CompoSecure, Inc.

10-Year Study

CMPO.US · Industrials · US · Common Stock

Executive Summary: CompoSecure, Inc. has compounded at -46.6% annually over the last 10 years, with a maximum drawdown of 99.1% and an annualized volatility of 426.2%.

1Y CAGR
+25.0%
3Y CAGR
+38.4%
5Y CAGR
-50.1%
10Y CAGR
-46.6%

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 →
99.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
64.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +197.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -98.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202622.3-4.7-26.5—————————-14.4%
20254.0-16.3-18.51.124.72.80.934.68.9-4.60.1-3.025.8%
2024-6.7-4.049.4-3.9-4.47.219.943.919.57.85.6-3.9197.3%
202329.58.66.51.9-8.1-0.48.2-15.42.7-6.5-17.28.210.0%
2022-6.2-8.27.41.6-1.3-31.75.05.9-13.36.6-6.2-2.0-40.2%
20212.00.2-3.71.9-0.80.5-0.20.20.10.9-0.3-98.4-98.4%
2020———————————2.12.1%

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 426.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.1% of variance. Idiosyncratic stock-specific factors contribute 11.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-0110212.094260589001
2021-01-0110414.15139883814
2021-02-0110434.382205468904
2021-03-0110050.55020802365
2021-04-0110242.538053669008
2021-05-0110161.700614516383
2021-06-0110212.094260589001
2021-07-0110186.746237312316
2021-08-0110202.072151038961
2021-09-0110212.094260589001
2021-10-0110303.099647821398
2021-11-0110272.70732716365
2021-12-01168.09391829739525
2022-01-01157.65145063226362
2022-02-01144.75331948868154
2022-03-01155.3995321585754
2022-04-01157.8573403212866
2022-05-01155.8091668523606
2022-06-01106.46641606745976
2022-07-01111.78952240240669
2022-08-01118.34153281870921
2022-09-01102.5759588186307
2022-10-01109.33385892395614
2022-11-01102.5759588186307
2022-12-01100.52993003396539
2023-01-01130.21664956995866
2023-02-01141.47838662266062
2023-03-01150.6919502064366
2023-04-01153.55724837867234
2023-05-01141.06875192887543
2023-06-01140.4532275460673
2023-07-01151.91870960353154
2023-08-01128.57811079481783
2023-09-01132.05893334986172
2023-10-01123.46089414889384
2023-11-01102.16632412484552
2023-12-01110.5606183210511
2024-01-01103.19148320143881
2024-02-0199.09513626358684
2024-03-01148.03039703896312
2024-04-01142.29551132597035
2024-05-01136.06734823302682
2024-06-01145.82351693474862
2024-07-01174.77460976933708
2024-08-01251.54572756376095
2024-09-01300.6547077642503
2024-10-01324.02962152113446
2024-11-01342.0428246263799
2024-12-01328.7457822103159
2025-01-01341.8283562003144
2025-02-01286.07085479179295
2025-03-01233.10358760638442
2025-04-01235.67720871917095
2025-05-01294.0061865562183
2025-06-01302.1559867467092
2025-07-01304.7296078594958
2025-08-01410.0228816363769
2025-09-01446.478224698999
2025-10-01425.8914004809669
2025-11-01426.10586890703246
2025-12-01413.45223176916505
2026-01-01505.4506078142429
2026-02-01481.4816165171572
2026-03-01354.08737143422115
Annual Return Matrix
YearAnnual Return
2021-0.9835397212356224
2022-0.4019418962195541
20230.09977812860007673
20241.973443774126593
20250.2576655097727094
2026-0.14358335926963361
Total Factor Risk
4.261851914759169
VTI.US Exposure
0.03627371998480126
VEA.US Exposure
0.00019933694258652174
VWO.US Exposure
-0.0001225926891045827
QQQ.US Exposure
0.009268214317878685
VTV.US Exposure
0.006545966178323
IJR.US Exposure
0.00030910197545037905
QUAL.US Exposure
0.024706254462181464
SHV.US Exposure
0.7510417452542412
TLT.US Exposure
0.01762863501798151
LQD.US Exposure
0.0007180410381215438
HYG.US Exposure
0.004920591430639035
GLD.US Exposure
0.00045589771387488946
USO.US Exposure
-0.0005063264395533891
VNQ.US Exposure
0.005916238700741132
BTC-USD.CC Exposure
0.0004760409290961782
CPER.US Exposure
0.000259148113800308
VIX.INDX Exposure
0.00019333045902526037
UUP.US Exposure
0.0011136358355323835
TIP.US Exposure
0.0254702079065591
Idiosyncratic Exposure
0.11513281286782416
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
426.2%

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$7.3B
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%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.050.00%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 →
-27.2%
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 →
-13.5%
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 →
36.5% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CompoSecure, Inc. a high-risk investment?

CompoSecure, Inc. (CMPO.US) has an annualized volatility of 426.2% and experienced a maximum drawdown of 99.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMPO.US has generated a Compound Annual Growth Rate (CAGR) of -46.6%. It has had a positive return in 50% 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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