Compass Group PLC ADR

10-Year Study

CMPGY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Compass Group PLC ADR has compounded at 5.6% annually over the last 10 years, with a maximum drawdown of 47.7% and an annualized volatility of 22.7%.

1Y CAGR
-22.7%
3Y CAGR
+2.1%
5Y CAGR
+5.3%
10Y CAGR
+5.6%

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 →
47.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.8%
% 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.
2026-5.32.9-9.5-1.6————————-13.3%
20253.91.6-5.21.15.4-1.81.8-3.21.1-2.4-6.31.7-3.0%
20241.5-1.67.3-5.31.0-0.812.82.21.52.14.3-2.723.2%
20233.8-3.69.54.43.65.1-8.6-3.5-3.23.20.99.721.7%
20220.8-1.0-4.6-3.17.3-8.513.6-7.7-8.76.67.52.82.2%
2021-4.213.00.67.94.6-6.90.4-2.5-0.43.6-8.115.923.2%
2020-0.5-11.1-29.57.6-12.6-6.21.015.9-6.0-8.529.34.9-24.8%
20195.43.36.8-3.1-2.46.65.60.01.73.3-7.42.523.5%
2018-0.90.7-3.54.80.5-0.50.9-0.13.6-11.98.2-3.0-2.7%
2017-1.64.12.25.58.0-1.71.10.2-0.63.5-7.96.519.8%
2016———0.15.32.5-0.5-0.42.6-6.4-5.99.35.6%

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 22.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 17.5% of variance. Idiosyncratic stock-specific factors contribute 28.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110011.22692335798
2016-05-0110538.360869189735
2016-06-0110798.041599404773
2016-07-0110744.364948083783
2016-08-0110699.125097156066
2016-09-0110973.354325687069
2016-10-0110266.6560376268
2016-11-019662.860141764819
2016-12-0110560.681852907373
2017-01-0110387.49493459819
2017-02-0110817.971049152666
2017-03-0111053.271419176117
2017-04-0111661.584656980955
2017-05-0112592.223528708373
2017-06-0112375.98899894374
2017-07-0112508.586271266384
2017-08-0112537.417541901665
2017-09-0112460.157708379005
2017-10-0112894.819007380538
2017-11-0111880.277152214496
2017-12-0112655.599178906668
2018-01-0112540.141233367212
2018-02-0112621.98484033189
2018-03-0112180.613959915232
2018-04-0112762.288166557055
2018-05-0112823.670871780563
2018-06-0112755.312859145293
2018-07-0112873.162338654496
2018-08-0112861.337531804078
2018-09-0113323.833628953504
2018-10-0111741.96677096412
2018-11-0112699.377536852871
2018-12-0112313.476958234514
2019-01-0112982.176428775469
2019-02-0113409.928851864399
2019-03-0114322.232629823757
2019-04-0113873.554284499538
2019-05-0113538.540234237465
2019-06-0114434.236137406913
2019-07-0115247.490550119244
2019-08-0115247.490550119244
2019-09-0115512.552231766213
2019-10-0116024.606227288732
2019-11-0114837.873926300894
2019-12-0115211.3518145764
2020-01-0115141.465877460456
2020-02-0113455.700154785392
2020-03-019491.666168430422
2020-04-0110212.381502813372
2020-05-018923.610419116329
2020-06-018373.889763570294
2020-07-018459.719260484551
2020-08-019803.163467989982
2020-09-019216.839056406985
2020-10-018428.895044874476
2020-11-0110902.604779082048
2020-12-0111440.102038782708
2021-01-0110964.917525293793
2021-02-0112388.610983784072
2021-03-0112460.091276879846
2021-04-0113443.476758940018
2021-05-0114066.471358059136
2021-06-0113090.127614909885
2021-07-0113144.202855225834
2021-08-0112821.677926805773
2021-09-0112765.476878516718
2021-10-0113229.700194644292
2021-11-0112160.81737316566
2021-12-0114090.918149749887
2022-01-0114208.966923756567
2022-02-0114061.223269625525
2022-03-0113420.358597232462
2022-04-0113008.483302442686
2022-05-0113956.527226949931
2022-06-0112773.581521414195
2022-07-0114512.62530641529
2022-08-0113398.63549700726
2022-09-0112235.154220725299
2022-10-0113039.706107047718
2022-11-0114011.333213756634
2022-12-0114401.21968232457
2023-01-0114955.258385315981
2023-02-0114423.142077047252
2023-03-0115794.088925204775
2023-04-0116495.20696733563
2023-05-0117096.212740232906
2023-06-0117975.898652104883
2023-07-0116431.698454139016
2023-08-0115858.12889039467
2023-09-0115347.602819352825
2023-10-0115839.195913134172
2023-11-0115984.149444300509
2023-12-0117528.416073765537
2024-01-0117797.463645362084
2024-02-0117503.83641907647
2024-03-0118780.58340142562
2024-04-0117791.086221442758
2024-05-0117963.47596176203
2024-06-0117816.130896625942
2024-07-0120105.028200171393
2024-08-0120542.280327640154
2024-09-0120846.07157329719
2024-10-0121275.219057868475
2024-11-0122188.18715081943
2024-12-0121596.681082301984
2025-01-0122432.322910231116
2025-02-0122796.633251622592
2025-03-0121619.068497518783
2025-04-0121846.795676638034
2025-05-0123017.850143824195
2025-06-0122610.359327978957
2025-07-0123009.94479542419
2025-08-0122263.254744869828
2025-09-0122505.596853804196
2025-10-0121968.498183098498
2025-11-0120593.033992998116
2025-12-0120953.225581441693
2026-01-0119836.445649068963
2026-02-0120407.756541841878
2026-03-0118467.956766380346
2026-04-0118169.01502016196
Annual Return Matrix
YearAnnual Return
20170.19836951393650404
2018-0.02703326929335559
20190.2353417207967372
2020-0.24792338128553837
20210.23171262825984718
20220.022021384928716747
20230.21714802359963659
20240.23209541531966194
2025-0.02979418450493243
2026-0.13287742025484206
Total Factor Risk
0.22749514188752337
VTI.US Exposure
-0.01298281706209373
VEA.US Exposure
-0.017071642735418238
VWO.US Exposure
0.03428913592511564
QQQ.US Exposure
0.17535689782567845
VTV.US Exposure
0.16515232361759688
IJR.US Exposure
0.008815776705306184
QUAL.US Exposure
-0.029947405965678953
SHV.US Exposure
0.0769718878717645
TLT.US Exposure
0.008905788288757523
LQD.US Exposure
-0.021750751690418433
HYG.US Exposure
0.1347138638752451
GLD.US Exposure
0.024182416890337257
USO.US Exposure
0.016203552443931967
VNQ.US Exposure
0.0007696050189090881
BTC-USD.CC Exposure
0.010207113339915952
CPER.US Exposure
-0.016732080289915446
VIX.INDX Exposure
0.08778442902623469
UUP.US Exposure
0.05140820138700097
TIP.US Exposure
0.022072128747061652
Idiosyncratic Exposure
0.2816515767806687
Value Score
39.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.7%

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 →26.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.37%
Market Cap$49.7B
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
$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 →
-6.0%
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 →
-14.4%
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 →
23.6% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compass Group PLC ADR a high-risk investment?

Compass Group PLC ADR (CMPGY.US) has an annualized volatility of 22.7% and experienced a maximum drawdown of 47.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CMPGY.US has generated a Compound Annual Growth Rate (CAGR) of 5.6%. 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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