Columbia Financial Inc

10-Year Study

CLBK.US · Financial Services · US · Common Stock

Executive Summary: Columbia Financial Inc has compounded at 2.0% annually over the last 10 years, with a maximum drawdown of 39.0% and an annualized volatility of 28.1%.

1Y CAGR
+29.7%
3Y CAGR
+4.1%
5Y CAGR
+0.5%
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 →
39.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +34.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -18.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.710.0-2.23.8————————16.9%
2025-6.57.3-5.5-10.26.21.4-0.84.4-0.1-1.77.3-1.8-1.7%
2024-6.7-7.02.9-3.5-12.73.220.3-1.4-3.90.16.7-13.3-18.0%
2023-8.26.3-13.4-8.2-3.87.11.1-1.8-8.42.52.217.2-10.8%
20221.50.31.3-11.99.74.9-6.74.9-0.9-2.87.5-2.13.6%
2021-0.96.07.04.5-2.7-3.14.8-0.12.60.6-2.014.434.1%
2020-1.0-7.5-7.2-1.7-0.4-1.0-13.8-11.34.09.817.98.3-8.1%
2019-3.18.2-2.21.2-3.7-1.11.3-0.94.24.41.01.710.8%
2018————9.5-2.51.50.8-1.4-9.74.5-3.0-1.4%

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 28.1%. The dominant macroeconomic risk driver is IJR.US, accounting for 23.6% of variance. Idiosyncratic stock-specific factors contribute 33.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-04-0110000
2018-05-0110954.838709677419
2018-06-0110677.41935483871
2018-07-0110832.258064516129
2018-08-0110922.58064516129
2018-09-0110774.193548387097
2018-10-019729.032258064517
2018-11-0110167.741935483871
2018-12-019864.516129032258
2019-01-019554.83870967742
2019-02-0110341.935483870968
2019-03-0110109.677419354839
2019-04-0110232.258064516129
2019-05-019851.612903225807
2019-06-019741.935483870968
2019-07-019864.516129032258
2019-08-019780.645161290322
2019-09-0110187.096774193547
2019-10-0110638.709677419354
2019-11-0110748.387096774195
2019-12-0110929.032258064517
2020-01-0110819.354838709676
2020-02-0110012.90322580645
2020-03-019290.322580645161
2020-04-019132.258064516129
2020-05-019096.774193548386
2020-06-019003.225806451612
2020-07-017761.290322580645
2020-08-016883.870967741936
2020-09-017161.290322580645
2020-10-017864.516129032258
2020-11-019270.967741935483
2020-12-0110038.709677419356
2021-01-019948.387096774193
2021-02-0110541.935483870968
2021-03-0111277.419354838708
2021-04-0111787.09677419355
2021-05-0111464.516129032258
2021-06-0111109.677419354837
2021-07-0111638.709677419354
2021-08-0111632.25806451613
2021-09-0111935.483870967742
2021-10-0112012.903225806453
2021-11-0111767.741935483871
2021-12-0113458.064516129032
2022-01-0113658.064516129034
2022-02-0113703.225806451612
2022-03-0113877.419354838712
2022-04-0112225.806451612902
2022-05-0113412.903225806453
2022-06-0114070.967741935483
2022-07-0113122.58064516129
2022-08-0113761.290322580644
2022-09-0113632.258064516127
2022-10-0113251.612903225807
2022-11-0114245.16129032258
2022-12-0113948.387096774195
2023-01-0112806.451612903227
2023-02-0113612.903225806453
2023-03-0111793.548387096775
2023-04-0110825.806451612905
2023-05-0110419.354838709676
2023-06-0111154.838709677419
2023-07-0111277.419354838708
2023-08-0111070.967741935485
2023-09-0110135.483870967742
2023-10-0110387.09677419355
2023-11-0110612.90322580645
2023-12-0112438.709677419354
2024-01-0111600
2024-02-0110793.548387096775
2024-03-0111103.225806451614
2024-04-0110709.677419354839
2024-05-019354.838709677419
2024-06-019658.064516129032
2024-07-0111619.35483870968
2024-08-0111458.064516129034
2024-09-0111012.903225806453
2024-10-0111019.354838709676
2024-11-0111761.290322580646
2024-12-0110200
2025-01-019541.935483870968
2025-02-0110238.709677419356
2025-03-019677.41935483871
2025-04-018690.322580645161
2025-05-019232.258064516129
2025-06-019361.290322580646
2025-07-019283.870967741936
2025-08-019696.774193548386
2025-09-019683.870967741936
2025-10-019516.129032258064
2025-11-0110212.90322580645
2025-12-0110025.806451612902
2026-01-0110496.774193548386
2026-02-0111548.387096774193
2026-03-0111296.774193548388
2026-04-0111722.580645161292
Annual Return Matrix
YearAnnual Return
20190.10791366906474842
2020-0.08146399055489972
20210.34061696658097684
20220.0364333652924258
2023-0.10823311748381126
2024-0.17997925311203322
2025-0.017077798861480198
20260.16924066924066938
Total Factor Risk
0.28065545156268146
VTI.US Exposure
-0.06599641849671302
VEA.US Exposure
-0.08027765361735653
VWO.US Exposure
0.08659518331665061
QQQ.US Exposure
0.0075421853594529265
VTV.US Exposure
0.19552014047606
IJR.US Exposure
0.23567388736143507
QUAL.US Exposure
-0.014564608088012118
SHV.US Exposure
0.1922564496011236
TLT.US Exposure
0.036280538529104595
LQD.US Exposure
-0.008456745894567635
HYG.US Exposure
0.008233568147281392
GLD.US Exposure
0.01206384569907843
USO.US Exposure
-0.0005068210257346133
VNQ.US Exposure
0.012987397390149879
BTC-USD.CC Exposure
0.001192993121002764
CPER.US Exposure
-0.006143054265179755
VIX.INDX Exposure
0.0437901577342426
UUP.US Exposure
0.00607088141257513
TIP.US Exposure
0.006557163285688495
Idiosyncratic Exposure
0.3311809099537181
Value Score
36.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.1%

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 →34.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.8B
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 →
+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 →
+13.8%
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 →
1.9% 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 →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Columbia Financial Inc a high-risk investment?

Columbia Financial Inc (CLBK.US) has an annualized volatility of 28.1% and experienced a maximum drawdown of 39.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CLBK.US has generated a Compound Annual Growth Rate (CAGR) of 2.0%. It has had a positive return in 50% 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.

Run a Full Backtest on Columbia Financial Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest