Central Japan Railway Co

10-Year Study

CJPRY.US · Industrials · US · Common Stock

Executive Summary: Central Japan Railway Co has compounded at -2.0% annually over the last 10 years, with a maximum drawdown of 58.4% and an annualized volatility of 37.2%.

1Y CAGR
+24.4%
3Y CAGR
+4.0%
5Y CAGR
-1.7%
10Y CAGR
-2.0%

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 →
58.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +48.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.8%
% 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.
20260.76.3-11.62.1————————-3.4%
2025-1.16.5-2.913.21.31.94.414.38.0-14.912.50.748.5%
2024-1.80.5-0.3-9.2-1.3-3.18.8-1.70.0-11.30.6-8.8-25.7%
2023-0.4-8.47.84.0-2.73.61.80.2-3.5-8.56.26.14.8%
2022-0.52.2-3.4-3.2-1.8-7.22.00.21.9-5.16.91.0-7.5%
20212.714.0-8.5-3.43.20.9-5.31.910.0-7.1-8.3-2.5-5.2%
2020-1.9-17.40.8-4.19.7-10.2-22.926.2-3.4-16.85.711.5-28.8%
20191.84.04.1-7.3-3.5-4.00.5-1.95.0-0.4-1.5-0.8-4.6%
20186.1-0.92.14.82.70.50.4-4.25.2-8.77.93.019.3%
2017-1.91.30.52.8-2.6-0.2-1.25.44.44.01.2-3.310.1%
2016———-1.61.00.77.8-14.14.9-1.0-2.6-0.5-6.7%

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 37.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.7% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019835.835098382295
2016-05-019937.747490560827
2016-06-0110005.709549682291
2016-07-0110787.11974706081
2016-08-019269.545998710746
2016-09-019726.064401264697
2016-10-019632.317279061916
2016-11-019385.210424532646
2016-12-019334.07004942137
2017-01-019152.2853546981
2017-02-019268.747889615373
2017-03-019310.556527611505
2017-04-019568.284372409984
2017-05-019317.43254443319
2017-06-019294.594345704025
2017-07-019180.58753108021
2017-08-019676.643030358842
2017-09-0110100.316173987781
2017-10-0110508.08852871658
2017-11-0110630.813150382171
2017-12-0110278.110323234185
2018-01-0110903.2753169414
2018-02-0110805.783221291094
2018-03-0111035.270282714797
2018-04-0111560.18049544157
2018-05-0111871.68861466679
2018-06-0111935.168984252694
2018-07-0111978.4510544249
2018-08-0111479.44869079412
2018-09-0112079.135586456705
2018-10-0111029.56073303251
2018-11-0111903.12183442306
2018-12-0112261.84117629002
2019-01-0112488.013015317556
2019-02-0112992.479356601285
2019-03-0113519.845289621513
2019-04-0112531.110906467755
2019-05-0112097.79906068699
2019-06-0111615.06584400037
2019-07-0111667.372686251036
2019-08-0111446.357859839767
2019-09-0112020.812229487063
2019-10-0111968.321208214384
2019-11-0111793.228351290787
2019-12-0111694.078644442397
2020-01-0111475.212573287905
2020-02-019476.624612456642
2020-03-019552.690548546521
2020-04-019160.020873622494
2020-05-0110050.833410074592
2020-06-019025.20182951162
2020-07-016959.38852564693
2020-08-018784.909598796698
2020-09-018486.416797126807
2020-10-017062.221812935506
2020-11-017462.442827761919
2020-12-018321.637965435737
2021-01-018545.292691162476
2021-02-019740.000613930075
2021-03-018907.572827454953
2021-04-018601.037541823987
2021-05-018878.042790926114
2021-06-018954.845443104032
2021-07-018476.348343923628
2021-08-018635.847376983762
2021-09-019498.910274119778
2021-10-018826.779629800165
2021-11-018095.15916137152
2021-12-017892.930595205206
2022-01-017857.2612579427205
2022-02-018030.942075697579
2022-03-017760.321699358444
2022-04-017515.547779107959
2022-05-017378.273014703625
2022-06-016846.977929213862
2022-07-016984.3140866255335
2022-08-016996.224330048808
2022-09-017126.500291616785
2022-10-016760.904932928139
2022-11-017228.412683795315
2022-12-017300.303895386315
2023-01-017270.344107806121
2023-02-016662.000798109096
2023-03-017179.605242962826
2023-04-017468.459342480891
2023-05-017269.914356754766
2023-06-017528.6858826779635
2023-07-017661.0492064953805
2023-08-017679.0987506523015
2023-09-017411.670810694663
2023-10-016783.436166620623
2023-11-017206.249808146852
2023-12-017648.463639991405
2024-01-017508.303404242258
2024-02-017544.525278570772
2024-03-017520.643398716887
2024-04-016830.340424225682
2024-05-016739.478773367714
2024-06-016533.628019768549
2024-07-017110.660895723978
2024-08-016987.752095036376
2024-09-016987.813488043712
2024-10-016197.194339564724
2024-11-016233.661785922584
2024-12-015686.343125518004
2025-01-015625.502655247567
2025-02-015990.422690855513
2025-03-015817.478589188691
2025-04-016586.855757129263
2025-05-016672.437609356294
2025-06-016797.249593271326
2025-07-017094.45314178715
2025-08-018109.709304110262
2025-09-018760.782146913467
2025-10-017453.111090646776
2025-11-018386.284802161035
2025-12-018441.538508763853
2026-01-018496.79221536667
2026-02-019030.91137919391
2026-03-017987.230254474016
2026-04-018152.991374282469
Annual Return Matrix
YearAnnual Return
20170.1011391888869888
20180.19300540572828018
2019-0.046303203873287124
2020-0.28838874626599253
2021-0.05151718592075072
2022-0.0750832270308952
20230.047691130341179555
2024-0.2565378626125765
20250.48452851374403494
2026-0.0341818181818182
Total Factor Risk
0.37240115159123927
VTI.US Exposure
-0.018537294837917707
VEA.US Exposure
0.04559465471992409
VWO.US Exposure
0.01986388288809085
QQQ.US Exposure
0.022905811860900693
VTV.US Exposure
0.08654456748695222
IJR.US Exposure
0.02063293024241482
QUAL.US Exposure
-0.017688938167916692
SHV.US Exposure
0.6267363564434727
TLT.US Exposure
0.011672154950908216
LQD.US Exposure
-0.011934709663466613
HYG.US Exposure
0.00993897839910193
GLD.US Exposure
-0.004389339257838395
USO.US Exposure
0.0017254635533214611
VNQ.US Exposure
-0.012011109163955706
BTC-USD.CC Exposure
0.0032744000395233666
CPER.US Exposure
-0.008692061599847242
VIX.INDX Exposure
0.0052734898493920854
UUP.US Exposure
0.07083156390808641
TIP.US Exposure
0.012153132502086146
Idiosyncratic Exposure
0.13610606584676732
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.2%

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 →8.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.72%
Market Cap$28.5B
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 →
-5.2%
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 →
-1.0%
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 →
14.7% 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 →
0.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Central Japan Railway Co a high-risk investment?

Central Japan Railway Co (CJPRY.US) has an annualized volatility of 37.2% and experienced a maximum drawdown of 58.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CJPRY.US has generated a Compound Annual Growth Rate (CAGR) of -2.0%. 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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