CLARIVATE PLC

10-Year Study

CLVT.US · Technology · US · Common Stock

Executive Summary: CLARIVATE PLC has compounded at -15.4% annually over the last 10 years, with a maximum drawdown of 92.6% and an annualized volatility of 53.2%.

1Y CAGR
-37.8%
3Y CAGR
-30.2%
5Y CAGR
-38.6%
10Y CAGR
-15.4%

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 →
92.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +76.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -64.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
38%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-20.7-13.210.07.9————————-18.3%
20256.7-20.8-8.49.7-2.11.9-10.513.0-12.0-11.210.6-11.2-34.3%
2024-3.5-19.73.5-9.0-15.7-0.218.51.83.5-7.0-13.2-11.3-45.1%
202333.3-8.9-7.3-5.6-12.022.2-0.2-21.9-9.7-4.921.619.311.0%
2022-30.0-9.011.9-6.4-5.8-6.24.5-19.5-19.510.0-5.2-14.8-64.5%
2021-2.6-21.416.05.87.6-8.4-17.210.5-13.17.1-0.50.8-20.8%
202020.00.92.010.7-0.4-2.423.86.55.3-10.5-1.18.376.8%
201910.84.222.07.1-10.319.07.07.1-4.3-0.87.4-6.675.9%
2018——————————-0.3-0.2-0.5%

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 53.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.9% of variance. Idiosyncratic stock-specific factors contribute 37.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-019968.75
2018-12-019947.916666666668
2019-01-0111020.833333333334
2019-02-0111479.166666666666
2019-03-0114000
2019-04-0114999.999602635702
2019-05-0113458.333412806194
2019-06-0116020.833452542623
2019-07-0117135.417461395264
2019-08-0118354.167540868126
2019-09-0117572.917540868126
2019-10-0117437.49976158142
2019-11-0118729.16618982951
2019-12-0117499.999205271404
2020-01-0120999.999841054283
2020-02-0121187.50015894572
2020-03-0121614.583333333336
2020-04-0123937.49952316284
2020-05-0123843.749364217125
2020-06-0123260.41658719381
2020-07-0128802.082935969036
2020-08-0130666.667222976685
2020-09-0132281.24976158142
2020-10-0128906.25
2020-11-0128583.333889643352
2020-12-0130947.91571299235
2021-01-0130145.833889643352
2021-02-0123697.916666666668
2021-03-0127489.582697550457
2021-04-0129093.75031789144
2021-05-0131291.667620340984
2021-06-0128677.084048589073
2021-07-0123749.999205271404
2021-08-0126239.583889643352
2021-09-0122812.499602635704
2021-10-0124427.08412806193
2021-11-0124312.50015894572
2021-12-0124500.00047683716
2022-01-0117145.83237965902
2022-02-0115604.16618982951
2022-03-0117458.333571751915
2022-04-0116333.333651224773
2022-05-0115385.417143503826
2022-06-0114437.499642372131
2022-07-0115093.74976158142
2022-08-0112156.25007947286
2022-09-019781.250357627869
2022-10-0110760.416587193808
2022-11-0110197.916626930237
2022-12-018687.50015894572
2023-01-0111583.333214124044
2023-02-0110552.083452542623
2023-03-019781.250357627869
2023-04-019229.1663090388
2023-05-018125.00019868215
2023-06-019927.083055178326
2023-07-019906.25023841858
2023-08-017739.5831545194
2023-09-016989.583373069763
2023-10-016645.8334525426235
2023-11-018083.333571751913
2023-12-019645.833571751913
2024-01-019312.499562899273
2024-02-017479.166487852733
2024-03-017739.5831545194
2024-04-017041.666905085246
2024-05-015937.499801317851
2024-06-015927.083392937979
2024-07-017020.833094914755
2024-08-017145.833472410838
2024-09-017395.833233992259
2024-10-016874.999900658926
2024-11-015968.7500198682155
2024-12-015291.666587193808
2025-01-015645.833412806193
2025-02-014468.749960263571
2025-03-014093.7500695387525
2025-04-014489.583273728689
2025-05-014395.8331147829695
2025-06-014479.166865348816
2025-07-014010.416567325592
2025-08-014531.249900658926
2025-09-013989.5832538604736
2025-10-013541.6667660077414
2025-11-013916.666656732559
2025-12-013479.1665772597
2026-01-012760.4167660077414
2026-02-012395.833333333333
2026-03-012635.4166666666665
2026-04-012843.75
Annual Return Matrix
YearAnnual Return
20190.7591622237759734
20200.7684524067675458
2021-0.20834731798911654
2022-0.6454081636790548
20230.11031175772922142
2024-0.4514039094878646
2025-0.34251969206081134
2026-0.1826347095344235
Total Factor Risk
0.5322737487565414
VTI.US Exposure
0.2118248035801946
VEA.US Exposure
0.004923082027503823
VWO.US Exposure
-0.0011896808637248397
QQQ.US Exposure
0.05215571865898312
VTV.US Exposure
-0.0712110762131468
IJR.US Exposure
0.08933760824796808
QUAL.US Exposure
-0.05802679740742171
SHV.US Exposure
0.2794557099118046
TLT.US Exposure
-0.006732641738327279
LQD.US Exposure
-0.013203947407288247
HYG.US Exposure
0.048130737966855734
GLD.US Exposure
0.0057022422249738015
USO.US Exposure
-0.00007664812369790526
VNQ.US Exposure
0.06574479629687689
BTC-USD.CC Exposure
-0.01044821547063999
CPER.US Exposure
0.008020145595753033
VIX.INDX Exposure
-0.006290026978149817
UUP.US Exposure
0.02873362188780679
TIP.US Exposure
-0.0007384176476828055
Idiosyncratic Exposure
0.3738889854513588
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
53.2%

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$1.6B
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 →
+17.6%
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 →
-19.6%
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 →
39.7% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CLARIVATE PLC a high-risk investment?

CLARIVATE PLC (CLVT.US) has an annualized volatility of 53.2% and experienced a maximum drawdown of 92.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLVT.US has generated a Compound Annual Growth Rate (CAGR) of -15.4%. It has had a positive return in 38% 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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