Cellebrite DI

10-Year Study

CLBT.US · Technology · US · Common Stock

Executive Summary: Cellebrite DI has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 64.9% and an annualized volatility of 144.3%.

1Y CAGR
-25.6%
3Y CAGR
+31.1%
5Y CAGR
+5.3%
10Y CAGR
+4.6%

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 →
64.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +154.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -45.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.4-9.33.3-7.8————————-29.5%
20259.1-22.84.71.9-15.7-4.1-12.617.313.0-7.9-1.26.9-18.2%
20244.432.4-7.4-2.4-1.512.214.624.5-1.37.811.29.2154.4%
202325.912.0-1.0-11.26.724.88.53.1-5.0-12.726.52.598.6%
2022-25.218.3-9.9-16.4-9.95.8-1.0-4.0-19.223.2-6.4-3.5-45.6%
20210.3-1.3-5.61.0-0.60.50.13.1-9.720.6-30.22.8-23.8%
2020———————————5.75.7%

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 144.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.1% of variance. Idiosyncratic stock-specific factors contribute 4.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-0110572.289156626504
2021-01-0110602.409638554216
2021-02-0110461.847389558232
2021-03-019879.518072289155
2021-04-019979.919678714858
2021-05-019919.678714859438
2021-06-019969.879518072288
2021-07-019979.919678714858
2021-08-0110291.164658634538
2021-09-019297.188755020079
2021-10-0111214.859437751003
2021-11-017831.325301204819
2021-12-018052.208835341365
2022-01-016024.096385542168
2022-02-017128.514056224898
2022-03-016425.70281124498
2022-04-015371.485943775099
2022-05-014839.357429718875
2022-06-015120.481927710843
2022-07-015070.281124497992
2022-08-014869.477911646586
2022-09-013935.7429718875496
2022-10-014849.3975903614455
2022-11-014538.152610441766
2022-12-014377.510040160642
2023-01-015512.048192771084
2023-02-016174.698795180723
2023-03-016114.4578313253005
2023-04-015431.726907630522
2023-05-015793.172690763051
2023-06-017228.915662650602
2023-07-017841.365461847388
2023-08-018082.329317269076
2023-09-017680.722891566265
2023-10-016706.827309236947
2023-11-018483.935742971886
2023-12-018694.779116465863
2024-01-019076.305220883532
2024-02-0112018.072289156627
2024-03-0111124.49799196787
2024-04-0110853.413654618473
2024-05-0110692.77108433735
2024-06-0111997.991967871485
2024-07-0113755.020080321283
2024-08-0117128.514056224896
2024-09-0116907.63052208835
2024-10-0118222.891566265058
2024-11-0120261.044176706826
2024-12-0122118.47389558233
2025-01-0124136.546184738952
2025-02-0118634.53815261044
2025-03-0119508.032128514056
2025-04-0119869.477911646583
2025-05-0116746.987951807227
2025-06-0116064.257028112448
2025-07-0114036.144578313251
2025-08-0116465.86345381526
2025-09-0118604.41767068273
2025-10-0117128.514056224896
2025-11-0116927.71084337349
2025-12-0118102.409638554214
2026-01-0114769.076305220882
2026-02-0113393.574297188752
2026-03-0113835.341365461847
2026-04-0112761.044176706826
Annual Return Matrix
YearAnnual Return
2021-0.23836657169990505
2022-0.4563591022443889
20230.9862385321100917
20241.543879907621247
2025-0.1815705855651384
2026-0.2950637825845812
Total Factor Risk
1.4430834125418397
VTI.US Exposure
0.04699805742992983
VEA.US Exposure
-0.0036336685255114803
VWO.US Exposure
0.0009063739253521833
QQQ.US Exposure
-0.014054128009178456
VTV.US Exposure
-0.00256644960033359
IJR.US Exposure
0.007275762341753924
QUAL.US Exposure
0.014911328902081878
SHV.US Exposure
0.8706559936868127
TLT.US Exposure
0.009384418729074338
LQD.US Exposure
0.00722235026530383
HYG.US Exposure
0.003658659163425839
GLD.US Exposure
-0.000021408406540515918
USO.US Exposure
-0.00009265364051857531
VNQ.US Exposure
-0.000929202846907878
BTC-USD.CC Exposure
-0.0004540800710907997
CPER.US Exposure
-0.00015891075216683742
VIX.INDX Exposure
0.005082577932799269
UUP.US Exposure
0.004614155146013604
TIP.US Exposure
0.011570262885099969
Idiosyncratic Exposure
0.039630561444600906
Value Score
31.9
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
144.3%

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 →45.2x
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$3.5B
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 →
-8.1%
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 →
-21.0%
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 →
36.9% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cellebrite DI a high-risk investment?

Cellebrite DI (CLBT.US) has an annualized volatility of 144.3% and experienced a maximum drawdown of 64.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLBT.US has generated a Compound Annual Growth Rate (CAGR) of 4.6%. It has had a positive return in 33% 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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