Chemed Corp

10-Year Study

CHE.US · Healthcare · US · Common Stock

Executive Summary: Chemed Corp has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 40.7% and an annualized volatility of 31.8%.

1Y CAGR
-35.5%
3Y CAGR
-10.4%
5Y CAGR
-4.6%
10Y CAGR
+11.9%

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 →
40.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -18.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.2-3.9-7.91.4————————-10.4%
20256.17.02.4-5.5-1.1-15.3-15.311.2-2.2-3.72.0-2.6-18.9%
20241.45.72.5-11.5-2.3-2.15.12.92.5-10.16.0-7.4-9.1%
2023-1.03.33.12.5-3.11.5-3.8-1.81.68.30.83.114.9%
2022-11.42.15.9-3.0-1.4-3.12.5-0.9-8.36.911.5-1.8-3.2%
2021-2.8-14.03.33.73.2-3.40.30.2-2.43.7-3.413.7-0.4%
20206.3-10.53.7-3.814.9-5.79.15.1-7.1-0.40.111.421.6%
20195.210.6-2.82.10.410.012.36.0-2.8-5.79.32.155.6%
20187.2-0.35.113.05.9-1.3-1.82.5-1.2-4.84.2-10.617.0%
20173.57.72.310.21.8-0.1-3.40.02.410.610.2-1.252.3%
2016———-4.20.74.57.9-8.14.60.25.57.719.1%

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 31.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 19.3% of variance. Idiosyncratic stock-specific factors contribute 22.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019581.395563040121
2016-05-019645.98577403481
2016-06-0110082.38993758966
2016-07-0110883.454390407336
2016-08-019998.65676923065
2016-09-0110453.651246633286
2016-10-0110479.587113888316
2016-11-0111060.008642730547
2016-12-0111909.352647200822
2017-01-0112331.058028336796
2017-02-0113275.464393254986
2017-03-0113583.279156358969
2017-04-0114972.908954283334
2017-05-0115236.65039694388
2017-06-0115226.971459800174
2017-07-0114703.595022831085
2017-08-0114709.044701952444
2017-09-0115063.92627121441
2017-10-0116657.9267117941
2017-11-0118358.40313655898
2017-12-0118140.43899851784
2018-01-0119450.472778852785
2018-02-0119401.53312522211
2018-03-0120390.181673880452
2018-04-0123032.554540925932
2018-05-0124382.117683901724
2018-06-0124068.738107610436
2018-07-0123636.4403924076
2018-08-0124221.068152458993
2018-09-0123924.6132838615
2018-10-0122782.959237167728
2018-11-0123737.05989043842
2018-12-0121226.830228679282
2019-01-0122325.339703061563
2019-02-0124690.201093159576
2019-03-0124005.44507375872
2019-04-0124508.69607600076
2019-05-0124618.03506062576
2019-06-0127087.798936007715
2019-07-0130432.113500697327
2019-08-0132260.93370657239
2019-09-0131369.957223856698
2019-10-0129592.49448699714
2019-11-0132330.305819105957
2019-12-0133024.9940705956
2020-01-0135113.587431658336
2020-02-0131420.86183221282
2020-03-0132593.06478440378
2020-04-0131341.864511766315
2020-05-0136026.14003833196
2020-06-0133960.235763864635
2020-07-0137056.08333864229
2020-08-0138958.32837617216
2020-09-0136188.88587834627
2020-10-0136035.94946075041
2020-11-0136055.913707785134
2020-12-0140154.18754111245
2021-01-0139045.177839916054
2021-02-0133590.54795372224
2021-03-0134692.85685228069
2021-04-0135959.6386018426
2021-05-0137096.602854250246
2021-06-0135825.16968842419
2021-07-0135939.92764975296
2021-08-0136019.707881847884
2021-09-0135144.71968308964
2021-10-0136439.072203642994
2021-11-0135198.08816045697
2021-12-0140003.42331956074
2022-01-0135456.68694817201
2022-02-0136194.34323307203
2022-03-0138332.904778754535
2022-04-0137185.67824326907
2022-05-0136683.41739399414
2022-06-0135546.714112135975
2022-07-0136432.75518122486
2022-08-0136090.0240937222
2022-09-0133086.49868862298
2022-10-0135383.668923550205
2022-11-0139441.016434236575
2022-12-0138715.14987768924
2023-01-0138313.915333478144
2023-02-0139590.28391293101
2023-03-0140817.659109522436
2023-04-0141842.36764763449
2023-05-0140544.1850004874
2023-06-0141144.256076584104
2023-07-0139581.04248523789
2023-08-0138878.36392957172
2023-09-0139506.27442281374
2023-10-0142771.223238045815
2023-11-0143131.65426928629
2023-12-0144481.90054105335
2024-01-0145093.50037495327
2024-02-0147661.61944506915
2024-03-0148864.33292473532
2024-04-0143236.71026665816
2024-05-0142230.43085470157
2024-06-0141332.293033084155
2024-07-0143433.267144038095
2024-08-0144691.390811840996
2024-09-0145819.78908974239
2024-10-0141189.54981812656
2024-11-0143679.907340103724
2024-12-0140429.80314377404
2025-01-0142887.02508157249
2025-02-0145889.9134115068
2025-03-0146998.97684193397
2025-04-0144416.519742805845
2025-05-0143945.406496171025
2025-06-0137224.85452810768
2025-07-0131519.53172672699
2025-08-0135057.70903165342
2025-09-0134276.09456037592
2025-10-0133017.55640993561
2025-11-0133667.94107284993
2025-12-0132799.39270618016
2026-01-0132744.19743496652
2026-02-0131470.74558518424
2026-03-0128993.828046504947
2026-04-0129388.3541124737
Annual Return Matrix
YearAnnual Return
20170.5232094922289143
20180.1701387287492666
20190.5558137373697927
20200.21587266466353294
2021-0.0037546325995850838
2022-0.03220407992536878
20230.1489533343299123
2024-0.09109541966489354
2025-0.1887323173565567
2026-0.10399700458672656
Total Factor Risk
0.31752328374842287
VTI.US Exposure
0.14175619255215668
VEA.US Exposure
0.0028641550402857146
VWO.US Exposure
-0.005489548011438369
QQQ.US Exposure
0.0695433658571664
VTV.US Exposure
0.1931917072447128
IJR.US Exposure
0.0033884484629509194
QUAL.US Exposure
0.0817115405301757
SHV.US Exposure
0.16398443965353546
TLT.US Exposure
-0.006933266487098189
LQD.US Exposure
0.07469003551182514
HYG.US Exposure
0.007924129758966138
GLD.US Exposure
0.00022658932286548112
USO.US Exposure
0.003261508414130342
VNQ.US Exposure
0.025644513596586038
BTC-USD.CC Exposure
0.00011813264660793384
CPER.US Exposure
0.000736504485702367
VIX.INDX Exposure
0.011150316829302863
UUP.US Exposure
-0.002369038956792531
TIP.US Exposure
0.006821726091572206
Idiosyncratic Exposure
0.22777854745678675
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.8%

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 →21.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.58%
Market Cap$5.5B
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
$46
Avg Yield on Cost
0.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$46.050.46%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 →
-7.2%
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 →
-12.0%
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 →
34.6% 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 Chemed Corp a high-risk investment?

Chemed Corp (CHE.US) has an annualized volatility of 31.8% and experienced a maximum drawdown of 40.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CHE.US has generated a Compound Annual Growth Rate (CAGR) of 11.9%. It has had a positive return in 50% 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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