Core Laboratories NV

10-Year Study

CLB.US · Energy · US · Common Stock

Executive Summary: Core Laboratories NV has compounded at -17.1% annually over the last 10 years, with a maximum drawdown of 91.5% and an annualized volatility of 53.9%.

1Y CAGR
+64.4%
3Y CAGR
-8.2%
5Y CAGR
-16.6%
10Y CAGR
-17.1%

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 →
91.5%
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 →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +5.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -44.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
10%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.9-9.9-4.50.8————————5.6%
2025-2.0-13.72.5-24.1-5.47.2-5.05.37.429.0-5.26.2-7.1%
2024-10.7-5.014.1-7.518.78.320.7-20.1-5.32.07.7-14.9-1.8%
202326.3-6.7-7.62.1-2.86.311.8-7.5-0.1-10.8-17.3-0.3-12.7%
202219.53.414.8-17.88.4-29.7-4.4-14.7-16.544.411.5-6.5-9.0%
202124.47.8-19.0-2.148.3-6.8-14.4-17.40.7-6.3-12.0-2.5-15.7%
2020-6.1-23.6-61.589.73.20.55.0-1.9-27.1-5.252.020.7-29.1%
201914.0-3.96.4-7.3-24.89.7-3.0-21.117.8-4.3-0.5-14.0-34.3%
20184.8-9.95.113.71.41.6-10.72.21.1-26.0-2.5-28.2-44.5%
2017-2.2-2.11.0-3.6-7.7-0.9-0.2-12.311.91.80.98.7-6.8%
2016———18.9-8.92.2-5.3-4.30.5-13.215.37.48.2%

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 53.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 22.6% of variance. Idiosyncratic stock-specific factors contribute 31.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111890.401968826907
2016-05-0110831.39185124419
2016-06-0111067.223506600043
2016-07-0110481.348348124395
2016-08-0110030.009694980983
2016-09-0110079.359634076616
2016-10-018744.047530265743
2016-11-0110077.709001416959
2016-12-0110824.331916374575
2017-01-0110582.752877420638
2017-02-0110364.451736395951
2017-03-0110464.096253759913
2017-04-0110087.05595744152
2017-05-019306.087950878764
2017-06-019217.79899072762
2017-07-019199.184627240413
2017-08-018069.06803887936
2017-09-019031.724960847192
2017-10-019197.066646779525
2017-11-019275.322544559624
2017-12-0110085.474929773534
2018-01-0110570.850423844682
2018-02-019522.082183608025
2018-03-0110008.55147040545
2018-04-0111376.508315310613
2018-05-0111537.2361846521
2018-06-0111725.835881373208
2018-07-0110466.840679145847
2018-08-0110693.693290575982
2018-09-0110813.185174136775
2018-10-017998.707335868944
2018-11-017798.831630496929
2018-12-015598.349367340344
2019-01-016383.503616973675
2019-02-016132.746662689239
2019-03-016522.604221045566
2019-04-016043.940636885674
2019-05-014542.2527158376215
2019-06-014984.6520993362665
2019-07-014833.390508862207
2019-08-013814.114897954111
2019-09-014491.381410495439
2019-10-014297.044273746489
2019-11-014273.627165833893
2019-12-013675.5114723941633
2020-01-013449.762597260546
2020-02-012635.6825018022723
2020-03-011015.3876749446888
2020-04-011925.7016431749819
2020-05-011986.7949387227484
2020-06-011996.629129689015
2020-07-012096.7509384244413
2020-08-012057.4340616998534
2020-09-011500.0671190991127
2020-10-011421.3935913689813
2020-11-012161.105725010565
2020-12-012607.691351579785
2021-01-013245.0841474631466
2021-02-013496.9746687548163
2021-03-012832.8038382181126
2021-04-012773.719143858603
2021-05-014114.311283466329
2021-06-013833.793223456883
2021-07-013283.5757078579068
2021-08-012713.5804310537696
2021-09-012732.2842866731303
2021-10-012560.9665150272203
2021-11-012254.595172396649
2021-12-012197.4693613742015
2022-01-012626.9122728515676
2022-02-012715.6288065229824
2022-03-013116.662937827827
2022-04-012561.9111541999155
2022-05-012777.7860640863105
2022-06-011952.728267084297
2022-07-011866.9649737738337
2022-08-011592.9301215601463
2022-09-011329.5746637830314
2022-10-011919.407363213762
2022-11-012139.4287418897757
2022-12-012000.2883635369278
2023-01-012526.2634548934793
2023-02-012356.457105923882
2023-03-012176.7867352773014
2023-04-012222.1990205583315
2023-05-012160.0218758545257
2023-06-012296.3283366892883
2023-07-012566.9426007407965
2023-08-012375.2802843861086
2023-09-012372.3171004549185
2023-10-012116.4093767867353
2023-11-011750.7345812513984
2023-12-011745.7926268426677
2024-01-011558.9628856240834
2024-02-011480.8660849678076
2024-03-011689.5915678524375
2024-04-011562.9701444303578
2024-05-011854.992915206205
2024-06-012008.4122604221047
2024-07-012424.1529321102744
2024-08-011937.0572003877992
2024-09-011835.0560568772216
2024-10-011871.6981132075473
2024-11-012016.357173042981
2024-12-011715.1465433663957
2025-01-011681.457727397022
2025-02-011450.4785343177468
2025-03-011486.1660079051383
2025-04-011127.2627837024884
2025-05-011066.6567230964279
2025-06-011143.0631168120915
2025-07-011085.5097322693714
2025-08-011143.1526089442414
2025-09-011227.5735202724538
2025-10-011583.1357048748355
2025-11-011500.6537897432074
2025-12-011593.0792751137296
2026-01-011941.899719094141
2026-02-011749.0740050215031
2026-03-011669.5254431103488
2026-04-011682.4520844209114
Annual Return Matrix
YearAnnual Return
2017-0.06825889970015886
2018-0.44490969376034606
2019-0.34346514816735696
2020-0.29052286432364727
2021-0.15731232530915285
2022-0.08973094292152728
2023-0.12722952416933453
2024-0.017554251865352866
2025-0.07117016835953804
20260.056100666616732964
Total Factor Risk
0.538646512742578
VTI.US Exposure
-0.05710967131633398
VEA.US Exposure
-0.007023460517299186
VWO.US Exposure
-0.02060810130255017
QQQ.US Exposure
0.0004868503245675928
VTV.US Exposure
-0.020117696009920985
IJR.US Exposure
0.18302101796873413
QUAL.US Exposure
0.030262685589286756
SHV.US Exposure
0.22593110354454005
TLT.US Exposure
0.009623012590103805
LQD.US Exposure
0.007436983993458895
HYG.US Exposure
0.02307450777879904
GLD.US Exposure
0.04313557535499186
USO.US Exposure
0.10819884445214609
VNQ.US Exposure
0.05960567756125873
BTC-USD.CC Exposure
-0.0049910809336389346
CPER.US Exposure
0.09327375953875507
VIX.INDX Exposure
0.0009109179642401146
UUP.US Exposure
0.0013684528481578556
TIP.US Exposure
0.011355829804274752
Idiosyncratic Exposure
0.31216479076642856
Value Score
39.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.9%

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 →25.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.25%
Market Cap$752.0M
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.990.01%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 →
-1.1%
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 →
+13.7%
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 →
13.9% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Core Laboratories NV a high-risk investment?

Core Laboratories NV (CLB.US) has an annualized volatility of 53.9% and experienced a maximum drawdown of 91.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLB.US has generated a Compound Annual Growth Rate (CAGR) of -17.1%. It has had a positive return in 10% 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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