Centene Corp

10-Year Study

CNC.US · Healthcare · US · Common Stock

Executive Summary: Centene Corp has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 72.0% and an annualized volatility of 63.9%.

1Y CAGR
-33.2%
3Y CAGR
-14.9%
5Y CAGR
-12.1%
10Y CAGR
+2.3%

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 →
72.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +78.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -32.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.33.6-27.019.1————————-5.2%
20255.7-9.24.4-1.4-5.7-3.8-52.011.422.9-0.911.24.6-32.1%
20241.54.10.1-6.9-2.0-7.416.02.5-4.5-17.3-3.61.0-18.4%
2023-7.0-10.3-7.69.0-9.58.10.9-9.511.70.16.80.7-9.5%
2022-5.66.31.9-4.31.13.99.9-3.5-13.39.42.3-5.8-0.5%
20210.4-2.99.2-3.419.2-0.9-5.9-8.2-1.114.30.215.437.3%
2020-0.1-15.612.112.1-0.5-4.12.7-6.0-4.91.34.3-2.6-4.5%
201913.2-6.7-12.8-2.912.0-9.2-0.7-10.5-7.222.713.94.09.1%
20186.3-5.45.41.67.95.25.812.4-1.2-10.09.2-18.914.3%
201712.011.41.14.4-2.410.0-0.611.98.9-3.29.0-1.278.5%
2016———0.60.614.5-1.1-3.2-1.9-6.7-7.8-1.9-8.2%

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 63.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.7% of variance. Idiosyncratic stock-specific factors contribute 21.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110063.342536949813
2016-05-0110126.685073899625
2016-06-0111591.68426181582
2016-07-0111458.502517459801
2016-08-0111091.440636673706
2016-09-0110875.426343998699
2016-10-0110147.799252882896
2016-11-019360.077960045477
2016-12-019178.171187266526
2017-01-0110276.108494396623
2017-02-0111450.381679389313
2017-03-0111573.818418060744
2017-04-0112083.807048887445
2017-05-0111796.32938119214
2017-06-0112973.850901413025
2017-07-0112899.139191164528
2017-08-0114430.72925125873
2017-09-0115717.070001624166
2017-10-0115213.578041253857
2017-11-0116581.127172324184
2017-12-0116384.602891018352
2018-01-0117417.573493584536
2018-02-0116472.307942179632
2018-03-0117357.47929186292
2018-04-0117635.21195387364
2018-05-0119028.747766769528
2018-06-0120011.369173298684
2018-07-0121167.7765145363
2018-08-0123790.807211304204
2018-09-0123514.698716907584
2018-10-0121166.1523469222
2018-11-0123103.78431054085
2018-12-0118726.652590547343
2019-01-0121206.756537274643
2019-02-0119779.113204482703
2019-03-0117248.660061718372
2019-04-0116748.416436576255
2019-05-0118759.1359428293
2019-06-0117034.269936657463
2019-07-0116920.57820367062
2019-08-0115143.738833847654
2019-09-0114052.298197173946
2019-10-0117242.163391261976
2019-11-0119642.68312489849
2019-12-0120422.283579665418
2020-01-0120402.79356829625
2020-02-0117222.673379892807
2020-03-0119298.35959070976
2020-04-0121627.41594932597
2020-05-0121520.22088679552
2020-06-0120643.17037518272
2020-07-0121195.387363975962
2020-08-0119918.791619295112
2020-09-0118947.53938606464
2020-10-0119197.661198635702
2020-11-0120025.98668182556
2020-12-0119499.756374857887
2021-01-0119587.461426019163
2021-02-0119015.754425856747
2021-03-0120760.110443397756
2021-04-0120055.221698879326
2021-05-0123907.747279519244
2021-06-0123690.108819230143
2021-07-0122286.828000649668
2021-08-0120458.01526717557
2021-09-0120240.37680688647
2021-10-0123141.140165665096
2021-11-0123196.361864544422
2021-12-0126766.282280331332
2022-01-0125259.054734448597
2022-02-0126837.74565535163
2022-03-0127347.734286178333
2022-04-0126165.340263115155
2022-05-0126454.44209842456
2022-06-0127484.164365762543
2022-07-0130199.772616534025
2022-08-0129150.560337826864
2022-09-0125275.296410589573
2022-10-0127653.077797628717
2022-11-0128276.75816144226
2022-12-0126639.597206431707
2023-01-0124765.30777976287
2023-02-0122218.612960857565
2023-03-0120532.72697742407
2023-04-0122390.774727951928
2023-05-0120272.860159168427
2023-06-0121910.021114178984
2023-07-0122117.9145687835
2023-08-0120025.98668182556
2023-09-0122374.533051810944
2023-10-0122407.016404092905
2023-11-0123933.733961344813
2023-12-0124105.89572843917
2024-01-0124463.212603540687
2024-02-0125476.6931947377
2024-03-0125492.934870878675
2024-04-0123732.337177196685
2024-05-0123254.83189865194
2024-06-0121536.462562936496
2024-07-0124986.19457528017
2024-08-0125606.62660386552
2024-09-0124453.4675978561
2024-10-0120224.135130745493
2024-11-0119490.0113691733
2024-12-0119678.41481240864
2025-01-0120799.090466136106
2025-02-0118892.317687185317
2025-03-0119720.643170375184
2025-04-0119441.286340750365
2025-05-0118333.604027935682
2025-06-0117631.963618645445
2025-07-018468.4099399058
2025-08-019433.165502679876
2025-09-0111590.060094201723
2025-10-0111489.361702127659
2025-11-0112778.950787721295
2025-12-0113366.899464024686
2026-01-0114071.788208543121
2026-02-0114578.528504141628
2026-03-0110635.04953711223
2026-04-0112668.507389962644
Annual Return Matrix
YearAnnual Return
20170.7851707662360643
20180.14294210943695473
20190.09054640069384212
2020-0.045172578336249325
20210.37264700982841914
2022-0.004733009708737912
2023-0.09511035239604937
2024-0.18366796927637785
2025-0.320732915153516
2026-0.052247873633049835
Total Factor Risk
0.638948626141796
VTI.US Exposure
0.03934962787708561
VEA.US Exposure
0.009779274300579368
VWO.US Exposure
0.00024268610725405241
QQQ.US Exposure
0.0001596109075343133
VTV.US Exposure
0.01279856642343292
IJR.US Exposure
-0.0029872407602784764
QUAL.US Exposure
0.055737336715626494
SHV.US Exposure
0.5268140852236892
TLT.US Exposure
0.004819316527364634
LQD.US Exposure
0.008180064322390957
HYG.US Exposure
0.06912255811569942
GLD.US Exposure
0.025002165357583917
USO.US Exposure
0.0020320565321038436
VNQ.US Exposure
0.025780962510618833
BTC-USD.CC Exposure
0.003354660827117472
CPER.US Exposure
-0.003037652485582519
VIX.INDX Exposure
0.0024538053807693057
UUP.US Exposure
0.0027916251197914366
TIP.US Exposure
-0.0008937623696677407
Idiosyncratic Exposure
0.21850025336688728
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
63.9%

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$17.3B
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 →
+1.7%
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 →
+7.8%
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 →
38.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Centene Corp a high-risk investment?

Centene Corp (CNC.US) has an annualized volatility of 63.9% and experienced a maximum drawdown of 72.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNC.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 40% 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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