Citizens Financial Group, Inc.

10-Year Study

CFG.US · Financial Services · US · Common Stock

Executive Summary: Citizens Financial Group, Inc. has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 56.2% and an annualized volatility of 32.9%.

1Y CAGR
+71.1%
3Y CAGR
+42.6%
5Y CAGR
+9.7%
10Y CAGR
+14.8%

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 →
56.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +41.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.8-3.8-0.47.4————————11.0%
20259.7-3.8-10.5-8.99.410.97.69.61.7-3.46.38.038.6%
2024-0.1-4.015.6-4.93.52.119.60.9-4.63.614.3-9.138.0%
202311.1-3.6-27.31.9-15.41.223.7-11.7-4.7-11.016.421.5-11.0%
20229.81.8-13.5-13.16.1-13.86.4-2.3-6.319.04.7-7.1-13.4%
20211.920.51.65.77.8-8.1-7.33.97.31.7-0.2-0.037.0%
2020-7.3-15.0-40.621.17.64.7-0.14.3-2.39.319.99.5-6.7%
201915.18.9-12.012.4-10.08.56.4-9.44.80.49.45.641.8%
20189.9-5.3-3.5-1.2-1.0-4.83.03.5-6.3-2.4-2.7-18.2-27.4%
20171.93.3-7.56.3-6.84.6-1.2-5.614.30.87.13.119.9%
2016———9.13.6-15.211.811.5-0.27.127.26.372.7%

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 32.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 50.2% of variance. Idiosyncratic stock-specific factors contribute 17.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110906.925537660469
2016-05-0111300.355901455456
2016-06-019587.320491337885
2016-07-0110714.988021215606
2016-08-0111949.979919956795
2016-09-0111921.036961127807
2016-10-0112765.575881790863
2016-11-0116240.46197947681
2016-12-0117267.93701790586
2017-01-0117597.11124343937
2017-02-0118180.88656852834
2017-03-0116808.934926811704
2017-04-0117859.81360180582
2017-05-0116653.487695780423
2017-06-0117425.115287144617
2017-07-0117220.85277866253
2017-08-0116263.588649928683
2017-09-0118590.450208417
2017-10-0118747.766960712357
2017-11-0120074.573125978037
2017-12-0120705.917381008436
2018-01-0122747.780809018015
2018-02-0121553.433687388348
2018-03-0120805.07124953262
2018-04-0120562.241209787982
2018-05-0120352.99331126837
2018-06-0119381.396186176622
2018-07-0119954.300591322655
2018-08-0120646.50814972788
2018-09-0119347.32935425351
2018-10-0118876.348478763626
2018-11-0118376.00919527496
2018-12-0115025.27315782914
2019-01-0117300.757502319593
2019-02-0118841.104540859425
2019-03-0116576.49111631192
2019-04-0118627.494426056972
2019-05-0116764.758831756935
2019-06-0118195.288806414537
2019-07-0119358.61572336625
2019-08-0117529.808477932726
2019-09-0118376.70161055795
2019-10-0118451.20549500769
2019-11-0120183.005359294293
2019-12-0121311.2960629267
2020-01-0119766.10211740594
2020-02-0116802.2184985667
2020-03-019973.203528548282
2020-04-0112081.40034066832
2020-05-0113004.043705252661
2020-06-0113619.18544266109
2020-07-0113600.559471548657
2020-08-0114181.634377033972
2020-09-0113858.207198349282
2020-10-0115146.445832352412
2020-11-0118153.466923321932
2020-12-0119876.54235504286
2021-01-0120254.53185802717
2021-02-0124401.06078021354
2021-03-0124799.89198321585
2021-04-0126218.16620736453
2021-05-0128268.961792524686
2021-06-0125985.86087992134
2021-07-0124101.175721150517
2021-08-0125033.02820899863
2021-09-0126856.64233980973
2021-10-0127308.997244187176
2021-11-0127245.572004265276
2021-12-0127234.077910567645
2022-01-0129891.42928362715
2022-02-0130443.145781113682
2022-03-0126325.629059284598
2022-04-0122881.693924748306
2022-05-0124271.856088407585
2022-06-0120934.345182866877
2022-07-0122271.676060434005
2022-08-0121755.688191549765
2022-09-0120379.651299663485
2022-10-0124258.630956502468
2022-11-0125397.307889379732
2022-12-0123593.496835662154
2023-01-0126214.91185553448
2023-02-0125270.942100234035
2023-03-0118378.294165708827
2023-04-0118723.25545969451
2023-05-0115831.383030286246
2023-06-0116015.634737089917
2023-07-0119810.6936616305
2023-08-0117502.388832726316
2023-09-0116674.88332802482
2023-10-0114844.622010497018
2023-11-0117277.561590339425
2023-12-0120996.59331680769
2024-01-0120974.989959978397
2024-02-0120134.674772541577
2024-03-0123277.75546661866
2024-04-0122145.31027128831
2024-05-0122911.398540388585
2024-06-0123391.796263727134
2024-07-0127974.685297253884
2024-08-0128223.81631607373
2024-09-0126925.745385052138
2024-10-0127891.45698023847
2024-11-0131877.830247469225
2024-12-0128977.44111008018
2025-01-0131776.322166982874
2025-02-0130573.943028070516
2025-03-0127367.57557712814
2025-04-0124920.92617468253
2025-05-0127258.312445472293
2025-06-0130230.71277229231
2025-07-0132517.621968952102
2025-08-0135624.9047928986
2025-09-0136224.536427968036
2025-10-0134977.565744831125
2025-11-0137198.48776502195
2025-12-0140161.955934691396
2026-01-0143304.20573042888
2026-02-0141676.47588317569
2026-03-0141524.144520917864
2026-04-0144598.46837739402
Annual Return Matrix
YearAnnual Return
20170.1990961838427825
2018-0.274348830754517
20190.41836330288758417
2020-0.06732362516326484
20210.3701617426261319
2022-0.13367741279365408
2023-0.11006861496381426
20240.38010203240369766
20250.3859731707200511
20260.11046554729348812
Total Factor Risk
0.32876148832337027
VTI.US Exposure
0.5016347385977319
VEA.US Exposure
-0.06154010635031894
VWO.US Exposure
0.0446224786100868
QQQ.US Exposure
-0.05620206632298268
VTV.US Exposure
0.2663267574302669
IJR.US Exposure
0.3874954194804542
QUAL.US Exposure
-0.16527953325847614
SHV.US Exposure
0.005487036138679512
TLT.US Exposure
0.014789091616855038
LQD.US Exposure
-0.007461856523743071
HYG.US Exposure
0.02719025264111692
GLD.US Exposure
-0.0060483282996313765
USO.US Exposure
-0.003168725684041837
VNQ.US Exposure
-0.09535208124490538
BTC-USD.CC Exposure
-0.00962270579274382
CPER.US Exposure
0.029890662710226154
VIX.INDX Exposure
-0.05163649319418252
UUP.US Exposure
0.00586069015710344
TIP.US Exposure
-0.0017856715357956405
Idiosyncratic Exposure
0.17480044082430055
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →15.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.84%
Market Cap$26.2B
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 →
+4.5%
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 →
+17.4%
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 →
5.4% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Citizens Financial Group, Inc. a high-risk investment?

Citizens Financial Group, Inc. (CFG.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 56.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CFG.US has generated a Compound Annual Growth Rate (CAGR) of 14.8%. It has had a positive return in 60% 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.

Run a Full Backtest on Citizens Financial Group, Inc.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest