Cullen/Frost Bankers Inc

10-Year Study

CFR.US · Financial Services · US · Common Stock

Executive Summary: Cullen/Frost Bankers Inc has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 48.6% and an annualized volatility of 43.1%.

1Y CAGR
+14.5%
3Y CAGR
+15.8%
5Y CAGR
+6.1%
10Y CAGR
+10.9%

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 →
48.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +48.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -16.1%
% 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.
20268.80.3-0.83.2————————11.8%
20253.8-1.0-8.6-7.09.91.2-0.92.1-1.8-2.91.32.4-2.8%
2024-2.23.13.7-7.3-1.80.015.2-3.3-0.313.811.2-4.527.9%
2023-2.61.9-20.14.7-8.47.31.0-12.1-3.5-0.29.010.4-16.1%
202211.90.4-1.6-4.4-5.0-6.812.00.31.717.3-5.9-7.88.7%
20215.713.94.210.41.1-7.2-4.27.13.99.2-2.20.148.2%
2020-8.8-11.4-28.828.86.7-1.7-3.5-2.6-7.99.920.44.0-7.6%
201910.67.3-6.44.8-9.62.61.4-11.86.71.74.74.514.6%
201812.4-1.82.07.90.4-5.22.11.0-5.8-6.23.1-12.3-4.8%
20171.34.0-3.86.1-2.32.5-3.3-6.612.73.80.5-3.89.9%
2016———16.15.4-4.76.58.2-1.35.69.07.263.7%

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 43.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.4% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111611.341215996688
2016-05-0112238.328227170881
2016-06-0111658.415782012991
2016-07-0112419.430532525013
2016-08-0113436.106384668516
2016-09-0113259.167627331166
2016-10-0114005.59792640869
2016-11-0115269.752184659372
2016-12-0116368.01432453052
2017-01-0116585.072356688514
2017-02-0117254.39278382522
2017-03-0116601.317413979414
2017-04-0117612.65044728058
2017-05-0117207.679219082045
2017-06-0117630.09884214858
2017-07-0117042.48503649723
2017-08-0115913.60998866456
2017-09-0117939.669467234322
2017-10-0118616.282120088275
2017-11-0118707.543241935833
2017-12-0117992.760721136143
2018-01-0120228.32127187969
2018-02-0119873.769888161805
2018-03-0120271.280423382294
2018-04-0121872.802404749815
2018-05-0121959.87591182905
2018-06-0120808.354050795286
2018-07-0121240.881709509496
2018-08-0121444.99182933785
2018-09-0120197.636163663537
2018-10-0118936.730916871038
2018-11-0119531.468480978845
2018-12-0117121.18331403982
2019-01-0118939.618927056086
2019-02-0120317.10351831841
2019-03-0119021.806883572277
2019-04-0119927.14994308213
2019-05-0118019.065680571635
2019-06-0118490.9184113056
2019-07-0118743.61930249741
2019-08-0116531.836702277436
2019-09-0117635.15285997242
2019-10-0117939.86200124666
2019-11-0118774.785745744397
2019-12-0119621.622532255464
2020-01-0117891.848831920215
2020-02-0115859.604198204139
2020-03-0111287.234272979538
2020-04-0114538.459872301817
2020-05-0115509.384829763834
2020-06-0115252.159389282115
2020-07-0114711.13881461622
2020-08-0114321.93130867775
2020-09-0113185.836235382458
2020-10-0114488.954564379766
2020-11-0117444.399787249917
2020-12-0118134.610154725146
2021-01-0119176.146961211616
2021-02-0121848.470918940773
2021-03-0122760.913670155544
2021-04-0125125.736743431582
2021-05-0125414.513695184967
2021-06-0123580.69942793332
2021-07-0122595.3584862976
2021-08-0124204.41336089779
2021-09-0125136.80744914094
2021-10-0127442.402246871923
2021-11-0126831.876893752513
2021-12-0126870.239295710584
2022-01-0130054.511192242804
2022-02-0130162.474639660566
2022-03-0129665.231486049706
2022-04-0128353.545393503424
2022-05-0126949.418908284017
2022-06-0125110.09335492923
2022-07-0128118.124429918826
2022-08-0128210.87769036199
2022-09-0128701.47842054723
2022-10-0133657.25576458867
2022-11-0131679.257588848428
2022-12-0129196.36303250696
2023-01-0128449.523598653224
2023-02-0128977.427793728686
2023-03-0123156.426664998038
2023-04-0124235.772338157112
2023-05-0122211.80666697151
2023-06-0123836.67339733485
2023-07-0124069.44701824982
2023-08-0121156.33521134218
2023-09-0120413.29832423209
2023-10-0120364.057750577005
2023-11-0122205.86217934062
2023-12-0124510.277706246045
2024-01-0123974.840617937913
2024-02-0124722.95558962338
2024-03-0125647.985251894657
2024-04-0123772.8724389968
2024-05-0123355.62716751181
2024-06-0123367.107007997383
2024-07-0126914.834986318056
2024-08-0126024.220778751944
2024-09-0125938.422809504442
2024-10-0129530.28921015328
2024-11-0132826.39930110154
2024-12-0131339.38692357122
2025-01-0132541.61743010414
2025-02-0132212.649003275492
2025-03-0129431.687729085395
2025-04-0127379.443624837855
2025-05-0130083.078426323256
2025-06-0130452.67152975493
2025-07-0130184.952985600867
2025-08-0130804.190502778507
2025-09-0130264.63799995668
2025-10-0129398.018343678024
2025-11-0129775.385007857796
2025-12-0130475.72747773224
2026-01-0133168.796975290665
2026-02-0133265.06398145898
2026-03-0132990.7030138793
2026-04-0134061.673457501725
Annual Return Matrix
YearAnnual Return
20170.09926350040949306
2018-0.04844044894525146
20190.1460435982929531
2020-0.0757843738501166
20210.48171033545539355
20220.08656877637735483
2023-0.16050236534747397
20240.27862227018280117
2025-0.027558275085126205
20260.11766564005369973
Total Factor Risk
0.430812974869454
VTI.US Exposure
0.19448314272800876
VEA.US Exposure
-0.0028824293253304043
VWO.US Exposure
-0.0004248314948159214
QQQ.US Exposure
-0.019221995821016552
VTV.US Exposure
0.07142976341194818
IJR.US Exposure
0.10461934580372653
QUAL.US Exposure
-0.05552594488340719
SHV.US Exposure
0.5540736923723264
TLT.US Exposure
0.0033433282965066135
LQD.US Exposure
0.03991907094905107
HYG.US Exposure
0.0696570288696848
GLD.US Exposure
0.00013280147277983779
USO.US Exposure
-0.0017630721927107476
VNQ.US Exposure
-0.017360497193110478
BTC-USD.CC Exposure
0.004451091993357907
CPER.US Exposure
0.00432183621743784
VIX.INDX Exposure
-0.012379490648449069
UUP.US Exposure
0.00035827063256093093
TIP.US Exposure
0.0014251524716653557
Idiosyncratic Exposure
0.061343736339786195
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.1%

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 →14.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.85%
Market Cap$8.8B
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
$241
Avg Yield on Cost
2.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$240.672.41%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 →
+1.8%
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 →
+8.2%
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 →
3.1% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cullen/Frost Bankers Inc a high-risk investment?

Cullen/Frost Bankers Inc (CFR.US) has an annualized volatility of 43.1% and experienced a maximum drawdown of 48.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CFR.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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.

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