Clean Harbors Inc

10-Year Study

CLH.US · Industrials · US · Common Stock

Executive Summary: Clean Harbors Inc has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 40.1% and an annualized volatility of 27.5%.

1Y CAGR
+34.0%
3Y CAGR
+29.2%
5Y CAGR
+26.6%
10Y CAGR
+19.3%

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 →
40.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +73.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.812.8-2.23.5————————26.5%
20251.2-8.3-7.78.56.01.92.02.7-4.1-9.38.13.01.9%
2024-3.88.410.5-5.914.34.45.63.0-1.7-4.312.5-11.531.9%
202314.21.47.91.8-3.317.11.11.9-1.2-8.25.27.952.9%
2022-7.23.117.0-6.0-11.0-6.111.320.3-6.311.3-2.0-4.914.4%
20211.89.9-1.35.84.70.02.08.01.28.3-9.9-1.631.1%
2020-4.1-15.4-26.24.111.21.0-0.62.5-8.3-5.536.65.2-11.3%
201920.014.85.26.2-15.610.99.4-5.55.06.80.23.873.8%
20182.1-9.8-2.2-6.215.74.82.520.54.4-4.9-5.2-23.5-8.9%
2017-0.34.4-4.04.50.5-4.41.7-4.84.8-5.60.70.6-2.6%
2016———0.14.21.2-1.3-7.00.4-1.411.75.312.8%

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 27.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 27.1% of variance. Idiosyncratic stock-specific factors contribute 37.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110012.160518848803
2016-05-0110435.751925415483
2016-06-0110561.41062018646
2016-07-0110421.564653425212
2016-08-019687.880016214025
2016-09-019724.361572760436
2016-10-019590.595865423591
2016-11-0110711.390352655046
2016-12-0111278.881232265909
2017-01-0111248.479935143898
2017-02-0111747.061207944871
2017-03-0111272.800972841505
2017-04-0111777.462505066882
2017-05-0111838.265099310904
2017-06-0111315.362788812323
2017-07-0111511.957843534658
2017-08-0110962.707742197
2017-09-0111491.690312119985
2017-10-0110845.156059991892
2017-11-0110916.09241994325
2017-12-0110985.002026753142
2018-01-0111216.051884880422
2018-02-0110119.578435346575
2018-03-019892.58208350223
2018-04-019282.529387920551
2018-05-0110741.791649777057
2018-06-0111258.613700851234
2018-07-0111538.305634373733
2018-08-0113901.499797324686
2018-09-0114507.498986623428
2018-10-0113790.028374543981
2018-11-0113078.638021888934
2018-12-0110002.026753141467
2019-01-0112000.405350628294
2019-02-0113781.921361978111
2019-03-0114497.365220916092
2019-04-0115403.323875152006
2019-05-0112995.54114308877
2019-06-0114410.214835832992
2019-07-0115770.1661937576
2019-08-0114906.769355492499
2019-09-0115646.53425212809
2019-10-0116712.606404539925
2019-11-0116751.114714227806
2019-12-0117379.40818808269
2020-01-0116663.96432914471
2020-02-0114089.987839481148
2020-03-0110405.350628293474
2020-04-0110828.942034860154
2020-05-0112036.886907174707
2020-06-0112156.465342521278
2020-07-0112079.44872314552
2020-08-0112383.461694365626
2020-09-0111355.89785164167
2020-10-0110735.711390352653
2020-11-0114667.61248479935
2020-12-0115423.591406566678
2021-01-0115699.229833806241
2021-02-0117257.80299959465
2021-03-0117036.886907174707
2021-04-0118029.995946493716
2021-05-0118869.071747061207
2021-06-0118877.178759627077
2021-07-0119254.154843940007
2021-08-0120798.54073773814
2021-09-0121051.884880421567
2021-10-0122809.079854073774
2021-11-0120559.383867044995
2021-12-0120220.916092419942
2022-01-0118757.6003242805
2022-02-0119341.305229023106
2022-03-0122626.672071341713
2022-04-0121266.720713417104
2022-05-0118929.87434130523
2022-06-0117768.544791244425
2022-07-0119779.083907580054
2022-08-0123798.135387109847
2022-09-0122290.23104985813
2022-10-0124819.618970409403
2022-11-0124321.037697608426
2022-12-0123129.30685042562
2023-01-0126408.593433319824
2023-02-0126767.328739359542
2023-03-0128893.392784758817
2023-04-0129420.34860154033
2023-05-0128455.61410620186
2023-06-0133325.901905147955
2023-07-0133696.79773003648
2023-08-0134321.03769760843
2023-09-0133919.74057559789
2023-10-0131145.11552492906
2023-11-0132764.49128496149
2023-12-0135368.86907174705
2024-01-0134041.345764085934
2024-02-0136907.174706120786
2024-03-0140800.567490879606
2024-04-0138396.83826509931
2024-05-0143897.44629104175
2024-06-0145835.02229428455
2024-07-0148384.6777462505
2024-08-0149837.85974868261
2024-09-0148988.650182407786
2024-10-0146870.69314957438
2024-11-0152713.822456424794
2024-12-0146643.69679773003
2025-01-0147223.3481961897
2025-02-0143281.313336035666
2025-03-0139947.304418321844
2025-04-0143360.35670855289
2025-05-0145964.73449533846
2025-06-0146854.47912444264
2025-07-0147792.86582894203
2025-08-0149089.987839481146
2025-09-0147065.261451155246
2025-10-0142665.18038102958
2025-11-0146120.794487231455
2025-12-0147523.30766112687
2026-01-0152677.34089987839
2026-02-0159424.40210782326
2026-03-0158113.09282529388
2026-04-0160119.57843534657
Annual Return Matrix
YearAnnual Return
2017-0.02605570530098822
2018-0.0894833948339484
20190.7375886524822695
2020-0.11253644314868816
20210.3110381077529567
20220.1438308108649895
20230.5291798107255519
20240.3187782935075354
20250.0188580863822021
20260.2650545888775162
Total Factor Risk
0.2750007780090305
VTI.US Exposure
0.22039817416703217
VEA.US Exposure
0.00776916567632185
VWO.US Exposure
-0.03157368984283627
QQQ.US Exposure
-0.11504743027402296
VTV.US Exposure
-0.12392672503679199
IJR.US Exposure
0.27100230830287764
QUAL.US Exposure
0.21623621951885616
SHV.US Exposure
0.097067137657275
TLT.US Exposure
0.023056210199659956
LQD.US Exposure
-0.006032205865255291
HYG.US Exposure
-0.01583140883322513
GLD.US Exposure
0.008734972837352625
USO.US Exposure
0.004960025338736316
VNQ.US Exposure
0.009855355997384022
BTC-USD.CC Exposure
0.03193994269439023
CPER.US Exposure
0.028454528466068475
VIX.INDX Exposure
-0.012303226530141268
UUP.US Exposure
0.006045618131766691
TIP.US Exposure
0.00813082360703371
Idiosyncratic Exposure
0.3710642037875181
Value Score
33.7
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
27.5%

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 →40.8x
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$15.9B
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 →
+3.7%
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 →
+19.3%
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 →
2.6% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clean Harbors Inc a high-risk investment?

Clean Harbors Inc (CLH.US) has an annualized volatility of 27.5% and experienced a maximum drawdown of 40.1% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CLH.US has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 70% 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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