CNH Industrial N.V.

10-Year Study

CNH.US · Industrials · US · Common Stock

Executive Summary: CNH Industrial N.V. has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 60.6% and an annualized volatility of 43.4%.

1Y CAGR
-18.2%
3Y CAGR
-5.0%
5Y CAGR
-5.0%
10Y CAGR
+7.5%

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 →
60.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +56.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -30.3%
% 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.
202616.714.3-10.6-5.4————————12.9%
202513.70.0-4.7-5.810.13.60.0-11.7-5.2-3.3-10.1-2.2-17.1%
2024-1.5-0.48.5-12.0-3.5-4.15.1-2.97.31.211.8-9.8-3.1%
202310.3-7.1-7.3-5.0-9.012.2-0.3-4.0-12.2-9.3-2.213.4-22.0%
2022-10.5-5.310.7-8.85.2-22.411.5-5.3-8.715.824.00.1-3.2%
2021-0.716.45.4-4.315.6-2.60.7-2.10.73.0-4.418.852.6%
2020-14.4-1.3-39.715.1-1.414.3-3.416.3-1.0-0.640.018.020.8%
20197.69.8-6.38.8-20.518.6-1.71.5-1.17.5-1.52.321.6%
20189.7-8.5-7.80.2-4.2-10.311.32.30.2-13.5-6.6-5.1-30.3%
20173.13.14.316.50.71.81.2-1.45.75.72.43.156.0%
2016———16.8-8.71.1-0.32.7-1.47.89.61.931.1%

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 43.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.7% of variance. Idiosyncratic stock-specific factors contribute 13.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111679.949532120703
2016-05-0110668.909683524342
2016-06-0110789.6120281779
2016-07-0110759.331300599306
2016-08-0111046.157081274316
2016-09-0110895.17400904216
2016-10-0111740.300704447482
2016-11-0112872.042897697404
2016-12-0113113.447587004523
2017-01-0113520.97571233309
2017-02-0113943.433918620545
2017-03-0114547.155924718749
2017-04-0116950.26811060877
2017-05-0117072.442435075176
2017-06-0117377.983387656397
2017-07-0117591.630743349808
2017-08-0117347.28209441699
2017-09-0118340.027336767955
2017-10-0119393.54431710651
2017-11-0119851.750604563138
2017-12-0120462.41194406477
2018-01-0122447.69214593629
2018-02-0120538.744611502472
2018-03-0118935.548312480285
2018-04-0118966.67017138051
2018-05-0118177.05814320261
2018-06-0116303.648407107561
2018-07-0118146.146567132793
2018-08-0118564.18883398171
2018-09-0118595.10041005152
2018-10-0116086.846808958051
2018-11-0115018.61003049101
2018-12-0114259.909578382925
2019-01-0115343.707286300078
2019-02-0116845.547261066135
2019-03-0115792.6611292188
2019-04-0117187.677426138158
2019-05-0113671.32793607402
2019-06-0116210.072547576492
2019-07-0115942.172221638104
2019-08-0116178.530123015458
2019-09-0116005.257070760174
2019-10-0117203.44863841868
2019-11-0116951.319524760806
2019-12-0117345.389548943327
2020-01-0114853.958574282411
2020-02-0114664.914309746611
2020-03-018846.178109557355
2020-04-0110182.525496793187
2020-05-0110035.748081169173
2020-06-0111471.769530017875
2020-07-0111080.222899800232
2020-08-0112891.388918094837
2020-09-0112760.803280412154
2020-10-0112679.21354221428
2020-11-0117754.179371254337
2020-12-0120952.581221743247
2021-01-0120805.80380611923
2021-02-0124216.3810324887
2021-03-0125521.81684365472
2021-04-0124418.252549679324
2021-05-0128235.516770055725
2021-06-0127511.51298496478
2021-07-0127708.968562716855
2021-08-0127133.003890232365
2021-09-0127330.45946798444
2021-10-0128153.29618336663
2021-11-0126919.356534538958
2021-12-0131970.770686573444
2022-01-0128604.77342025024
2022-02-0127092.209021133425
2022-03-0129984.859636210706
2022-04-0127348.75407422984
2022-05-0128774.89223004942
2022-06-0122337.714225633477
2022-07-0124901.061928293555
2022-08-0123571.02302596993
2022-09-0121528.125328566926
2022-10-0124939.543686258017
2022-11-0130914.099463778784
2022-12-0130952.79150457365
2023-01-0134152.03448638419
2023-02-0131743.034381242775
2023-03-0129430.133529597308
2023-04-0127947.008726737462
2023-05-0125429.712963936498
2023-06-0128541.478288297767
2023-07-0128462.20166123436
2023-08-0127312.79571023026
2023-09-0123982.756807906633
2023-10-0121763.011250131425
2023-11-0121287.351487751028
2023-12-0124141.310062033433
2024-01-0123784.67038166334
2024-02-0123685.62716854169
2024-03-0125687.30943118495
2024-04-0122595.31069288193
2024-05-0121797.918199978973
2024-06-0120910.314372831457
2024-07-0121983.808222058673
2024-08-0121343.91756913048
2024-09-0122912.627483965938
2024-10-0123180.948375565138
2024-11-0125926.401009357585
2024-12-0123387.44611502471
2025-01-0126586.89937966565
2025-02-0126586.89937966565
2025-03-0125348.333508569027
2025-04-0123882.872463463358
2025-05-0126306.382083902852
2025-06-0127252.65482073389
2025-07-0127252.65482073389
2025-08-0124077.38408158974
2025-09-0122815.687099148356
2025-10-0122058.66890968353
2025-11-0119829.670907370415
2025-12-0119388.076963515934
2026-01-0122626.43255178215
2026-02-0125864.788140048367
2026-03-0123131.1113447587
2026-04-0121890.44264535801
Annual Return Matrix
YearAnnual Return
20170.560414361540065
2018-0.3031168751091883
20190.2163744414787725
20200.2079625633440827
20210.525863107185869
2022-0.031840933456987464
2023-0.2200603277262969
2024-0.031227134943033308
2025-0.17100495418948192
20260.12906724511930578
Total Factor Risk
0.43377845660880043
VTI.US Exposure
0.1514328152079673
VEA.US Exposure
0.24552335781058174
VWO.US Exposure
-0.04023220851830518
QQQ.US Exposure
-0.043297547544542556
VTV.US Exposure
0.048869243054947775
IJR.US Exposure
0.0766200435474845
QUAL.US Exposure
-0.04697130056522838
SHV.US Exposure
0.5168908845535831
TLT.US Exposure
0.011204740423127088
LQD.US Exposure
0.013933981671991997
HYG.US Exposure
-0.010559844788287856
GLD.US Exposure
0.010052366384382712
USO.US Exposure
-0.0004010970714557333
VNQ.US Exposure
-0.030355236223964934
BTC-USD.CC Exposure
-0.00124881260311189
CPER.US Exposure
0.017952491358642398
VIX.INDX Exposure
-0.03259903030174632
UUP.US Exposure
-0.014362171000134465
TIP.US Exposure
-0.002172785937305998
Idiosyncratic Exposure
0.12972011054137486
Value Score
39.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.4%

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 →26.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.91%
Market Cap$13.2B
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 →
-9.5%
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 →
-6.6%
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 →
24.6% 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 →
1.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CNH Industrial N.V. a high-risk investment?

CNH Industrial N.V. (CNH.US) has an annualized volatility of 43.4% and experienced a maximum drawdown of 60.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNH.US has generated a Compound Annual Growth Rate (CAGR) of 7.5%. 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.

Run a Full Backtest on CNH Industrial N.V.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest