Costamare Inc

10-Year Study

CMRE.US · Industrials · US · Common Stock

Executive Summary: Costamare Inc has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 52.2% and an annualized volatility of 40.2%.

1Y CAGR
+119.2%
3Y CAGR
+35.5%
5Y CAGR
+13.9%
10Y CAGR
+10.4%

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 →
52.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +128.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.14.7-3.81.1————————9.0%
2025-8.6-12.7-3.3-4.3-8.16.312.113.44.13.725.03.427.8%
20243.76.2-0.26.433.62.6-9.3-4.310.8-12.9-3.0-2.726.9%
202310.33.4-10.4-3.2-14.525.316.5-7.7-6.7-5.312.03.016.2%
20224.62.726.3-19.06.0-14.9-2.3-3.8-20.76.42.1-3.7-22.8%
2021-2.620.6-0.310.22.010.1-7.532.77.7-12.9-10.55.457.4%
2020-16.2-17.7-30.812.7-8.420.9-16.911.020.2-5.226.215.3-8.8%
201917.52.40.017.7-15.20.219.1-4.04.830.94.715.8128.7%
201814.3-11.27.810.07.49.5-12.21.3-7.7-17.30.0-17.2-20.4%
2017-4.015.19.02.3-2.811.6-11.1-2.5-1.43.4-7.40.39.6%
2016———11.41.4-22.127.6-8.13.9-28.2-11.4-2.8-33.6%

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 40.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 27.1% of variance. Idiosyncratic stock-specific factors contribute 44.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111136.082765439072
2016-05-0111296.91748172734
2016-06-018805.480032484727
2016-07-0111239.363016842624
2016-08-0110329.967162176477
2016-09-0110729.14092016525
2016-10-017707.531513717737
2016-11-016829.914197944987
2016-12-016640.302249214364
2017-01-016373.539069948095
2017-02-017333.780586843684
2017-03-017994.06800607323
2017-04-018177.14769958688
2017-05-017946.576745171427
2017-06-018868.684015394936
2017-07-017884.6085943292965
2017-08-017688.464390381695
2017-09-017578.122241446275
2017-10-017833.939479538151
2017-11-017253.628049856996
2017-12-017278.874333533419
2018-01-018322.622788743336
2018-02-017390.805409413509
2018-03-017965.290773630875
2018-04-018763.285194731825
2018-05-019408.742629144452
2018-06-0110299.247907912857
2018-07-019045.05490625331
2018-08-019162.458952720595
2018-09-018458.564316231772
2018-10-016996.574979697044
2018-11-016996.574979697044
2018-12-015795.3462095264995
2019-01-016807.845768157904
2019-02-016968.68048444617
2019-03-016968.68048444617
2019-04-018200.098866565446
2019-05-016951.025740616503
2019-06-016964.619893365347
2019-07-018294.022103739273
2019-08-017963.878394124502
2019-09-018348.928357049539
2019-10-0110929.522262631968
2019-11-0111443.981497828467
2019-12-0113251.650718548073
2020-01-0111104.480773983969
2020-02-019143.921471699445
2020-03-016329.402210373928
2020-04-017135.3412661982275
2020-05-016538.2578298788885
2020-06-017902.792980473854
2020-07-016568.623989265916
2020-08-017290.349917022705
2020-09-018762.93209985523
2020-10-018303.908760283888
2020-11-0110478.443557783976
2020-12-0112083.7894142156
2021-01-0111772.712827936866
2021-02-0114200.769746830973
2021-03-0114156.632887256803
2021-04-0115596.377246566151
2021-05-0115907.80692772148
2021-06-0117508.91564563398
2021-07-0116202.111507362028
2021-08-0121493.23823311324
2021-09-0123152.254510787046
2021-10-0120162.423643232938
2021-11-0118042.442004166518
2021-12-0119019.632075138587
2022-01-0119885.067617668865
2022-02-0120429.89301225239
2022-03-0125802.23155962007
2022-04-0120892.44730058967
2022-05-0122154.408389534266
2022-06-0118851.55891388016
2022-07-0118408.954486070405
2022-08-0117702.58818544543
2022-09-0114045.937643444793
2022-10-0114944.740651813143
2022-11-0115261.290208679071
2022-12-0114691.395077857422
2023-01-0116210.409236961974
2023-02-0116769.35842660923
2023-03-0115028.424137565764
2023-04-0114543.801419441403
2023-05-0112433.882984357895
2023-06-0115574.661911655661
2023-07-0118145.545708131776
2023-08-0116748.525828890222
2023-09-0115627.626143144664
2023-10-0114804.91508068218
2023-11-0116575.685886797783
2023-12-0117067.547049892306
2024-01-0117694.820098160377
2024-02-0118785.17707708061
2024-03-0118752.162706119136
2024-04-0119950.390169838633
2024-05-0126661.487941809963
2024-06-0127360.968892341374
2024-07-0124822.746371950143
2024-08-0123767.522333250945
2024-09-0126330.28494756541
2024-10-0122932.2764026694
2024-11-0122241.44627661453
2024-12-0121651.60128526535
2025-01-0119784.08248296317
2025-02-0117272.871720631334
2025-03-0116695.914692277813
2025-04-0115984.251968503937
2025-05-0114682.214611065994
2025-06-0115607.323187740545
2025-07-0117495.851135200028
2025-08-0119836.87016701388
2025-09-0120651.813142191306
2025-10-0121414.14498075633
2025-11-0126758.942127749728
2025-12-0127670.103456798843
2026-01-0129624.660146181282
2026-02-0131019.384908724973
2026-03-0129836.51707213728
2026-04-0130154.302461071286
Annual Return Matrix
YearAnnual Return
20170.09616611719663926
2018-0.20381285017827255
20191.2866020837141292
2020-0.0881294964028777
20210.5739791073124405
2022-0.22756680992471978
20230.1617376674878328
20240.26858307300825435
20250.2779703030846632
20260.08977917296735116
Total Factor Risk
0.4023838402630091
VTI.US Exposure
0.27054345895574805
VEA.US Exposure
-0.007236796583592306
VWO.US Exposure
0.03334334559515471
QQQ.US Exposure
-0.0715375550447223
VTV.US Exposure
-0.07315969300202096
IJR.US Exposure
0.023316616505451294
QUAL.US Exposure
0.0850782656530852
SHV.US Exposure
0.1862492632932828
TLT.US Exposure
0.005435727887706175
LQD.US Exposure
-0.010163730975687417
HYG.US Exposure
0.004910880226539779
GLD.US Exposure
-0.0037407430599837484
USO.US Exposure
0.046498791875975595
VNQ.US Exposure
0.03009506901302377
BTC-USD.CC Exposure
-0.00566938034678413
CPER.US Exposure
0.003919788185701753
VIX.INDX Exposure
0.004033255237701129
UUP.US Exposure
0.01941135995460737
TIP.US Exposure
0.015703888729027175
Idiosyncratic Exposure
0.44296818789978615
Value Score
47.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.2%

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 →5.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.66%
Market Cap$2.1B
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 →
+0.9%
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 →
+23.6%
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 →
4.6% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Costamare Inc a high-risk investment?

Costamare Inc (CMRE.US) has an annualized volatility of 40.2% and experienced a maximum drawdown of 52.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CMRE.US has generated a Compound Annual Growth Rate (CAGR) of 10.4%. It has had a positive return in 70% 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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