8.13.3%
202314.8-5.0-4.6-0.8-6.11.91.5-1.75.6-16.320.84.49.8%
2022-4.5-3.6-3.6-10.97.6-7.19.7-8.2-5.51.34.7-2.9-22.6%
2021-2.1-1.94.3-1.91.72.21.0-1.10.40.3-2.83.93.8%
20202.3-3.5-13.917.4-6.80.910.31.31.70.21.65.214.0%
2019——————————0.30.50.8%

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 23.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 32.3% of variance. Idiosyncratic stock-specific factors contribute 29.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0110032.055539832618
2019-12-0110082.94009945881
2020-01-0110313.508955335948
2020-02-019953.562785539774
2020-03-018568.301402935247
2020-04-0110055.736208898155
2020-05-019367.957166867856
2020-06-019450.49296222067
2020-07-0110420.707301154576
2020-08-0110559.325851782112
2020-09-0110741.089426292474
2020-10-0110758.127956473776
2020-11-0110928.224469639648
2020-12-0111499.390655954534
2021-01-0111254.151336802646
2021-02-0111034.787480434568
2021-03-0111512.21287188758
2021-04-0111298.855819380027
2021-05-0111490.438207893172
2021-06-0111740.067114481593
2021-07-0111858.990279374135
2021-08-0111731.23018187909
2021-09-0111779.862190057584
2021-10-0111815.498709114747
2021-11-0111490.14941924603
2021-12-0111940.486435597244
2022-01-0111403.686098292103
2022-02-0110997.707018141702
2022-03-0110604.607911653777
2022-04-019443.562034689292
2022-05-0110156.638962209117
2022-06-019431.548426968238
2022-07-0110346.37310338056
2022-08-019496.583630304325
2022-09-018973.356359414798
2022-10-019091.239885177632
2022-11-019515.585923286184
2022-12-019243.315986761927
2023-01-0110608.24664860775
2023-02-0110081.438398493678
2023-03-019612.792181913745
2023-04-019539.786411916575
2023-05-018955.740251939214
2023-06-019124.450579598815
2023-07-019263.011372496925
2023-08-019109.606843135782
2023-09-019615.39127973801
2023-10-018045.536193881146
2023-11-019721.087924591508
2023-12-0110153.577802549426
2024-01-0110644.114198582623
2024-02-0110879.188157355158
2024-03-0111271.940717466514
2024-04-0110172.75336871957
2024-05-019809.803796993132
2024-06-0110350.011840334531
2024-07-0110671.318089143278
2024-08-0111292.849015519501
2024-09-0112139.808359853756
2024-10-0111397.737052161003
2024-11-0111419.107412049418
2024-12-0110490.016576468344
2025-01-0111064.994772925485
2025-02-0110961.897225896255
2025-03-0110657.225203162812
2025-04-0110464.429902331678
2025-05-0110447.911191715231
2025-06-0110501.568122353972
2025-07-0111229.719817254541
2025-08-0111207.309818236425
2025-09-0111809.838451630787
2025-10-0111309.71427251252
2025-11-0110866.365941422111
2025-12-0111043.277866660506
2026-01-0111401.375789114976
2026-02-0111534.218566799702
2026-03-0110754.489219519803
2026-04-0111164.5690984596
2026-05-0110685.179944206033
2026-06-0110506.130982978797
Annual Return Matrix
YearAnnual Return
20200.14047991384692948
20210.03835818721527695
2022-0.22588446989851707
20230.09847784248544089
20240.03313499738333059
20250.05274169837188447
2026-0.04864016736401677
Total Factor Risk
0.23822478041416137
VTI.US Exposure
0.26454987449716577
VEA.US Exposure
0.024047024710359428
VWO.US Exposure
-0.002588337133965266
QQQ.US Exposure
-0.06597143040344297
VTV.US Exposure
-0.022767309125500953
IJR.US Exposure
0.027909712468814463
QUAL.US Exposure
-0.07515251102086117
SHV.US Exposure
0.1541799812428695
TLT.US Exposure
-0.03668950744870139
LQD.US Exposure
0.32304419214601465
HYG.US Exposure
0.16150515016201794
GLD.US Exposure
-0.0031637006467234987
USO.US Exposure
0.005584614497710902
VNQ.US Exposure
-0.011702626843432073
BTC-USD.CC Exposure
0.002756244027301847
CPER.US Exposure
0.018657764221415706
VIX.INDX Exposure
-0.03509679581530384
UUP.US Exposure
-0.011672239355321306
TIP.US Exposure
-0.011094686696068865
Idiosyncratic Exposure
0.29366458651565086
Value Score
48.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.8%

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 →4.2x
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 →8.56%
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
$361
Avg Yield on Cost
3.61%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$360.993.61%Solid

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 →
-6.3%
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 →
13.0% 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 →
1.07
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-8.1%
50.0% retracement-6.4%
61.8% retracement-4.8%
% 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-PE.US) has an annualized volatility of 23.8% and experienced a maximum drawdown of 32.6% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, CFG-PE.US has generated a Compound Annual Growth Rate (CAGR) of 0.7%. It has had a positive return in 71% 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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