Carlyle Group Inc

10-Year Study

CG.US · Financial Services · US · Common Stock

Executive Summary: Carlyle Group Inc has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 52.7% and an annualized volatility of 50.0%.

1Y CAGR
+17.1%
3Y CAGR
+27.7%
5Y CAGR
+6.6%
10Y CAGR
+17.7%

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 →
52.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +116.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.6-11.0-6.96.0————————-12.7%
202511.2-10.7-12.5-11.417.813.718.07.0-2.9-15.03.08.420.2%
2024-1.615.52.3-4.5-3.3-6.523.9-18.67.316.27.1-5.128.1%
202320.5-3.5-9.7-2.4-8.416.611.6-8.3-6.8-8.725.918.742.6%
2022-7.0-7.74.4-25.87.1-17.822.9-15.7-20.69.411.5-4.3-43.8%
20212.66.97.316.02.96.58.6-1.6-4.318.8-2.20.478.5%
20201.2-11.7-23.98.319.20.92.0-8.5-4.41.015.110.71.6%
201919.9-4.03.214.6-5.114.85.5-2.712.26.710.57.7116.8%
201810.0-8.1-6.6-4.08.2-2.714.3-3.8-2.8-10.1-7.8-14.0-27.3%
201713.4-6.3-0.611.00.311.93.83.313.7-6.6-6.413.959.8%
2016———-0.8-2.41.16.5-6.80.5-0.43.8-1.9-1.1%

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 50.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 53.9% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019917.098249008783
2016-05-019676.265816781439
2016-06-019778.707339745413
2016-07-0110411.28374404796
2016-08-019705.67032800258
2016-09-019755.752850340523
2016-10-019711.930643294821
2016-11-0110080.43556617912
2016-12-019885.891525809573
2017-01-0111214.880579743136
2017-02-0110507.370098457686
2017-03-0110441.921347675147
2017-04-0111587.559046155598
2017-05-0111620.473128070875
2017-06-0113003.054275036518
2017-07-0113496.860357027677
2017-08-0113944.37804716104
2017-09-0115859.655113539353
2017-10-0114817.976590214936
2017-11-0113868.779997344107
2017-12-0115800.75123783507
2018-01-0117387.741164418643
2018-02-0115986.094511790261
2018-03-0114936.638020981542
2018-04-0114342.00292148047
2018-05-0115513.630413749928
2018-06-0115088.592946711437
2018-07-0117249.160548631266
2018-08-0116587.84360594161
2018-09-0116123.062622123576
2018-10-0114492.914461328324
2018-11-0113357.426061882266
2018-12-0111489.860186291808
2019-01-0113780.471610418683
2019-02-0113224.252082029103
2019-03-0113649.858668639614
2019-04-0115643.57938269497
2019-05-0114846.053155768026
2019-06-0117039.060573293114
2019-07-0117973.554910553372
2019-08-0117485.250317758426
2019-09-0119619.069299793216
2019-10-0120939.33185362245
2019-11-0123134.42604291162
2019-12-0124904.387911900292
2020-01-0125214.93749170034
2020-02-0122263.103978145806
2020-03-0116935.86022423311
2020-04-0118336.178931193444
2020-05-0121859.88276136816
2020-06-0122049.58928537552
2020-07-0122500.047426631
2020-08-0120585.054920038703
2020-09-0119675.886403733424
2020-10-0119875.26796046516
2020-11-0122867.983229943275
2020-12-0125306.945155843907
2021-01-0125974.996680135828
2021-02-0127755.392407944906
2021-03-0129789.425758351827
2021-04-0134570.59928290934
2021-05-0135562.479843681824
2021-06-0137876.80458330962
2021-07-0141128.27955153378
2021-08-0140451.596380399526
2021-09-0138731.24276743877
2021-10-0145997.476903230694
2021-11-0144989.471287917586
2021-12-0145162.19907802629
2022-01-0141995.048659723405
2022-02-0138761.78551780396
2022-03-0140448.845635801415
2022-04-0130012.04636427447
2022-05-0132141.691802781097
2022-06-0126410.75256578074
2022-07-0132458.691404397396
2022-08-0127370.857283781992
2022-09-0121741.885303435585
2022-10-0123794.88930624324
2022-11-0126521.06690949102
2022-12-0125389.467493787113
2023-01-0130605.16381158348
2023-02-0129543.37639671428
2023-03-0126674.918900460987
2023-04-0126048.033691878663
2023-05-0123849.05051884734
2023-06-0127799.21461499061
2023-07-0131018.53432739552
2023-08-0128458.634492440193
2023-09-0126532.06988788344
2023-10-0124227.230474456017
2023-11-0130491.52960370307
2023-12-0136193.15918274429
2024-01-0135597.19613757517
2024-02-0141105.514768652894
2024-03-0142055.754747405765
2024-04-0140164.09614326637
2024-05-0138834.34826323677
2024-06-0136294.17790677822
2024-07-0144963.19693434257
2024-08-0136580.72961129133
2024-09-0139251.60776279096
2024-10-0145605.16381158348
2024-11-0148861.00202985981
2024-12-0146345.96778783222
2025-01-0151550.56627397417
2025-02-0146059.22637679509
2025-03-0140283.32669360499
2025-04-0135708.8384269535
2025-05-0142081.83939445678
2025-06-0147854.134653690744
2025-07-0156475.25278394324
2025-08-0160437.46324436097
2025-09-0158696.24191375942
2025-10-0149915.20118376872
2025-11-0151391.02308728397
2025-12-0155707.32077476144
2026-01-0155396.391781913386
2026-02-0149314.21091571339
2026-03-0145899.493483580896
2026-04-0148640.75275548726
Annual Return Matrix
YearAnnual Return
20170.5983132322040241
2018-0.27282823371212805
20191.1675100922126918
20200.016164109126780124
20210.7845772692006401
2022-0.4378159608675837
20230.42551864042051624
20240.28051733626857467
20250.2019885101932637
2026-0.12685169419376807
Total Factor Risk
0.4995920373524894
VTI.US Exposure
0.5394678373686101
VEA.US Exposure
-0.07340396190289483
VWO.US Exposure
0.03435100036968816
QQQ.US Exposure
-0.12584977834112954
VTV.US Exposure
-0.05655683495547983
IJR.US Exposure
0.10991811808909968
QUAL.US Exposure
-0.0036403542521108922
SHV.US Exposure
0.394997870382183
TLT.US Exposure
-0.01343860892789109
LQD.US Exposure
0.06616741217142778
HYG.US Exposure
0.05052221316565818
GLD.US Exposure
-0.0012809389976274933
USO.US Exposure
-0.000026841168980401475
VNQ.US Exposure
-0.044334552306834425
BTC-USD.CC Exposure
0.02260111883090773
CPER.US Exposure
0.015328314475560156
VIX.INDX Exposure
-0.026919165175174658
UUP.US Exposure
-0.0010230420679274732
TIP.US Exposure
-0.001299284860822137
Idiosyncratic Exposure
0.11441947810373805
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.0%

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 →21.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.95%
Market Cap$16.8B
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
$332
Avg Yield on Cost
3.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$331.993.32%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 →
+1.9%
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 →
-10.2%
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 →
25.1% 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 →
2.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carlyle Group Inc a high-risk investment?

Carlyle Group Inc (CG.US) has an annualized volatility of 50.0% and experienced a maximum drawdown of 52.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CG.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 70% 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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