Cion Investment Corp

10-Year Study

CION.US · Financial Services · US · Common Stock

Executive Summary: Cion Investment Corp has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 39.7% and an annualized volatility of 34.2%.

1Y CAGR
-12.1%
3Y CAGR
+5.4%
5Y CAGR
+2.3%
10Y CAGR
+2.3%

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 →
39.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +35.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -20.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.8-13.2-14.310.1————————-20.4%
20252.87.0-14.6-4.2-2.52.80.911.8-9.0-3.511.0-1.3-2.1%
2024-1.1-3.75.33.99.40.21.20.3-0.2-1.60.30.515.0%
20239.42.6-6.6-4.03.39.76.9-0.4-0.9-6.510.58.835.4%
2022-4.4-3.825.5-24.30.7-20.87.46.6-11.99.511.8-0.8-14.7%
2021——————————15.2-6.97.3%

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 34.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.1% of variance. Idiosyncratic stock-specific factors contribute 25.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0111523.132931448701
2021-12-0110727.519271301604
2022-01-0110259.701976505961
2022-02-019873.981163500228
2022-03-0112388.757056317892
2022-04-019375.211873774817
2022-05-019439.916282223237
2022-06-017472.990699662476
2022-07-018022.609695343936
2022-08-018548.204047341813
2022-09-017529.588633248339
2022-10-018247.08535381078
2022-11-019222.220584550532
2022-12-019148.672748979321
2023-01-0110011.938626615769
2023-02-0110274.735802614707
2023-03-019592.465400091382
2023-04-019213.377157427742
2023-05-019519.949297684496
2023-06-0110445.708726988667
2023-07-0111170.280189249343
2023-08-0111127.242177251757
2023-09-0111024.068860819196
2023-10-0110304.508673928103
2023-11-0111388.418058278185
2023-12-0112389.346618126076
2024-01-0112257.874334900585
2024-02-0111808.775627514851
2024-03-0112437.985467301429
2024-04-0112924.226568602888
2024-05-0114145.503854260322
2024-06-0114168.79154568367
2024-07-0114332.394947455305
2024-08-0114379.265111206096
2024-09-0114347.428773564048
2024-10-0114118.384011083765
2024-11-0114166.580688902972
2024-12-0114241.602428994649
2025-01-0114641.3253349448
2025-02-0115665.688976668092
2025-03-0113374.062228248855
2025-04-0112818.400224033487
2025-05-0112495.320353147523
2025-06-0112844.340943593674
2025-07-0112965.05372381977
2025-08-0114495.114006514657
2025-09-0113183.781154656801
2025-10-0112724.954677435995
2025-11-0114129.585685439297
2025-12-0113942.105030436129
2026-01-0113549.014694828069
2026-02-0111761.758073312012
2026-03-0110081.506919981724
2026-04-0111098.501039102688
Annual Return Matrix
YearAnnual Return
2022-0.1471772254509982
20230.3542233893444604
20240.14950391396416762
2025-0.021029754204398343
2026-0.2039580095778758
Total Factor Risk
0.3420115391236726
VTI.US Exposure
0.11064429845636431
VEA.US Exposure
0.008400423737678476
VWO.US Exposure
0.010037489056204255
QQQ.US Exposure
-0.024628182807791613
VTV.US Exposure
-0.007120514959249705
IJR.US Exposure
0.062439238618975525
QUAL.US Exposure
0.08707364532755724
SHV.US Exposure
0.3409253189699787
TLT.US Exposure
-0.0031257791635026207
LQD.US Exposure
-0.003763425380389506
HYG.US Exposure
0.003961176728703356
GLD.US Exposure
0.01026254647513696
USO.US Exposure
0.015127792586165568
VNQ.US Exposure
-0.03494536491078123
BTC-USD.CC Exposure
0.0006553842120840674
CPER.US Exposure
0.07827866089249667
VIX.INDX Exposure
-0.04644524075849548
UUP.US Exposure
0.011278260790808898
TIP.US Exposure
0.12207746581388154
Idiosyncratic Exposure
0.25886680631417475
Value Score
50
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
34.2%

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 →21.27%
Market Cap$352.9M
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
$442
Avg Yield on Cost
4.42%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$442.174.42%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 →
-1.4%
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 →
-15.0%
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 →
24.5% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cion Investment Corp a high-risk investment?

Cion Investment Corp (CION.US) has an annualized volatility of 34.2% and experienced a maximum drawdown of 39.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CION.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 40% 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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