Commerce.com, Inc.

10-Year Study

CMRC.US · Technology · US · Common Stock

Executive Summary: Commerce.com, Inc. has compounded at -48.3% annually over the last 10 years, with a maximum drawdown of 97.7% and an annualized volatility of 73.1%.

1Y CAGR
-46.9%
3Y CAGR
-30.0%
5Y CAGR
-45.2%
10Y CAGR
-48.3%

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 →
97.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +11.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -75.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-24.3-10.9-4.05.6————————-31.6%
2025-0.516.3-18.6-10.1-2.7-0.8-4.4-2.77.3-7.2-0.9-10.2-32.7%
2024-15.9-5.3-11.1-17.945.6-2.20.5-27.7-0.2-10.440.6-17.0-37.1%
202340.3-22.3-6.1-17.37.824.88.6-1.9-6.9-9.9-1.911.611.3%
2022-7.6-20.8-15.4-18.43.7-12.6-3.46.5-11.20.4-41.91.2-75.3%
202124.6-26.1-2.23.7-9.319.4-0.2-8.1-14.9-8.7-2.0-21.9-44.9%
2020————————-29.3-11.99.9-20.5-45.5%

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 73.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.6% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-08-0110000
2020-09-017071.307300509337
2020-10-016230.899830220714
2020-11-016847.198641765705
2020-12-015445.670628183362
2021-01-016786.078098471986
2021-02-015017.826825127335
2021-03-014906.621392190153
2021-04-015088.285229202038
2021-05-014617.147707979626
2021-06-015511.035653650255
2021-07-015497.453310696095
2021-08-015054.329371816638
2021-09-014298.811544991511
2021-10-013922.7504244482175
2021-11-013842.95415959253
2021-12-013002.5466893039047
2022-01-012775.0424448217314
2022-02-012198.641765704584
2022-03-011859.9320882852294
2022-04-011516.9779286926996
2022-05-011573.005093378608
2022-06-011375.2122241086586
2022-07-011328.522920203735
2022-08-011415.1103565365029
2022-09-011256.3667232597625
2022-10-011261.4601018675723
2022-11-01733.446519524618
2022-12-01741.9354838709678
2023-01-011040.7470288624788
2023-02-01808.1494057724957
2023-03-01758.9134125636672
2023-04-01627.3344651952461
2023-05-01676.5704584040747
2023-06-01844.6519524617996
2023-07-01917.6570458404075
2023-08-01899.830220713073
2023-09-01837.8607809847198
2023-10-01754.6689303904924
2023-11-01740.237691001698
2023-12-01825.9762308998303
2024-01-01694.3972835314091
2024-02-01657.8947368421052
2024-03-01584.8896434634975
2024-04-01480.47538200339557
2024-05-01699.490662139219
2024-06-01684.2105263157895
2024-07-01687.6061120543293
2024-08-01497.4533106960951
2024-09-01496.6044142614601
2024-10-01444.82173174872673
2024-11-01625.6366723259763
2024-12-01519.5246179966044
2025-01-01516.9779286926995
2025-02-01601.018675721562
2025-03-01488.9643463497453
2025-04-01439.7283531409168
2025-05-01427.8438030560272
2025-06-01424.44821731748726
2025-07-01405.7724957555178
2025-08-01394.7368421052632
2025-09-01423.5993208828523
2025-10-01393.0390492359932
2025-11-01389.64346349745335
2025-12-01349.7453310696095
2026-01-01264.85568760611204
2026-02-01235.9932088285229
2026-03-01226.6553480475382
2026-04-01239.3887945670628
Annual Return Matrix
YearAnnual Return
2021-0.4486360093530788
2022-0.752897936104043
20230.11327231121281467
2024-0.37101747173689625
2025-0.326797385620915
2026-0.31553398058252435
Total Factor Risk
0.7308528871204631
VTI.US Exposure
0.3086197821431528
VEA.US Exposure
-0.005791774924825969
VWO.US Exposure
-0.00011601392181490813
QQQ.US Exposure
-0.023226069867224673
VTV.US Exposure
-0.021468435829997023
IJR.US Exposure
0.025627407176970426
QUAL.US Exposure
-0.041582308914808595
SHV.US Exposure
0.45552904267966443
TLT.US Exposure
0.028409149726999025
LQD.US Exposure
-0.003571067667446043
HYG.US Exposure
0.0005164681516834576
GLD.US Exposure
0.012821600644870743
USO.US Exposure
-0.000010295288441925476
VNQ.US Exposure
0.004218441699483846
BTC-USD.CC Exposure
0.005077587652618432
CPER.US Exposure
0.006849095264217423
VIX.INDX Exposure
0.008378944199069104
UUP.US Exposure
0.00009746055811054607
TIP.US Exposure
-0.0007020825308716745
Idiosyncratic Exposure
0.24032306904859077
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
73.1%

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$223.6M
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 →
+1.5%
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 →
-31.4%
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 →
48.8% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Commerce.com, Inc. a high-risk investment?

Commerce.com, Inc. (CMRC.US) has an annualized volatility of 73.1% and experienced a maximum drawdown of 97.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMRC.US has generated a Compound Annual Growth Rate (CAGR) of -48.3%. It has had a positive return in 17% 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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