China Construction Bank Corp

10-Year Study

CICHY.US · Financial Services · US · Common Stock

Executive Summary: China Construction Bank Corp has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 32.9%.

1Y CAGR
+26.9%
3Y CAGR
+31.2%
5Y CAGR
+14.9%
10Y CAGR
+13.0%

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 →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +51.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -6.9%
% 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.
20262.30.47.4-0.1————————10.3%
20250.94.34.3-7.013.012.41.6-6.1-0.23.06.7-4.230.3%
2024-0.35.0-3.28.18.64.42.31.17.02.5-3.111.051.3%
20233.4-5.66.03.1-4.31.1-1.9-7.85.40.52.02.93.9%
202210.4-1.90.3-5.34.5-2.5-5.0-2.8-6.8-8.213.63.8-2.3%
2021-0.25.94.7-5.94.1-4.6-5.23.6-0.8-5.1-4.26.3-2.5%
2020-11.35.51.2-0.3-3.63.0-4.1-3.3-8.66.513.7-3.1-6.9%
20198.3-0.5-3.63.0-10.58.9-5.0-4.22.75.5-1.18.510.5%
201825.2-9.7-1.43.2-4.8-8.53.3-2.3-1.3-9.27.4-3.2-5.6%
2017-2.910.1-2.31.01.7-1.47.45.3-5.37.5-2.35.625.7%
2016———0.80.39.41.511.6-0.9-1.21.73.329.1%

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 32.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.7% of variance. Idiosyncratic stock-specific factors contribute 10.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110080.665293640392
2016-05-0110106.565562004618
2016-06-0111060.662797228984
2016-07-0111230.730824439868
2016-08-0112532.141296885726
2016-09-0112424.795606315922
2016-10-0112275.635024652063
2016-11-0112488.454097235222
2016-12-0112905.042751045372
2017-01-0112527.928602633716
2017-02-0113796.573675341695
2017-03-0113478.125195032142
2017-04-0113619.016413905012
2017-05-0113851.026649191786
2017-06-0113653.966173625411
2017-07-0114662.672408412907
2017-08-0115442.332896461336
2017-09-0114616.800848779878
2017-10-0115717.094177120387
2017-11-0115362.135679960058
2017-12-0116227.142233040004
2018-01-0120318.13642888348
2018-02-0118349.24795606316
2018-03-0118093.833863820757
2018-04-0118676.901953441928
2018-05-0117788.179491980278
2018-06-0116280.815078324906
2018-07-0116821.288148286836
2018-08-0116439.805279910128
2018-09-0116229.014541596456
2018-10-0114730.855645010297
2018-11-0115823.347687698933
2018-12-0115318.448480309555
2019-01-0116585.533295887162
2019-02-0116508.45659364663
2019-03-0115917.119141234472
2019-04-0116398.9265430943
2019-05-0114680.615365412219
2019-06-0115993.259689196779
2019-07-0115195.656244149037
2019-08-0114555.950820695249
2019-09-0114947.887411845471
2019-10-0115776.695999500716
2019-11-0115596.486300942395
2019-12-0116925.981401735007
2020-01-0115015.446545590712
2020-02-0115841.446670411284
2020-03-0116028.521500343255
2020-04-0115975.62878362354
2020-05-0115396.617362541347
2020-06-0115853.148598889098
2020-07-0115210.790738313675
2020-08-0114702.302939524434
2020-09-0113443.643512450853
2020-10-0114318.323659739124
2020-11-0116276.602384072896
2020-12-0115765.930225301128
2021-01-0115738.93777694564
2021-02-0116667.75884665793
2021-03-0117458.497160332023
2021-04-0116434.344379953814
2021-05-0117113.992385945203
2021-06-0116329.49510079261
2021-07-0115485.708044685764
2021-08-0116044.124071647006
2021-09-0115915.246832678025
2021-10-0115099.388379204893
2021-11-0114468.732447107284
2021-12-0115379.142482681145
2022-01-0116971.072832802845
2022-02-0116651.37614678899
2022-03-0116699.120014978467
2022-04-0115818.66691630781
2022-05-0116527.023653498094
2022-06-0116111.683205392248
2022-07-0115311.583348935903
2022-08-0114885.789178056542
2022-09-0113874.586531860452
2022-10-0112743.400112338515
2022-11-0114475.597578480932
2022-12-0115030.893091181426
2023-01-0115547.96230418773
2023-02-0114669.849591212631
2023-03-0115555.139486987455
2023-04-0116044.436123073083
2023-05-0115353.554265742994
2023-06-0115520.34575298009
2023-07-0115225.613181052238
2023-08-0114039.505710541098
2023-09-0114793.109904512263
2023-10-0114874.399301004805
2023-11-0115170.536104349996
2023-12-0115609.592460837544
2024-01-0115558.57205267428
2024-02-0116339.63677214005
2024-03-0115808.837296386442
2024-04-0117093.240966111214
2024-05-0118562.535105785435
2024-06-0119372.464582163142
2024-07-0119826.65543281533
2024-08-0120037.60219684204
2024-09-0121434.96848280596
2024-10-0121962.959495724892
2024-11-0121287.68020969856
2024-12-0123620.88872246146
2025-01-0123843.22536353991
2025-02-0124871.902889596204
2025-03-0125953.47313237221
2025-04-0124147.00742682394
2025-05-0127288.74118454721
2025-06-0130665.605691818007
2025-07-0131170.192847781313
2025-08-0129281.033514323157
2025-09-0129221.743743368905
2025-10-0130112.338513387007
2025-11-0132127.56662297947
2025-12-0130783.873182300442
2026-01-0131501.591462272983
2026-02-0131642.01460400674
2026-03-0133998.00287087312
2026-04-0133951.19515696187
Annual Return Matrix
YearAnnual Return
20170.25742646080932396
2018-0.05599838466198093
20190.10494097515762024
2020-0.06853671576851472
2021-0.024533138044672276
2022-0.02264426588750912
20230.03850066434147159
20240.5132290469288818
20250.30324788131394875
20260.10288900152052727
Total Factor Risk
0.32899868548827055
VTI.US Exposure
-0.011594010095800463
VEA.US Exposure
-0.00716819130169187
VWO.US Exposure
0.11201852147056054
QQQ.US Exposure
0.05507967646015912
VTV.US Exposure
0.05501257005774866
IJR.US Exposure
-0.008116123033663354
QUAL.US Exposure
0.00041167337032280024
SHV.US Exposure
0.5869034781551173
TLT.US Exposure
0.020551760042031526
LQD.US Exposure
0.028120558708262078
HYG.US Exposure
0.022305326148641308
GLD.US Exposure
-0.003940549178500282
USO.US Exposure
0.002182258388920812
VNQ.US Exposure
-0.0035070014936803783
BTC-USD.CC Exposure
-0.0003795183338989263
CPER.US Exposure
0.007473110536663992
VIX.INDX Exposure
0.004016810637837536
UUP.US Exposure
0.02613843446280789
TIP.US Exposure
0.007167193278814146
Idiosyncratic Exposure
0.1073240217193475
Value Score
47.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →5.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.05%
Market Cap$290.5B
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 →
+5.1%
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 →
+8.9%
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 →
0.1% 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 →
0.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is China Construction Bank Corp a high-risk investment?

China Construction Bank Corp (CICHY.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CICHY.US has generated a Compound Annual Growth Rate (CAGR) of 13.0%. 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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