Companhia Energetica de Minas Gerais CEMIG Pref ADR

10-Year Study

CIG.US · Utilities · US · Common Stock

Executive Summary: Companhia Energetica de Minas Gerais CEMIG Pref ADR has compounded at 22.0% annually over the last 10 years, with a maximum drawdown of 54.5% and an annualized volatility of 40.6%.

1Y CAGR
+57.8%
3Y CAGR
+52.9%
5Y CAGR
+29.6%
10Y CAGR
+22.0%

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 →
54.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +78.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -12.5%
% 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.
20267.510.20.810.9————————32.5%
20255.6-0.5-3.67.45.66.9-7.712.23.90.51.4-2.331.6%
2024-1.73.95.5-2.868.6-5.49.49.32.0-6.31.0-7.678.1%
202310.4-13.015.69.3-6.217.70.0-7.20.5-6.2-2.710.826.5%
20223.70.027.8-5.1-16.5-16.89.96.3-12.48.40.0-4.1-7.1%
2021-11.5-16.67.69.77.2-8.1-5.913.8-1.2-10.72.210.2-8.6%
20203.5-12.4-43.91.215.73.013.2-14.5-5.6-0.732.219.0-12.5%
20195.91.3-6.53.62.51.9-3.9-3.0-4.5-0.9-9.812.5-2.8%
201813.17.33.2-7.4-13.6-8.514.1-14.8-4.569.611.410.578.1%
201724.616.2-0.3-17.0-15.04.812.1-2.2-5.7-4.4-13.91.3-8.2%
2016———-13.3-22.048.325.3-3.6-3.016.6-25.53.05.2%

