Cannae Holdings Inc

10-Year Study

CNNE.US · Consumer Cyclical · US · Common Stock

Executive Summary: Cannae Holdings Inc has compounded at 1.3% annually over the last 10 years, with a maximum drawdown of 73.0% and an annualized volatility of 35.0%.

1Y CAGR
-30.8%
3Y CAGR
-11.7%
5Y CAGR
-17.8%
10Y CAGR
+1.3%

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 →
73.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +117.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.3%
% 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.
2026-8.4-15.3-6.814.3————————-17.4%
2025-0.51.4-7.9-3.45.312.52.5-12.5-1.3-2.3-10.0-1.4-18.3%
20243.87.81.9-12.5-6.50.510.9-0.4-4.24.19.3-7.93.7%
202318.4-7.6-10.6-9.67.72.90.8-3.7-5.0-12.39.88.6-5.5%
2022-15.0-10.1-10.9-6.4-9.5-4.69.22.4-4.412.10.0-10.9-41.3%
2021-14.2-1.76.10.2-9.7-5.4-1.9-4.0-2.59.6-13.318.9-20.6%
20209.3-8.3-10.2-5.816.711.6-8.30.1-1.2-0.86.612.319.0%
201913.018.55.85.8-0.914.0-0.1-3.9-1.36.328.4-0.8117.2%
20182.25.62.69.5-3.2-7.2-1.66.57.8-11.8-5.6-1.80.5%
2017-5.1-4.26.43.41.813.39.2-2.31.80.65.6-6.524.3%
2016———-0.711.6-4.64.08.0-3.2-3.46.27.026.3%

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 35.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 24.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019926.207838238284
2016-05-0111078.314594772572
2016-06-0110571.35663306315
2016-07-0110995.322622817468
2016-08-0111880.150683206955
2016-09-0111502.280584526887
2016-10-0111105.914025352738
2016-11-0111797.158711251852
2016-12-0112626.691070373705
2017-01-0111981.542275548842
2017-02-0111474.58431383942
2017-03-0112211.92489081278
2017-04-0112626.691070373705
2017-05-0112857.073685637642
2017-06-0114562.1374548483
2017-07-0115898.530935572277
2017-08-0115529.860647085598
2017-09-0115806.43599353108
2017-10-0115898.530935572277
2017-11-0116783.358995961768
2017-12-0115695.844590995806
2018-01-0116046.01841898841
2018-02-0116940.046289571288
2018-03-0117382.411899712384
2018-04-0119041.379777848793
2018-05-0118423.927253711397
2018-06-0117096.73358318081
2018-07-0116820.255076842626
2018-08-0117916.969292001977
2018-09-0119308.65847399359
2018-10-0117022.941421419095
2018-11-0116064.418039375189
2018-12-0115778.739722843615
2019-01-0117824.777509853484
2019-02-0121124.31364573952
2019-03-0122359.412374228912
2019-04-0123658.90977407203
2019-05-0123437.726969001484
2019-06-0126709.566834200054
2019-07-0126681.967403619885
2019-08-0125640.45204962087
2019-09-0125317.877652208437
2019-10-0126912.350018883822
2019-11-0134552.84080454761
2019-12-0134276.362298209424
2020-01-0137474.50684175358
2020-02-0134368.55408035792
2020-03-0130866.234759788113
2020-04-0129078.275858729656
2020-05-0133944.5880906036
2020-06-0137880.073211121125
2020-07-0134728.02455865121
2020-08-0134774.12044972546
2020-09-0134340.85780967045
2020-10-0134082.87576382635
2020-11-0136331.69673551999
2020-12-0140801.73924832708
2021-01-0135013.70287518279
2021-02-0134423.84978162556
2021-03-0136515.98345970968
2021-04-0136589.775621471395
2021-05-0133041.360409827335
2021-06-0131253.30466866157
2021-07-0130645.051954717565
2021-08-0129419.249876528862
2021-09-0128672.709489362114
2021-10-0131428.488422765175
2021-11-0127253.324036683036
2021-12-0132396.21161500247
2022-01-0127529.89938312852
2022-02-0124746.42417903799
2022-03-0122046.037787009867
2022-04-0120645.051954717565
2022-05-0118682.0061396628
2022-06-0117824.777509853484
2022-07-0119456.145957409724
2022-08-0119917.008028044896
2022-09-0119041.379777848793
2022-10-0121345.593290917368
2022-11-0121354.793101110758
2022-12-0119032.179967655404
2023-01-0122525.299478031822
2023-02-0120811.03589862778
2023-03-0118599.014167707697
2023-04-0116810.958426541936
2023-05-0118110.552666492353
2023-06-0118626.710438395166
2023-07-0118783.30089189739
2023-08-0118092.153046105577
2023-09-0117179.62871502862
2023-10-0115069.095416557722
2023-11-0116552.97638069783
2023-12-0117981.464803463005
2024-01-0118663.509679168725
2024-02-0120110.494562427975
2024-03-0120497.661311408734
2024-04-0117926.169102195363
2024-05-0116755.6627252743
2024-06-0116833.715851757162
2024-07-0118661.766557237348
2024-08-0118578.290384745746
2024-09-0117796.790718844117
2024-10-0118534.421816139373
2024-11-0120261.758810028758
2024-12-0118652.66358715125
2025-01-0118558.728683071382
2025-02-0118821.649574387728
2025-03-0117343.094816149056
2025-04-0116756.43744613269
2025-05-0117645.816991565225
2025-06-0119848.735752399214
2025-07-0120353.272711426165
2025-08-0117802.020084638254
2025-09-0117567.76386508236
2025-10-0117155.22500798931
2025-11-0115447.352875666986
2025-12-0115232.948878107358
2026-01-0113954.659461762683
2026-02-0111814.493090458345
2026-03-0111010.720199877982
2026-04-0112589.213948849056
Annual Return Matrix
YearAnnual Return
20170.24306871083773673
20180.0052813425468904995
20191.1723130554328076
20200.19037542237842864
2021-0.20600905226532107
2022-0.4125183464710507
2023-0.05520729448639394
20240.03732725843108087
2025-0.1833365349171654
2026-0.17355371900826444
Total Factor Risk
0.3504149534311527
VTI.US Exposure
0.2251565960517199
VEA.US Exposure
-0.07565143405065562
VWO.US Exposure
0.01010702497389643
QQQ.US Exposure
-0.013336563725639199
VTV.US Exposure
-0.06277120393930316
IJR.US Exposure
0.16778842284172119
QUAL.US Exposure
-0.043394956372798964
SHV.US Exposure
0.2699425093537445
TLT.US Exposure
-0.011382195856350464
LQD.US Exposure
0.1087238599997171
HYG.US Exposure
0.03084636342804472
GLD.US Exposure
0.01157439899022972
USO.US Exposure
0.004401543609675404
VNQ.US Exposure
0.06129172801318581
BTC-USD.CC Exposure
0.007512700261366069
CPER.US Exposure
0.008957484177581833
VIX.INDX Exposure
-0.0038287317043163324
UUP.US Exposure
-0.001864672402522809
TIP.US Exposure
0.06283505984944994
Idiosyncratic Exposure
0.24309206650125406
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.0%

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 →4.72%
Market Cap$617.3M
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
$145
Avg Yield on Cost
1.45%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$145.261.45%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 →
+5.8%
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 →
-20.7%
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 →
39.6% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cannae Holdings Inc a high-risk investment?

Cannae Holdings Inc (CNNE.US) has an annualized volatility of 35.0% and experienced a maximum drawdown of 73.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNNE.US has generated a Compound Annual Growth Rate (CAGR) of 1.3%. 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.

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