Cleveland-Cliffs Inc

10-Year Study

CLF.US · Basic Materials · US · Common Stock

Executive Summary: Cleveland-Cliffs Inc has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 81.9% and an annualized volatility of 75.5%.

1Y CAGR
+74.6%
3Y CAGR
-11.5%
5Y CAGR
-13.8%
10Y CAGR
+9.2%

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 →
81.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +77.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -54.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.6-22.5-20.715.0————————-26.8%
20258.95.9-24.20.2-29.230.438.42.213.51.94.91.841.3%
2024-1.83.79.3-25.72.2-10.9-0.3-14.9-2.21.6-4.1-24.5-54.0%
202332.5-0.1-14.1-16.1-9.820.75.3-13.42.27.42.319.026.8%
2022-21.330.544.1-20.9-9.1-33.715.2-2.5-22.0-3.619.24.1-26.0%
20215.4-13.050.7-11.212.77.216.0-6.1-15.621.7-15.67.049.5%
2020-15.8-17.2-32.012.719.25.7-6.227.0-2.429.033.032.277.4%
201940.23.5-9.90.5-12.922.60.5-25.5-9.11.610.55.112.7%
2018-5.02.6-1.16.814.0-0.428.0-6.926.0-15.0-13.8-17.16.7%
20174.321.6-23.0-18.1-12.417.511.68.3-14.5-16.611.78.3-14.3%
2016———75.7-18.832.539.5-27.92.6-5.659.6-4.5180.3%

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 75.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.3% of variance. Idiosyncratic stock-specific factors contribute 23.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0117566.530554773304
2016-05-0114266.755843424387
2016-06-0118899.95775837792
2016-07-0126366.51647423261
2016-08-0118999.929597296534
2016-09-0119499.78879188961
2016-10-0118399.74655026753
2016-11-0129366.375668825676
2016-12-0128033.30047873838
2017-01-0129233.314559279075
2017-02-0135533.30047873838
2017-03-0127366.58687693607
2017-04-0122400.028161081384
2017-05-0119633.201914953534
2017-06-0123066.741762883692
2017-07-0125733.244156575613
2017-08-0127866.446071529146
2017-09-0123833.075190087297
2017-10-0119866.58687693607
2017-11-0122199.732469726838
2017-12-0124033.370881441846
2018-01-0122833.356800901154
2018-02-0123433.187834412838
2018-03-0123166.71360180231
2018-04-0124733.17375387215
2018-05-0128199.802872430297
2018-06-0128099.831033511684
2018-07-0135966.62911855814
2018-08-0133499.71838918614
2018-09-0142199.732469726834
2018-10-0135866.657279639534
2018-11-0130933.187834412838
2018-12-0125633.272317656996
2019-01-0135928.25964517037
2019-02-0137203.25260490002
2019-03-0133513.09490284427
2019-04-0133672.5570261898
2019-05-0129324.486060264717
2019-06-0135964.517037454236
2019-07-0136129.25936355956
2019-08-0126910.377358490565
2019-09-0124470.219656434805
2019-10-0124869.754998591947
2019-11-0127484.159391720637
2019-12-0128894.32554210081
2020-01-0124321.31793860884
2020-02-0120129.188960856096
2020-03-0113684.877499295972
2020-04-0115418.192058575049
2020-05-0118375.105604055192
2020-06-0119431.14615601239
2020-07-0118234.300197127566
2020-08-0123162.48943959448
2020-09-0122599.267811883976
2020-10-0129146.719234018583
2020-11-0138756.68825682906
2020-12-0151253.16812165587
2021-01-0153998.87355674458
2021-02-0146958.60321036327
2021-03-0170789.91833286398
2021-04-0162869.614193185014
2021-05-0170825.11968459588
2021-06-0175894.11433399041
2021-07-0188003.37932976626
2021-08-0182617.57251478455
2021-09-0169733.87778090678
2021-10-0184870.45902562658
2021-11-0171634.75077442973
2021-12-0176633.34272036045
2022-01-0160335.11686848775
2022-02-0178710.22247254294
2022-03-01113383.55392847085
2022-04-0189728.24556462967
2022-05-0181596.73331455927
2022-06-0154104.47761194029
2022-07-0162341.59391720642
2022-08-0160792.73444100253
2022-09-0147416.22078287806
2022-10-0145726.55589974655
2022-11-0154491.69248099127
2022-12-0156709.377640101375
2023-01-0175154.8859476204
2023-02-0175084.48324415657
2023-03-0164524.07772458462
2023-04-0154139.6789636722
2023-05-0148859.47620388623
2023-06-0158997.4655026753
2023-07-0162130.38580681498
2023-08-0153822.866798085044
2023-09-0155019.712756969864
2023-10-0159067.868206139116
2023-11-0160405.51957195156
2023-12-0171881.16023655309
2024-01-0170578.71022247254
2024-02-0173218.81160236553
2024-03-0180047.87383835537
2024-04-0159490.284426921986
2024-05-0160827.93579273444
2024-06-0154174.88031540411
2024-07-0154034.07490847648
2024-08-0145972.965361869894
2024-09-0144952.126161644606
2024-10-0145691.35454801464
2024-11-0143825.68290622359
2024-12-0133089.27062799211
2025-01-0136046.18417347226
2025-02-0138158.26527738665
2025-03-0128935.511123627148
2025-04-0129005.91382709096
2025-05-0120522.388059701494
2025-06-0126753.02731624894
2025-07-0137031.822021965636
2025-08-0137841.45311179949
2025-09-0142945.64911292593
2025-10-0143755.280202759786
2025-11-0145902.562658406074
2025-12-0146747.39509997183
2026-01-0148437.05998310335
2026-02-0137524.640946212334
2026-03-0129745.142213460993
2026-04-0134215.71388341312
Annual Return Matrix
YearAnnual Return
2017-0.14268493288295647
20180.0665699973635645
20190.12721954434968885
20200.7738143099058272
20210.4951923076923077
2022-0.25999081304547544
20230.2675356921166978
2024-0.5396669931439766
20250.41276595744680833
2026-0.2680722891566264
Total Factor Risk
0.7547241994768221
VTI.US Exposure
-0.009330544534049062
VEA.US Exposure
-0.049967072757233034
VWO.US Exposure
0.01936166051733495
QQQ.US Exposure
-0.036072988627102065
VTV.US Exposure
-0.04172763894188452
IJR.US Exposure
0.16929525904115456
QUAL.US Exposure
0.1141279787673316
SHV.US Exposure
0.5029851891282106
TLT.US Exposure
0.011188355452431173
LQD.US Exposure
-0.007580294764718087
HYG.US Exposure
0.005965626825733098
GLD.US Exposure
0.02674646205914798
USO.US Exposure
0.000860461291399373
VNQ.US Exposure
0.005558085547101001
BTC-USD.CC Exposure
0.007737605784677128
CPER.US Exposure
0.06047715213046655
VIX.INDX Exposure
-0.005096746069292899
UUP.US Exposure
-0.001752350199542137
TIP.US Exposure
-0.005499930109348181
Idiosyncratic Exposure
0.232723729458182
Value Score
50
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
75.5%

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 →0.00%
Market Cap$4.8B
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 →
-1.9%
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 →
-14.7%
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 →
39.9% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cleveland-Cliffs Inc a high-risk investment?

Cleveland-Cliffs Inc (CLF.US) has an annualized volatility of 75.5% and experienced a maximum drawdown of 81.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLF.US has generated a Compound Annual Growth Rate (CAGR) of 9.2%. It has had a positive return in 60% 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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