Clover Health Investments Corp

10-Year Study

CLOV.US · Healthcare · US · Common Stock

Executive Summary: Clover Health Investments Corp has compounded at -24.4% annually over the last 10 years, with a maximum drawdown of 96.2% and an annualized volatility of 114.1%.

1Y CAGR
-33.5%
3Y CAGR
+37.8%
5Y CAGR
-22.5%
10Y CAGR
-24.4%

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 →
96.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
89.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +230.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -77.5%
% 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.
2026-4.7-6.7-15.822.7————————-8.1%
202539.4-9.6-9.6-5.3-7.6-11.13.6-9.316.815.4-29.5-5.6-25.4%
20240.6-9.8-8.1-20.774.611.855.337.77.246.1-15.5-9.5230.8%
202343.1-0.8-36.0-12.614.75.939.34.8-17.6-11.7-3.43.42.4%
2022-30.65.430.5-24.2-0.7-19.930.8-6.8-34.9-7.1-17.1-29.0-75.0%
2021-16.8-32.6-19.630.3-22.474.3-39.47.7-13.91.5-33.9-25.0-77.5%
2020——————-5.6-0.518.7-19.63.761.450.0%

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 114.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 23.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-019436.555904926738
2020-08-019391.792092934747
2020-09-0111144.920575948967
2020-10-018962.45820382939
2020-11-019293.384198555597
2020-12-0115000.045307502014
2021-01-0112477.686055257029
2021-02-018407.894379151301
2021-03-016762.144675915438
2021-04-018810.406227063075
2021-05-016833.639914096976
2021-06-0111914.151345179733
2021-07-017218.300606214378
2021-08-017774.767345977147
2021-09-016696.44879799197
2021-10-016796.125302427576
2021-11-014494.504200005437
2021-12-013370.878150004078
2022-01-012337.8671040350864
2022-02-012464.728109680401
2022-03-013216.8326431490523
2022-04-012437.5436084706907
2022-05-012419.4206076642167
2022-06-011939.1610862926684
2022-07-012537.220112906295
2022-08-012365.051605244796
2022-09-011540.4550685502504
2022-10-011431.7170637114093
2022-11-011187.0565528240165
2022-12-01842.2664624808575
2023-01-011205.17955363049
2023-02-011196.1180532272533
2023-03-01765.7873990775392
2023-04-01669.2824197830677
2023-05-01767.4184691501218
2023-06-01812.9072011743705
2023-07-011132.6875504045959
2023-08-011187.0565528240165
2023-09-01978.642043549571
2023-10-01863.8328334405611
2023-11-01834.5641871381064
2023-12-01862.7454533921726
2024-01-01868.2729686381472
2024-02-01782.8230198356243
2024-03-01719.4831320169993
2024-04-01570.8745254039164
2024-05-01996.7650443560445
2024-06-011114.5645495981223
2024-07-011730.7465770182225
2024-08-012383.17460605127
2024-09-012555.3431137127686
2024-10-013733.3381661335484
2024-11-013153.402140326395
2024-12-012854.3726270195816
2025-01-013977.9986770209407
2025-02-013597.415660084997
2025-03-013253.078644762
2025-04-013080.910137100501
2025-05-012845.311126616345
2025-06-012528.158612503058
2025-07-012618.773616535426
2025-08-012374.113105648033
2025-09-012772.819123390451
2025-10-013198.7096423425787
2025-11-012256.313600405955
2025-12-012129.4525947606403
2026-01-012029.7760903250362
2026-02-011893.8535842764843
2026-03-011594.8240709696713
2026-04-011957.284087099142
Annual Return Matrix
YearAnnual Return
2021-0.7752754687802049
2022-0.7501344086021505
20230.024314147391070406
20242.308476000420124
2025-0.25396825396825395
2026-0.08085106382978724
Total Factor Risk
1.1412429473199162
VTI.US Exposure
-0.05516301555379549
VEA.US Exposure
-0.019521024894364962
VWO.US Exposure
0.015221473501774626
QQQ.US Exposure
0.010951136412077121
VTV.US Exposure
-0.018483749417479392
IJR.US Exposure
0.08844177393822639
QUAL.US Exposure
0.10317590461777067
SHV.US Exposure
0.4273347368435715
TLT.US Exposure
-0.022507106534071803
LQD.US Exposure
0.07723834503190949
HYG.US Exposure
0.01338749930879874
GLD.US Exposure
0.0058194745878960485
USO.US Exposure
0.0034893967932979734
VNQ.US Exposure
0.09778782193375683
BTC-USD.CC Exposure
-0.0021641529296992728
CPER.US Exposure
-0.0020712572262029114
VIX.INDX Exposure
0.005113037696604778
UUP.US Exposure
0.00580738877803481
TIP.US Exposure
0.028172850897314812
Idiosyncratic Exposure
0.23796946621458004
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
114.1%

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$902.4M
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 →
+9.3%
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 →
-23.3%
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 →
92.7% 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 →
2.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clover Health Investments Corp a high-risk investment?

Clover Health Investments Corp (CLOV.US) has an annualized volatility of 114.1% and experienced a maximum drawdown of 96.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLOV.US has generated a Compound Annual Growth Rate (CAGR) of -24.4%. 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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