Core Natural Resources, Inc.

10-Year Study

CNR.US · Energy · US · Common Stock

Executive Summary: Core Natural Resources, Inc. has compounded at 28.0% annually over the last 10 years, with a maximum drawdown of 89.3% and an annualized volatility of 78.0%.

1Y CAGR
+32.9%
3Y CAGR
+19.4%
5Y CAGR
+45.6%
10Y CAGR
+28.0%

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 →
89.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
76.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +215.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -48.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.8-14.027.8-14.3————————1.4%
2025-15.3-17.84.0-6.3-3.90.65.80.712.4-5.41.410.6-16.6%
2024-5.9-9.3-2.4-1.225.3-1.6-2.22.72.36.018.1-18.46.6%
2023-11.0-3.46.51.8-7.425.79.915.521.9-12.416.1-5.860.7%
2022-4.341.422.426.48.4-4.224.218.8-10.4-2.025.1-16.1195.5%
202112.633.1-10.1-9.774.720.413.88.714.05.7-20.23.5215.0%
2020-44.0-30.0-28.6105.7-10.3-19.916.0-12.1-1.3-14.439.651.2-24.8%
201912.06.8-8.4-0.9-22.73.6-19.2-22.0-3.6-15.4-3.618.7-48.8%
2018-17.9-2.3-7.38.640.1-12.18.63.1-3.8-2.4-13.8-6.4-15.7%
2017———————————83.283.2%

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 78.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.7% of variance. Idiosyncratic stock-specific factors contribute 23.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0118315.784781348906
2018-01-0115033.744929345161
2018-02-0114690.678910533588
2018-03-0113622.966165916283
2018-04-0114789.194490259884
2018-05-0120718.940846074976
2018-06-0118211.29585877948
2018-07-0119768.91187090447
2018-08-0120371.952034948514
2018-09-0119588.73088753176
2018-10-0119123.077608879776
2018-11-0116492.756207373066
2018-12-0115432.443275531583
2019-01-0117291.5793696786
2019-02-0118469.3086078545
2019-03-0116910.35528016761
2019-04-0116752.28458075157
2019-05-0112957.072170463158
2019-06-0113422.903757856728
2019-07-0110840.190790353498
2019-08-018454.241519190477
2019-09-018148.352872999599
2019-10-016897.1604332902425
2019-11-016652.164222351002
2019-12-017896.580929880088
2020-01-014424.463959345607
2020-02-013096.598760754246
2020-03-012209.512771363616
2020-04-014544.733205545402
2020-05-014077.7426113315205
2020-06-013266.6161458565507
2020-07-013788.436678108144
2020-08-013330.985601569117
2020-09-013287.8348861052914
2020-10-012812.820398520037
2020-11-013926.0910266125793
2020-12-015934.382383096332
2021-01-016683.368252128561
2021-02-018897.42789640262
2021-03-018000.267463112378
2021-04-017226.585833370481
2021-05-0112625.95283733785
2021-06-0115202.157535773193
2021-07-0117292.8275308697
2021-08-0118790.79926893416
2021-09-0121416.395488788836
2021-10-0122642.803013417735
2021-11-0118066.509160611597
2021-12-0118692.016226095486
2022-01-0117893.638835643917
2022-02-0125301.29719609504
2022-03-0130972.317567868762
2022-04-0139137.163999465076
2022-05-0142437.65880622298
2022-06-0140643.427094013285
2022-07-0150470.91338652877
2022-08-0159944.63513573754
2022-09-0153714.70601346231
2022-10-0152628.984085944816
2022-11-0165818.83831854856
2022-12-0155238.532519056746
2023-01-0149145.277047207244
2023-02-0147453.394552667945
2023-03-0150522.71207595952
2023-04-0151450.45245843178
2023-05-0147633.48638166986
2023-06-0159859.671020371774
2023-07-0165782.90910711898
2023-08-0175952.30241162573
2023-09-0192609.9050505951
2023-10-0181116.3910310703
2023-11-0194163.50911603442
2023-12-0188743.45829804307
2024-01-0183508.67026255962
2024-02-0175758.12419203852
2024-03-0173939.64249097311
2024-04-0173056.83591138055
2024-05-0191515.26768599832
2024-06-0190067.57901306111
2024-07-0188107.87678865957
2024-08-0190510.94369901484
2024-09-0192608.21111755003
2024-10-0198156.73338385414
2024-11-01115895.15445994739
2024-12-0194595.9969687514
2025-01-0180106.89609058085
2025-02-0165839.43297820176
2025-03-0168458.78839210092
2025-04-0164116.88138010967
2025-05-0161620.380689163285
2025-06-0162011.6792225739
2025-07-0165630.63344180449
2025-08-0166121.5174073909
2025-09-0174331.11933312532
2025-10-0170342.08532073285
2025-11-0171323.4966344225
2025-12-0178910.5335889092
2026-01-0185035.43886239022
2026-02-0173088.75317612446
2026-03-0193371.37253153836
2026-04-0179980.38603842552
Annual Return Matrix
YearAnnual Return
2018-0.15742385817687987
2019-0.4883129787750291
2020-0.24848710653479666
20212.1497829124288272
20221.9551939101111806
20230.6065498891996715
20240.0659489587508828
2025-0.165815297501687
20260.013557790080216847
Total Factor Risk
0.7801249483369995
VTI.US Exposure
0.012476475304240859
VEA.US Exposure
0.02981333250357852
VWO.US Exposure
-0.001004143997297185
QQQ.US Exposure
0.05320718249386886
VTV.US Exposure
-0.00017410138881413816
IJR.US Exposure
0.008218844580391684
QUAL.US Exposure
-0.0011243911244865114
SHV.US Exposure
0.5869656504956093
TLT.US Exposure
0.024583019305445094
LQD.US Exposure
0.018035182182952914
HYG.US Exposure
0.004602158958900631
GLD.US Exposure
0.0023929241297928343
USO.US Exposure
0.01236388019577503
VNQ.US Exposure
0.0026499894130879342
BTC-USD.CC Exposure
-0.0000260327138743619
CPER.US Exposure
0.006508824508164486
VIX.INDX Exposure
0.005763998081865886
UUP.US Exposure
0.0009747281704580821
TIP.US Exposure
0.0014750003257121185
Idiosyncratic Exposure
0.23229747857462793
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
78.0%

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 →0.39%
Market Cap$5.3B
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
$89
Avg Yield on Cost
0.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$89.150.89%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 →
-5.6%
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 →
+5.0%
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 →
20.8% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Core Natural Resources, Inc. a high-risk investment?

Core Natural Resources, Inc. (CNR.US) has an annualized volatility of 78.0% and experienced a maximum drawdown of 89.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNR.US has generated a Compound Annual Growth Rate (CAGR) of 28.0%. It has had a positive return in 56% 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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