Confluent Inc

10-Year Study

CFLT.US · Technology · US · Common Stock

Executive Summary: Confluent Inc has compounded at -8.6% annually over the last 10 years, with a maximum drawdown of 77.3% and an annualized volatility of 95.1%.

1Y CAGR
+42.9%
3Y CAGR
-0.8%
5Y CAGR
-8.6%
10Y CAGR
-8.6%

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 →
77.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +19.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -70.8%
% 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.
20261.00.41.0—————————2.5%
20256.26.9-26.11.6-3.38.3-28.912.0-0.318.0-4.835.98.2%
2024-4.451.5-9.9-7.9-7.613.7-15.3-15.2-4.028.417.8-9.319.5%
20233.95.6-1.3-8.644.311.2-2.2-4.2-10.5-2.4-26.610.35.2%
2022-14.2-34.6-4.2-23.8-32.410.09.57.5-13.113.1-14.3-3.4-70.8%
2021——————-17.542.76.713.914.8-2.360.5%

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 95.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.8% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-06-0110000
2021-07-018250.526315789473
2021-08-0111770.526315789473
2021-09-0112557.894736842105
2021-10-0114305.263157894737
2021-11-0116425.263157894737
2021-12-0116050.526315789473
2022-01-0113766.315789473685
2022-02-019008.421052631578
2022-03-018631.578947368422
2022-04-016576.8421052631575
2022-05-014448.421052631578
2022-06-014892.631578947368
2022-07-015357.894736842105
2022-08-015760
2022-09-015004.21052631579
2022-10-015658.9473684210525
2022-11-014848.421052631579
2022-12-014682.105263157895
2023-01-014863.1578947368425
2023-02-015134.736842105263
2023-03-015067.368421052632
2023-04-014631.578947368421
2023-05-016682.105263157895
2023-06-017433.684210526317
2023-07-017271.578947368421
2023-08-016966.315789473685
2023-09-016233.684210526316
2023-10-016086.315789473684
2023-11-014467.368421052632
2023-12-014926.315789473683
2024-01-014707.368421052631
2024-02-017130.526315789472
2024-03-016425.263157894738
2024-04-015920
2024-05-015467.368421052632
2024-06-016216.842105263158
2024-07-015267.368421052632
2024-08-014467.368421052632
2024-09-014290.526315789473
2024-10-015509.473684210527
2024-11-016492.631578947368
2024-12-015886.315789473684
2025-01-016248.421052631578
2025-02-016682.105263157895
2025-03-014934.736842105263
2025-04-015012.631578947368
2025-05-014848.421052631579
2025-06-015248.421052631579
2025-07-013731.5789473684213
2025-08-014181.052631578947
2025-09-014168.421052631579
2025-10-014920.000000000001
2025-11-014684.21052631579
2025-12-016366.315789473684
2026-01-016429.473684210526
2026-02-016456.842105263158
2026-03-016524.210526315789
Annual Return Matrix
YearAnnual Return
2022-0.7082896117523609
20230.052158273381295084
20240.19487179487179507
20250.08154506437768227
20260.024801587301587213
Total Factor Risk
0.9512046283330228
VTI.US Exposure
0.5176974203916151
VEA.US Exposure
0.061780467351503006
VWO.US Exposure
-0.019029932910971648
QQQ.US Exposure
-0.000392214839764227
VTV.US Exposure
-0.046561090309662434
IJR.US Exposure
0.01974505649728055
QUAL.US Exposure
-0.05894412438063271
SHV.US Exposure
0.10834998388748804
TLT.US Exposure
0.007567698034588048
LQD.US Exposure
0.0027402141839521256
HYG.US Exposure
0.03654048899012525
GLD.US Exposure
0.0003531823314781039
USO.US Exposure
0.011739969262603872
VNQ.US Exposure
0.02486468528379884
BTC-USD.CC Exposure
0.008995568056135526
CPER.US Exposure
0.01025575121361446
VIX.INDX Exposure
-0.053542275119405854
UUP.US Exposure
0.0028494037357919407
TIP.US Exposure
0.16660752229918363
Idiosyncratic Exposure
0.19838222604127848
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
95.1%

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
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$11.1B
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 →
+1.4%
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 →
+24.7%
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 →
0.0% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Confluent Inc a high-risk investment?

Confluent Inc (CFLT.US) has an annualized volatility of 95.1% and experienced a maximum drawdown of 77.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CFLT.US has generated a Compound Annual Growth Rate (CAGR) of -8.6%. 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.

Run a Full Backtest on Confluent Inc

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

Start a Free Backtest