Cinemark Holdings Inc

10-Year Study

CNK.US · Communication Services · US · Common Stock

Executive Summary: Cinemark Holdings Inc has compounded at -0.4% annually over the last 10 years, with a maximum drawdown of 79.7% and an annualized volatility of 50.9%.

1Y CAGR
-11.5%
3Y CAGR
+24.5%
5Y CAGR
+6.1%
10Y CAGR
-0.4%

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 →
79.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +119.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -47.8%
% 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.
20261.918.91.35.2————————29.1%
2025-7.6-10.5-2.520.213.2-10.6-11.0-3.78.6-3.61.7-15.1-24.1%
2024-1.825.93.2-4.60.825.29.116.11.76.916.0-10.3119.9%
202337.914.08.714.1-5.23.11.2-2.512.7-10.1-13.6-1.162.7%
2022-6.316.2-1.5-8.27.1-11.522.0-23.2-14.0-12.428.3-36.4-46.3%
202116.310.9-9.13.96.9-3.1-29.214.87.7-2.1-17.43.9-7.4%
2020-6.9-17.6-60.240.15.3-23.22.423.8-31.7-18.188.612.7-47.8%
201914.3-8.07.25.2-9.7-4.110.6-4.42.2-5.3-7.50.9-1.9%
20185.715.7-10.84.0-13.84.92.44.87.73.4-7.7-5.96.4%
201710.8-1.56.6-2.6-8.4-1.10.1-13.78.80.40.2-3.6-6.4%
2016———-3.34.41.53.13.5-1.04.00.8-3.79.4%

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 50.9%. The dominant macroeconomic risk driver is QQQ.US, accounting for 13.8% of variance. Idiosyncratic stock-specific factors contribute 50.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019670.673147070363
2016-05-0110097.692409951462
2016-06-0110253.13131247629
2016-07-0110573.703784162351
2016-08-0110946.543154235986
2016-09-0110841.749968386957
2016-10-0111272.23856013125
2016-11-0111358.388156294885
2016-12-0110936.42698035452
2017-01-0112116.744537428223
2017-02-0111937.117603763736
2017-03-0112729.064869965017
2017-04-0112401.813129626447
2017-05-0111359.71752529854
2017-06-0111234.011095367636
2017-07-0111248.472036236653
2017-08-019711.202689864696
2017-09-0110563.003984864647
2017-10-0110600.90721328591
2017-11-0110617.054183135171
2017-12-0110237.762509848679
2018-01-0110819.928862546489
2018-02-0112513.480125933396
2018-03-0111160.863376532421
2018-04-0111605.294130997967
2018-05-0110005.382323283087
2018-06-0110491.704413180856
2018-07-0110742.922731237255
2018-08-0111256.967028406347
2018-09-0112125.661036842974
2018-10-0112538.900255174001
2018-11-0111573.681087618386
2018-12-0110889.283016176152
2019-01-0112446.655015774097
2019-02-0111445.931968730647
2019-03-0112270.659529143984
2019-04-0112902.758278564412
2019-05-0111656.977403969302
2019-06-0111178.46940992228
2019-07-0112361.348434100582
2019-08-0111816.371989870857
2019-09-0112072.972631210343
2019-10-0111435.588829409533
2019-11-0110582.620283577104
2019-12-0110682.29053521693
2020-01-019943.842265504172
2020-02-018192.38239137272
2020-03-013264.314223924103
2020-04-014574.5208597450855
2020-05-014814.779989429895
2020-06-013699.9905971460717
2020-07-013789.6743694413735
2020-08-014693.029242875717
2020-09-013203.4550624641315
2020-10-012623.623211431276
2020-11-014949.305647872848
2020-12-015577.189324842664
2021-01-016483.754138066319
2021-02-017191.724191597739
2021-03-016538.225843581904
2021-04-016791.2923087897225
2021-05-017259.003232636334
2021-06-017031.551438474533
2021-07-014974.952742553102
2021-08-015711.7474069198515
2021-09-016153.811236086208
2021-10-016022.463093798331
2021-11-014971.742802763791
2021-12-015163.950106511639
2022-01-014837.184720686602
2022-02-015618.853694835239
2022-03-015535.5573784843245
2022-04-015080.653790160724
2022-05-015439.453726610401
2022-06-014811.570049640584
2022-07-015871.920160043058
2022-08-014510.451758495803
2022-09-013879.358141736675
2022-10-013398.839882367055
2022-11-014359.876401106295
2022-12-012774.166145186549
2023-01-013824.9188598553255
2023-02-014359.876401106295
2023-03-014737.9035526576035
2023-04-015407.4191759857595
2023-05-015128.705616097686
2023-06-015285.668429431581
2023-07-015346.560014525788
2023-08-015215.211872237912
2023-09-015878.307615987446
2023-10-015282.490913276506
2023-11-014564.891040377152
2023-12-014513.661698285114
2024-01-014430.365381934199
2024-02-015577.189324842664
2024-03-015756.589293067504
2024-04-015490.715492336674
2024-05-015532.347438695013
2024-06-016925.85039086691
2024-07-017553.734067836728
2024-08-018771.014567938862
2024-09-018918.37998553906
2024-10-019530.246387196556
2024-11-0111058.274997811406
2024-12-019924.25839042595
2025-01-019171.446450746878
2025-02-018204.022476063254
2025-03-017999.62388584287
2025-04-019613.056349033937
2025-05-0110879.880162247866
2025-06-019723.26428180029
2025-07-018656.88337543002
2025-08-018337.93208545573
2025-09-019055.369840183906
2025-10-018728.961114335461
2025-11-018877.591053670842
2025-12-017535.252596322512
2026-01-017677.916586958567
2026-02-019127.577273626292
2026-03-019247.220483955165
2026-04-019727.090270640076
Annual Return Matrix
YearAnnual Return
2017-0.06388416177979106
20180.06363895486935878
2019-0.019008825526137252
2020-0.4779032355976446
2021-0.07409452938782624
2022-0.462782155526952
20230.6270336605890605
20241.1987156002844643
2025-0.24072386067740248
20260.2908777969018934
Total Factor Risk
0.5090174122312648
VTI.US Exposure
-0.07465389708549894
VEA.US Exposure
0.12938241479712734
VWO.US Exposure
0.05434440938908523
QQQ.US Exposure
0.1382183731194345
VTV.US Exposure
-0.0025473823891503026
IJR.US Exposure
0.08435526712292751
QUAL.US Exposure
-0.045740176285465076
SHV.US Exposure
0.1332694670099364
TLT.US Exposure
-0.0015214202831060051
LQD.US Exposure
-0.00853546168606118
HYG.US Exposure
0.06473898572583167
GLD.US Exposure
0.02322387601143764
USO.US Exposure
0.008280550646180454
VNQ.US Exposure
0.002211270109788637
BTC-USD.CC Exposure
0.005699837184424697
CPER.US Exposure
-0.017552878684709974
VIX.INDX Exposure
0.0010551657772780699
UUP.US Exposure
-0.004860460880631599
TIP.US Exposure
0.009604408410772258
Idiosyncratic Exposure
0.5010276519903988
Value Score
38.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.9%

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 →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 →1.16%
Market Cap$3.4B
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
$29
Avg Yield on Cost
0.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$29.180.29%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 →
+9.4%
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 →
+12.6%
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 →
10.6% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cinemark Holdings Inc a high-risk investment?

Cinemark Holdings Inc (CNK.US) has an annualized volatility of 50.9% and experienced a maximum drawdown of 79.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CNK.US has generated a Compound Annual Growth Rate (CAGR) of -0.4%. 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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