Columbus McKinnon Corporation

10-Year Study

CMCO.US · Industrials · US · Common Stock

Executive Summary: Columbus McKinnon Corporation has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 71.8% and an annualized volatility of 55.6%.

1Y CAGR
+4.7%
3Y CAGR
-25.5%
5Y CAGR
-21.2%
10Y CAGR
+0.8%

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 →
71.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
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 →
39.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +48.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -52.9%
% 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.
202622.2-9.7-23.43.2————————-12.8%
2025-2.2-52.0-2.9-12.3-1.54.9-4.12.8-4.313.21.74.9-52.9%
20240.17.16.8-7.5-5.1-11.710.5-10.25.2-11.623.8-5.2-3.9%
202310.73.40.1-6.65.311.44.2-10.9-7.3-12.414.511.721.1%
2022-6.45.6-7.1-16.4-4.6-15.916.7-7.3-14.69.013.30.7-29.3%
202112.416.74.8-6.02.4-4.9-3.8-0.65.0-2.2-5.94.121.0%
2020-12.6-11.0-19.68.312.510.0-1.010.0-9.02.411.71.7-3.3%
201920.33.5-8.314.6-7.715.7-8.4-15.612.53.09.7-2.633.6%
20182.4-13.21.00.115.64.7-5.13.5-7.0-7.1-5.1-13.4-24.2%
20171.7-6.0-3.85.37.1-9.01.528.214.74.51.10.148.6%
2016———4.8-9.0-5.517.26.11.69.235.32.772.8%

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 55.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.8% of variance. Idiosyncratic stock-specific factors contribute 22.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110475.870255878903
2016-05-019529.138904709298
2016-06-019001.118483802571
2016-07-0110553.272079762306
2016-08-0111196.84628738858
2016-09-0111375.391983970687
2016-10-0112427.521563407054
2016-11-0116815.683475945738
2016-12-0117275.70282640171
2017-01-0117563.21492043669
2017-02-0116513.898705166295
2017-03-0115880.48005599281
2017-04-0116718.656721538704
2017-05-0117904.524026816165
2017-06-0116289.65299554665
2017-07-0116533.11192386076
2017-08-0121192.31745726774
2017-09-0124297.72254739832
2017-10-0125382.034268147916
2017-11-0125652.460321272465
2017-12-0125678.192310595405
2018-01-0126301.18092676333
2018-02-0122825.852758126162
2018-03-0123044.471739413857
2018-04-0123070.2037287368
2018-05-0126676.593496325473
2018-06-0127919.34565266618
2018-07-0126502.713867140592
2018-08-0127418.08650065531
2018-09-0125490.451716495238
2018-10-0123678.91966816027
2018-11-0122463.75220437375
2018-12-0119455.64834320298
2019-01-0123400.465234366962
2019-02-0124208.518317745467
2019-03-0122204.579607913103
2019-04-0125443.173474779218
2019-05-0123475.73988046633
2019-06-0127172.50039455717
2019-07-0124887.088030850944
2019-08-0120993.186169227287
2019-09-0123626.28917266508
2019-10-0124333.198383344887
2019-11-0126684.072927888676
2019-12-0126002.00366423528
2020-01-0122728.208435975383
2020-02-0120226.853217871037
2020-03-0116264.744429882045
2020-04-0117617.972593715906
2020-05-0119828.38478587554
2020-06-0121810.571387400243
2020-07-0121601.970727288946
2020-08-0123758.997618933252
2020-09-0121619.880191857712
2020-10-0122135.823732442204
2020-11-0124727.13798521955
2020-12-0125152.436304749095
2021-01-0128260.517521769263
2021-02-0132981.6170668277
2021-03-0134567.119320949954
2021-04-0132477.064220183485
2021-05-0133257.66984828419
2021-06-0131643.96533386398
2021-07-0130437.032106660812
2021-08-0130248.056377073142
2021-09-0131758.832934201586
2021-10-0131049.384833908585
2021-11-0129212.463889441653
2021-12-0130422.484955363576
2022-01-0128462.73664852847
2022-02-0130054.277342811856
2022-03-0127920.718025430073
2022-04-0123344.060713771076
2022-05-0122266.33638228816
2022-06-0118716.900084400928
2022-07-0121837.538512210685
2022-08-0120251.555927621062
2022-09-0117296.15118058367
2022-10-0118856.47039448855
2022-11-0121362.62891726651
2022-12-0121521.686920601373
2023-01-0123828.302443509707
2023-02-0124650.2851104417
2023-03-0124676.909142061166
2023-04-0123049.892611831223
2023-05-0124274.598066326776
2023-06-0127049.398557636225
2023-07-0128173.920800367796
2023-08-0125112.15716412892
2023-09-0123272.21699958143
2023-10-0120379.049357386455
2023-11-0123327.24914741342
2023-12-0126066.162090947146
2024-01-0126099.57936774787
2024-02-0127950.292658491897
2024-03-0129864.06647773668
2024-04-0127615.708178655485
2024-05-0126208.065434733384
2024-06-0123151.516814997292
2024-07-0125577.940480193232
2024-08-0122978.52922810894
2024-09-0124180.865006553082
2024-10-0121366.4715610054
2024-11-0126441.300185956512
2024-12-0125061.722465055962
2025-01-0124509.891376695738
2025-02-0111753.686536337
2025-03-0111416.56316688739
2025-04-0110013.929583553485
2025-05-019864.546808204044
2025-06-0110345.632080585729
2025-07-019925.54877755896
2025-08-0110199.268525316847
2025-09-019763.54017278173
2025-10-0111050.34549484331
2025-11-0111243.644198637236
2025-12-0111797.602464781485
2026-01-0114417.05035921857
2026-02-0113023.817529317314
2026-03-019970.288129661778
2026-04-0110292.79572917596
Annual Return Matrix
YearAnnual Return
20170.48637613002653257
2018-0.24232796032238058
20190.33647582468354664
2020-0.032673149748637664
20210.2095243811280194
2022-0.29257301130468516
20230.21115794440795566
2024-0.03853423539631973
2025-0.52925811538967
2026-0.12755191066131577
Total Factor Risk
0.5562005194884923
VTI.US Exposure
-0.07190873440772627
VEA.US Exposure
-0.06315867737543727
VWO.US Exposure
0.06462819579388267
QQQ.US Exposure
-0.009221904328649276
VTV.US Exposure
0.12007239975125648
IJR.US Exposure
0.3004110234186086
QUAL.US Exposure
0.05837478294763913
SHV.US Exposure
0.3684804674806822
TLT.US Exposure
-0.0023163933553725473
LQD.US Exposure
0.04754574177908989
HYG.US Exposure
-0.009837048586052092
GLD.US Exposure
0.004017552489072919
USO.US Exposure
0.003957329899243312
VNQ.US Exposure
-0.050777178607397916
BTC-USD.CC Exposure
0.006734930493668701
CPER.US Exposure
0.006372458585354607
VIX.INDX Exposure
-0.006055979310709601
UUP.US Exposure
-0.002346329580254514
TIP.US Exposure
0.01180827444002856
Idiosyncratic Exposure
0.22321908847307245
Value Score
23.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.6%

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 →66.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.95%
Market Cap$400.9M
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
$48
Avg Yield on Cost
0.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$48.030.48%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 →
-12.5%
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 →
-8.4%
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 →
35.3% 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 →
1.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Columbus McKinnon Corporation a high-risk investment?

Columbus McKinnon Corporation (CMCO.US) has an annualized volatility of 55.6% and experienced a maximum drawdown of 71.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMCO.US has generated a Compound Annual Growth Rate (CAGR) of 0.8%. 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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