Clearwater Paper Corporation

10-Year Study

CLW.US · Basic Materials · US · Common Stock

Executive Summary: Clearwater Paper Corporation has compounded at -13.5% annually over the last 10 years, with a maximum drawdown of 78.1% and an annualized volatility of 69.3%.

1Y CAGR
-51.6%
3Y CAGR
-21.8%
5Y CAGR
-12.5%
10Y CAGR
-13.5%

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 →
78.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +76.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -46.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.3-10.9-4.12.9————————-14.9%
20258.0-18.7-3.05.97.2-5.4-17.2-4.4-3.8-15.03.1-4.3-41.6%
2024-8.719.211.33.018.0-8.814.4-40.0-14.2-11.77.79.8-17.6%
20232.1-0.1-13.48.0-15.83.12.918.8-5.3-6.73.73.0-4.5%
2022-13.8-8.8-2.818.13.7-2.16.219.2-11.618.3-12.3-3.13.1%
20210.9-8.17.5-11.1-14.71.51.810.218.09.1-3.8-8.9-2.9%
202032.0-3.3-20.09.821.024.72.2-8.812.7-2.1-6.08.176.7%
201938.4-15.2-31.93.5-20.114.86.2-18.431.8-12.218.1-2.4-12.4%
20183.6-20.14.0-39.51.7-4.0-2.228.52.2-18.727.6-20.9-46.3%
2017-4.0-11.60.7-13.2-4.60.95.1-5.45.9-6.32.8-4.3-30.7%
2016———23.14.84.4-3.8-1.34.2-17.917.15.435.1%

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 69.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.5% of variance. Idiosyncratic stock-specific factors contribute 15.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112314.986600700888
2016-05-0112906.617192331478
2016-06-0113475.57204700062
2016-07-0112968.460111317256
2016-08-0112795.29993815708
2016-09-0113331.271902700475
2016-10-0110946.196660482374
2016-11-0112822.098536384252
2016-12-0113512.677798392084
2017-01-0112966.398680684395
2017-02-0111461.554318697175
2017-03-0111544.011544011546
2017-04-0110018.552875695734
2017-05-019554.730983302414
2017-06-019637.18820861678
2017-07-0110131.93156050299
2017-08-019585.6524427953
2017-09-0110152.545866831582
2017-10-019513.502370645228
2017-11-019781.488352916926
2017-12-019358.895073180787
2018-01-019699.031127602557
2018-02-017750.979179550609
2018-03-018060.19377447949
2018-04-014875.283446712018
2018-05-014957.740672026387
2018-06-014761.904761904762
2018-07-014658.833230261803
2018-08-015988.4559884559885
2018-09-016122.448979591837
2018-10-014976.293547722119
2018-11-016351.267779839208
2018-12-015023.706452277881
2019-01-016951.144094001237
2019-02-015895.691609977325
2019-03-014015.66687280973
2019-04-014157.905586477015
2019-05-013320.9647495361783
2019-06-013811.5852401566685
2019-07-014046.5883323026183
2019-08-013302.411873840445
2019-09-014353.74149659864
2019-10-013821.892393320965
2019-11-014512.471655328799
2019-12-014403.215831787261
2020-01-015813.2343846629565
2020-02-015621.5213358070505
2020-03-014495.980210265925
2020-04-014935.0649350649355
2020-05-015971.964543393115
2020-06-017447.948876520306
2020-07-017610.801896516183
2020-08-016938.775510204082
2020-09-017821.067821067821
2020-10-017658.214801071944
2020-11-017196.454339311482
2020-12-017781.900639043496
2021-01-017849.92784992785
2021-02-017217.0686456400745
2021-03-017755.102040816326
2021-04-016897.5468975468975
2021-05-015881.26159554731
2021-06-015971.964543393115
2021-07-016079.158936301793
2021-08-016697.588126159555
2021-09-017901.4636157493305
2021-10-018622.964337250052
2021-11-018297.258297258297
2021-12-017559.266130694703
2022-01-016518.243661100804
2022-02-015943.104514533086
2022-03-015778.190063904351
2022-04-016825.396825396826
2022-05-017081.014223871367
2022-06-016932.591218305505
2022-07-017359.30735930736
2022-08-018769.325912183054
2022-09-017750.979179550609
2022-10-019169.243454957741
2022-11-018045.7637600494745
2022-12-017794.269222840652
2023-01-017959.183673469388
2023-02-017955.06081220367
2023-03-016889.301175015461
2023-04-017441.764584621728
2023-05-016264.687693259122
2023-06-016456.400742115028
2023-07-016643.9909297052145
2023-08-017893.217893217893
2023-09-017472.6860441146155
2023-10-016969.69696969697
2023-11-017229.43722943723
2023-12-017445.887445887446
2024-01-016796.536796536796
2024-02-018099.360956503814
2024-03-019014.6361574933
2024-04-019284.683570397856
2024-05-0110954.442383013811
2024-06-019991.754277468563
2024-07-0111434.755720470006
2024-08-016858.379715522574
2024-09-015883.323026180169
2024-10-015192.743764172336
2024-11-015590.599876314163
2024-12-016136.878994021851
2025-01-016627.4994846423415
2025-02-015390.641104926819
2025-03-015229.849515563801
2025-04-015537.002679859823
2025-05-015934.858792001649
2025-06-015615.337043908473
2025-07-014650.587507730364
2025-08-014446.505875077304
2025-09-014279.529993815709
2025-10-013638.425066996495
2025-11-013749.742321170893
2025-12-013586.889301175015
2026-01-013467.3263244691816
2026-02-013090.0845186559472
2026-03-012964.3372500515356
2026-04-013050.9173366316227
Annual Return Matrix
YearAnnual Return
2017-0.30739893211289093
2018-0.46321585903083695
2019-0.12351251538777186
20200.7673220973782773
2021-0.028609271523178714
20220.031088082901554515
2023-0.04469717006083063
2024-0.17580287929125138
2025-0.4155189788377561
2026-0.14942528735632177
Total Factor Risk
0.6930676134776109
VTI.US Exposure
0.1727158897953518
VEA.US Exposure
0.03922865062453913
VWO.US Exposure
-0.0014450663586310782
QQQ.US Exposure
-0.02774263439266196
VTV.US Exposure
-0.020392597135788563
IJR.US Exposure
0.042006704079892036
QUAL.US Exposure
-0.007786549533303342
SHV.US Exposure
0.5451929477016172
TLT.US Exposure
0.02396068406199759
LQD.US Exposure
0.00795797545273302
HYG.US Exposure
-0.0013037239057773697
GLD.US Exposure
0.0067873372895932895
USO.US Exposure
0.006022672684018749
VNQ.US Exposure
-0.006011030096803973
BTC-USD.CC Exposure
0.007752410035851399
CPER.US Exposure
0.01838976479675612
VIX.INDX Exposure
-0.0028454485644794896
UUP.US Exposure
0.023619846442746787
TIP.US Exposure
0.015677834338957544
Idiosyncratic Exposure
0.1582143326833911
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
69.3%

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$238.3M
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 →
-1.2%
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 →
-23.8%
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 →
52.0% 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 →
0.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clearwater Paper Corporation a high-risk investment?

Clearwater Paper Corporation (CLW.US) has an annualized volatility of 69.3% and experienced a maximum drawdown of 78.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLW.US has generated a Compound Annual Growth Rate (CAGR) of -13.5%. It has had a positive return in 20% 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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