Chewy Inc

10-Year Study

CHWY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Chewy Inc has compounded at -3.7% annually over the last 10 years, with a maximum drawdown of 85.3% and an annualized volatility of 68.9%.

1Y CAGR
-43.1%
3Y CAGR
-3.0%
5Y CAGR
-18.5%
10Y CAGR
-3.7%

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 →
85.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +210.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.9-5.8-1.5-0.1————————-18.4%
202516.4-4.4-12.715.320.7-5.8-13.911.6-1.2-16.63.1-4.9-1.3%
2024-24.6-1.0-9.8-5.841.528.4-11.218.12.6-7.923.90.241.7%
202321.5-10.0-7.8-17.0-4.933.8-14.1-29.3-23.95.9-9.935.6-36.3%
2022-19.3-1.0-13.5-28.7-14.740.011.8-11.5-10.526.111.4-14.0-37.1%
202113.3-0.3-16.6-5.9-7.78.35.05.3-22.711.3-9.9-13.6-34.4%
2020-8.611.726.715.32.80.617.516.3-10.212.325.915.9210.0%
2019——————-4.1-1.7-25.50.40.417.1-17.1%

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 68.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 31.6% of variance. Idiosyncratic stock-specific factors contribute 23.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-019588.57142857143
2019-08-019428.571428571428
2019-09-017022.857142857143
2019-10-017048.571428571429
2019-11-017074.285714285716
2019-12-018285.714285714286
2020-01-017574.285714285715
2020-02-018457.142857142857
2020-03-0110711.428571428572
2020-04-0112354.285714285716
2020-05-0112697.142857142855
2020-06-0112768.571428571428
2020-07-0114997.142857142857
2020-08-0117448.571428571428
2020-09-0115665.714285714284
2020-10-0117600
2020-11-0122165.714285714286
2020-12-0125682.857142857145
2021-01-0129091.42857142857
2021-02-0129017.14285714286
2021-03-0124202.857142857138
2021-04-0122777.142857142855
2021-05-0121034.285714285717
2021-06-0122774.28571428571
2021-07-0123914.285714285714
2021-08-0125177.14285714286
2021-09-0119460
2021-10-0121657.142857142855
2021-11-0119502.857142857145
2021-12-0116848.571428571428
2022-01-0113602.857142857143
2022-02-0113468.57142857143
2022-03-0111651.428571428572
2022-04-018302.857142857143
2022-05-017085.714285714286
2022-06-019920
2022-07-0111088.57142857143
2022-08-019808.571428571428
2022-09-018777.142857142857
2022-10-0111065.714285714286
2022-11-0112322.857142857145
2022-12-0110594.285714285714
2023-01-0112874.285714285716
2023-02-0111585.714285714286
2023-03-0110680
2023-04-018860
2023-05-018425.714285714284
2023-06-0111277.142857142857
2023-07-019685.714285714284
2023-08-016851.428571428572
2023-09-015217.142857142858
2023-10-015522.857142857143
2023-11-014977.142857142858
2023-12-016751.428571428572
2024-01-015091.428571428572
2024-02-015040
2024-03-014545.714285714285
2024-04-014282.857142857143
2024-05-016060
2024-06-017782.857142857142
2024-07-016908.571428571428
2024-08-018157.142857142857
2024-09-018368.57142857143
2024-10-017705.714285714285
2024-11-019545.714285714284
2024-12-019568.57142857143
2025-01-0111137.142857142857
2025-02-0110645.714285714284
2025-03-019288.571428571428
2025-04-0110714.285714285714
2025-05-0112928.57142857143
2025-06-0112177.142857142857
2025-07-0110485.714285714286
2025-08-0111702.857142857143
2025-09-0111557.142857142857
2025-10-019634.285714285714
2025-11-019934.285714285716
2025-12-019442.857142857141
2026-01-018317.142857142857
2026-02-017834.285714285715
2026-03-017714.285714285715
2026-04-017705.714285714285
Annual Return Matrix
YearAnnual Return
20202.0996551724137933
2021-0.343975970630771
2022-0.37120569781244706
2023-0.36272923408845736
20240.4172661870503598
2025-0.013138250223947545
2026-0.18396369137670188
Total Factor Risk
0.6893197237544656
VTI.US Exposure
0.3162832796300215
VEA.US Exposure
0.030244207158971633
VWO.US Exposure
-0.013431421590161863
QQQ.US Exposure
-0.09925105670104567
VTV.US Exposure
-0.02855397638180872
IJR.US Exposure
0.04729531105102482
QUAL.US Exposure
0.05370452194456708
SHV.US Exposure
0.17001098906310766
TLT.US Exposure
0.1937224462602355
LQD.US Exposure
0.03079043821308695
HYG.US Exposure
-0.00959873818889336
GLD.US Exposure
0.0006691100074919072
USO.US Exposure
0.007699046157026957
VNQ.US Exposure
-0.004922426137043583
BTC-USD.CC Exposure
0.007405918752668375
CPER.US Exposure
0.009099301509990214
VIX.INDX Exposure
0.024226625042609473
UUP.US Exposure
0.022368820631476743
TIP.US Exposure
0.004019109834243831
Idiosyncratic Exposure
0.23821849374243054
Value Score
29.3
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
68.9%

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 →51.7x
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$11.2B
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 →
+4.4%
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 →
-19.2%
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 →
44.1% 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 →
1.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chewy Inc a high-risk investment?

Chewy Inc (CHWY.US) has an annualized volatility of 68.9% and experienced a maximum drawdown of 85.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CHWY.US has generated a Compound Annual Growth Rate (CAGR) of -3.7%. It has had a positive return in 29% 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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