Cincinnati Financial Corporation

10-Year Study

CINF.US · Financial Services · US · Common Stock

Executive Summary: Cincinnati Financial Corporation has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 48.8% and an annualized volatility of 38.6%.

1Y CAGR
+11.1%
3Y CAGR
+22.7%
5Y CAGR
+8.7%
10Y CAGR
+12.0%

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 →
48.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +42.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -14.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.51.9-4.03.8————————0.0%
2025-4.67.90.5-5.88.3-0.7-0.94.13.5-2.28.4-2.016.3%
20247.12.99.7-6.81.61.210.64.9-0.13.513.5-9.642.5%
202310.56.7-6.5-5.0-9.31.610.5-1.7-2.6-2.63.11.44.0%
20223.44.211.3-9.84.2-6.4-18.2-0.4-7.015.47.4-7.1-7.9%
2021-3.816.45.99.38.0-3.71.14.7-6.96.3-6.20.633.3%
2020-0.2-11.2-18.5-12.8-10.49.721.71.9-1.0-9.37.915.3-14.1%
20194.87.0-0.412.02.16.13.54.84.2-3.0-5.4-1.338.9%
20182.6-3.00.3-5.3-1.4-2.913.11.40.92.43.9-4.66.3%
2017-6.83.4-0.3-0.2-2.84.15.10.90.3-8.47.21.02.3%
2016———1.04.79.1-0.33.2-1.6-6.28.4-0.718.2%

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 38.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.0% of variance. Idiosyncratic stock-specific factors contribute 12.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110099.44067103597
2016-05-0110572.210599859472
2016-06-0111538.114954209655
2016-07-0111508.838509144178
2016-08-0111880.143226323791
2016-09-0111694.877912261969
2016-10-0110975.391907395131
2016-11-0111899.574846472337
2016-12-0111821.054428384854
2017-01-0111014.255147692222
2017-02-0111385.678955495834
2017-03-0111353.504638579805
2017-04-0111325.220615380951
2017-05-0111009.45182585775
2017-06-0111459.475445498178
2017-07-0112049.450396770262
2017-08-0112153.83332870203
2017-09-0112190.989603388527
2017-10-0111172.030376048495
2017-11-0111978.035719247824
2017-12-0112097.602705738977
2018-01-0112409.044535923687
2018-02-0112036.290882818796
2018-03-0112068.18732161217
2018-04-0111431.151725424657
2018-05-0111273.515436129715
2018-06-0110949.70802948684
2018-07-0112385.98065174329
2018-08-0112556.300092493717
2018-09-0112665.466497822626
2018-10-0112967.222290589063
2018-11-0113476.731676915077
2018-12-0112854.225136854975
2019-01-0113468.554120734076
2019-02-0114414.927612749048
2019-03-0114355.73957262345
2019-04-0116073.760762815144
2019-05-0116418.031908347857
2019-06-0117419.4252686486
2019-07-0118034.409250959674
2019-08-0118901.4286905192
2019-09-0119701.59859314276
2019-10-0119117.320143385114
2019-11-0118077.123088099273
2019-12-0117850.95014469511
2020-01-0117816.98946841915
2020-02-0115829.029530505064
2020-03-0112907.518191092815
2020-04-0111256.644264397064
2020-05-0110084.792524284563
2020-06-0111060.998217610328
2020-07-0113462.182772350332
2020-08-0113717.850493630636
2020-09-0113573.949322969806
2020-10-0112315.260669527488
2020-11-0113291.922876911902
2020-12-0115325.931189437457
2021-01-0114750.564688042112
2021-02-0117167.766931709466
2021-03-0118188.631609033422
2021-04-0119880.631497882172
2021-05-0121473.845714126925
2021-06-0120682.845789550993
2021-07-0120906.319345477932
2021-08-0121885.303820030247
2021-09-0120366.461698470477
2021-10-0121653.85119229563
2021-11-0120309.39744113946
2021-12-0120425.78867765741
2022-01-0121124.9895795704
2022-02-0122014.239268942358
2022-03-0124504.979972926732
2022-04-0122107.82465096523
2022-05-0123045.06786180724
2022-06-0121571.20229924298
2022-07-0117647.860933908676
2022-08-0117578.967007927466
2022-09-0116351.738127657209
2022-10-0118861.930300227465
2022-11-0120256.66014314693
2022-12-0118814.135263130735
2023-01-0120791.297651135927
2023-02-0122178.604178493028
2023-03-0120739.3542906367
2023-04-0119695.723455692332
2023-05-0117856.428313398887
2023-06-0118144.27035159522
2023-07-0120057.14365108035
2023-08-0119723.41202577121
2023-09-0119203.700542656276
2023-10-0118711.83641711888
2023-11-0119297.563802801804
2023-12-0119566.549825532238
2024-01-0120954.709835694637
2024-02-0121559.88868996344
2024-03-0123642.982188012338
2024-04-0122028.33165944845
2024-05-0122388.203676724534
2024-06-0122648.396841716654
2024-07-0125049.402760520665
2024-08-0126278.676029836173
2024-09-0126259.20471281296
2024-10-0127167.826477021463
2024-11-0130833.158005470228
2024-12-0127879.39295539262
2025-01-0126589.224680340914
2025-02-0128676.784076789638
2025-03-0128831.58203954603
2025-04-0127170.625106685355
2025-05-0129436.6219547535
2025-06-0129240.69802984411
2025-07-0128963.85202593
2025-08-0130159.621133028202
2025-09-0131217.18557098
2025-10-0130524.117836202757
2025-11-0133090.99714579471
2025-12-0132416.46785148605
2026-01-0131934.1508243056
2026-02-0132547.46753788074
2026-03-0131231.516142734083
2026-04-0132424.40722641907
Annual Return Matrix
YearAnnual Return
20170.023394552408968927
20180.06254317070249504
20190.38872238152370464
2020-0.14145011524823692
20210.3327600408211897
2022-0.07890287322366984
20230.03999198219202649
20240.42484971566182916
20250.16273937181318132
20260.0002449179524859346
Total Factor Risk
0.38649575899039346
VTI.US Exposure
0.061090894070125634
VEA.US Exposure
0.00017037057249155995
VWO.US Exposure
0.00817322497835322
QQQ.US Exposure
-0.01772389754740726
VTV.US Exposure
0.15153944596936506
IJR.US Exposure
-0.005886693219987693
QUAL.US Exposure
-0.010436066977609045
SHV.US Exposure
0.6196203770450508
TLT.US Exposure
0.01307920875436913
LQD.US Exposure
-0.0021020219732508587
HYG.US Exposure
0.03324211362043466
GLD.US Exposure
-0.0015543928123496007
USO.US Exposure
0.0000852180695208207
VNQ.US Exposure
0.014086846187058733
BTC-USD.CC Exposure
0.0015771470415132218
CPER.US Exposure
-0.004756273232357559
VIX.INDX Exposure
0.0034743600090141316
UUP.US Exposure
0.002742137321854125
TIP.US Exposure
0.004487911324682354
Idiosyncratic Exposure
0.12909009079912853
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.6%

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 →10.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.21%
Market Cap$24.7B
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
$187
Avg Yield on Cost
1.87%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$186.581.87%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 →
+0.3%
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 →
+3.3%
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 →
5.4% 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 →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cincinnati Financial Corporation a high-risk investment?

Cincinnati Financial Corporation (CINF.US) has an annualized volatility of 38.6% and experienced a maximum drawdown of 48.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CINF.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 80% 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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