Coloplast A

10-Year Study

CLPBY.US · Healthcare · US · Common Stock

Executive Summary: Coloplast A has compounded at 1.4% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 39.1%.

1Y CAGR
-29.8%
3Y CAGR
-16.6%
5Y CAGR
-13.7%
10Y CAGR
+1.4%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +36.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.2%
% 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.
2026-0.6-8.8-10.9-1.3————————-20.2%
20255.9-7.9-1.77.9-13.7-2.2-2.23.8-11.15.91.5-4.6-19.0%
20241.614.31.6-10.1-0.50.18.15.0-4.1-5.01.2-11.6-2.1%
20233.0-3.413.49.6-12.4-0.4-0.3-8.2-7.2-1.913.6-1.20.8%
2022-17.94.41.7-11.3-12.2-4.22.4-1.4-10.99.13.52.8-32.2%
2021-1.92.3-1.69.9-3.63.311.4-5.3-9.44.0-0.59.817.3%
20201.75.49.19.06.7-7.710.3-0.5-7.0-7.72.63.525.5%
2019-1.39.110.1-1.8-0.76.43.81.50.90.1-1.96.636.9%
201812.0-4.9-0.60.912.75.39.2-1.7-4.6-8.72.1-1.119.6%
20176.0-1.210.79.31.0-2.62.6-4.5-0.78.4-10.83.621.3%
2016———-1.21.9-1.95.6-3.22.1-10.2-8.78.5-8.3%

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 39.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 36.7% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019881.357380972733
2016-05-0110070.091460808617
2016-06-019882.554064449952
2016-07-0110435.76374049064
2016-08-0110097.957090349602
2016-09-0110314.727754508933
2016-10-019264.210616291992
2016-11-018454.397811778785
2016-12-019169.501666809128
2017-01-019717.753654158476
2017-02-019596.888622959226
2017-03-0110626.891187280964
2017-04-0111613.471236857851
2017-05-0111725.617574151636
2017-06-0111417.728010941106
2017-07-0111713.308829814516
2017-08-0111186.597145055133
2017-09-0111107.103171211214
2017-10-0112037.61005214121
2017-11-0110743.31139413625
2017-12-0111125.5662877169
2018-01-0112461.919822207026
2018-02-0111852.466022736984
2018-03-0111776.904008889649
2018-04-0111877.596375758612
2018-05-0113383.70800923156
2018-06-0114094.367039917943
2018-07-0115391.742884007177
2018-08-0115127.959654671338
2018-09-0114425.677408325499
2018-10-0113170.69835028635
2018-11-0113448.499871783912
2018-12-0113304.043080605179
2019-01-0113130.35302162578
2019-02-0114323.275493631932
2019-03-0115765.962902812207
2019-04-0115476.02359175998
2019-05-0115374.134541413796
2019-06-0116362.937003162666
2019-07-0116991.87964783315
2019-08-0117253.611419779467
2019-09-0117415.505598769127
2019-10-0117429.86580049577
2019-11-0117093.084879049493
2019-12-0118219.334985896232
2020-01-0118521.58304128558
2020-02-0119519.61706128729
2020-03-0121291.050517138217
2020-04-0123209.334131122316
2020-05-0124758.184460210276
2020-06-0122844.003761005217
2020-07-0125191.725788528936
2020-08-0125076.673219933324
2020-09-0123312.932729293105
2020-10-0121522.69424737157
2020-11-0122078.63919993162
2020-12-0122860.7573296863
2021-01-0122417.81348833234
2021-02-0122925.036327891274
2021-03-0122549.44867082657
2021-04-0124786.050089751257
2021-05-0123886.486024446534
2021-06-0124679.032395931277
2021-07-0127498.931532609622
2021-08-0126044.61919822207
2021-09-0123591.75997948543
2021-10-0124540.729976921102
2021-11-0124423.454996153516
2021-12-0126819.04436276605
2022-01-0122005.128643473803
2022-02-0122969.655526113344
2022-03-0123353.79092230105
2022-04-0120725.01923241303
2022-05-0118194.033678092146
2022-06-0117423.027609197365
2022-07-0117833.831951448843
2022-08-0117580.81887340798
2022-09-0115670.741088981966
2022-10-0117096.503974698695
2022-11-0117691.255662877167
2022-12-0118180.87015984272
2023-01-0118734.76365501325
2023-02-0118090.435079921364
2023-03-0120517.99299085392
2023-04-0122483.631079579452
2023-05-0119697.06812548081
2023-06-0119612.274553380634
2023-07-0119552.61133430208
2023-08-0117939.823916574067
2023-09-0116653.389178562273
2023-10-0116330.284639712798
2023-11-0118551.67108299855
2023-12-0118328.062227540817
2024-01-0118622.788272501923
2024-02-0121295.153431917257
2024-03-0121628.344302931873
2024-04-0119439.95213266091
2024-05-0119346.95273100265
2024-06-0119375.844089238395
2024-07-0120953.5857765621
2024-08-0122007.52201042824
2024-09-0121111.54799555518
2024-10-0120060.859902555778
2024-11-0120299.34182408753
2024-12-0117946.83306265493
2025-01-0119008.80417129669
2025-02-0117514.48841781349
2025-03-0117213.60800068382
2025-04-0118579.878622104454
2025-05-0116027.352765193606
2025-06-0115682.70792375417
2025-07-0115334.814941447987
2025-08-0115921.360800068383
2025-09-0114161.723224207197
2025-10-0114998.54688434909
2025-11-0115227.113428498162
2025-12-0114531.156509103343
2026-01-0114445.679117873322
2026-02-0113180.613727669033
2026-03-0111744.593555004702
2026-04-0111590.734250790667
Annual Return Matrix
YearAnnual Return
20170.21332289277923833
20180.1958081716068163
20190.3694585078769501
20200.2547525662919661
20210.17314767730549474
2022-0.32209105164522744
20230.00809598585788307
2024-0.020800298479619506
2025-0.19032196608877872
2026-0.2023529411764705
Total Factor Risk
0.3908898955498864
VTI.US Exposure
0.36661617482570236
VEA.US Exposure
0.030805617662511983
VWO.US Exposure
-0.019581455210444416
QQQ.US Exposure
-0.07462664797405905
VTV.US Exposure
-0.0399961678583561
IJR.US Exposure
-0.0485444303105355
QUAL.US Exposure
0.05062489170677078
SHV.US Exposure
0.3051461855047138
TLT.US Exposure
-0.03454553141143634
LQD.US Exposure
0.2040401595127102
HYG.US Exposure
-0.010555194355074213
GLD.US Exposure
0.002671907531090076
USO.US Exposure
0.00958357868009151
VNQ.US Exposure
0.09491742285859207
BTC-USD.CC Exposure
0.014865448576978881
CPER.US Exposure
-0.0011007303532997268
VIX.INDX Exposure
-0.00806640360636832
UUP.US Exposure
0.020387065162387235
TIP.US Exposure
-0.003234836504359664
Idiosyncratic Exposure
0.14059294556238439
Value Score
39.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
62.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.1%

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 →25.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.20%
Market Cap$15.7B
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 →
-5.6%
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 →
-20.1%
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 →
37.6% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Coloplast A a high-risk investment?

Coloplast A (CLPBY.US) has an annualized volatility of 39.1% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CLPBY.US has generated a Compound Annual Growth Rate (CAGR) of 1.4%. 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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