CMB.TECH NV

10-Year Study

CMBT.US · Energy · US · Common Stock

Executive Summary: CMB.TECH NV has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 53.1% and an annualized volatility of 51.9%.

1Y CAGR
+55.1%
3Y CAGR
+12.2%
5Y CAGR
+18.2%
10Y CAGR
+10.3%

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 →
53.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +93.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.2%
% 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.
202636.313.6-14.62.1————————35.1%
20258.7-17.41.94.7-7.22.2-2.3-2.39.14.612.8-11.8-1.6%
20240.30.3-6.10.428.7-2.220.0-9.90.4-16.3-19.3-11.5-22.5%
2023-7.615.9-7.82.4-10.210.98.54.3-1.28.50.90.023.2%
2022-6.435.6-6.311.98.2-6.413.620.1-5.215.99.5-12.693.2%
2021-1.212.03.6-6.913.3-3.2-7.2-5.319.58.1-10.0-6.112.2%
2020-21.2-5.620.9-5.2-3.5-14.620.1-3.7-3.2-16.68.21.3-28.2%
201912.30.64.115.1-10.112.4-10.8-3.613.921.0-2.415.582.6%
2018-9.2-5.43.1-0.616.5-2.6-8.23.00.55.7-4.8-20.9-24.4%
2017-1.33.2-2.50.0-1.93.91.9-5.67.13.12.48.219.3%
2016———6.22.3-12.8-5.62.0-7.62.9-9.612.0-12.2%

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 51.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.8% of variance. Idiosyncratic stock-specific factors contribute 33.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110615.326705489006
2016-05-0110858.224652923853
2016-06-019473.684210526315
2016-07-018946.925580674446
2016-08-019122.511790625069
2016-09-018428.802338197196
2016-10-018671.921705821136
2016-11-017843.367358235723
2016-12-018782.188959989371
2017-01-018671.921705821136
2017-02-018948.03268161991
2017-03-018727.055332905253
2017-04-018727.055332905253
2017-05-018562.540132409273
2017-06-018900.648761154041
2017-07-019069.59236543188
2017-08-018562.540132409273
2017-09-019174.324114872792
2017-10-019457.520536722537
2017-11-019684.033390164514
2017-12-0110476.93908730598
2018-01-019514.204105130306
2018-02-019004.494829838584
2018-03-019287.69125168833
2018-04-019231.00768328056
2018-05-0110756.814206319332
2018-06-0110472.289263335027
2018-07-019618.493014193034
2018-08-019903.239377366428
2018-09-019950.180457454111
2018-10-0110521.887385691825
2018-11-0110018.82071607289
2018-12-017925.735668578261
2019-01-018897.991718884929
2019-02-018955.118127670881
2019-03-019321.125700241348
2019-04-0110727.80816154817
2019-05-019649.049000287847
2019-06-0110843.610920443727
2019-07-019672.0766999535
2019-08-019327.325465535949
2019-09-0110619.976529459957
2019-10-0112847.906472112127
2019-11-0112536.3682660585
2019-12-0114475.566282133605
2020-01-0111405.132519983172
2020-02-0110770.099417664902
2020-03-0113021.057059982728
2020-04-0112339.968558333148
2020-05-0111907.092088656644
2020-06-0110167.393662954188
2020-07-0112213.537630361136
2020-08-0111758.297721586252
2020-09-0111384.540442397538
2020-10-019489.183623762814
2020-11-0110265.039966344131
2020-12-0110394.792197152536
2021-01-0110265.039966344131
2021-02-0111500.121781104002
2021-03-0111916.834576976727
2021-04-0111096.251356198658
2021-05-0112570.245554989702
2021-06-0112165.489449327988
2021-07-0111291.101122600357
2021-08-0110691.716670726037
2021-09-0112772.402187631465
2021-10-0113806.213050505945
2021-11-0112419.901246595666
2021-12-0111659.101476872662
2022-01-0110911.586918495228
2022-02-0114793.525673670923
2022-03-0113862.453778535526
2022-04-0115514.912649735401
2022-05-0116786.971636073777
2022-06-0115719.726324646279
2022-07-0117854.438367690364
2022-08-0121436.795607023447
2022-09-0120314.85950889002
2022-10-0123535.637579434493
2022-11-0125778.402674755886
2022-12-0122526.40435754932
2023-01-0120807.74084981068
2023-02-0124117.086995992293
2023-03-0122236.3439098377
2023-04-0122779.48763368244
2023-05-0120448.375882913
2023-06-0122677.191506321542
2023-07-0124599.3401678365
2023-08-0125657.064411133008
2023-09-0125348.183247348494
2023-10-0127508.13719194916
2023-11-0127755.020702787682
2023-12-0127755.24212297677
2024-01-0127849.788543719413
2024-02-0127944.55638465115
2024-03-0126240.506609392647
2024-04-0126335.05303013529
2024-05-0133901.64515200496
2024-06-0133159.88751854394
2024-07-0139801.16467019463
2024-08-0135879.59170117131
2024-09-0136009.56535216881
2024-10-0130137.944777804838
2024-11-0124309.722560503065
2024-12-0121514.735513584124
2025-01-0123377.986404800387
2025-02-0119304.740606248477
2025-03-0119673.183800898965
2025-04-0120604.69853641255
2025-05-0119131.368598188783
2025-06-0119542.988729712375
2025-07-0119088.191661315675
2025-08-0118654.87235126099
2025-09-0120344.751234417556
2025-10-0121290.215441843986
2025-11-0124011.912406173193
2025-12-0121180.61244824303
2026-01-0128873.192657706528
2026-02-0132792.330004649826
2026-03-0128009.653920244447
2026-04-0128607.48843079512
Annual Return Matrix
YearAnnual Return
20170.1929758212944055
2018-0.2435065621235497
20190.8264003352423523
2020-0.2819077337249143
20210.12162910578111008
20220.9320875113947129
20230.2321203900290949
2024-0.224840647461927
2025-0.015529963876624753
20260.35064500616780614
Total Factor Risk
0.5191724617314166
VTI.US Exposure
-0.014916311157141557
VEA.US Exposure
-0.020830397479582218
VWO.US Exposure
0.02568253366323868
QQQ.US Exposure
-0.0001474440968699349
VTV.US Exposure
0.051526426290621596
IJR.US Exposure
0.028735699288358597
QUAL.US Exposure
0.012380334663003758
SHV.US Exposure
0.47752803088797224
TLT.US Exposure
0.01812453196155373
LQD.US Exposure
0.006386477017334297
HYG.US Exposure
0.042069852371512444
GLD.US Exposure
0.006862488179932714
USO.US Exposure
-0.0012549590263967237
VNQ.US Exposure
0.004027744280484488
BTC-USD.CC Exposure
0.008480920615925477
CPER.US Exposure
0.015500666825641605
VIX.INDX Exposure
-0.003411624807021083
UUP.US Exposure
0.007584220441817546
TIP.US Exposure
0.0023426717257324812
Idiosyncratic Exposure
0.3333281383538821
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.9%

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 →18.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.63%
Market Cap$3.7B
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
$248
Avg Yield on Cost
2.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$247.992.48%Solid

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 →
-0.9%
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 →
12.8% 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 →
0.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CMB.TECH NV a high-risk investment?

CMB.TECH NV (CMBT.US) has an annualized volatility of 51.9% and experienced a maximum drawdown of 53.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMBT.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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