Chimera Investment Corporation 7.75% Series C Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

10-Year Study

CIM-P-C.US · Other · US · Preferred Stock

Executive Summary: Chimera Investment Corporation 7.75% Series C Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock has compounded at -1.4% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 22.0%.

1Y CAGR
-3.2%
3Y CAGR
+6.8%
5Y CAGR
-2.4%
10Y CAGR
-1.4%

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 →
42.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +16.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.00.1-10.312.1————————3.6%
20250.01.9-4.62.8-1.7-0.81.51.5-0.6-4.10.7-4.3-7.9%
20242.81.6-1.31.410.0-1.8-1.04.0-1.90.93.1-1.816.3%
202319.1-1.9-4.0-0.3-4.87.12.40.5-10.3-4.512.42.816.0%
2022-0.7-1.2-1.1-3.2-6.6-10.110.1-6.1-20.24.111.4-9.4-31.6%
20214.21.53.40.93.53.6-0.12.9-3.2-0.3-0.1-2.214.8%
20202.40.2-42.420.84.71.15.75.1-8.22.118.7-4.8-11.1%
20191.2-0.61.41.8-2.71.70.40.8-1.30.01.41.65.8%
2018—————————2.1-1.2-6.4-5.6%

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 22.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.6% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-0110211.069876458812
2018-11-0110091.679281214903
2018-12-019440.931360580758
2019-01-019556.456207171574
2019-02-019502.539186483715
2019-03-019633.445643504729
2019-04-019806.71256734541
2019-05-019537.208848088285
2019-06-019702.744274622784
2019-07-019745.104741442454
2019-08-019825.959926428699
2019-09-019695.053469407685
2019-10-019695.053469407685
2019-11-019833.650731643798
2019-12-019991.536045054283
2020-01-0110228.933704445204
2020-02-0110244.396699057572
2020-03-015900.393899441705
2020-04-017129.498510669468
2020-05-017466.9987141299225
2020-06-017548.382896300275
2020-07-017975.649852694631
2020-08-018382.570763546397
2020-09-017698.943633315429
2020-10-017861.711997656135
2020-11-019334.765694939531
2020-12-018887.152693002588
2021-01-019257.450721877696
2021-02-019399.873040675815
2021-03-019721.340560248711
2021-04-019810.863160636098
2021-05-0110156.7459348601
2021-06-0110522.97475462669
2021-07-0110510.767127301136
2021-08-0110820.02701954848
2021-09-0110474.14424532448
2021-10-0110445.659781564855
2021-11-0110437.52136334782
2021-12-0110205.576444162312
2022-01-0110136.399889317514
2022-02-0110010.254406953465
2022-03-019904.454970132005
2022-04-019582.987450559109
2022-05-018948.190829630352
2022-06-018048.895616647948
2022-07-018862.737438351482
2022-08-018325.60183602715
2022-09-016645.0184742093525
2022-10-016917.655484480037
2022-11-017703.0128424239465
2022-12-016978.693621107801
2023-01-018309.32499959308
2023-02-018154.695053469407
2023-03-017825.089115679477
2023-04-017800.673861028371
2023-05-017426.306623044745
2023-06-017955.303807152042
2023-07-018146.556635252372
2023-08-018187.24872633755
2023-09-017340.853231765874
2023-10-017007.178084867424
2023-11-017873.919624981689
2023-12-018097.72612595016
2024-01-018321.532626918632
2024-02-018455.816527499715
2024-03-018341.87867246122
2024-04-018455.816527499715
2024-05-019298.142812962873
2024-06-019131.30523951365
2024-07-019037.713430017742
2024-08-019399.873040675815
2024-09-019216.75863079252
2024-10-019302.21202207139
2024-11-019595.195077884662
2024-12-019420.219086218402
2025-01-019424.28829532692
2025-02-019607.402705210216
2025-03-019163.85891238179
2025-04-019424.28829532692
2025-05-019261.519930986215
2025-06-019184.204957924378
2025-07-019318.48885850546
2025-08-019460.911177303578
2025-09-019399.873040675815
2025-10-019013.298175366635
2025-11-019074.3363119944
2025-12-018679.623028468186
2026-01-018935.9832023048
2026-02-018948.190829630352
2026-03-018024.480361996842
2026-04-018992.952129824047
Annual Return Matrix
YearAnnual Return
20190.05832101340896245
2020-0.11053188889793919
20210.14835164835164827
2022-0.31618819776714513
20230.16034985422740533
20240.16331658291457285
2025-0.07861771058315337
20260.0360993905297704
Total Factor Risk
0.2200384405834312
VTI.US Exposure
0.6361717285552158
VEA.US Exposure
0.16105624851323821
VWO.US Exposure
0.02273455275391403
QQQ.US Exposure
-0.19438770388641893
VTV.US Exposure
-0.13877318859085092
IJR.US Exposure
0.02318047325245806
QUAL.US Exposure
0.10006135830617457
SHV.US Exposure
0.15373032024624134
TLT.US Exposure
-0.013499434767138623
LQD.US Exposure
0.08837511516662709
HYG.US Exposure
0.024121198826532724
GLD.US Exposure
-0.0030869663718002816
USO.US Exposure
-0.0011178735611504646
VNQ.US Exposure
0.058118764691910685
BTC-USD.CC Exposure
0.0005064313750552154
CPER.US Exposure
-0.004377349322262252
VIX.INDX Exposure
-0.05368979215118931
UUP.US Exposure
-0.0021442731662011
TIP.US Exposure
-0.0039751562288676354
Idiosyncratic Exposure
0.1469955463585118
Value Score
50
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
22.0%

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 →0.00%
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
$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 →
+2.8%
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 →
-0.7%
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 →
5.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chimera Investment Corporation 7.75% Series C Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock a high-risk investment?

Chimera Investment Corporation 7.75% Series C Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock (CIM-P-C.US) has an annualized volatility of 22.0% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CIM-P-C.US?

Over the past 10 years, CIM-P-C.US has generated a Compound Annual Growth Rate (CAGR) of -1.4%. It has had a positive return in 63% 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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