CNO Financial Group Inc

10-Year Study

CNO.US · Financial Services · US · Common Stock

Executive Summary: CNO Financial Group Inc has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 49.4%.

1Y CAGR
+16.1%
3Y CAGR
+28.8%
5Y CAGR
+12.6%
10Y CAGR
+10.2%

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 →
48.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +36.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.5%
% 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.
2026-1.0-0.6-1.84.7————————1.2%
20257.34.40.3-8.90.12.1-4.57.10.61.22.34.216.1%
2024-2.6-1.83.5-4.29.0-2.825.80.21.0-2.016.0-6.436.1%
202312.7-0.5-12.91.1-3.39.78.7-9.02.1-2.314.35.925.1%
20224.6-3.14.4-3.8-14.8-11.43.6-1.8-1.622.86.4-2.1-1.6%
2021-4.613.41.45.14.0-10.6-3.37.1-3.22.5-6.15.89.5%
2020-3.0-8.9-22.113.52.19.3-3.07.9-0.910.719.95.025.9%
201920.2-4.8-4.42.3-5.16.91.4-14.410.1-1.115.80.725.1%
2018-0.4-8.3-3.5-1.1-6.6-4.46.96.2-1.3-10.9-3.2-18.2-38.5%
2017-1.310.6-1.62.8-2.82.49.6-2.34.92.75.2-1.731.0%
2016———2.510.5-13.6-0.5-6.4-5.6-1.218.77.48.3%

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 49.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.4% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110251.127073194271
2016-05-0111322.570416224338
2016-06-019782.719589703996
2016-07-019732.328733128368
2016-08-019104.752319633822
2016-09-018598.29319068562
2016-10-018491.307404905352
2016-11-0110079.205327230362
2016-12-0110829.760247059958
2017-01-0110694.02892476528
2017-02-0111825.100299174168
2017-03-0111638.288778900636
2017-04-0111961.865633573683
2017-05-0111632.567245253884
2017-06-0111908.165938262582
2017-07-0113048.819158176279
2017-08-0112746.542952862834
2017-09-0113367.984227868692
2017-10-0113728.7855183158
2017-11-0114439.013966056831
2017-12-0114191.264665738352
2018-01-0114133.773592709524
2018-02-0112955.482332179836
2018-03-0112505.824934857237
2018-04-0112373.126714736742
2018-05-0111553.637654584809
2018-06-0111043.73181862049
2018-07-0111803.5928473936
2018-08-0112534.432603091005
2018-09-0112365.406091020637
2018-10-0111013.538665159305
2018-11-0110663.904705444418
2018-12-018722.926116388402
2019-01-0110481.57390429184
2019-02-019983.249003901672
2019-03-019542.828781382268
2019-04-019761.074269642782
2019-05-019265.644603146153
2019-06-019904.664083934209
2019-07-0110041.222615912757
2019-08-018598.29319068562
2019-09-019470.241131622846
2019-10-019362.566004439357
2019-11-0110840.238236388952
2019-12-0110913.65309583224
2020-01-0110588.628624212426
2020-02-019643.5415603932
2020-03-017511.408600223346
2020-04-018523.913253277817
2020-05-018699.695311099775
2020-06-019504.91500420498
2020-07-019218.01111218342
2020-08-019950.574221388884
2020-09-019862.889994898873
2020-10-0110914.411371375787
2020-11-0113084.940647705182
2020-12-0113740.29751974963
2021-01-0113109.825872361547
2021-02-0114871.36889415852
2021-03-0115084.99579501744
2021-04-0115855.128010698578
2021-05-0116494.767898749535
2021-06-0114743.151393158976
2021-07-0114256.338494202639
2021-08-0115267.464464450664
2021-09-0114775.412570829829
2021-10-0115151.99977941075
2021-11-0114223.04330442695
2021-12-0115045.70333503371
2022-01-0115739.870128079634
2022-02-0115253.953372947484
2022-03-0115924.889360704783
2022-04-0115321.922435305309
2022-05-0113056.057242910125
2022-06-0111562.18548798478
2022-07-0111983.993492617154
2022-08-0111766.713082321152
2022-09-0111574.662567383122
2022-10-0114209.118608081839
2022-11-0115123.736781878592
2022-12-0114809.603904429707
2023-01-0116695.573049508497
2023-02-0116604.855720844305
2023-03-0114463.761322432547
2023-04-0114626.721630154549
2023-05-0114150.938193649785
2023-06-0115526.105358940067
2023-07-0116870.803634207878
2023-08-0115349.013552451986
2023-09-0115665.765927233122
2023-10-0115302.620876015055
2023-11-0117494.38186756373
2023-12-0118523.15497773427
2024-01-0118045.165648739192
2024-02-0117719.79650641777
2024-03-0118346.821446789738
2024-04-0117579.032991879558
2024-05-0119154.660637227193
2024-06-0118614.9063185033
2024-07-0123409.689382763707
2024-08-0123449.946920711947
2024-09-0123687.080363420784
2024-10-0123214.67469979182
2024-11-0126926.295617167354
2024-12-0125215.625990928267
2025-01-0127065.611514758795
2025-02-0128251.55446486427
2025-03-0128338.89402065267
2025-04-0125814.594736189043
2025-05-0125828.174761832546
2025-06-0126367.446541574176
2025-07-0125178.26368687356
2025-08-0126975.72139577847
2025-09-0127147.643141742374
2025-10-0127470.25491845091
2025-11-0128094.93609805192
2025-12-0129276.329394896115
2026-01-0128986.8060055423
2026-02-0128821.3640687687
2026-03-0128304.35801635118
2026-04-0129627.893510540027
Annual Return Matrix
YearAnnual Return
20170.31039509111856556
2018-0.38533130613454314
20190.25114588272483007
20200.2590007579585649
20210.09500564404866418
2022-0.015692149801614597
20230.2507528963819081
20240.361302975720857
20250.16103916696054865
20260.01200847657169768
Total Factor Risk
0.4937132911904738
VTI.US Exposure
-0.0037286824681849544
VEA.US Exposure
-0.026617708599199943
VWO.US Exposure
0.003614483936830738
QQQ.US Exposure
0.01693776532400752
VTV.US Exposure
0.1282780350199297
IJR.US Exposure
0.025187367687949703
QUAL.US Exposure
-0.03441370980593937
SHV.US Exposure
0.7137678184479619
TLT.US Exposure
0.004122292106906828
LQD.US Exposure
0.016011331724604293
HYG.US Exposure
0.025245697012807117
GLD.US Exposure
-0.000022407712848389767
USO.US Exposure
0.000054558078440624176
VNQ.US Exposure
0.025481762764376734
BTC-USD.CC Exposure
-0.0014843158151185301
CPER.US Exposure
0.00458365453392293
VIX.INDX Exposure
0.006351554721410851
UUP.US Exposure
0.017672078530561425
TIP.US Exposure
0.008586916294895445
Idiosyncratic Exposure
0.07037150821668527
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.4%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.63%
Market Cap$3.9B
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
$117
Avg Yield on Cost
1.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$117.191.17%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 →
+3.0%
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 →
+6.9%
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 →
3.7% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CNO Financial Group Inc a high-risk investment?

CNO Financial Group Inc (CNO.US) has an annualized volatility of 49.4% and experienced a maximum drawdown of 48.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNO.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. 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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