Community Bancorp. Common Stock

10-Year Study

CMTV.US · Financial Services · US · Common Stock

Executive Summary: Community Bancorp. Common Stock has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 31.8% and an annualized volatility of 70.8%.

1Y CAGR
+112.9%
3Y CAGR
+34.4%
5Y CAGR
+18.9%
10Y CAGR
+15.0%

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 →
31.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +56.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.0%
% 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.
202625.7-3.23.613.3————————42.9%
20259.3-1.3-0.6-0.65.29.98.85.0-0.35.30.25.956.9%
20240.8-6.4-1.1-6.33.3-3.59.1-2.40.67.0-3.41.8-1.8%
20238.8-2.4-7.54.1-11.87.61.2-11.3-1.06.23.22.6-3.0%
20229.1-5.68.5-0.3-8.4-2.9-5.00.0-2.81.32.74.0-0.9%
20215.77.813.52.50.311.5-6.01.2-2.51.2-2.58.347.2%
20202.5-1.1-18.9-9.516.40.05.2-8.90.07.313.0-2.6-2.1%
2019-0.71.92.10.4-2.0-0.33.4-4.2-3.11.33.20.01.7%
2018-7.04.70.6-7.26.0-1.41.17.2-8.66.4-9.52.4-7.0%
20171.19.7-1.55.61.40.36.3-2.12.21.5-4.52.824.2%
2016———1.2-0.7-1.14.4-3.1-1.02.74.85.112.6%

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 70.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.2% of variance. Idiosyncratic stock-specific factors contribute 6.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110115.897635185334
2016-05-0110044.804608474014
2016-06-019938.39366334823
2016-07-0110376.381570675841
2016-08-0110053.26262129819
2016-09-019952.680847172853
2016-10-0110225.508909487833
2016-11-0110712.073241819158
2016-12-0111256.814986684343
2017-01-0111378.084602987738
2017-02-0112479.226434719
2017-03-0112295.664696940255
2017-04-0112979.96365340435
2017-05-0113165.354150712643
2017-06-0113202.500828656663
2017-07-0114033.67203483787
2017-08-0113734.32695934439
2017-09-0114033.67203483787
2017-10-0114241.12194397138
2017-11-0113598.99875415757
2017-12-0113976.751894480574
2018-01-0113004.08041970031
2018-02-0113614.200317746967
2018-03-0113690.551028105747
2018-04-0112709.535837971905
2018-05-0113478.186327736565
2018-06-0113285.70938725126
2018-07-0113434.524693968522
2018-08-0114407.996251042965
2018-09-0113169.697454595329
2018-10-0114018.127578836678
2018-11-0112687.247831205495
2018-12-0112994.365134699568
2019-01-0112902.355670869003
2019-02-0113141.35168188728
2019-03-0113420.123212673303
2019-04-0113479.786492324924
2019-05-0113213.816278245762
2019-06-0113173.583568595626
2019-07-0113616.143374747116
2019-08-0113045.456104056417
2019-09-0112637.757026437004
2019-10-0112796.173320684413
2019-11-0113208.901487010091
2019-12-0113208.901487010091
2020-01-0113532.706221211323
2020-02-0113382.4050473763
2020-03-0110859.631276359856
2020-04-019833.125692928415
2020-05-0111443.805648580996
2020-06-0111443.805648580996
2020-07-0112037.0095209793
2020-08-0110962.270404955936
2020-09-0110962.270404955936
2020-10-0111761.209724428796
2020-11-0113285.823684721858
2020-12-0112937.330696871679
2021-01-0113673.977894869186
2021-02-0114746.431061480609
2021-03-0116739.436056280076
2021-04-0117160.507937959334
2021-05-0117214.799236492898
2021-06-0119202.77514258609
2021-07-0118057.514487204397
2021-08-0118276.851333279996
2021-09-0117819.890045833283
2021-10-0118025.854087849035
2021-11-0117582.151306991575
2021-12-0119042.758683750326
2022-01-0120780.651724177344
2022-02-0119622.589752088785
2022-03-0121294.304557040152
2022-04-0121235.44135968271
2022-05-0119447.714622075415
2022-06-0118876.913053914115
2022-07-0117926.98677578265
2022-08-0117931.787269547727
2022-09-0117425.678069744317
2022-10-0117659.07350470334
2022-11-0118142.89469774034
2022-12-0118868.683636031135
2023-01-0120532.283320570114
2023-02-0120043.433038826854
2023-03-0118540.192705535424
2023-04-0119293.298739298898
2023-05-0117017.636099713112
2023-06-0118303.82553634088
2023-07-0118530.59171800528
2023-08-0116436.0905693157
2023-09-0116275.731218068144
2023-10-0117285.892263204216
2023-11-0117845.03548936462
2023-12-0118302.682561634912
2024-01-0118440.639608645462
2024-02-0117255.83202843721
2024-03-0117060.15475877519
2024-04-0115984.158370575258
2024-05-0116506.612108674035
2024-06-0115931.92442651244
2024-07-0117379.158999211348
2024-08-0116965.63075059149
2024-09-0117071.69880330548
2024-10-0118267.364643220444
2024-11-0117643.300453760956
2024-12-0117966.076510726816
2025-01-0119637.791315678183
2025-02-0119375.821513069917
2025-03-0119266.667428649806
2025-04-0119152.027065641036
2025-05-0120148.358116834872
2025-06-0122141.134516693146
2025-07-0124084.99159913591
2025-08-0125283.629173286394
2025-09-0125216.422260575375
2025-10-0126563.417951560732
2025-11-0126620.10949697683
2025-12-0128194.67145192077
2026-01-0135432.21588506246
2026-02-0134300.67092615241
2026-03-0135546.513355659445
2026-04-0140289.85838543392
Annual Return Matrix
YearAnnual Return
20170.24162579832871356
2018-0.07028720028785451
20190.016509952589960353
2020-0.02055968018275256
20210.47192331478045735
2022-0.009141272575581838
2023-0.029996850088439886
2024-0.018391077361177066
20250.5693282523363892
20260.4289883978303699
Total Factor Risk
0.7078877759507828
VTI.US Exposure
0.03263741262800635
VEA.US Exposure
0.004049451055164549
VWO.US Exposure
-0.0011225682835514846
QQQ.US Exposure
0.04366612538280844
VTV.US Exposure
0.05434209678634557
IJR.US Exposure
-0.00012667993480084468
QUAL.US Exposure
0.031362239385671946
SHV.US Exposure
0.6520983092050174
TLT.US Exposure
0.004085547801110893
LQD.US Exposure
0.06266554025636145
HYG.US Exposure
0.02254762360164495
GLD.US Exposure
0.009524533629888173
USO.US Exposure
0.004832978143515113
VNQ.US Exposure
0.0012566628114927263
BTC-USD.CC Exposure
0.0001524311853275035
CPER.US Exposure
0.005578188943309592
VIX.INDX Exposure
-0.000049487651698722747
UUP.US Exposure
0.008578203457022156
TIP.US Exposure
0.000014040741796159113
Idiosyncratic Exposure
0.06390735085556797
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
70.8%

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 →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.90%
Market Cap$198.9M
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
$286
Avg Yield on Cost
2.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$285.742.86%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 →
+3.7%
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 →
+41.5%
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 →
16.8% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Community Bancorp. Common Stock a high-risk investment?

Community Bancorp. Common Stock (CMTV.US) has an annualized volatility of 70.8% and experienced a maximum drawdown of 31.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMTV.US has generated a Compound Annual Growth Rate (CAGR) of 15.0%. 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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