Commonwealth Bank of Australia PK

10-Year Study

CMWAY.US · Financial Services · US · Common Stock

Executive Summary: Commonwealth Bank of Australia PK has compounded at 13.5% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 23.3%.

1Y CAGR
+16.4%
3Y CAGR
+31.9%
5Y CAGR
+14.7%
10Y CAGR
+13.5%

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 →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +30.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.021.9-5.18.0————————21.2%
20253.40.5-3.311.97.67.1-7.0-0.5-1.22.5-11.36.514.7%
20242.1-0.84.1-7.29.15.96.86.6-1.10.010.5-7.530.2%
202311.3-11.8-2.10.3-4.66.36.5-5.6-2.2-4.612.210.914.0%
2022-9.43.715.3-8.14.0-17.614.4-4.6-12.014.79.9-4.9-1.8%
20210.60.94.14.313.4-3.6-2.21.61.76.9-17.412.921.2%
20200.9-5.6-26.65.05.013.85.50.2-8.66.419.58.717.1%
20190.26.0-4.54.63.67.0-4.2-1.92.8-1.01.72.317.1%
20181.7-4.9-5.2-3.4-3.23.62.7-4.70.1-4.56.6-2.8-13.8%
20174.64.14.2-0.5-9.67.85.3-7.5-1.90.91.13.610.9%
2016———-2.2-0.1-0.55.7-6.03.8-0.24.61.66.4%

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 23.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 22.7% of variance. Idiosyncratic stock-specific factors contribute 22.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019784.16068157523
2016-05-019774.598860101958
2016-06-019721.498520066396
2016-07-0110278.501479933606
2016-08-019662.032585398347
2016-09-0110033.17092561655
2016-10-0110010.74361963289
2016-11-0110474.223370595788
2016-12-0110640.96434729825
2017-01-0111132.216355012168
2017-02-0111588.30986747745
2017-03-0112079.212707553303
2017-04-0112014.9927211977
2017-05-0110859.731302072982
2017-06-0111702.998007058559
2017-07-0112318.714848219513
2017-08-0111392.02393678454
2017-09-0111171.161976181394
2017-10-0111267.451667141175
2017-11-0111390.143803348787
2017-12-0111804.471494491208
2018-01-0112010.238669510145
2018-02-0111420.118502124553
2018-03-0110830.777247162341
2018-04-0110459.558329796891
2018-05-0110125.136309674092
2018-06-0110493.481308787745
2018-07-0110776.495108967161
2018-08-0110264.964519196163
2018-09-0110279.951868584043
2018-10-019821.279887406867
2018-11-0110469.818486546303
2018-12-0110172.032209371657
2019-01-0110193.00912670488
2019-02-0110803.300439951225
2019-03-0110315.083504783595
2019-04-0110791.992780287606
2019-05-0111178.440778482676
2019-06-0111961.650649720397
2019-07-0111455.94847360024
2019-08-0111238.631907475949
2019-09-0111554.413747535684
2019-10-0111437.84547451882
2019-11-0111637.059041561693
2019-12-0111910.457302169672
2020-01-0112021.734342517339
2020-02-0111342.737581718658
2020-03-018320.047057053993
2020-04-018734.18673485284
2020-05-019172.204107285785
2020-06-0110436.37897043893
2020-07-0111013.365062823315
2020-08-0111033.56306773315
2020-09-0110083.853951234709
2020-10-0110730.190108349405
2020-11-0112823.020353787395
2020-12-0113944.170780577684
2021-01-0114025.526840247749
2021-02-0114151.952384277789
2021-03-0114736.029265619878
2021-04-0115369.338783929694
2021-05-0117423.65315298377
2021-06-0116790.343634673958
2021-07-0116414.397524670036
2021-08-0116680.167815338667
2021-09-0116956.547430394774
2021-10-0118128.246587557816
2021-11-0114978.593337881464
2021-12-0116904.01113038994
2022-01-0115314.331451409296
2022-02-0115881.594568025912
2022-03-0118306.1340696294
2022-04-0116820.721219185958
2022-05-0117490.20987660953
2022-06-0114412.458301326298
2022-07-0116484.821951363636
2022-08-0115730.888443625541
2022-09-0113839.581643451495
2022-10-0115880.385910817211
2022-11-0117451.344832587547
2022-12-0116594.67546210994
2023-01-0118476.50101795796
2023-02-0116297.90982880042
2023-03-0115956.128429229091
2023-04-0115999.774383987711
2023-05-0115262.923231465913
2023-06-0116230.037011769633
2023-07-0117277.137040240224
2023-08-0116309.298065611287
2023-09-0115946.754621099395
2023-10-0115211.756742964271
2023-11-0117061.70060755169
2023-12-0118919.084428734885
2024-01-0119321.352406839385
2024-02-0119170.64628243902
2024-03-0119957.18667576293
2024-04-0118523.18204526287
2024-05-0120205.041980693717
2024-06-0121391.19130626299
2024-07-0122842.92290915732
2024-08-0124352.186595185784
2024-09-0124079.325515559445
2024-10-0124084.482452983233
2024-11-0126617.532512878915
2024-12-0124625.074533861203
2025-01-0125468.448675043106
2025-02-0125594.927937171313
2025-03-0124743.522940313822
2025-04-0127684.320224326777
2025-05-0129784.133822526146
2025-06-0131889.990706769022
2025-07-0129669.23081055238
2025-08-0129530.315808699106
2025-09-0129164.41498305194
2025-10-0129882.921405050576
2025-11-0126507.81329737802
2025-12-0128239.12074216924
2026-01-0127388.038053900735
2026-02-0133388.4839141155
2026-03-0131699.04972684347
2026-04-0134229.17215038919
Annual Return Matrix
YearAnnual Return
20170.10934226534537506
2018-0.13828990869107194
20190.17090243689912565
20200.17075024298500607
20210.2122636330541008
2022-0.018299542392271495
20230.14006956459812603
20240.30159969562057043
20250.14676285358399532
20260.21211890635373254
Total Factor Risk
0.23315161014707522
VTI.US Exposure
-0.22111894001741034
VEA.US Exposure
0.22653901452297356
VWO.US Exposure
-0.1197628466843347
QQQ.US Exposure
0.17994278233390623
VTV.US Exposure
0.16274634749614278
IJR.US Exposure
0.15431538865380898
QUAL.US Exposure
-0.05363534883165078
SHV.US Exposure
0.017083205328959905
TLT.US Exposure
-0.008359045123210604
LQD.US Exposure
0.10490004478163124
HYG.US Exposure
-0.018848086322140512
GLD.US Exposure
0.08433097026706016
USO.US Exposure
0.021416076197368728
VNQ.US Exposure
0.05050301268628565
BTC-USD.CC Exposure
0.02174325871465841
CPER.US Exposure
-0.027240064826446187
VIX.INDX Exposure
0.11135797819377533
UUP.US Exposure
0.10131817468706526
TIP.US Exposure
-0.016274569892632075
Idiosyncratic Exposure
0.22904264783418898
Value Score
38.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.3%

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 →28.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.19%
Market Cap$203.7B
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
$447
Avg Yield on Cost
4.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$447.24.47%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 →
+4.0%
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 →
+14.7%
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 →
3.5% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Commonwealth Bank of Australia PK a high-risk investment?

Commonwealth Bank of Australia PK (CMWAY.US) has an annualized volatility of 23.3% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CMWAY.US has generated a Compound Annual Growth Rate (CAGR) of 13.5%. It has had a positive return in 80% 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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