Chagee Holdings Limited American Depositary Shares

10-Year Study

CHA.US · Consumer Cyclical · US · Common Stock

Executive Summary: Chagee Holdings Limited American Depositary Shares has compounded at -67.2% annually over the last 10 years, with a maximum drawdown of 70.3% and an annualized volatility of 1411.5%.

1Y CAGR
-63.9%
3Y CAGR
-67.2%
5Y CAGR
-67.2%
10Y CAGR
-67.2%

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 →
70.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-2.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-4.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-11.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.8-6.7-14.810.7————————-11.3%
2025————-16.4-6.8-15.3-13.6-13.4-5.4-4.2-17.2-62.9%

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 1411.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.6% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-04-0110000
2025-05-018363.695469263914
2025-06-017796.365467479156
2025-07-016601.979806736188
2025-08-015706.19056117896
2025-09-014941.772264858111
2025-10-014673.038678259096
2025-11-014475.950383723006
2025-12-013706.560261084623
2026-01-013735.2438744550113
2026-02-013483.465490426047
2026-03-012967.1604497590583
2026-04-013285.867264985595
Annual Return Matrix
YearAnnual Return
2026-0.11349957007738609
Total Factor Risk
14.115077976936579
VTI.US Exposure
0.19871094136693931
VEA.US Exposure
-0.0009451813735723126
VWO.US Exposure
0.07217999462779068
QQQ.US Exposure
0.02686474651918754
VTV.US Exposure
0.040296213744078116
IJR.US Exposure
0.01923853690201082
QUAL.US Exposure
0.000396144081916343
SHV.US Exposure
0.2164040820991164
TLT.US Exposure
0.10935130931932845
LQD.US Exposure
-0.011352922468752987
HYG.US Exposure
0.20182133768385355
GLD.US Exposure
0.011999746141684026
USO.US Exposure
0.000027717045811426598
VNQ.US Exposure
0.06439564604905085
BTC-USD.CC Exposure
-0.000037496366994535735
CPER.US Exposure
0.0023689134877034074
VIX.INDX Exposure
0.03564324044376941
UUP.US Exposure
0.0031255520353156677
TIP.US Exposure
0.009511478611571932
Idiosyncratic Exposure
5.019187694658979e-11
Value Score
45.5
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
1411.5%

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 →11.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.9B
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 →
-1.5%
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 →
-31.2%
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 →
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chagee Holdings Limited American Depositary Shares a high-risk investment?

Chagee Holdings Limited American Depositary Shares (CHA.US) has an annualized volatility of 1411.5% and experienced a maximum drawdown of 70.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHA.US has generated a Compound Annual Growth Rate (CAGR) of -67.2%. It has had a positive return in 0% 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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