CleanSpark Inc

10-Year Study

CLSK.US · Financial Services · US · Common Stock

Executive Summary: CleanSpark Inc has compounded at -10.0% annually over the last 10 years, with a maximum drawdown of 98.0% and an annualized volatility of 120.1%.

1Y CAGR
+35.7%
3Y CAGR
+39.9%
5Y CAGR
-7.4%
10Y CAGR
-10.0%

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 →
98.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
135.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +443.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -78.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.0-16.0-14.534.2————————12.8%
202513.4-23.5-15.921.65.627.83.1-16.753.122.8-15.2-33.09.9%
2024-27.0107.726.9-22.8-1.9-0.70.3-33.2-12.613.635.2-35.8-16.5%
202355.4-12.90.740.69.70.040.1-18.0-22.77.652.276.8440.7%
2022-29.457.716.7-47.5-9.2-33.41.87.3-25.79.4-35.3-9.3-78.6%
2021-9.2-9.3-0.5-9.5-22.2-0.1-18.92.2-16.074.8-12.2-46.5-67.0%
2020-13.1-44.1-54.526.834.028.9179.939.023.9-39.644.4166.5443.0%
20198.3107.2-24.3-36.8-5.5-8.7-35.3-18.7-15.0-50.652.4-16.4-73.9%
2018—-34.8-1.327.112.80.028.9—103.4-57.8-39.435.8-16.0%
2017-14.341.717.6-10.0-23.3—0.00.0—-0.3-29.10.0-30.3%
2016———25.0-13.37.7-5.76.14.31.4-5.40.016.7%

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 120.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.1% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112500
2016-05-0110833.344516163663
2016-06-0111666.655483836337
2016-07-0110999.979870905405
2016-08-0111666.655483836337
2016-09-0112166.662193534534
2016-10-0112333.331096767268
2016-11-0111666.655483836337
2016-12-0111666.655483836337
2017-01-0110000
2017-02-0114166.655483836337
2017-03-0116666.655483836337
2017-04-0114999.999999999998
2017-05-0111499.986580603605
2017-07-0111499.986580603605
2017-08-0111499.986580603605
2017-10-0111466.67292905165
2017-11-018133.328412887988
2017-12-018133.328412887988
2018-02-015299.990606422523
2018-03-015233.329754827628
2018-04-016649.981883814866
2018-05-017499.999999999999
2018-06-017499.999999999999
2018-07-019666.662193534534
2018-09-0119666.662193534536
2018-10-018299.99731612072
2018-11-015033.347200042941
2018-12-016833.324387069069
2019-01-017399.9919483621625
2019-02-0115333.337806465464
2019-03-0111599.994632241442
2019-04-017333.331096767267
2019-05-016933.332438706906
2019-06-016333.317677370872
2019-07-014099.994632241442
2019-08-013333.344516163663
2019-09-012833.337806465465
2019-10-011400.0120774567558
2019-11-012133.3485419825815
2019-12-011783.3371354956453
2020-01-011550.0073806680173
2020-02-01866.6581677156162
2020-03-01394.2283176102739
2020-04-01500.00670969819777
2020-05-01669.9969135388291
2020-06-01863.3368671077174
2020-07-012416.6655483836334
2020-08-013360.0155664998188
2020-09-014163.334183228439
2020-10-012516.6736000214705
2020-11-013633.335122586186
2020-12-019683.335793556005
2021-01-018796.649176720031
2021-02-017976.65695996994
2021-03-017939.988459319099
2021-04-017183.335793556006
2021-05-015586.662461922462
2021-06-015582.4689005488535
2021-07-014529.046283498168
2021-08-014629.691756464795
2021-09-013888.2701056106494
2021-10-016796.92427434614
2021-11-015964.921697822032
2021-12-013193.8163421409304
2022-01-012254.4585944524215
2022-02-013556.1400448207837
2022-03-014149.948335323877
2022-04-012177.2970651780083
2022-05-011976.006119244756
2022-06-011315.1008467639124
2022-07-011338.5847904561253
2022-08-011435.8754143238639
2022-09-011066.8420134462351
2022-10-011167.487486412861
2022-11-01754.8410472496947
2022-12-01684.3892161730565
2023-01-011063.4871643473475
2023-02-01925.9383512929588
2023-03-01932.6480494907338
2023-04-011311.745997665025
2023-05-011439.2302634227512
2023-06-011439.2302634227512
2023-07-012016.2643084314066
2023-08-011653.9406057515532
2023-09-011278.1975066761497
2023-10-011375.488130543888
2023-11-012093.42583770582
2023-12-013700.3985560729475
2024-01-012700.653524604463
2024-02-015609.307693339953
2024-03-017115.634938740456
2024-04-015495.242823977777
2024-05-015391.242501912264
2024-06-015350.984312725613
2024-07-015367.758558220052
2024-08-013586.3336867107714
2024-09-013133.429058360955
2024-10-013559.4948939196715
2024-11-014814.208456903608
2024-12-013089.8160200754173
2025-01-013502.4624592385835
2025-02-012680.524430011138
2025-03-012254.4585944524215
2025-04-012740.911713791114
2025-05-012895.2347723399403
2025-06-013700.3985560729475
2025-07-013814.4634254351236
2025-08-013177.042096646493
2025-09-014864.531193386922
2025-10-015971.631396019808
2025-11-015065.822139320173
2025-12-013395.107288074182
2026-01-013972.1413330828377
2026-02-013338.074853393094
2026-03-012854.9765831532895
2026-04-013831.2376709295613
Annual Return Matrix
YearAnnual Return
2017-0.30285689637819724
2018-0.15983665724833462
2019-0.7390234921570071
20204.429896344789962
2021-0.6701739555219879
2022-0.7857142857142857
20234.406862745098039
2024-0.16500453309156837
20250.09880564603691622
20260.12845849802371556
Total Factor Risk
1.2007483967016959
VTI.US Exposure
0.2019430366721091
VEA.US Exposure
-0.0075912838403889476
VWO.US Exposure
-0.015884188904573555
QQQ.US Exposure
-0.06860594972199512
VTV.US Exposure
-0.047523541147769306
IJR.US Exposure
0.13668778603509174
QUAL.US Exposure
0.04984349525032604
SHV.US Exposure
0.320620517079942
TLT.US Exposure
0.031740290614739486
LQD.US Exposure
-0.005464907768203363
HYG.US Exposure
-0.004551594550557711
GLD.US Exposure
0.005297351479756004
USO.US Exposure
0.0033034667806471634
VNQ.US Exposure
0.01726457512125945
BTC-USD.CC Exposure
0.12989397114624668
CPER.US Exposure
0.005491551502363673
VIX.INDX Exposure
-0.015592190784399102
UUP.US Exposure
0.005966224609069296
TIP.US Exposure
0.022323259410827138
Idiosyncratic Exposure
0.2348381310155093
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
120.1%

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$2.2B
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 →
+16.8%
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 →
-6.5%
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 →
50.8% 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 →
3.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CleanSpark Inc a high-risk investment?

CleanSpark Inc (CLSK.US) has an annualized volatility of 120.1% and experienced a maximum drawdown of 98.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLSK.US has generated a Compound Annual Growth Rate (CAGR) of -10.0%. It has had a positive return in 40% 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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