Charter Communications Inc

10-Year Study

CHTR.US · Communication Services · US · Common Stock

Executive Summary: Charter Communications Inc has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 75.5% and an annualized volatility of 51.2%.

1Y CAGR
-43.2%
3Y CAGR
-10.5%
5Y CAGR
-19.7%
10Y CAGR
+0.8%

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 →
75.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +70.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.0%
% 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.
2026-1.313.8-8.09.3————————13.0%
20250.85.21.46.31.13.2-34.1-1.43.6-15.0-14.44.3-39.1%
2024-4.6-20.7-1.1-11.912.24.127.0-8.5-6.81.121.2-13.7-11.8%
202313.3-4.3-2.73.1-11.512.610.38.10.4-8.4-0.7-2.914.6%
2022-9.01.4-9.3-21.518.3-7.6-7.8-4.5-26.521.26.4-13.3-48.0%
2021-8.21.00.69.13.13.93.19.8-10.9-7.2-4.20.9-1.4%
20206.7-4.7-11.513.59.8-6.213.76.11.4-3.38.01.536.4%
201916.24.20.67.01.54.9-2.56.30.613.50.53.270.2%
201812.3-9.4-9.0-12.8-3.812.33.91.95.0-1.72.8-13.4-15.2%
201712.5-0.31.35.50.1-2.516.41.7-8.8-8.0-2.43.016.7%
2016———4.83.24.42.79.55.0-7.410.24.642.2%

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 51.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 15.9% of variance. Idiosyncratic stock-specific factors contribute 22.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110484.611964629748
2016-05-0110815.590574519587
2016-06-0111294.76856197204
2016-07-0111602.529269377068
2016-08-0112706.120634293335
2016-09-0113336.461986859656
2016-10-0112344.514153040556
2016-11-0113600.25687892111
2016-12-0114223.188262609296
2017-01-0116003.062787136292
2017-02-0115959.096971792718
2017-03-0116169.540087931631
2017-04-0117050.83238650398
2017-05-0117070.098305587115
2017-06-0116640.320110655535
2017-07-0119363.23667440597
2017-08-0119687.793311268095
2017-09-0117952.87259793509
2017-10-0116507.9286666996
2017-11-0116114.706318233462
2017-12-0116596.354295311958
2018-01-0118636.07172849874
2018-02-0116891.27105666156
2018-03-0115374.203428345601
2018-04-0113401.669712987205
2018-05-0112895.321839648275
2018-06-0114484.513165044706
2018-07-0115046.188806007012
2018-08-0115333.695598478485
2018-09-0116098.404386701575
2018-10-0115826.211529911574
2018-11-0116262.411697870868
2018-12-0114077.458874672728
2019-01-0116353.801314034481
2019-02-0117038.482438373758
2019-03-0117137.282023415504
2019-04-0118336.708985822257
2019-05-0118613.84182186435
2019-06-0119521.810008397963
2019-07-0119037.692041693423
2019-08-0120233.66101862372
2019-09-0120358.642493701525
2019-10-0123112.1869288149
2019-11-0123218.396482734774
2019-12-0123962.851356024305
2020-01-0125562.41663785012
2020-02-0124362.495677518156
2020-03-0121553.62347478141
2020-04-0124464.25925011115
2020-05-0126873.487131354046
2020-06-0125195.870177345256
2020-07-0128651.87966210542
2020-08-0130411.006273773648
2020-09-0130842.266462480857
2020-10-0129828.582719952577
2020-11-0132208.17072568295
2020-12-0132680.432742182482
2021-01-0130013.33794398063
2021-02-0130302.82072815294
2021-03-0130480.659981228077
2021-04-0133268.29027318085
2021-05-0134309.637899520814
2021-06-0135639.480314182685
2021-07-0136755.91562515437
2021-08-0140342.834560094845
2021-09-0135941.3130464852
2021-10-0133339.42597441091
2021-11-0131926.097910388777
2021-12-0132207.182729832537
2022-01-0129310.872894333846
2022-02-0129727.807143209993
2022-03-0126948.574815985772
2022-04-0121167.31709726819
2022-05-0125042.236822605344
2022-06-0123145.284789803878
2022-07-0121345.650348268537
2022-08-0120383.83638788717
2022-09-0114985.427061206345
2022-10-0118160.35172652275
2022-11-0119329.644815491774
2022-12-0116751.469643827495
2023-01-0118984.83426369609
2023-02-0118159.85772859754
2023-03-0117665.859803388827
2023-04-0118213.70350244529
2023-05-0116111.742330682211
2023-06-0118148.001778392532
2023-07-0120016.301931531885
2023-08-0121643.037099244182
2023-09-0121727.016746529665
2023-10-0119898.236427407006
2023-11-0119766.338981376277
2023-12-0119200.7113570123
2024-01-0118312.99708541224
2024-02-0114520.081015659734
2024-03-0114357.061700340859
2024-04-0112643.38289779183
2024-05-0114183.6684285926
2024-06-0114768.561972039715
2024-07-0118758.08921602529
2024-08-0117168.403892703653
2024-09-0116009.484760164005
2024-10-0116183.866027762684
2024-11-0119610.235637010326
2024-12-0116932.766882379092
2025-01-0117067.134318035864
2025-02-0117960.28256681322
2025-03-0118205.30553771674
2025-04-0119357.80269722867
2025-05-0119575.655782245714
2025-06-0120195.12918045744
2025-07-0113306.328113421923
2025-08-0113119.596897693029
2025-09-0113590.376920416935
2025-10-0111551.647483080571
2025-11-019885.886479276787
2025-12-0110312.206688731907
2026-01-0110182.285234402016
2026-02-0111590.673319172058
2026-03-0110664.42720940572
2026-04-0111656.869041150027
Annual Return Matrix
YearAnnual Return
20170.16685190330647393
2018-0.15177402071675183
20190.702214268168579
20200.3637956625711223
2021-0.01448114277076551
2022-0.479884043744344
20230.1462105573577115
2024-0.11811773181022955
2025-0.39099104355690406
20260.13039520958083828
Total Factor Risk
0.51153964886191
VTI.US Exposure
0.13902265010690684
VEA.US Exposure
-0.05398726991622565
VWO.US Exposure
0.029599425025492135
QQQ.US Exposure
0.09527838154167367
VTV.US Exposure
0.08790245793784811
IJR.US Exposure
0.08294741923800787
QUAL.US Exposure
0.15938685751402593
SHV.US Exposure
0.060322667361374725
TLT.US Exposure
-0.004280900110786187
LQD.US Exposure
-0.008046656396607513
HYG.US Exposure
0.07140358149863128
GLD.US Exposure
-0.002760133466296161
USO.US Exposure
0.006907001700821516
VNQ.US Exposure
0.04604887013956327
BTC-USD.CC Exposure
0.00028433861179209206
CPER.US Exposure
0.0149325575597586
VIX.INDX Exposure
0.003367253942963286
UUP.US Exposure
0.04889442914506002
TIP.US Exposure
0.002819442907935308
Idiosyncratic Exposure
0.2199576256580609
Value Score
47.6
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
51.2%

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 →6.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$27.8B
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
$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 →
+4.7%
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 →
-4.5%
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 →
44.8% 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 →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Charter Communications Inc a high-risk investment?

Charter Communications Inc (CHTR.US) has an annualized volatility of 51.2% and experienced a maximum drawdown of 75.5% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CHTR.US has generated a Compound Annual Growth Rate (CAGR) of 0.8%. 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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