Collective Mining Ltd.

10-Year Study

CNL.US · Basic Materials · US · Common Stock

Executive Summary: Collective Mining Ltd. has compounded at 50.0% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 77.1%.

1Y CAGR
+85.0%
3Y CAGR
+68.1%
5Y CAGR
+50.0%
10Y CAGR
+50.0%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +250.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.8%
% 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.
202612.226.8-15.210.4————————33.2%
202526.415.842.75.121.1-1.1-17.544.910.5-21.41.426.6250.7%
2024-4.0-8.83.64.80.0-24.315.628.5-6.714.4-3.617.829.6%
202325.128.2-3.154.4-7.12.52.7-1.9-21.3-1.3-4.8-1.767.4%
20229.5-0.420.7-1.0-13.111.4-11.70.09.0-40.1-6.828.6-12.8%
2021———————-15.1-21.118.5-2.30.0-22.4%

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 77.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 21.8% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-018490.299938137317
2021-09-016701.9398609956625
2021-10-017943.562833008097
2021-11-017760.141157252651
2021-12-017760.141157252651
2022-01-018500.882022583412
2022-02-018465.608688090644
2022-03-0110218.695010248213
2022-04-0110116.402087924398
2022-05-018786.595779680043
2022-06-019784.832070906274
2022-07-018641.975360554483
2022-08-018641.975360554483
2022-09-019417.989560378011
2022-10-015643.73898522999
2022-11-015262.7864681185165
2022-12-016765.4319471809085
2023-01-018465.608688090644
2023-02-0110850.087949963552
2023-03-0110511.463770636454
2023-04-0116225.749004360663
2023-05-0115068.782287425662
2023-06-0115449.735645519766
2023-07-0115873.015659432984
2023-08-0115576.718976907627
2023-09-0112261.023011639536
2023-10-0112098.765504776276
2023-11-0111513.227143017171
2023-12-0111322.75130495275
2024-01-0110864.197115564133
2024-02-019911.816243276764
2024-03-0110264.550429187077
2024-04-0110758.37711208583
2024-05-0110758.37711208583
2024-06-018148.1478366731
2024-07-019417.989560378011
2024-08-0112098.765504776276
2024-09-0111287.47797045998
2024-10-0112910.053039092572
2024-11-0112451.498849703958
2024-12-0114673.720604713608
2025-01-0118553.79244481388
2025-02-0121481.48173066152
2025-03-0130652.555426642262
2025-04-0132204.58550825458
2025-05-0139012.3466342025
2025-06-0138589.06325635875
2025-07-0131851.85048136164
2025-08-0146137.56524763743
2025-09-0150970.016278059804
2025-10-0140070.54498702027
2025-11-0140634.92170283508
2025-12-0151463.84464292382
2026-01-0157742.50659246284
2026-02-0173227.51224218417
2026-03-0162116.40128058107
2026-04-0168571.4276487505
Annual Return Matrix
YearAnnual Return
2022-0.12818184488075768
20230.6736183873183192
20240.29595009282727003
20252.5072117037850785
20260.3324194514522911
Total Factor Risk
0.7709699030021976
VTI.US Exposure
0.1623887789325631
VEA.US Exposure
0.2175664061783194
VWO.US Exposure
-0.021592807777885963
QQQ.US Exposure
0.007180885358077326
VTV.US Exposure
-0.013128687569048234
IJR.US Exposure
-0.01112147251120002
QUAL.US Exposure
0.030334059689603024
SHV.US Exposure
0.2155406298638062
TLT.US Exposure
0.014023882290992995
LQD.US Exposure
-0.003348022193117781
HYG.US Exposure
0.0033735275519135685
GLD.US Exposure
0.0594195084477697
USO.US Exposure
0.011032038853676311
VNQ.US Exposure
0.036628682561916606
BTC-USD.CC Exposure
-0.0001086061211697238
CPER.US Exposure
0.009461002572732382
VIX.INDX Exposure
0.012810834984960856
UUP.US Exposure
-0.011605581876429821
TIP.US Exposure
0.05500257299861065
Idiosyncratic Exposure
0.22614236776390934
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
77.1%

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$1.7B
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
$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 →
+11.6%
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 →
+42.4%
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 →
6.4% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Collective Mining Ltd. a high-risk investment?

Collective Mining Ltd. (CNL.US) has an annualized volatility of 77.1% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CNL.US has generated a Compound Annual Growth Rate (CAGR) of 50.0%. 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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