Calumet Specialty Products Partners

10-Year Study

CLMT.US · Basic Materials · US · Common Stock

Executive Summary: Calumet Specialty Products Partners has compounded at 22.4% annually over the last 10 years, with a maximum drawdown of 91.1% and an annualized volatility of 93.2%.

1Y CAGR
+151.2%
3Y CAGR
+28.4%
5Y CAGR
+40.7%
10Y CAGR
+22.4%

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 →
91.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +321.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -71.3%
% 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.
202612.820.333.2-9.4————————63.8%
2025-19.6-19.1-11.5-16.431.912.71.22.312.07.2-1.33.0-9.8%
2024-14.51.8-4.45.44.0-1.4-16.534.8-1.319.75.7-2.323.2%
2023-3.519.8-10.9-0.3-9.51.13.17.29.0-31.832.03.95.9%
20226.710.1-12.24.8-2.6-25.218.540.7-26.055.2-19.96.027.9%
20212.221.656.8-1.10.513.4-7.38.514.539.234.2-10.7321.7%
202014.0-18.5-69.084.832.5-11.314.5-2.30.035.74.9-13.8-14.2%
201945.2-11.224.9-2.822.8-1.411.0-14.4-8.5-3.3-12.218.165.2%
2018-1.9-12.66.80.711.3-5.73.4-10.4-7.2-27.5-34.7-27.1-71.3%
2017-1.20.0-3.8-5.38.39.022.453.84.47.2-3.9-10.592.5%
2016———-60.9-4.811.9-3.918.3-19.0-22.414.30.0-66.0%

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 93.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.2% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-013914.893617021276
2016-05-013727.6595744680853
2016-06-014170.212765957447
2016-07-014008.5106382978724
2016-08-014740.425531914894
2016-09-013838.2978723404253
2016-10-012978.723404255319
2016-11-013404.255319148936
2016-12-013404.255319148936
2017-01-013361.7021276595747
2017-02-013361.7021276595747
2017-03-013234.042553191489
2017-04-013063.8297872340427
2017-05-013319.1489361702124
2017-06-013617.021276595745
2017-07-014425.531914893617
2017-08-016808.510638297872
2017-09-017106.3829787234035
2017-10-017617.021276595745
2017-11-017319.148936170212
2017-12-016553.191489361703
2018-01-016425.531914893618
2018-02-015617.021276595744
2018-03-016000
2018-04-016042.553191489362
2018-05-016723.404255319149
2018-06-016340.425531914894
2018-07-016553.191489361703
2018-08-015872.340425531916
2018-09-015446.808510638298
2018-10-013948.936170212766
2018-11-012578.723404255319
2018-12-011880.8510638297873
2019-01-012731.9148936170213
2019-02-012425.5319148936173
2019-03-013029.787234042553
2019-04-012944.6808510638293
2019-05-013617.021276595745
2019-06-013565.957446808511
2019-07-013957.4468085106387
2019-08-013387.2340425531916
2019-09-013097.872340425532
2019-10-012995.744680851064
2019-11-012629.7872340425533
2019-12-013106.3829787234044
2020-01-013540.425531914894
2020-02-012885.106382978723
2020-03-01893.6170212765958
2020-04-011651.063829787234
2020-05-012187.2340425531916
2020-06-011940.4255319148936
2020-07-012221.2765957446804
2020-08-012170.2127659574467
2020-09-012170.2127659574467
2020-10-012944.6808510638293
2020-11-013089.361702127659
2020-12-012663.8297872340427
2021-01-012723.404255319149
2021-02-013310.6382978723404
2021-03-015191.489361702127
2021-04-015131.914893617021
2021-05-015157.446808510638
2021-06-015846.808510638299
2021-07-015421.276595744681
2021-08-015880.851063829788
2021-09-016731.914893617021
2021-10-019370.212765957447
2021-11-0112578.72340425532
2021-12-0111234.042553191488
2022-01-0111982.978723404256
2022-02-0113191.489361702126
2022-03-0111582.978723404256
2022-04-0112136.170212765957
2022-05-0111821.27659574468
2022-06-018842.553191489362
2022-07-0110476.595744680852
2022-08-0114740.425531914894
2022-09-0110902.127659574468
2022-10-0116919.14893617021
2022-11-0113557.446808510638
2022-12-0114365.95744680851
2023-01-0113863.82978723404
2023-02-0116604.25531914894
2023-03-0114791.489361702126
2023-04-0114748.936170212764
2023-05-0113353.191489361701
2023-06-0113497.872340425532
2023-07-0113914.893617021278
2023-08-0114919.148936170215
2023-09-0116255.31914893617
2023-10-0111089.361702127659
2023-11-0114642.55319148936
2023-12-0115208.510638297874
2024-01-0112995.744680851063
2024-02-0113225.531914893616
2024-03-0112646.808510638297
2024-04-0113327.659574468085
2024-05-0113855.31914893617
2024-06-0113659.574468085108
2024-07-0111404.255319148937
2024-08-0115370.212765957445
2024-09-0115165.957446808512
2024-10-0118153.1914893617
2024-11-0119182.978723404252
2024-12-0118740.425531914894
2025-01-0115072.340425531916
2025-02-0112195.744680851063
2025-03-0110791.489361702126
2025-04-019021.27659574468
2025-05-0111897.872340425532
2025-06-0113408.510638297872
2025-07-0113565.95744680851
2025-08-0113872.340425531915
2025-09-0115531.91489361702
2025-10-0116646.808510638297
2025-11-0116425.531914893618
2025-12-0116910.63829787234
2026-01-0119072.340425531915
2026-02-0122944.68085106383
2026-03-0130553.1914893617
2026-04-0127693.617021276594
Annual Return Matrix
YearAnnual Return
20170.925
2018-0.7129870129870131
20190.6515837104072397
2020-0.1424657534246575
20213.217252396166134
20220.2787878787878788
20230.05864928909952627
20240.23223279238947958
2025-0.0976385104450499
20260.637644690488173
Total Factor Risk
0.9323623429679794
VTI.US Exposure
0.24709493052130715
VEA.US Exposure
-0.0002694742290604463
VWO.US Exposure
0.002217939030399608
QQQ.US Exposure
-0.01598963974313923
VTV.US Exposure
-0.017487394861786874
IJR.US Exposure
0.01221611533361052
QUAL.US Exposure
-0.02107583293701546
SHV.US Exposure
0.5316315471398071
TLT.US Exposure
0.009085212253226541
LQD.US Exposure
0.0032688402141747555
HYG.US Exposure
0.010154883221077809
GLD.US Exposure
0.0003387440884435597
USO.US Exposure
0.0005797993422965933
VNQ.US Exposure
-0.006531639475036503
BTC-USD.CC Exposure
-0.0018886187933195623
CPER.US Exposure
0.014243158692212514
VIX.INDX Exposure
-0.008112808591173144
UUP.US Exposure
0.01997603810526712
TIP.US Exposure
0.07257433824940078
Idiosyncratic Exposure
0.1479738624393072
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
93.2%

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$3.0B
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 →
+9.1%
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 →
+53.7%
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 →
9.4% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Calumet Specialty Products Partners a high-risk investment?

Calumet Specialty Products Partners (CLMT.US) has an annualized volatility of 93.2% and experienced a maximum drawdown of 91.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLMT.US has generated a Compound Annual Growth Rate (CAGR) of 22.4%. 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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