Capital Group New Geography Equity ETF

10-Year Study

CGNG.US · · US · ETF

Executive Summary: Capital Group New Geography Equity ETF has compounded at 19.9% annually over the last 10 years, with a maximum drawdown of 8.8% and an annualized volatility of 23.9%.

1Y CAGR
+30.3%
3Y CAGR
+19.9%
5Y CAGR
+19.9%
10Y CAGR
+19.9%

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 →
8.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 8.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.42.8-8.89.2————————8.0%
20252.8-0.5-0.71.96.25.8-0.83.14.92.9-0.11.129.8%
2024——————-0.93.13.8-3.4-1.4-1.6-0.5%

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 23.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.5% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-019914.671694387915
2024-08-0110222.606134413323
2024-09-0110613.239036587192
2024-10-0110252.50543163823
2024-11-0110111.50536285771
2024-12-019954.24072373292
2025-01-0110233.853772611596
2025-02-0110181.297362469302
2025-03-0110110.979394164986
2025-04-0110299.842613983485
2025-05-0110942.859570404955
2025-06-0111577.784700784501
2025-07-0111483.353090875253
2025-08-0111839.029304548012
2025-09-0112417.716243936187
2025-10-0112783.385862770721
2025-11-0112775.374954989218
2025-12-0112918.600275931267
2026-01-0113622.589141578634
2026-02-0114002.90496554905
2026-03-0112772.94740717664
2026-04-0113946.262183255585
Annual Return Matrix
YearAnnual Return
20250.29779866033686675
20260.07954901346695897
Total Factor Risk
0.23865908402435282
VTI.US Exposure
0.2602234593372958
VEA.US Exposure
0.1282142343929105
VWO.US Exposure
0.1741846855265919
QQQ.US Exposure
-0.08065554591517161
VTV.US Exposure
-0.06373277994203459
IJR.US Exposure
-0.02602463380112894
QUAL.US Exposure
-0.006225336542241931
SHV.US Exposure
0.5550216117436867
TLT.US Exposure
0.018951696068390995
LQD.US Exposure
-0.02116044825060646
HYG.US Exposure
0.06949938742804462
GLD.US Exposure
0.0073843194713827795
USO.US Exposure
-0.0016204425034124848
VNQ.US Exposure
-0.02073552860388433
BTC-USD.CC Exposure
-0.00412165136704834
CPER.US Exposure
0.0071575052296631286
VIX.INDX Exposure
0.005581017744678808
UUP.US Exposure
-0.0022230927607047105
TIP.US Exposure
-0.0041678386373552746
Idiosyncratic Exposure
0.004449381380943594
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.9%

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 →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.63%
Market Cap$129.4B
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 →
+4.1%
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 →
+9.9%
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 →
1.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group New Geography Equity ETF a high-risk investment?

Capital Group New Geography Equity ETF (CGNG.US) has an annualized volatility of 23.9% and experienced a maximum drawdown of 8.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGNG.US has generated a Compound Annual Growth Rate (CAGR) of 19.9%. It has had a positive return in 100% 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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