Compass Minerals International Inc

10-Year Study

CMP.US · Basic Materials · US · Common Stock

Executive Summary: Compass Minerals International Inc has compounded at -7.9% annually over the last 10 years, with a maximum drawdown of 86.5% and an annualized volatility of 90.4%.

1Y CAGR
+38.2%
3Y CAGR
-6.1%
5Y CAGR
-17.2%
10Y CAGR
-7.9%

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 →
86.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +74.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -55.3%
% 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.
202627.20.9-7.310.7————————31.6%
20253.6-10.5-11.044.742.94.6-0.8-4.40.8-9.79.53.474.6%
2024-11.21.4-30.5-20.94.1-20.328.8-33.636.12.425.3-27.1-55.3%
202313.8-17.4-10.7-4.5-3.17.611.4-20.4-6.8-11.8-1.54.9-37.0%
20224.59.87.4-5.8-24.0-21.05.28.8-4.52.612.2-7.2-18.7%
2021-5.68.30.58.32.9-14.315.7-2.4-2.71.9-25.85.3-14.3%
2020-5.0-4.6-29.527.8-0.51.24.513.24.31.74.6-1.26.6%
201925.31.63.85.6-9.97.71.6-9.613.6-0.0-0.910.354.4%
20180.9-16.30.011.6-1.80.53.2-6.87.4-27.84.8-16.8-39.4%
20176.7-8.5-10.5-2.7-1.71.85.7-2.2-2.81.17.43.6-3.8%
2016———5.84.9-4.8-6.28.1-1.1-2.58.91.013.6%

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 90.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.5% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110578.60432218246
2016-05-0111099.102936087524
2016-06-0110563.716635801176
2016-07-019908.734489616647
2016-08-0110713.43010012587
2016-09-0110594.119458947633
2016-10-0110328.194578068138
2016-11-0111246.87700831657
2016-12-0111362.898288391407
2017-01-0112124.28080876453
2017-02-0111098.646608535608
2017-03-019934.59305089193
2017-04-019663.724621533338
2017-05-019499.12347082736
2017-06-019669.4097022843
2017-07-0110224.703292023014
2017-08-019997.300061984492
2017-09-019712.950956196359
2017-10-019817.716156657249
2017-11-0110548.885990363884
2017-12-0110926.97238077492
2018-01-0111025.27294091699
2018-02-019225.954390061184
2018-03-019225.954390061184
2018-04-0110296.974168057834
2018-05-0110116.211416554803
2018-06-0110170.343272400927
2018-07-0110495.172434773678
2018-08-019783.491590263491
2018-09-0110510.801653426828
2018-10-017587.472287608045
2018-11-017951.032250949732
2018-12-016616.3312025371815
2019-01-018292.251177895494
2019-02-018427.267092318867
2019-03-018747.437910932467
2019-04-019233.312671835844
2019-05-018319.155489810586
2019-06-018961.721723853381
2019-07-019108.507086386608
2019-08-018230.095562594832
2019-09-019348.839597062772
2019-10-019347.185409687074
2019-11-019265.027436694058
2019-12-0110218.847088440081
2020-01-019704.22369176595
2020-02-019262.38453962254
2020-03-016532.062714616551
2020-04-018347.181606957474
2020-05-018302.404465925641
2020-06-018400.628971475724
2020-07-018778.01185691089
2020-08-019933.22406823618
2020-09-0110355.460149295164
2020-10-0110535.177150158384
2020-11-0111020.082215013936
2020-12-0110889.515494221752
2021-01-0110279.044297997101
2021-02-0111131.236001201662
2021-03-0111187.440344679411
2021-04-0112114.96412124623
2021-05-0112468.142632781812
2021-06-0110683.464590883335
2021-07-0112360.069057569523
2021-08-0112066.213127783123
2021-09-0111736.706608003224
2021-10-0111955.401587259334
2021-11-018866.311238206785
2021-12-019335.872289129136
2022-01-019759.895653099795
2022-02-0110713.943468621776
2022-03-0111504.873197981511
2022-04-0110834.26183314383
2022-05-018232.415227650408
2022-06-016507.268917629074
2022-07-016845.597770079363
2022-08-017445.022036818027
2022-09-017111.3135008308955
2022-10-017297.723305788896
2022-11-018185.489544394967
2022-12-017592.834136343066
2023-01-018641.018523095878
2023-02-017135.422806490499
2023-03-016375.371241477133
2023-04-016085.337054938033
2023-05-015899.402591179949
2023-06-016348.333834026064
2023-07-017070.909498838266
2023-08-015629.465830573186
2023-09-015245.979564131132
2023-10-014624.708615844453
2023-11-014557.153124512775
2023-12-014781.533184519848
2024-01-014247.09756663333
2024-02-014305.640588814651
2024-03-012992.748194654123
2024-04-012367.1991755682225
2024-05-012464.1687803505356
2024-06-011964.1098380417463
2024-07-012528.815183538744
2024-08-011678.905118093768
2024-09-012285.4404891831355
2024-10-012340.580068373078
2024-11-012933.8058858648737
2024-12-012139.0353996098397
2025-01-012216.9913563956206
2025-02-011985.0248508379311
2025-03-011766.3678988778142
2025-04-012555.4342907338882
2025-05-013652.52178013378
2025-06-013819.841882503261
2025-07-013789.4200457088095
2025-08-013622.099943339329
2025-09-013650.6204153341264
2025-10-013296.966562598633
2025-11-013610.69175454141
2025-12-013734.2804665188673
2026-01-014749.609269533671
2026-02-014791.439295126041
2026-03-014439.686807190201
2026-04-014915.0280071034995
Annual Return Matrix
YearAnnual Return
2017-0.03836397163405392
2018-0.39449547669965246
20190.5444884446717895
20200.06563053541924058
2021-0.14267330864417405
2022-0.18670329871753888
2023-0.3702571268305387
2024-0.5526465430513084
20250.7457777777777779
20260.31619144602851335
Total Factor Risk
0.9040656718722857
VTI.US Exposure
0.11233430442248599
VEA.US Exposure
0.03448072531079512
VWO.US Exposure
0.0009137353881052329
QQQ.US Exposure
-0.03131042622097576
VTV.US Exposure
-0.03930538769513838
IJR.US Exposure
0.06308833499915366
QUAL.US Exposure
-0.00011610411130890949
SHV.US Exposure
0.6250628841800215
TLT.US Exposure
0.00042829984157159636
LQD.US Exposure
0.0014512807529326469
HYG.US Exposure
0.00857893636778589
GLD.US Exposure
0.006167861347632204
USO.US Exposure
0.00012978742610247687
VNQ.US Exposure
0.0024057201091379587
BTC-USD.CC Exposure
0.018832629096433583
CPER.US Exposure
0.002945305127217951
VIX.INDX Exposure
-0.006196308407904307
UUP.US Exposure
0.0005301374928416945
TIP.US Exposure
0.014631770769856365
Idiosyncratic Exposure
0.18494651380325358
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
90.4%

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$951.6M
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 →
+9.4%
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 →
+24.3%
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 →
1.7% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compass Minerals International Inc a high-risk investment?

Compass Minerals International Inc (CMP.US) has an annualized volatility of 90.4% and experienced a maximum drawdown of 86.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMP.US has generated a Compound Annual Growth Rate (CAGR) of -7.9%. 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.

Run a Full Backtest on Compass Minerals International Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest