The Chefs Warehouse Inc

10-Year Study

CHEF.US · Consumer Defensive · US · Common Stock

Executive Summary: The Chefs Warehouse Inc has compounded at 15.4% annually over the last 10 years, with a maximum drawdown of 75.0% and an annualized volatility of 54.2%.

1Y CAGR
-1.4%
3Y CAGR
+27.3%
5Y CAGR
+15.7%
10Y CAGR
+15.4%

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 →
75.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +67.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -32.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.913.5-16.75.9————————1.0%
20259.216.2-13.04.612.00.07.4-7.9-7.61.13.91.626.4%
20248.119.5-0.9-12.219.2-0.86.33.0-1.9-5.012.010.367.6%
202314.9-14.94.6-2.3-6.514.91.6-21.5-25.8-10.241.49.4-11.6%
2022-10.410.1-0.812.3-2.48.8-11.0-3.7-13.126.46.1-14.3-0.1%
20216.214.1-2.25.8-4.63.5-9.14.57.77.1-10.97.229.6%
2020-4.5-15.9-67.139.85.1-8.2-15.128.4-1.8-7.070.511.5-32.6%
20190.4-0.3-3.05.2-3.110.74.05.84.5-17.87.47.219.2%
2018-0.710.82.05.412.24.8-5.49.123.6-7.513.3-16.156.0%
20175.7-16.2-0.7-1.811.0-14.211.519.011.93.41.51.229.7%
2016———-5.0-21.25.40.9-31.81.12.313.622.0-22.1%

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 54.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 67.8% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019497.289305076392
2016-05-017481.517989157221
2016-06-017885.657959586003
2016-07-017959.58600295712
2016-08-015431.246919664859
2016-09-015490.389354361755
2016-10-015618.5312962050275
2016-11-016382.454411039921
2016-12-017787.087235091179
2017-01-018230.65549531789
2017-02-016899.950714637753
2017-03-016850.665352390341
2017-04-016727.45194677181
2017-05-017466.732380482997
2017-06-016407.097092163627
2017-07-017146.377525874816
2017-08-018501.724987678659
2017-09-019512.074913750617
2017-10-019832.429768358797
2017-11-019980.285855101036
2017-12-0110103.499260719565
2018-01-0110029.57121734845
2018-02-0111113.849186791525
2018-03-0111335.633316904881
2018-04-0111951.700344997536
2018-05-0113405.618531296206
2018-06-0114046.328240512568
2018-07-0113282.405125677675
2018-08-0114489.896500739282
2018-09-0117915.229176934452
2018-10-0116574.66732380483
2018-11-0118782.65155248891
2018-12-0115761.458846722524
2019-01-0115830.458353868902
2019-02-0115776.244455396747
2019-03-0115303.10497782159
2019-04-0116106.456382454411
2019-05-0115608.674223755545
2019-06-0117284.376540167574
2019-07-0117974.371611631344
2019-08-0119014.29275505175
2019-09-0119871.85805815673
2019-10-0116325.776244455397
2019-11-0117525.874815179894
2019-12-0118782.65155248891
2020-01-0117939.871858058155
2020-02-0115091.177920157714
2020-03-014963.035978314441
2020-04-016939.379004435683
2020-05-017294.233612617054
2020-06-016692.95219319862
2020-07-015682.602267126663
2020-08-017299.162148841795
2020-09-017166.09167077378
2020-10-016663.380975850173
2020-11-0111357.811729916217
2020-12-0112661.409561360277
2021-01-0113449.975357318877
2021-02-0115347.46180384426
2021-03-0115012.321340561854
2021-04-0115884.672252341054
2021-05-0115160.177427304092
2021-06-0115687.530803351403
2021-07-0114253.326761951701
2021-08-0114898.965007392806
2021-09-0116052.242483982258
2021-10-0117185.805815672746
2021-11-0115312.962050271071
2021-12-0116412.02562838837
2022-01-0114706.752094627895
2022-02-0116190.241498275012
2022-03-0116067.028092656483
2022-04-0118038.442582552983
2022-05-0117609.659931000493
2022-06-0119167.07737801873
2022-07-0117057.663873829475
2022-08-0116431.739773287336
2022-09-0114277.969443075406
2022-10-0118053.22819122721
2022-11-0119147.363233119766
2022-12-0116402.168555938886
2023-01-0118841.793987185803
2023-02-0116042.385411532774
2023-03-0116781.665845243962
2023-04-0116392.311483489404
2023-05-0115332.676195170034
2023-06-0117624.445539674714
2023-07-0117910.300640709713
2023-08-0114066.042385411532
2023-09-0110438.639724001972
2023-10-019379.004435682604
2023-11-0113257.762444553966
2023-12-0114504.682109413505
2024-01-0115682.602267126664
2024-02-0118733.366190241497
2024-03-0118560.86742237555
2024-04-0116303.597831444062
2024-05-0119428.289797930018
2024-06-0119275.505174963037
2024-07-0120497.78215869887
2024-08-0121108.92065056678
2024-09-0120704.780680138
2024-10-0119674.71660916708
2024-11-0122035.48546081814
2024-12-0124307.540660423856
2025-01-0126545.096106456385
2025-02-0130842.779694430752
2025-03-0126840.80827994086
2025-04-0128077.870872350915
2025-05-0131434.204041399706
2025-06-0131448.98965007393
2025-07-0133790.04435682602
2025-08-0131118.777723016265
2025-09-0128748.151798915722
2025-10-0129078.363725973388
2025-11-0130221.784130113356
2025-12-0130719.566288812224
2026-01-0131000.492853622476
2026-02-0135184.8201084278
2026-03-0129300.147856086744
2026-04-0131039.921143420404
Annual Return Matrix
YearAnnual Return
20170.2974683544303798
20180.56
20190.19168230143839904
2020-0.3258987142482288
20210.2962242117555467
2022-0.0006006006006005205
2023-0.11568509615384615
20240.6758409785932722
20250.26378751013787505
20260.010428365153216657
Total Factor Risk
0.5416330278655703
VTI.US Exposure
0.6783539858387295
VEA.US Exposure
0.15316518580782484
VWO.US Exposure
-0.02451469506191953
QQQ.US Exposure
-0.066800292506178
VTV.US Exposure
0.0048726573483278135
IJR.US Exposure
-0.04522755116842904
QUAL.US Exposure
-0.07877413895354951
SHV.US Exposure
0.030243275346463247
TLT.US Exposure
0.05810815019157691
LQD.US Exposure
-0.01190786861433199
HYG.US Exposure
0.049117490166142204
GLD.US Exposure
-0.0012059193257575203
USO.US Exposure
0.008053593870741496
VNQ.US Exposure
0.0022916432488002017
BTC-USD.CC Exposure
0.009331597168344627
CPER.US Exposure
-0.009085315575752704
VIX.INDX Exposure
0.060366806083133266
UUP.US Exposure
0.0017694498866357594
TIP.US Exposure
0.0018616755431679216
Idiosyncratic Exposure
0.17998027070603043
Value Score
36.3
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
54.2%

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 →34.3x
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$2.3B
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 →
-1.9%
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 →
+0.6%
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 →
13.0% 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 →
1.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Chefs Warehouse Inc a high-risk investment?

The Chefs Warehouse Inc (CHEF.US) has an annualized volatility of 54.2% and experienced a maximum drawdown of 75.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CHEF.US has generated a Compound Annual Growth Rate (CAGR) of 15.4%. It has had a positive return in 70% 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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