Commercial Metals Company

10-Year Study

CMC.US · Industrials · US · Common Stock

Executive Summary: Commercial Metals Company has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 43.3% and an annualized volatility of 40.8%.

1Y CAGR
+42.8%
3Y CAGR
+16.3%
5Y CAGR
+17.1%
10Y CAGR
+16.4%

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 →
43.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +79.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -23.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.3-4.6-16.24.2————————-7.3%
2025-1.9-0.1-4.6-3.24.65.46.011.2-0.73.97.48.541.5%
20244.73.49.2-8.64.8-2.49.7-10.82.6-1.814.7-19.60.4%
202312.7-4.6-5.2-4.5-8.423.68.7-1.6-12.2-14.17.210.45.0%
2022-7.515.38.3-1.5-3.1-16.419.72.2-12.428.78.2-1.935.0%
2021-3.627.723.1-5.37.7-2.06.8-0.5-6.66.1-4.017.479.8%
2020-7.2-11.1-13.51.77.718.92.00.9-4.34.0-3.63.2-5.4%
20199.8-5.23.21.9-22.833.7-1.2-10.510.911.211.24.342.8%
201813.31.1-15.83.312.5-10.76.4-3.3-5.0-7.11.7-16.9-23.2%
2017-5.73.4-9.5-1.9-2.97.3-3.71.60.72.42.57.50.3%
2016———6.3-4.2-1.6-1.4-6.24.3-3.041.1-1.031.1%

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 40.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.0% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110634.469425748246
2016-05-0110189.388514964914
2016-06-0110029.21380495489
2016-07-019885.72246885293
2016-08-019276.099097808965
2016-09-019676.500071602464
2016-10-019389.589001861665
2016-11-0113250.322211084062
2016-12-0113111.843047400833
2017-01-0112370.041529428612
2017-02-0112793.8565086639
2017-03-0111582.91565229844
2017-04-0111357.43949591866
2017-05-0111028.42617786052
2017-06-0111838.822855506229
2017-07-0111403.551482170986
2017-08-0111581.340398109694
2017-09-0111667.191751396249
2017-10-0111943.076041815839
2017-11-0112241.586710582844
2017-12-0113154.732922812547
2018-01-0114902.262637834743
2018-02-0115063.439782328514
2018-03-0112683.08749820994
2018-04-0113102.964341973366
2018-05-0114743.161964771587
2018-06-0113165.330087355007
2018-07-0114011.313189173708
2018-08-0113547.1860231992
2018-09-0112869.826722039239
2018-10-0111954.102821137047
2018-11-0112156.952599169414
2018-12-0110106.616067592726
2019-01-0111093.011599599027
2019-02-0110520.836316769297
2019-03-0110857.797508234284
2019-04-0111064.58542173851
2019-05-018543.247887727337
2019-06-0111422.95574967779
2019-07-0111280.323643133323
2019-08-0110094.944866103395
2019-09-0111196.548761277389
2019-10-0112452.813976800802
2019-11-0113843.906630388085
2019-12-0114433.6961191465
2020-01-0113390.018616640413
2020-02-0111897.894887584132
2020-03-0110288.486323929545
2020-04-0110466.132034942004
2020-05-0111267.148789918374
2020-06-0113394.529571817273
2020-07-0113660.890734641273
2020-08-0113786.409852498926
2020-09-0113198.482027781758
2020-10-0113720.535586424172
2020-11-0113228.841472146642
2020-12-0113647.429471573822
2021-01-0113156.809394243162
2021-02-0116805.09809537448
2021-03-0120687.168838608046
2021-04-0119600.529858227124
2021-05-0121109.766575970214
2021-06-0120687.312043534297
2021-07-0122087.999427180293
2021-08-0121966.776457110125
2021-09-0120512.244021194332
2021-10-0121763.139051983388
2021-11-0120897.465272805388
2021-12-0124542.67506802234
2022-01-0122702.276958327366
2022-02-0126171.487899183732
2022-03-0128347.9879707862
2022-04-0127925.748245739658
2022-05-0127060.71888872977
2022-06-0122632.75096663325
2022-07-0127090.93512816841
2022-08-0127699.484462265504
2022-09-0124260.131748532152
2022-10-0131223.399684949163
2022-11-0133776.24230273521
2022-12-0133144.851782901336
2023-01-0137349.634827438065
2023-02-0135615.351568093945
2023-03-0133766.00315050838
2023-04-0132239.939853930973
2023-05-0129519.33266504368
2023-06-0136473.721896033225
2023-07-0139632.10654446513
2023-08-0138987.970786195045
2023-09-0134222.68366031792
2023-10-0129407.99083488472
2023-11-0131521.981956179297
2023-12-0134797.293426893884
2024-01-0136430.330803379635
2024-02-0137672.132321351855
2024-03-0141126.87956465702
2024-04-0137606.90247744523
2024-05-0139412.358585135335
2024-06-0138481.66976944007
2024-07-0142195.689531719894
2024-08-0137625.0895030789
2024-09-0138586.99699269655
2024-10-0137897.966490047256
2024-11-0143455.89288271516
2024-12-0134939.35271373335
2025-01-0134277.02992982959
2025-02-0134241.65831304597
2025-03-0132651.224402119435
2025-04-0131608.04811685522
2025-05-0133062.79536016039
2025-06-0134834.526707718745
2025-07-0136935.629385650864
2025-08-0141073.60733209222
2025-09-0140795.78977516827
2025-10-0142402.26263783475
2025-11-0145559.57324931979
2025-12-0149445.51052556208
2026-01-0155040.8134039811
2026-02-0152484.605470428185
2026-03-0143985.39309752255
2026-04-0145854.21738507805
Annual Return Matrix
YearAnnual Return
20170.0032710790738312845
2018-0.23171256103070448
20190.42814330955231705
2020-0.05447438002589544
20210.7983368310598111
20220.3504987411126639
20230.04985515261362572
20240.004082480930245991
20250.41518106905646524
2026-0.07263132895811475
Total Factor Risk
0.4083392574839581
VTI.US Exposure
0.020129131800814402
VEA.US Exposure
-0.07527757249491572
VWO.US Exposure
0.005922240738889282
QQQ.US Exposure
-0.05870441314910539
VTV.US Exposure
0.057161473495120636
IJR.US Exposure
0.2859016333175129
QUAL.US Exposure
0.08247881118013635
SHV.US Exposure
0.439658924360737
TLT.US Exposure
0.032071549374883455
LQD.US Exposure
-0.007885922530410278
HYG.US Exposure
0.007242926040199514
GLD.US Exposure
0.013567534817083688
USO.US Exposure
0.0013507941883690775
VNQ.US Exposure
-0.019127622143750068
BTC-USD.CC Exposure
-0.004732567567598615
CPER.US Exposure
0.01943169131848494
VIX.INDX Exposure
0.027213055272758507
UUP.US Exposure
0.007022599674028097
TIP.US Exposure
0.0003122972570310337
Idiosyncratic Exposure
0.1662634350497309
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.8%

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 →13.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.15%
Market Cap$6.9B
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
$143
Avg Yield on Cost
1.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$143.21.43%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 →
-7.1%
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 →
+1.5%
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 →
23.0% 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 →
1.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Commercial Metals Company a high-risk investment?

Commercial Metals Company (CMC.US) has an annualized volatility of 40.8% and experienced a maximum drawdown of 43.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMC.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. It has had a positive return in 70% 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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