City Holding Company

10-Year Study

CHCO.US · Financial Services · US · Common Stock

Executive Summary: City Holding Company has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 27.9% and an annualized volatility of 25.3%.

1Y CAGR
+9.6%
3Y CAGR
+16.8%
5Y CAGR
+12.6%
10Y CAGR
+13.1%

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 →
27.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
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 →
20.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -12.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.0-2.5-0.45.1————————6.2%
20250.40.7-1.3-0.71.73.80.45.2-3.6-4.22.9-1.73.4%
2024-6.7-1.73.7-2.41.23.915.5-2.6-1.1-0.012.6-9.810.4%
20232.53.6-7.51.1-5.54.410.7-7.6-1.11.36.014.522.0%
2022-1.2-0.7-1.2-0.96.1-2.79.5-2.14.314.51.1-8.717.3%
20210.18.98.7-4.73.6-6.21.43.00.02.9-1.44.221.3%
2020-7.0-7.6-4.82.5-6.93.6-3.32.4-10.05.98.75.9-12.2%
20196.911.8-4.94.9-8.04.42.3-4.02.64.90.23.124.8%
20182.7-2.11.85.13.81.37.60.7-5.3-3.24.0-11.92.9%
2017-3.10.6-1.611.0-11.34.40.3-3.513.5-1.41.0-5.32.5%
2016———3.80.1-7.53.78.3-0.64.817.610.045.4%

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 25.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 41.3% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110375.090253721826
2016-05-0110383.54671139318
2016-06-019604.147878440528
2016-07-019956.003944473945
2016-08-0110785.326781685731
2016-09-0110721.383600091029
2016-10-0111240.205539682138
2016-11-0113220.73040194864
2016-12-0114536.763115235392
2017-01-0114088.542764109783
2017-02-0114177.26533329962
2017-03-0113956.498408444098
2017-04-0115494.983719211892
2017-05-0113751.295860830869
2017-06-0114357.210886073817
2017-07-0114400.897901618528
2017-08-0113896.23561208178
2017-09-0115778.907178436879
2017-10-0115560.30353345077
2017-11-0115721.453836450422
2017-12-0114893.648104601607
2018-01-0115290.652102455182
2018-02-0114972.846623457259
2018-03-0115237.328658401253
2018-04-0116012.45712070259
2018-05-0116618.681185926882
2018-06-0116828.96884596043
2018-07-0118108.928165061065
2018-08-0118243.95054236517
2018-09-0117280.897676862176
2018-10-0116721.45102699605
2018-11-0117390.0168848208
2018-12-0115318.549984407528
2019-01-0116371.898713550841
2019-02-0118304.18524418373
2019-03-0117401.985160461987
2019-04-0118253.75553813694
2019-05-0116798.14913145718
2019-06-0117536.30517417213
2019-07-0117934.657710126117
2019-08-0117216.814022548682
2019-09-0117656.774577809247
2019-10-0118513.152460660614
2019-11-0118545.826415051935
2019-12-0119122.157885717013
2020-01-0117782.13243206037
2020-02-0116428.733975574603
2020-03-0115632.197470929172
2020-04-0116017.345571316597
2020-05-0114905.925420224139
2020-06-0115443.851649571136
2020-07-0114937.64416012766
2020-08-0115301.159461820918
2020-09-0113777.732826507765
2020-10-0114591.884610089875
2020-11-0115862.010838874985
2020-12-0116794.075422612175
2021-01-0116810.314068904678
2021-02-0118309.972720198013
2021-03-0119909.45128546585
2021-04-0118979.549981598073
2021-05-0119671.040987129894
2021-06-0118449.883548116122
2021-07-0118699.924987568163
2021-08-0119253.556066876255
2021-09-0119256.028386727012
2021-10-0119818.0878291627
2021-11-0119539.193293270517
2021-12-0120368.459941394784
2022-01-0120118.081367417635
2022-02-0119982.637571957155
2022-03-0119739.338823007187
2022-04-0119566.10786619131
2022-05-0120757.06367066452
2022-06-0120198.26319530484
2022-07-0122111.614003444396
2022-08-0121658.11187809216
2022-09-0122595.682992406044
2022-10-0125879.40136146159
2022-11-0126153.997432158703
2022-12-0123888.08819439177
2023-01-0124496.95314672938
2023-02-0125378.222795350917
2023-03-0123486.47669136177
2023-04-0123737.192399864023
2023-05-0122435.684565700496
2023-06-0123424.837262355282
2023-07-0125930.73009290866
2023-08-0123951.38520148002
2023-09-0123686.622221098445
2023-10-0123984.84580309658
2023-11-0125435.339002812267
2023-12-0129131.625746963684
2024-01-0127187.427129777127
2024-02-0126727.238503010332
2024-03-0127722.066297504363
2024-04-0127065.581093495835
2024-05-0127387.095052269902
2024-06-0128466.824558002594
2024-07-0132872.049019359954
2024-08-0132019.913412616137
2024-09-0131655.864314591465
2024-10-0131653.841507440844
2024-11-0135649.95322258464
2024-12-0132164.235083904357
2025-01-0132284.648298453958
2025-02-0132519.687251538882
2025-03-0132104.253232979623
2025-04-0131893.29130389587
2025-05-0132449.310419423444
2025-06-0133696.202460520144
2025-07-0133820.296060302135
2025-08-0135587.47095726539
2025-09-0134310.57394343444
2025-10-0132883.45540412596
2025-11-0133840.29937545829
2025-12-0133251.69058917068
2026-01-0134581.57391253045
2026-02-0133705.02414726036
2026-03-0133578.59870034641
2026-04-0135306.41314150379
Annual Return Matrix
YearAnnual Return
20170.024550512829928373
20180.02852906667471511
20190.24830077945896378
2020-0.12174789461621183
20210.21283604061762884
20220.1727979564053368
20230.2195042780276968
20240.10410024360747361
20250.03380946266651641
20260.06179302513425555
Total Factor Risk
0.25313892403731164
VTI.US Exposure
-0.12533793758247075
VEA.US Exposure
-0.03078564682278587
VWO.US Exposure
-0.0067921972515762865
QQQ.US Exposure
0.263027316247276
VTV.US Exposure
0.4128073184252103
IJR.US Exposure
0.34799548970414584
QUAL.US Exposure
-0.08364547735394279
SHV.US Exposure
0.008042778272309706
TLT.US Exposure
-0.0008527403158619934
LQD.US Exposure
-0.0030366853294979375
HYG.US Exposure
0.024283116447864822
GLD.US Exposure
-0.0004974773536490515
USO.US Exposure
0.015273687286117228
VNQ.US Exposure
-0.030596136634626986
BTC-USD.CC Exposure
0.0002547727396572353
CPER.US Exposure
-0.007638229147422624
VIX.INDX Exposure
0.017785707903688153
UUP.US Exposure
0.025359802308548632
TIP.US Exposure
0.030085908683633714
Idiosyncratic Exposure
0.14426662977338262
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.3%

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 →13.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.76%
Market Cap$1.8B
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
$244
Avg Yield on Cost
2.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$244.422.44%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 →
+2.8%
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 →
+2.9%
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 →
4.6% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is City Holding Company a high-risk investment?

City Holding Company (CHCO.US) has an annualized volatility of 25.3% and experienced a maximum drawdown of 27.9% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CHCO.US has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 90% 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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