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 40.6%. The dominant macroeconomic risk driver is HYG.US, accounting for 12.7% of variance. Idiosyncratic stock-specific factors contribute 45.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018673.168936326832
2016-05-016761.133603238867
2016-06-0110027.603974972397
2016-07-0112569.00993743099
2016-08-0112114.464482885536
2016-09-0111751.932278248067
2016-10-0113702.613176297387
2016-11-0110209.790209790208
2016-12-0110520.794994479205
2017-01-0113104.527051895471
2017-02-0115228.192859771807
2017-03-0115182.186234817815
2017-04-0112596.613912403387
2017-05-0110702.98122929702
2017-06-0111218.255428781746
2017-07-0112572.69046742731
2017-08-0112292.970187707031
2017-09-0111591.829223408173
2017-10-0111076.555023923445
2017-11-019534.412955465588
2017-12-019657.71071034229
2018-01-0110923.813029076187
2018-02-0111722.488038277512
2018-03-0112096.061832903937
2018-04-0111205.373573794626
2018-05-019683.474420316526
2018-06-018864.556496135445
2018-07-0110117.776959882223
2018-08-018623.481781376518
2018-09-018238.866396761134
2018-10-0113971.291866028707
2018-11-0115561.28082443872
2018-12-0117197.276407802725
2019-01-0118211.26242178874
2019-02-0118452.33713654766
2019-03-0117245.12329775488
2019-04-0117872.653662127344
2019-05-0118325.358851674642
2019-06-0118667.648141332353
2019-07-0117933.38240706662
2019-08-0117394.184762605815
2019-09-0116610.231873389766
2019-10-0116463.010673536988
2019-11-0114847.258005152742
2019-12-0116707.765918292236
2020-01-0117298.490982701507
2020-02-0115149.06146485094
2020-03-018500.184026499815
2020-04-018599.558336400441
2020-05-019950.312845049686
2020-06-0110248.435774751562
2020-07-0111599.190283400809
2020-08-019911.667280088332
2020-09-019355.907250644092
2020-10-019293.338240706662
2020-11-0112289.28965771071
2020-12-0114624.585940375415
2021-01-0112944.423997055575
2021-02-0110794.994479205006
2021-03-0111613.912403386088
2021-04-0112740.154582259845
2021-05-0113651.085756348915
2021-06-0112545.086492454913
2021-07-0111807.140228192859
2021-08-0113441.295546558706
2021-09-0113283.032756716968
2021-10-0111860.50791313949
2021-11-0112123.665807876336
2021-12-0113360.323886639675
2022-01-0113855.355171144645
2022-02-0113855.355171144645
2022-03-0117703.34928229665
2022-04-0116794.258373205743
2022-05-0114020.97902097902
2022-06-0111661.75929333824
2022-07-0112815.605447184395
2022-08-0113623.481781376518
2022-09-0111932.278248067723
2022-10-0112937.062937062938
2022-11-0112937.062937062938
2022-12-0112407.066617592935
2023-01-0113691.571586308428
2023-02-0111917.556128082442
2023-03-0113779.904306220096
2023-04-0115066.24953993375
2023-05-0114133.235185866766
2023-06-0116635.995583364005
2023-07-0116635.995583364005
2023-08-0115434.302539565699
2023-09-0115515.274199484726
2023-10-0114554.655870445345
2023-11-0114168.2002208318
2023-12-0115695.62016930438
2024-01-0115425.1012145749
2024-02-0116034.228928965771
2024-03-0116913.875598086124
2024-04-0116433.566433566433
2024-05-0127708.87007729113
2024-06-0126220.09569377991
2024-07-0128686.050791313948
2024-08-0131345.23371365477
2024-09-0131959.882223040117
2024-10-0129942.951785057052
2024-11-0130252.116304747884
2024-12-0127957.305852042697
2025-01-0129536.253220463746
2025-02-0129379.83069562017
2025-03-0128316.157526683844
2025-04-0130406.698564593305
2025-05-0132096.06183290394
2025-06-0134322.78248067722
2025-07-0131696.724328303273
2025-08-0135548.398969451606
2025-09-0136950.680898049315
2025-10-0137145.74898785425
2025-11-0137679.425837320574
2025-12-0136805.2999631947
2026-01-0139565.697460434305
2026-02-0143614.28045638572
2026-03-0143982.33345601767
2026-04-0148767.02245123297
Annual Return Matrix
YearAnnual Return
2017-0.08203603288437977
20180.7806783536585364
2019-0.028464419475655367
2020-0.1246833351690716
2021-0.08644771611929025
2022-0.07134986225895312
20230.2650548798576089
20240.7812170242701373
20250.31648235913638745
20260.32499999999999996
Total Factor Risk
0.40587533589709357
VTI.US Exposure
-0.030144230001913724
VEA.US Exposure
0.09650656643547494
VWO.US Exposure
0.029742518712149724
QQQ.US Exposure
0.03875093046097491
VTV.US Exposure
0.014870690314892453
IJR.US Exposure
-0.046340023312586985
QUAL.US Exposure
0.02210682464019414
SHV.US Exposure
0.0031690494454739222
TLT.US Exposure
0.09320407385869318
LQD.US Exposure
0.12481111029347074
HYG.US Exposure
0.1273926950244422
GLD.US Exposure
-0.002549918210586669
USO.US Exposure
-0.00013856717886754158
VNQ.US Exposure
0.021061110926506504
BTC-USD.CC Exposure
0.02088680653374436
CPER.US Exposure
-0.007522899591601891
VIX.INDX Exposure
0.007470351697160959
UUP.US Exposure
0.008092506937593736
TIP.US Exposure
0.02012268905658139
Idiosyncratic Exposure
0.4585077139582037
Value Score
47
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.6%

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 →7.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →50.53%
Market Cap$7.8B
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
$656
Avg Yield on Cost
6.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$656.426.56%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 →
+13.4%
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 →
+29.6%
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 →
2.9% 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 →
0.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Companhia Energetica de Minas Gerais CEMIG Pref ADR a high-risk investment?

Companhia Energetica de Minas Gerais CEMIG Pref ADR (CIG.US) has an annualized volatility of 40.6% and experienced a maximum drawdown of 54.5% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, CIG.US has generated a Compound Annual Growth Rate (CAGR) of 22.0%. 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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