CION Investment Corporation

10-Year Study

CICB.US · · US · Common Stock

Executive Summary: CION Investment Corporation has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 2.4% and an annualized volatility of 34.7%.

1Y CAGR
+8.7%
3Y CAGR
+4.9%
5Y CAGR
+4.9%
10Y CAGR
+4.9%

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 →
2.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.3%
% 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.
20260.70.2-2.41.3————————-0.3%
2025-0.71.10.3-0.4-1.11.91.11.32.3-0.42.1-0.27.5%
2024——————————-1.01.20.2%

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 34.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.7% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-019898.630289389343
2024-12-0110016.217442094317
2025-01-019944.758000676084
2025-02-0110055.926640678821
2025-03-0110089.174536476407
2025-04-0110052.760174412386
2025-05-019943.517088220317
2025-06-0110134.104125392063
2025-07-0110245.401135648846
2025-08-0110377.365756806832
2025-09-0110614.33724577341
2025-10-0110568.123954317305
2025-11-0110794.954193214347
2025-12-0110770.264314353077
2026-01-0110847.286466779917
2026-02-0110868.681509120706
2026-03-0110603.382984094924
2026-04-0110736.032246607816
Annual Return Matrix
YearAnnual Return
20250.07528259810832294
2026-0.0031783869686135002
Total Factor Risk
0.3467475101818579
VTI.US Exposure
0.016132607570321335
VEA.US Exposure
-0.009331192324753716
VWO.US Exposure
0.07129755021716752
QQQ.US Exposure
0.005264075952430672
VTV.US Exposure
-0.0013414771998648952
IJR.US Exposure
0.005230565910139846
QUAL.US Exposure
0.018288611505282482
SHV.US Exposure
0.8172763298943115
TLT.US Exposure
-0.00016423774442301896
LQD.US Exposure
0.00035831651520656634
HYG.US Exposure
-0.00004250720083233349
GLD.US Exposure
0.0023430085120407693
USO.US Exposure
0.0007512058574877202
VNQ.US Exposure
0.008162442552427259
BTC-USD.CC Exposure
0.0011478011234336745
CPER.US Exposure
-0.0003450950140053747
VIX.INDX Exposure
0.014230386183355702
UUP.US Exposure
0.0019262724907284743
TIP.US Exposure
0.047297438466408076
Idiosyncratic Exposure
0.0015178967331377707
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.47%
Market Cap$0
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
$201
Avg Yield on Cost
2.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$200.692.01%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 →
+0.1%
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 →
+1.0%
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 →
1.8% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CION Investment Corporation a high-risk investment?

CION Investment Corporation (CICB.US) has an annualized volatility of 34.7% and experienced a maximum drawdown of 2.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CICB.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. 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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