Cognyte Software Ltd

10-Year Study

CGNT.US · Technology · US · Common Stock

Executive Summary: Cognyte Software Ltd has compounded at -19.5% annually over the last 10 years, with a maximum drawdown of 90.9% and an annualized volatility of 196.1%.

1Y CAGR
-12.8%
3Y CAGR
+25.4%
5Y CAGR
-18.1%
10Y CAGR
-19.5%

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 →
90.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +106.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -80.2%
% 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.
2026-3.9-21.514.218.8————————2.3%
20257.6-4.1-12.725.611.3-15.30.2-3.6-5.9-0.60.611.98.7%
202410.14.811.5-17.511.40.5-0.10.4-11.4-4.425.16.534.5%
202321.9-2.4-8.422.719.522.5-11.0-11.60.4-13.122.725.3106.8%
2022-30.82.91.3-40.14.4-40.06.115.7-22.6-32.78.55.4-80.2%
2021—-3.8-3.7-6.0-1.5-4.86.05.8-25.2-3.12.3-23.1-47.8%

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 196.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.4% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-019623.333333333334
2021-03-019270
2021-04-018710
2021-05-018580
2021-06-018166.666666666667
2021-07-018656.666666666666
2021-08-019160
2021-09-016850.000000000001
2021-10-016636.666666666666
2021-11-016790.000000000001
2021-12-015223.333333333333
2022-01-013616.6666666666665
2022-02-013720
2022-03-013770
2022-04-012260
2022-05-012360
2022-06-011416.6666666666667
2022-07-011503.3333333333333
2022-08-011739.9999999999998
2022-09-011346.6666666666665
2022-10-01906.6666666666667
2022-11-01983.3333333333334
2022-12-011036.6666666666665
2023-01-011263.3333333333333
2023-02-011233.3333333333333
2023-03-011130
2023-04-011386.6666666666665
2023-05-011656.6666666666665
2023-06-012029.9999999999998
2023-07-011806.6666666666667
2023-08-011596.6666666666667
2023-09-011603.3333333333333
2023-10-011393.3333333333333
2023-11-011709.9999999999998
2023-12-012143.333333333333
2024-01-012360
2024-02-012473.333333333333
2024-03-012756.6666666666665
2024-04-012273.3333333333335
2024-05-012533.333333333333
2024-06-012546.6666666666665
2024-07-012543.3333333333335
2024-08-012553.3333333333335
2024-09-012263.3333333333335
2024-10-012163.3333333333335
2024-11-012706.6666666666665
2024-12-012883.3333333333335
2025-01-013103.3333333333335
2025-02-012976.6666666666665
2025-03-012600
2025-04-013266.666666666667
2025-05-013635
2025-06-013080
2025-07-013086.6666666666665
2025-08-012976.6666666666665
2025-09-012800.0000000000005
2025-10-012783.333333333333
2025-11-012800.0000000000005
2025-12-013133.3333333333335
2026-01-013010
2026-02-012363.3333333333335
2026-03-012699.9999999999995
2026-04-013206.6666666666665
Annual Return Matrix
YearAnnual Return
2022-0.801531589023612
20231.067524115755627
20240.34525660964230176
20250.08670520231213863
20260.023404255319148914
Total Factor Risk
1.961156307745936
VTI.US Exposure
0.19598692464634
VEA.US Exposure
0.01326487999840284
VWO.US Exposure
-0.005383338025542473
QQQ.US Exposure
-0.02050753352299486
VTV.US Exposure
0.012378379615700262
IJR.US Exposure
-0.002339467349179265
QUAL.US Exposure
0.0035203175671088393
SHV.US Exposure
0.7241736657369434
TLT.US Exposure
0.001260417479433581
LQD.US Exposure
0.0026321611151810683
HYG.US Exposure
0.02702201640194875
GLD.US Exposure
-0.000932801411093322
USO.US Exposure
0.00018809018989693132
VNQ.US Exposure
0.004753172434197163
BTC-USD.CC Exposure
0.001333489411413275
CPER.US Exposure
0.0017911142987433284
VIX.INDX Exposure
-0.000947294123064123
UUP.US Exposure
0.010450507556185382
TIP.US Exposure
0.0001018806733468221
Idiosyncratic Exposure
0.031253417307032516
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
196.1%

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$613.5M
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 →
+20.7%
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 →
+11.8%
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 →
15.5% 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 →
1.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cognyte Software Ltd a high-risk investment?

Cognyte Software Ltd (CGNT.US) has an annualized volatility of 196.1% and experienced a maximum drawdown of 90.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGNT.US has generated a Compound Annual Growth Rate (CAGR) of -19.5%. 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.

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