CH Robinson Worldwide Inc

10-Year Study

CHRW.US · Industrials · US · Common Stock

Executive Summary: CH Robinson Worldwide Inc has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 34.9% and an annualized volatility of 33.2%.

1Y CAGR
+103.8%
3Y CAGR
+28.1%
5Y CAGR
+16.2%
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 →
34.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +59.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.3-5.0-10.49.4————————13.0%
2025-3.72.11.4-12.97.60.620.211.63.416.33.21.659.0%
2024-2.7-11.22.8-6.821.62.71.116.27.3-6.62.5-1.622.9%
20239.4-0.20.01.5-6.30.46.2-9.1-4.8-5.01.05.3-3.1%
2022-2.8-7.612.0-1.42.2-6.19.23.1-15.21.52.6-8.1-13.1%
2021-8.96.25.61.7-0.1-2.9-4.81.0-2.811.5-2.013.817.2%
2020-7.6-4.6-3.27.114.4-2.018.54.94.5-13.56.30.423.0%
20193.24.7-3.8-6.9-1.76.6-0.70.91.0-10.81.62.4-4.7%
20182.72.10.9-1.8-5.0-3.810.24.22.4-9.13.7-8.4-3.6%
20173.85.7-3.3-5.9-7.22.5-4.58.37.73.210.33.424.6%
2016———-4.45.7-0.4-6.20.31.5-3.39.9-1.50.5%

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 33.2%. The dominant macroeconomic risk driver is TIP.US, accounting for 28.5% of variance. Idiosyncratic stock-specific factors contribute 30.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019560.838525529332
2016-05-0110101.035953273626
2016-06-0110060.391058801195
2016-07-019433.056265551162
2016-08-019464.497583001688
2016-09-019606.29707722869
2016-10-019287.256689966576
2016-11-0110204.817725106272
2016-12-0110047.051804443481
2017-01-0110431.042665274548
2017-02-0111022.12248384713
2017-03-0110659.40324209984
2017-04-0110026.390367261705
2017-05-019303.884146796207
2017-06-019535.753269558023
2017-07-019108.117453236337
2017-08-019868.556648609801
2017-09-0110632.826430368073
2017-10-0110972.358759839182
2017-11-0112106.890309633416
2017-12-0112514.91555760456
2018-01-0112847.837583137285
2018-02-0113114.741316772544
2018-03-0113229.099574906608
2018-04-0112991.925259496804
2018-05-0112345.335837339064
2018-06-0111871.393994454125
2018-07-0113087.486525149665
2018-08-0113633.80272141128
2018-09-0113961.40260479874
2018-10-0112693.868349864742
2018-11-0113164.369444802267
2018-12-0112060.60123256744
2019-01-0112444.9819318359
2019-02-0113035.112578560922
2019-03-0112546.187380082305
2019-04-0111682.271503827198
2019-05-0111484.691214058592
2019-06-0112240.994732096244
2019-07-0112151.009851047816
2019-08-0112261.31717933246
2019-09-0112378.183963063653
2019-10-0111043.699193881908
2019-11-0111220.363804009574
2019-12-0111492.64052828193
2020-01-0110613.79214492498
2020-02-0110125.866966785763
2020-03-019799.656942175094
2020-04-0110495.416855936053
2020-05-0112009.769690230987
2020-06-0111775.002203434646
2020-07-0113958.419493277826
2020-08-0114640.552011227346
2020-09-0115298.192505610283
2020-10-0113238.286202431236
2020-11-0114067.642053736687
2020-12-0114130.38909265951
2021-01-0112879.465345057866
2021-02-0113675.786626168669
2021-03-0114444.463277219198
2021-04-0114694.197170111933
2021-05-0114685.129189068251
2021-06-0114254.120422788259
2021-07-0113569.343783263388
2021-08-0113704.770266513895
2021-09-0113315.287768564784
2021-10-0114844.251069513279
2021-11-0114553.46549421344
2021-12-0116559.438497054176
2022-01-0116100.954595686691
2022-02-0114874.726265618963
2022-03-0116660.779541278804
2022-04-0116419.46954853319
2022-05-0116784.510871407554
2022-06-0115759.659518498678
2022-07-0117210.163596547725
2022-08-0117746.51348840993
2022-09-0115045.492450693911
2022-10-0115265.751167820363
2022-11-0115656.301484097981
2022-12-0114391.038461799222
2023-01-0115744.320223462171
2023-02-0115711.319552262079
2023-03-0115715.048441663219
2023-04-0115952.25665606758
2023-05-0114951.185447839616
2023-06-0115018.051214600973
2023-07-0115946.019241069309
2023-08-0114487.464151813256
2023-09-0113798.585733947131
2023-10-0113109.690366583729
2023-11-0113243.981233516613
2023-12-0113944.520905509942
2024-01-0113573.259117134587
2024-02-0112056.380807745243
2024-03-0112391.641863902316
2024-04-0111555.116375248308
2024-05-0114056.557082516932
2024-06-0114441.666610168342
2024-07-0114594.076489691317
2024-08-0116963.870451602405
2024-09-0118198.55658081181
2024-10-0116989.93877841583
2024-11-0117408.743906655727
2024-12-0117136.179040929645
2025-01-0116500.945781948107
2025-02-0116854.2241537116
2025-03-0117091.58491359146
2025-04-0114891.709661891427
2025-05-0116018.359695451432
2025-06-0116119.666840681506
2025-07-0119373.834722062144
2025-08-0121621.677051058665
2025-09-0122351.674949320997
2025-10-0125996.494843962926
2025-11-0126820.325159155782
2025-12-0127248.011823969297
2026-01-0133043.04494328698
2026-02-0131398.94370732964
2026-03-0128148.03012942636
2026-04-0130781.982006413687
Annual Return Matrix
YearAnnual Return
20170.24563063883771608
2018-0.03630182904119239
2019-0.047092238051270274
20200.22951632028222013
20210.17190251368637233
2022-0.13094647114035296
2023-0.031027472928694788
20240.2288825953252056
20250.5900867841592699
20260.12969644190097052
Total Factor Risk
0.332059788875588
VTI.US Exposure
-0.031839310382817496
VEA.US Exposure
-0.02642565782553189
VWO.US Exposure
0.04757730735486613
QQQ.US Exposure
0.0029478897125784615
VTV.US Exposure
0.0973668883886552
IJR.US Exposure
0.033552687984632075
QUAL.US Exposure
0.0034872740328553103
SHV.US Exposure
0.23158114267475666
TLT.US Exposure
-0.004999586404041092
LQD.US Exposure
0.04034975644121577
HYG.US Exposure
-0.00594494611945517
GLD.US Exposure
-0.005009208326626531
USO.US Exposure
0.006770817489746347
VNQ.US Exposure
0.027666420161836718
BTC-USD.CC Exposure
0.003545095719275176
CPER.US Exposure
-0.0077696699590586345
VIX.INDX Exposure
-0.003951030041843191
UUP.US Exposure
0.00048797771799103203
TIP.US Exposure
0.28521048206690636
Idiosyncratic Exposure
0.30539566931405876
Value Score
36.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.2%

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 →34.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.48%
Market Cap$19.9B
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
$107
Avg Yield on Cost
1.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$106.781.07%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 →
+2.5%
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 →
+22.5%
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 →
9.5% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CH Robinson Worldwide Inc a high-risk investment?

CH Robinson Worldwide Inc (CHRW.US) has an annualized volatility of 33.2% and experienced a maximum drawdown of 34.9% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, CHRW.US has generated a Compound Annual Growth Rate (CAGR) of 11.9%. It has had a positive return in 60% 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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