Clean Energy Fuels Corp

10-Year Study

CLNE.US · Energy · US · Common Stock

Executive Summary: Clean Energy Fuels Corp has compounded at -3.5% annually over the last 10 years, with a maximum drawdown of 89.4% and an annualized volatility of 71.0%.

1Y CAGR
+30.8%
3Y CAGR
-17.5%
5Y CAGR
-22.3%
10Y CAGR
-3.5%

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 →
89.4%
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 →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +235.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -34.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.82.79.7-7.7————————9.0%
202531.9-38.4-24.0-6.523.48.94.129.6-1.910.9-23.8-3.7-16.3%
2024-23.00.0-9.2-13.434.9-14.76.78.40.6-9.08.8-18.5-34.5%
20238.8-1.1-22.1-2.1-5.923.4-0.6-13.6-10.1-8.93.46.1-26.3%
2022-1.019.89.2-26.2-5.6-19.044.63.7-20.525.70.7-23.1-15.2%
202130.227.55.4-19.9-28.028.2-26.05.62.813.1-22.2-14.5-22.0%
2020-1.7-1.7-21.221.1-3.06.27.210.9-6.10.083.572.7235.9%
201910.520.534.91.6-15.00.00.0-25.53.89.0-13.320.036.0%
2018-22.7-11.518.7-2.496.316.8-22.8-3.5-5.5-15.00.9-22.9-15.3%
2017-9.4-5.44.1-4.3-4.18.53.1-9.24.2-5.2-4.3-9.8-29.0%
2016———-2.413.66.8-13.846.22.3-8.1-11.4-21.4-2.4%

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 71.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.4% of variance. Idiosyncratic stock-specific factors contribute 24.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019761.092150170647
2016-05-0111092.150170648463
2016-06-0111843.003412969285
2016-07-0110204.778156996588
2016-08-0114914.675767918088
2016-09-0115255.972696245732
2016-10-0114027.303754266211
2016-11-0112423.208191126281
2016-12-019761.092150170647
2017-01-018839.590443686006
2017-02-018361.774744027303
2017-03-018703.071672354947
2017-04-018327.645051194539
2017-05-017986.348122866893
2017-06-018668.941979522184
2017-07-018941.9795221843
2017-08-018122.866894197951
2017-09-018464.163822525597
2017-10-018020.477815699658
2017-11-017679.180887372014
2017-12-016928.327645051193
2018-01-015358.361774744027
2018-02-014744.027303754266
2018-03-015631.3993174061425
2018-04-015494.880546075085
2018-05-0110784.982935153585
2018-06-0112593.856655290101
2018-07-019726.962457337882
2018-08-019385.665529010239
2018-09-018873.720136518772
2018-10-017542.662116040955
2018-11-017610.921501706484
2018-12-015870.3071672354945
2019-01-016484.6416382252555
2019-02-017815.699658703072
2019-03-0110546.075085324232
2019-04-0110716.723549488053
2019-05-019112.627986348121
2019-06-019112.627986348121
2019-07-019112.627986348121
2019-08-016791.808873720137
2019-09-017047.7815699658695
2019-10-017679.180887372014
2019-11-016655.290102389077
2019-12-017986.348122866893
2020-01-017849.8293515358355
2020-02-017713.310580204778
2020-03-016075.085324232081
2020-04-017354.948805460749
2020-05-017133.105802047781
2020-06-017576.791808873721
2020-07-018122.866894197951
2020-08-019010.238907849829
2020-09-018464.163822525597
2020-10-018464.163822525597
2020-11-0115529.010238907847
2020-12-0126825.9385665529
2021-01-0134914.67576791809
2021-02-0144505.11945392491
2021-03-0146894.197952218434
2021-04-0137542.662116040956
2021-05-0127030.716723549485
2021-06-0134641.63822525597
2021-07-0125631.39931740614
2021-08-0127064.84641638225
2021-09-0127815.69965870307
2021-10-0131467.576791808875
2021-11-0124470.989761092147
2021-12-0120921.50170648464
2022-01-0120716.723549488055
2022-02-0124812.286689419794
2022-03-0127098.976109215015
2022-04-0120000
2022-05-0118873.72013651877
2022-06-0115290.1023890785
2022-07-0122116.0409556314
2022-08-0122935.153583617746
2022-09-0118225.255972696243
2022-10-0122901.023890784978
2022-11-0123071.6723549488
2022-12-0117747.440273037544
2023-01-0119317.40614334471
2023-02-0119112.62798634812
2023-03-0114880.546075085324
2023-04-0114573.378839590441
2023-05-0113720.136518771329
2023-06-0116928.327645051195
2023-07-0116825.938566552897
2023-08-0114539.249146757678
2023-09-0113071.672354948805
2023-10-0111911.262798634812
2023-11-0112320.819112627985
2023-12-0113071.672354948805
2024-01-0110068.25938566553
2024-02-0110068.25938566553
2024-03-019146.757679180886
2024-04-017918.088737201364
2024-05-0110682.593856655289
2024-06-019112.627986348121
2024-07-019726.962457337882
2024-08-0110546.075085324232
2024-09-0110614.33447098976
2024-10-019658.703071672355
2024-11-0110511.945392491467
2024-12-018566.55290102389
2025-01-0111296.92832764505
2025-02-016962.457337883959
2025-03-015290.102389078498
2025-04-014948.805460750853
2025-05-016109.2150170648465
2025-06-016655.290102389077
2025-07-016928.327645051193
2025-08-018976.109215017064
2025-09-018805.460750853243
2025-10-019761.092150170647
2025-11-017440.273037542662
2025-12-017167.235494880546
2026-01-017508.532423208192
2026-02-017713.310580204778
2026-03-018464.163822525597
2026-04-017815.699658703072
Annual Return Matrix
YearAnnual Return
2017-0.2902097902097902
2018-0.15270935960591125
20190.36046511627906974
20202.3589743589743595
2021-0.2201017811704835
2022-0.15171288743882538
2023-0.2634615384615385
2024-0.3446475195822455
2025-0.1633466135458166
20260.09047619047619038
Total Factor Risk
0.7096667069373148
VTI.US Exposure
0.016917734778356217
VEA.US Exposure
-0.08425659748259685
VWO.US Exposure
0.04610650189420671
QQQ.US Exposure
0.012142943050009443
VTV.US Exposure
-0.06884760041250104
IJR.US Exposure
0.2500150481679315
QUAL.US Exposure
0.05614696347387336
SHV.US Exposure
0.29424514737785423
TLT.US Exposure
-0.004876364475544213
LQD.US Exposure
-0.0050986924179899475
HYG.US Exposure
0.08929209377926085
GLD.US Exposure
0.008093200230316212
USO.US Exposure
0.007929407733782376
VNQ.US Exposure
0.019909930567741
BTC-USD.CC Exposure
-0.004498570202771723
CPER.US Exposure
-0.010548080478948405
VIX.INDX Exposure
0.051407265476133494
UUP.US Exposure
0.03784781328443201
TIP.US Exposure
0.045910266898228476
Idiosyncratic Exposure
0.2421615887582263
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
71.0%

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$544.2M
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 →
-4.3%
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 →
-3.5%
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 →
25.2% 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 →
2.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clean Energy Fuels Corp a high-risk investment?

Clean Energy Fuels Corp (CLNE.US) has an annualized volatility of 71.0% and experienced a maximum drawdown of 89.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLNE.US has generated a Compound Annual Growth Rate (CAGR) of -3.5%. It has had a positive return in 30% 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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