Core & Main Inc

10-Year Study

CNM.US · Industrials · US · Common Stock

Executive Summary: Core & Main Inc has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 36.4% and an annualized volatility of 31.8%.

1Y CAGR
-5.6%
3Y CAGR
+25.6%
5Y CAGR
+15.2%
10Y CAGR
+15.2%

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 →
36.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +109.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.71.5-8.85.2————————-0.0%
202510.9-9.6-5.39.04.010.15.51.7-16.8-3.1-7.47.52.1%
20242.215.519.9-1.41.9-15.09.3-10.2-7.6-0.39.64.926.0%
202314.35.6-0.912.82.617.20.93.9-12.14.316.515.4109.3%
2022-20.7-6.57.6-1.8-0.7-5.58.3-2.4-3.53.7-11.8-7.2-36.4%
2021———————3.5-4.44.4-2.713.914.5%

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 31.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 22.3% of variance. Idiosyncratic stock-specific factors contribute 56.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110350.943396226416
2021-09-019890.566037735849
2021-10-0110324.528301886792
2021-11-0110049.056603773584
2021-12-0111449.056603773584
2022-01-019075.471698113208
2022-02-018483.01886792453
2022-03-019128.301886792453
2022-04-018966.037735849057
2022-05-018905.66037735849
2022-06-018415.094339622641
2022-07-019109.433962264151
2022-08-018894.33962264151
2022-09-018581.132075471698
2022-10-018898.113207547169
2022-11-017849.056603773585
2022-12-017286.792452830188
2023-01-018328.301886792453
2023-02-018796.22641509434
2023-03-018716.981132075472
2023-04-019833.962264150943
2023-05-0110090.566037735849
2023-06-0111826.415094339622
2023-07-0111928.301886792451
2023-08-0112392.45283018868
2023-09-0110886.79245283019
2023-10-0111350.943396226414
2023-11-0113218.867924528302
2023-12-0115249.056603773583
2024-01-0115588.67924528302
2024-02-0118011.32075471698
2024-03-0121603.773584905663
2024-04-0121309.43396226415
2024-05-0121720.754716981133
2024-06-0118467.924528301886
2024-07-0120177.35849056604
2024-08-0118124.528301886792
2024-09-0116754.716981132075
2024-10-0116709.43396226415
2024-11-0118320.75471698113
2024-12-0119211.32075471698
2025-01-0121298.113207547165
2025-02-0119249.056603773584
2025-03-0118230.188679245286
2025-04-0119879.245283018867
2025-05-0120683.018867924526
2025-06-0122773.58490566038
2025-07-0124015.094339622643
2025-08-0124422.64150943396
2025-09-0120313.207547169808
2025-10-0119690.566037735847
2025-11-0118241.509433962266
2025-12-0119611.32075471698
2026-01-0120135.849056603773
2026-02-0120437.7358490566
2026-03-0118641.509433962263
2026-04-0119611.32075471698
Annual Return Matrix
YearAnnual Return
2022-0.36354647330257095
20231.0926980838943554
20240.25983667409057176
20250.020821056766843427
20260
Total Factor Risk
0.31783816342778615
VTI.US Exposure
0.22258543335468972
VEA.US Exposure
0.10745038722295544
VWO.US Exposure
-0.03137093355518478
QQQ.US Exposure
-0.09520521651533008
VTV.US Exposure
-0.11193809546058986
IJR.US Exposure
0.14593934254379898
QUAL.US Exposure
0.11404559863099442
SHV.US Exposure
0.00084226048906875
TLT.US Exposure
-0.0030883636946555256
LQD.US Exposure
0.008052445455203758
HYG.US Exposure
0.0016704473731283115
GLD.US Exposure
0.0001674234236421385
USO.US Exposure
-0.00009450101882110007
VNQ.US Exposure
0.046387711707139005
BTC-USD.CC Exposure
0.05061132247036244
CPER.US Exposure
0.023656200600863576
VIX.INDX Exposure
-0.047302257194395084
UUP.US Exposure
-0.0022867900025085016
TIP.US Exposure
0.0079850472086556
Idiosyncratic Exposure
0.5618925369609827
Value Score
41.2
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
31.8%

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 →22.1x
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$10.0B
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 →
-0.9%
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 →
-5.6%
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 →
22.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Core & Main Inc a high-risk investment?

Core & Main Inc (CNM.US) has an annualized volatility of 31.8% and experienced a maximum drawdown of 36.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CNM.US has generated a Compound Annual Growth Rate (CAGR) of 15.2%. It has had a positive return in 60% 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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