ConnectOne Bancorp Inc

10-Year Study

CNOB.US · Financial Services · US · Common Stock

Executive Summary: ConnectOne Bancorp Inc has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 36.3%.

1Y CAGR
+27.2%
3Y CAGR
+32.0%
5Y CAGR
+3.0%
10Y CAGR
+8.2%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +67.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.4%
% 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.
20261.50.30.94.7————————7.6%
202510.61.4-4.8-7.32.70.8-0.612.0-3.1-3.05.83.817.8%
2024-0.3-12.6-1.5-8.25.01.328.24.10.2-3.214.2-16.73.3%
2023-1.82.7-27.1-10.7-12.922.223.4-5.8-6.7-8.621.916.5-1.8%
2022-2.13.5-3.0-13.0-0.5-11.38.1-4.8-7.98.65.4-7.7-24.4%
20217.49.79.17.12.4-5.50.59.24.912.4-3.30.667.8%
2020-7.9-11.0-36.011.9-1.910.0-14.510.3-6.99.715.511.6-21.4%
20198.77.9-8.711.3-3.87.91.3-10.48.49.83.72.141.5%
201813.5-1.20.0-8.1-0.6-5.1-0.1-0.6-3.7-12.4-2.8-8.3-27.4%
2017-4.51.6-3.4-8.2-1.83.40.11.37.99.51.1-5.20.5%
2016———5.7-8.0-0.98.35.21.52.028.110.460.8%

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 36.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 51.9% of variance. Idiosyncratic stock-specific factors contribute 20.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110573.636577785546
2016-05-019731.912856480672
2016-06-019639.738903791062
2016-07-0110437.54131870303
2016-08-0110980.706540323255
2016-09-0111147.349143990456
2016-10-0111373.642656859092
2016-11-0114565.688189119976
2016-12-0116084.240761707915
2017-01-0115355.815773676093
2017-02-0115604.52587025737
2017-03-0115076.102401993936
2017-04-0113844.786054605278
2017-05-0113595.316073830349
2017-06-0114063.024795021238
2017-07-0114077.99451363612
2017-08-0114265.685909467396
2017-09-0115391.910272874415
2017-10-0116849.900075228536
2017-11-0117038.123389995366
2017-12-0116159.54528529852
2018-01-0118342.996527329233
2018-02-0118122.782088009786
2018-03-0118122.782088009786
2018-04-0116655.67367533188
2018-05-0116561.06809322259
2018-06-0115709.313900561554
2018-07-0115692.596448301278
2018-08-0115597.686912514533
2018-09-0115028.153709374692
2018-10-0113160.89028032128
2018-11-0112786.343361271742
2018-12-0111726.076945873448
2019-01-0112746.67740636327
2019-02-0113747.292912560126
2019-03-0112555.49054324121
2019-04-0113973.05450649321
2019-05-0113448.202493939925
2019-06-0114504.365534692512
2019-07-0114689.853266362206
2019-08-0113160.510338224454
2019-09-0114265.76189788676
2019-10-0115667.14032781404
2019-11-0116254.378832665901
2019-12-0116596.326719807897
2020-01-0115288.717999376895
2020-02-0113605.042591509053
2020-03-018703.105646699443
2020-04-019738.371872126687
2020-05-019555.847688812224
2020-06-0110507.526652938093
2020-07-018988.822103511424
2020-08-019914.36105137577
2020-09-019225.905971929877
2020-10-0110117.630073176848
2020-11-0111688.00674777164
2020-12-0113045.995790241564
2021-01-0114008.465109917248
2021-02-0115373.293110130018
2021-03-0116776.26729686396
2021-04-0117967.461758827954
2021-05-0118397.708189271954
2021-06-0117387.822095912583
2021-07-0117474.144940311096
2021-08-0119080.388148846116
2021-09-0120014.057857582506
2021-10-0122495.00376142676
2021-11-0121756.09237152258
2021-12-0121896.670947347622
2022-01-0121428.12635354372
2022-02-0122179.271878965646
2022-03-0121513.91727900668
2022-04-0118724.686357799073
2022-05-0118629.168914657406
2022-06-0116526.94929292776
2022-07-0117872.09629252502
2022-08-0117013.883084217963
2022-09-0115674.815158169895
2022-10-0117027.48501128428
2022-11-0117953.327912826084
2022-12-0116564.411583674646
2023-01-0116263.345466150959
2023-02-0116697.163352305106
2023-03-0112173.496759093914
2023-04-0110865.204142888624
2023-05-019467.549145510224
2023-06-0111566.045334690993
2023-07-0114271.081087242303
2023-08-0113438.02004574503
2023-09-0112531.326225883175
2023-10-0111449.023168869064
2023-11-0113952.841586942148
2023-12-0116259.394068343985
2024-01-0116209.697642079349
2024-02-0114168.344744260972
2024-03-0113960.744382556099
2024-04-0112822.437860470061
2024-05-0113466.895645103687
2024-06-0113647.520117934027
2024-07-0117498.30925766913
2024-08-0118214.348133344476
2024-09-0118250.746586220263
2024-10-0117660.620521432535
2024-11-0120167.40248786085
2024-12-0116801.267486835004
2025-01-0118583.34789778038
2025-02-0118849.00341188003
2025-03-0117948.236688728637
2025-04-0116634.09296423225
2025-05-0117084.628302646677
2025-06-0117225.890774246003
2025-07-0117129.233504813867
2025-08-0119182.364607633797
2025-09-0118590.414820781312
2025-10-0118028.404471158596
2025-11-0119076.664716297237
2025-12-0119793.76742984369
2026-01-0120095.745408399758
2026-02-0120159.727657504995
2026-03-0120342.099863980726
2026-04-0121299.55394797833
Annual Return Matrix
YearAnnual Return
20170.004681882390736414
2018-0.2743560082385802
20190.41533496636727696
2020-0.21392269443147172
20210.6784208196453951
2022-0.2435191804496144
2023-0.018414026588863486
20240.03332679042117648
20250.17811155886622987
20260.07607377036593421
Total Factor Risk
0.36299639913474246
VTI.US Exposure
-0.11403895146141578
VEA.US Exposure
-0.18504188806417604
VWO.US Exposure
0.08776648921602154
QQQ.US Exposure
0.02208698579196933
VTV.US Exposure
0.2824838366052615
IJR.US Exposure
0.5186051825145241
QUAL.US Exposure
-0.07560222996089051
SHV.US Exposure
0.07792128211896535
TLT.US Exposure
0.010602337702702521
LQD.US Exposure
-0.023380169405784842
HYG.US Exposure
0.052485108336938764
GLD.US Exposure
-0.01177337746122652
USO.US Exposure
-0.00037543676172819987
VNQ.US Exposure
0.007841924546693184
BTC-USD.CC Exposure
-0.013498928810513403
CPER.US Exposure
0.057344783767969726
VIX.INDX Exposure
0.025442048254244305
UUP.US Exposure
0.053988010901860416
TIP.US Exposure
0.023867693443049582
Idiosyncratic Exposure
0.2032752987255351
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.3%

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 →16.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.67%
Market Cap$1.4B
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
$137
Avg Yield on Cost
1.37%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$136.781.37%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 →
+3.9%
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 →
+10.0%
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 →
1.9% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ConnectOne Bancorp Inc a high-risk investment?

ConnectOne Bancorp Inc (CNOB.US) has an annualized volatility of 36.3% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CNOB.US has generated a Compound Annual Growth Rate (CAGR) of 8.2%. 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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