CenterPoint Energy Inc

10-Year Study

CNP.US · Utilities · US · Common Stock

Executive Summary: CenterPoint Energy Inc has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 37.1%.

1Y CAGR
+19.8%
3Y CAGR
+18.6%
5Y CAGR
+14.3%
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 →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -18.0%
% 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.
20263.510.2-0.80.1————————13.3%
20252.66.25.47.0-3.4-1.35.7-2.32.9-1.45.1-4.123.7%
2024-2.2-0.93.62.35.41.5-10.4-0.97.80.411.2-2.714.3%
20230.4-7.05.93.4-6.83.33.2-6.7-3.70.15.91.1-2.1%
20221.6-2.912.0-0.15.3-7.77.10.0-10.61.59.4-3.610.0%
2021-2.5-7.116.58.14.0-3.13.8-0.9-2.05.90.17.732.4%
2020-2.9-12.1-32.910.25.35.01.86.4-3.69.210.4-6.7-18.0%
20199.5-1.61.91.0-7.40.71.3-3.69.0-3.7-14.511.00.6%
2018-0.6-3.01.3-7.64.36.02.8-1.4-0.5-2.34.70.83.7%
20176.45.30.93.51.3-4.33.06.1-1.41.32.4-5.519.6%
2016———2.56.36.5-0.3-5.03.4-1.95.83.321.9%

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 37.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.7% of variance. Idiosyncratic stock-specific factors contribute 6.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110253.336588004779
2016-05-0110897.299722253378
2016-06-0111608.357468481367
2016-07-0111569.631276512926
2016-08-0110993.224565732267
2016-09-0111365.048787085112
2016-10-0111154.726640585313
2016-11-0111805.023189534031
2016-12-0112190.965647822559
2017-01-0112967.732571564286
2017-02-0113654.116389689727
2017-03-0113779.0693838775
2017-04-0114258.825547411547
2017-05-0114439.987597062878
2017-06-0113819.18101031159
2017-07-0114228.016123818259
2017-08-0115090.08622680222
2017-09-0114881.14951476807
2017-10-0115069.70054823621
2017-11-0115426.812775025235
2017-12-0114578.597016697782
2018-01-0114486.03679977833
2018-02-0114051.076350633672
2018-03-0114232.898130982932
2018-04-0113157.669039498076
2018-05-0113719.561674924296
2018-06-0114549.173027570147
2018-07-0114953.455999261103
2018-08-0114736.800438061182
2018-09-0114662.580734544159
2018-10-0114323.149290459634
2018-11-0115001.220501791167
2018-12-0115119.048404441308
2019-01-0116559.702329509095
2019-02-0116292.313477638427
2019-03-0116595.063894918094
2019-04-0116757.225700469065
2019-05-0115523.529295341643
2019-06-0115627.238961056099
2019-07-0115834.658292485006
2019-08-0115271.24827645355
2019-09-0116644.477724192984
2019-10-0116032.313609584568
2019-11-0113700.693376963522
2019-12-0115212.466271268067
2020-01-0114771.766165051426
2020-02-0112980.663293243697
2020-03-018712.007758433007
2020-04-019602.974065986264
2020-05-0110114.92508757925
2020-06-0110621.268398239838
2020-07-0110814.635465802858
2020-08-0111502.932502952295
2020-09-0111090.27095139764
2020-10-0112110.478502675209
2020-11-0113370.82802799897
2020-12-0112477.090851514411
2021-01-0112160.024278089682
2021-02-0111292.544383382703
2021-03-0113157.207228009527
2021-04-0114226.036931724471
2021-05-0114792.415735896608
2021-06-0114336.343904418216
2021-07-0114885.899575793163
2021-08-0114757.515981976157
2021-09-0114469.345613120726
2021-10-0115316.307883122112
2021-11-0115337.22134624646
2021-12-0116521.108083680243
2022-01-0116787.44136643422
2022-02-0116292.643342987394
2022-03-0118252.505327325387
2022-04-0118234.626625411507
2022-05-0119196.448009922347
2022-06-0117717.067892886123
2022-07-0118980.84801783912
2022-08-0118989.09465156323
2022-09-0116971.572204226235
2022-10-0117230.51650316341
2022-11-0118852.662343231492
2022-12-0118173.93140120203
2023-01-0118252.703246534762
2023-02-0116969.0652275741
2023-03-0117969.348911774214
2023-04-0118585.405437500413
2023-05-0117320.635716500525
2023-06-0117897.768131048906
2023-07-0118474.96651866708
2023-08-0117240.148571353173
2023-09-0116597.24100622126
2023-10-0116615.77943883307
2023-11-0117602.27475144646
2023-12-0117789.04451203019
2024-01-0117396.768639041544
2024-02-0117248.527151216873
2024-03-0117869.465684107745
2024-04-0118277.179255427935
2024-05-0119266.247517763248
2024-06-0119563.06035876155
2024-07-0117523.43693304393
2024-08-0117374.073903032782
2024-09-0118723.289153367594
2024-10-0118793.286580417873
2024-11-0120898.817102858615
2024-12-0120328.611860638488
2025-01-0120866.820164009052
2025-02-0122169.45842707007
2025-03-0123362.44944813527
2025-04-0125006.762239653774
2025-05-0124159.074265884665
2025-06-0123834.684681712923
2025-07-0125184.03187818732
2025-08-0124604.5244331264
2025-09-0125315.780098563766
2025-10-0124950.355264980833
2025-11-0126231.35436114978
2025-12-0125155.33359282741
2026-01-0126041.08802786702
2026-02-0128698.28535991608
2026-03-0128473.976922620182
2026-04-0128506.963457516642
Annual Return Matrix
YearAnnual Return
20170.1958525220930043
20180.03707156368507292
20190.00617881921717478
2020-0.17981143694760293
20210.32411539519045696
20220.10004312720128405
2023-0.021177965332607407
20240.14276018854699402
20250.23743489055121936
20260.13323734516662866
Total Factor Risk
0.37124141845141195
VTI.US Exposure
0.0055807933265386135
VEA.US Exposure
0.035888318103998305
VWO.US Exposure
-0.004947480628647747
QQQ.US Exposure
0.014920162177574197
VTV.US Exposure
0.09441187684087031
IJR.US Exposure
-0.028962464302786158
QUAL.US Exposure
-0.025446895269373444
SHV.US Exposure
0.6468277597764895
TLT.US Exposure
-0.0083548402099003
LQD.US Exposure
0.08028907524811835
HYG.US Exposure
-0.004896444282200548
GLD.US Exposure
0.0007169074336822436
USO.US Exposure
-0.00004835872271353767
VNQ.US Exposure
0.043750819551015174
BTC-USD.CC Exposure
0.010588227532508066
CPER.US Exposure
-0.0013910516676883449
VIX.INDX Exposure
0.008420317805811083
UUP.US Exposure
0.000021129131998919415
TIP.US Exposure
0.0641889170306073
Idiosyncratic Exposure
0.068443231124098
Value Score
39.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.1%

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 →27.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.03%
Market Cap$28.6B
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
$152
Avg Yield on Cost
1.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$151.741.52%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 →
+1.2%
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 →
+10.2%
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 →
2.1% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CenterPoint Energy Inc a high-risk investment?

CenterPoint Energy Inc (CNP.US) has an annualized volatility of 37.1% 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 CNP.US?

Over the past 10 years, CNP.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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