Chimera Investment Corporation

10-Year Study

CIM-PB.US · Real Estate · US · Preferred Stock

Executive Summary: Chimera Investment Corporation has compounded at 8.4% annually over the last 10 years, with a maximum drawdown of 46.1% and an annualized volatility of 22.3%.

1Y CAGR
+5.1%
3Y CAGR
+17.3%
5Y CAGR
+8.1%
10Y CAGR
+8.4%

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 →
46.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +29.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.4-2.3-5.29.8————————3.2%
20251.8-0.1-2.83.10.91.02.4-1.00.0-0.31.5-2.14.2%
20242.81.72.70.61.21.10.51.02.22.3-0.61.017.6%
202312.92.1-14.25.8-1.67.44.40.5-0.7-0.810.03.129.7%
2022-0.8-2.12.2-1.7-1.5-9.22.93.1-20.65.715.4-5.5-15.4%
20212.81.54.61.83.53.31.10.3-0.90.7-1.42.521.3%
20202.6-5.6-42.922.04.77.15.06.2-3.31.213.3-0.6-7.1%
20190.21.21.6-1.11.21.31.91.60.11.01.61.713.1%
2018-1.31.90.2-0.73.01.11.01.6-1.20.80.20.47.1%
2017——1.81.31.50.71.41.52.4-2.31.9-0.110.5%

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 22.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.5% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-02-0110000
2017-03-0110184.569178518732
2017-04-0110316.928154220908
2017-05-0110473.73337873351
2017-06-0110547.945205479453
2017-07-0110696.368858971337
2017-08-0110858.849105529218
2017-09-0111115.185485912849
2017-10-0110863.039891039576
2017-11-0111066.642220417858
2017-12-0111053.807939792381
2018-01-0110912.456236849228
2018-02-0111115.971258196043
2018-03-0111133.432864489203
2018-04-0111054.768328138505
2018-05-0111387.411928023259
2018-06-0111507.72239538315
2018-07-0111627.334398491317
2018-08-0111817.92783118119
2018-09-0111672.559958790609
2018-10-0111763.447619546523
2018-11-0111788.155792451347
2018-12-0111834.516357159695
2019-01-0111857.652985498136
2019-02-0112002.497009699922
2019-03-0112196.233531522566
2019-04-0112063.961863851857
2019-05-0112214.655526161852
2019-06-0112368.754201699016
2019-07-0112609.637060513196
2019-08-0112810.882073041897
2019-09-0112825.637130359622
2019-10-0112958.170722124729
2019-11-0113162.558823786201
2019-12-0113387.551620873606
2020-01-0113732.68026925797
2020-02-0112967.861913617433
2020-03-017406.602233339446
2020-04-019032.627011358776
2020-05-019455.721731842112
2020-06-0110122.405860115072
2020-07-0110627.919362302138
2020-08-0111289.888856875945
2020-09-0110917.25817857985
2020-10-0111045.251752708731
2020-11-0112512.637837554677
2020-12-0112431.354060260004
2021-01-0112780.41157006033
2021-02-0112965.853828893722
2021-03-0113568.453862070774
2021-04-0113807.939792381503
2021-05-0114285.863956625371
2021-06-0114757.152710477836
2021-07-0114916.140635777085
2021-08-0114955.865790094029
2021-09-0114822.721042108664
2021-10-0114926.879523647383
2021-11-0114718.562560569948
2021-12-0115083.073591939725
2022-01-0114959.096187258267
2022-02-0114646.184202484788
2022-03-0114967.041218121658
2022-04-0114720.046797104866
2022-05-0114497.760548992901
2022-06-0113162.384207723268
2022-07-0113537.808743026271
2022-08-0113951.648812174231
2022-09-0111075.722255690302
2022-10-0111705.03854649589
2022-11-0113504.806307132194
2022-12-0112767.402673371924
2023-01-0114417.349852012889
2023-02-0114716.554475846233
2023-03-0112627.360590900757
2023-04-0113365.549996944219
2023-05-0113154.613792922812
2023-06-0114127.487187546383
2023-07-0114742.659577254512
2023-08-0114812.855234553028
2023-09-0114709.045985140174
2023-10-0114598.252093210056
2023-11-0116058.828151601667
2023-12-0116563.99242166287
2024-01-0117030.56654181618
2024-02-0117319.643433999496
2024-03-0117788.749487065317
2024-04-0117889.764879471262
2024-05-0118099.042230894822
2024-06-0118306.573421689063
2024-07-0118395.71492181566
2024-08-0118573.910614037388
2024-09-0118976.40063909479
2024-10-0119404.733841466077
2024-11-0119297.606886857524
2024-12-0119482.26337340772
2025-01-0119827.91586998088
2025-02-0119804.342701485108
2025-03-0119247.142844670285
2025-04-0119843.80593170766
2025-05-0120013.183512751337
2025-06-0120217.571614412813
2025-07-0120697.765787474793
2025-08-0120490.758444869345
2025-09-0120491.28229305814
2025-10-0120423.182028514802
2025-11-0120737.927481949064
2025-12-0120299.117315801883
2026-01-0120587.233819639066
2026-02-0120108.96042326934
2026-03-0119068.074072133895
2026-04-0120945.28405668038
Annual Return Matrix
YearAnnual Return
20180.0706280063503597
20190.13122929715453457
2020-0.07142437898224174
20210.2133089861993891
2022-0.15352778758603125
20230.29736586566735523
20240.17618161596888005
20250.041928082314559356
20260.03183225806451628
Total Factor Risk
0.2228907985735058
VTI.US Exposure
0.7052856115348334
VEA.US Exposure
0.13765603776634644
VWO.US Exposure
-0.006491591971339416
QQQ.US Exposure
-0.09677963991594354
VTV.US Exposure
-0.10054874205739571
IJR.US Exposure
0.007460054442615535
QUAL.US Exposure
-0.006554258866451978
SHV.US Exposure
0.11497975050806714
TLT.US Exposure
-0.013209066736069017
LQD.US Exposure
0.08342767718074152
HYG.US Exposure
-0.008273862075422451
GLD.US Exposure
-0.0028196859872740283
USO.US Exposure
0.006238285449650716
VNQ.US Exposure
0.06832404626383295
BTC-USD.CC Exposure
-0.0028785448573417026
CPER.US Exposure
0.01565325971996021
VIX.INDX Exposure
-0.03807449957154681
UUP.US Exposure
-0.00869361065978974
TIP.US Exposure
-0.0037764932616186336
Idiosyncratic Exposure
0.14907527309414526
Value Score
36.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
73.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.3%

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 →32.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.16%
Market Cap$3.3B
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
$531
Avg Yield on Cost
5.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$530.665.31%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 →
+3.5%
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 →
+2.3%
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 →
0.6% 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 →
1.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chimera Investment Corporation a high-risk investment?

Chimera Investment Corporation (CIM-PB.US) has an annualized volatility of 22.3% and experienced a maximum drawdown of 46.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CIM-PB.US has generated a Compound Annual Growth Rate (CAGR) of 8.4%. It has had a positive return in 78% 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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