CNA Financial Corporation

10-Year Study

CNA.US · Financial Services · US · Common Stock

Executive Summary: CNA Financial Corporation has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 37.0% and an annualized volatility of 32.8%.

1Y CAGR
+2.7%
3Y CAGR
+13.3%
5Y CAGR
+4.0%
10Y CAGR
+9.1%

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 →
37.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +36.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.1%
% 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.
20260.31.3-4.43.8————————0.8%
20251.40.83.7-5.20.4-2.9-4.712.9-6.2-4.16.02.12.6%
20244.20.73.3-3.35.60.36.76.6-5.7-2.16.2-4.118.7%
20233.03.3-10.8-0.3-4.34.81.41.50.12.75.40.46.1%
20224.20.46.4-2.4-2.5-2.1-5.5-8.5-4.113.03.1-0.7-0.5%
2021-1.412.64.95.22.7-4.9-3.31.6-5.46.9-6.45.918.0%
2020-0.4-6.1-25.31.7-2.96.43.6-2.3-6.8-0.717.112.9-9.2%
20193.9-0.70.36.9-2.24.71.7-0.84.5-9.00.50.29.5%
20182.1-1.4-3.32.2-6.3-2.82.4-3.31.7-5.09.0-5.9-11.1%
20170.48.53.02.51.36.96.6-5.02.47.71.0-2.436.9%
2016———-1.84.8-4.41.35.53.36.35.48.431.9%

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 32.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.0% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019819.795850495024
2016-05-0110291.079331781319
2016-06-019840.10847041367
2016-07-019968.53334697741
2016-08-0110512.727365755072
2016-09-0110859.883854792908
2016-10-0111541.559006370078
2016-11-0112160.505513059941
2016-12-0113186.830054491034
2017-01-0113234.51610427486
2017-02-0114353.859141958097
2017-03-0114785.694185064853
2017-04-0115150.553864258487
2017-05-0115349.689170866484
2017-06-0116410.038629793547
2017-07-0117487.170303665993
2017-08-0116607.894804164855
2017-09-0117010.719128143468
2017-10-0118324.183274066872
2017-11-0118510.680754176366
2017-12-0118057.919107677353
2018-01-0118435.774770395765
2018-02-0118172.273529637496
2018-03-0117563.713576709557
2018-04-0117958.760776689094
2018-05-0116823.65882984983
2018-06-0116358.10586098391
2018-07-0116752.027424595155
2018-08-0116202.154058686587
2018-09-0116472.767274680857
2018-10-0115650.029420041445
2018-11-0117057.791194453683
2018-12-0116050.755967151885
2019-01-0116672.465399473
2019-02-0116560.566911407303
2019-03-0116610.350738059304
2019-04-0117752.206503108293
2019-05-0117360.638542812558
2019-06-0118175.39461229502
2019-07-0118492.056588810152
2019-08-0118336.76993527591
2019-09-0119161.605566783495
2019-10-0117445.777584486685
2019-11-0117535.11217989716
2019-12-0117570.41622962982
2020-01-0117499.859295453964
2020-02-0116424.620737291825
2020-03-0112261.198802732228
2020-04-0112474.506894522756
2020-05-0112112.358975670904
2020-06-0112881.629102816649
2020-07-0113342.423699762083
2020-08-0113030.878252193712
2020-09-0112147.81652127197
2020-10-0112066.821868044719
2020-11-0114131.290132773926
2020-12-0115953.49075187393
2021-01-0115732.354370794854
2021-02-0117721.91665174346
2021-03-0118592.596382614032
2021-04-0119550.76875847425
2021-05-0120078.18056230653
2021-06-0119103.891120264016
2021-07-0118482.3351838113
2021-08-0118785.540689196452
2021-09-0117773.184271790018
2021-10-0119001.560541328763
2021-11-0117785.617437130648
2021-12-0118827.803218296707
2022-01-0119609.455345493618
2022-02-0119682.00772595871
2022-03-0120939.599375783473
2022-04-0120431.37455550155
2022-05-0119924.070710430045
2022-06-0119515.46470874159
2022-07-0118437.56555552713
2022-08-0116879.428995369544
2022-09-0116194.78625700325
2022-10-0118301.41472025378
2022-11-0118865.409706055412
2022-12-0118732.53344930799
2023-01-0119299.649517767146
2023-02-0119931.438512113382
2023-03-0117768.937552764204
2023-04-0117714.34418890225
2023-05-0116957.66072296554
2023-06-0117767.35142879071
2023-07-0118015.810074445497
2023-08-0118280.53928215099
2023-09-0118289.851364834096
2023-10-0118777.865895776307
2023-11-0119792.780577656118
2023-12-0119877.305635856635
2024-01-0120704.187878942925
2024-02-0120842.180664637108
2024-03-0121539.3077336335
2024-04-0120837.422292716627
2024-05-0122000.86980992095
2024-06-0122063.13796720305
2024-07-0123542.940469185705
2024-08-0125089.257847476274
2024-09-0123649.261940699427
2024-10-0123151.526004758372
2024-11-0124595.00115121901
2024-12-0123585.612320601704
2025-01-0123922.075264140807
2025-02-0124103.456215303537
2025-03-0124999.25810330272
2025-04-0123704.776279771802
2025-05-0123805.00908183888
2025-06-0123119.343037683237
2025-07-0122026.196628207425
2025-08-0124859.474532477165
2025-09-0123309.217426897594
2025-10-0122350.942720458443
2025-11-0123689.98951111566
2025-12-0124191.665174345722
2026-01-0124252.50070352273
2026-02-0124569.57200235361
2026-03-0123495.100923533475
2026-04-0124395.61001816368
Annual Return Matrix
YearAnnual Return
20170.3693904473674001
2018-0.11115140834095993
20190.09467842297197349
2020-0.09202545099809267
20210.18016824725868585
2022-0.005060057611826707
20230.0611114449439798
20240.1865598261997672
20250.02569587108894522
20260.0084303764270941
Total Factor Risk
0.32812322563634055
VTI.US Exposure
0.045890648563909946
VEA.US Exposure
-0.00929794740102309
VWO.US Exposure
0.026661801029161953
QQQ.US Exposure
-0.015099281374685433
VTV.US Exposure
0.07136657720230719
IJR.US Exposure
0.008257351614341088
QUAL.US Exposure
0.01589504666348761
SHV.US Exposure
0.6795055737689284
TLT.US Exposure
-0.001371830809091222
LQD.US Exposure
0.029388180082485973
HYG.US Exposure
-0.0055669013291350595
GLD.US Exposure
-0.0023308286756738086
USO.US Exposure
-0.000044525935503686674
VNQ.US Exposure
0.030526842183896622
BTC-USD.CC Exposure
-0.0010144513298314681
CPER.US Exposure
-0.01032722502227185
VIX.INDX Exposure
0.02219698518694677
UUP.US Exposure
0.03088268070174634
TIP.US Exposure
0.000023640170764636363
Idiosyncratic Exposure
0.08445766470923927
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.8%

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 →9.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.98%
Market Cap$12.6B
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
$246
Avg Yield on Cost
2.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$245.592.46%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 →
+0.6%
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 →
+3.7%
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 →
3.9% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CNA Financial Corporation a high-risk investment?

CNA Financial Corporation (CNA.US) has an annualized volatility of 32.8% and experienced a maximum drawdown of 37.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNA.US has generated a Compound Annual Growth Rate (CAGR) of 9.1%. 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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