Cohen & Steers Inc

10-Year Study

CNS.US · Financial Services · US · Common Stock

Executive Summary: Cohen & Steers Inc has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 40.9% and an annualized volatility of 31.1%.

1Y CAGR
-15.6%
3Y CAGR
+9.1%
5Y CAGR
+0.5%
10Y CAGR
+9.9%

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 →
40.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +92.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -29.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.44.1-6.53.3————————3.0%
2025-4.0-1.4-7.5-4.91.5-1.9-2.41.3-11.24.1-6.6-0.7-29.8%
2024-7.04.45.4-10.53.03.218.34.97.42.96.6-11.825.5%
202313.8-1.5-10.9-6.1-8.56.610.92.2-3.8-16.713.229.521.8%
2022-9.7-2.76.4-9.5-1.1-16.615.9-2.4-12.3-3.911.2-2.6-28.0%
2021-11.8-1.72.24.18.212.31.45.9-4.513.3-4.23.128.4%
202017.9-14.8-27.527.010.87.1-11.61.2-7.91.026.55.021.4%
20199.611.02.118.62.90.41.83.71.919.15.8-6.592.9%
2018-13.8-1.92.5-1.4-2.17.10.40.0-2.3-5.55.0-8.1-19.7%
20173.87.87.1-0.2-1.03.4-0.3-5.64.410.110.21.548.1%
2016———0.9-1.14.86.6-1.71.5-13.0-2.1-5.6-10.6%

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 31.1%. The dominant macroeconomic risk driver is IJR.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110089.913903011035
2016-05-019982.450065320385
2016-06-0110461.020257189177
2016-07-0111149.087875592211
2016-08-0110965.04965923221
2016-09-0111126.422489100154
2016-10-019676.74279508287
2016-11-019469.999842601483
2016-12-018937.95350447799
2017-01-019281.121621834323
2017-02-0110004.682605889851
2017-03-0110712.46438858546
2017-04-0110693.733965026051
2017-05-0110582.099066626792
2017-06-0110943.800859395904
2017-07-0110906.025215242473
2017-08-0110290.990508869407
2017-09-0110739.694332079393
2017-10-0111827.554184439583
2017-11-0113034.446665512409
2017-12-0113233.122943981869
2018-01-0111408.638030629752
2018-02-0111193.159460437882
2018-03-0111470.062802008404
2018-04-0111312.113389891867
2018-05-0111075.661467268978
2018-06-0111866.589016731463
2018-07-0111917.782884485228
2018-08-0111919.317520028962
2018-09-0111644.066862890153
2018-10-0111007.547258904822
2018-11-0111562.337682779029
2018-12-0110621.48804558261
2019-01-0111645.87694583917
2019-02-0112924.0709552516
2019-03-0113195.662096863049
2019-04-0115655.60417420868
2019-05-0116104.189948530686
2019-06-0116173.366596886657
2019-07-0116465.773692411818
2019-08-0117071.876032927772
2019-09-0117388.40445123007
2019-10-0120715.415610784945
2019-11-0121912.90353044874
2019-12-0120486.44011773409
2020-01-0124148.946216926633
2020-02-0120575.094832606675
2020-03-0114926.376843530134
2020-04-0118962.586372436373
2020-05-0121006.524168542335
2020-06-0122493.979506713047
2020-07-0119892.536162309352
2020-08-0120123.203689421243
2020-09-0118539.97135346985
2020-10-0118729.557867564887
2020-11-0123691.113279712903
2020-12-0124872.821998016778
2021-01-0121926.911998488973
2021-02-0121551.98873026616
2021-03-0122022.452898493695
2021-04-0122929.2651063227
2021-05-0124806.7539703776
2021-06-0127846.119339555822
2021-07-0128226.0400107031
2021-08-0129903.986904443358
2021-09-0128560.669258495585
2021-10-0132351.927344844415
2021-11-0130995.152125666977
2021-12-0131941.19591393449
2022-01-0128840.641871153573
2022-02-0128056.87595422851
2022-03-0129861.37125588277
2022-04-0127010.490611178444
2022-05-0126702.776509845276
2022-06-0122280.901263910095
2022-07-0125819.810177388128
2022-08-0125189.783262241668
2022-09-0122101.93914973321
2022-10-0121230.266160892763
2022-11-0123601.002628555238
2022-12-0122998.953299859917
2023-01-0126173.051799852044
2023-02-0125777.627374750133
2023-03-0122968.929532683804
2023-04-0121568.39752569531
2023-05-0119745.211150110965
2023-06-0121044.378511954415
2023-07-0123337.911006878316
2023-08-0123858.664001385107
2023-09-0122947.20853729558
2023-10-0119122.070420096643
2023-11-0121642.374828829114
2023-12-0128021.46128783467
2024-01-0126056.69494593361
2024-02-0127214.83323627092
2024-03-0128680.764327200035
2024-04-0125655.643523838004
2024-05-0126430.437725276628
2024-06-0127284.00988462689
2024-07-0132270.040766215985
2024-08-0133839.81552893772
2024-09-0136335.369020823826
2024-10-0137403.278611115486
2024-11-0139867.90329435097
2024-12-0135174.86975272693
2025-01-0133761.627815465974
2025-02-0133293.09177907544
2025-03-0130787.858278375017
2025-04-0129280.098531471835
2025-05-0129708.93079187194
2025-06-0129132.8522185321
2025-07-0128440.770937937767
2025-08-0128800.583948499207
2025-09-0125583.633702170526
2025-10-0126640.328648104136
2025-11-0124888.640549006028
2025-12-0124703.697291171517
2026-01-0125286.071805203595
2026-02-0126313.097130625032
2026-03-0124613.193143720586
2026-04-0125435.600396644262
Annual Return Matrix
YearAnnual Return
20170.48055401466923775
2018-0.1973559007540977
20190.9287730711380158
20200.21411147349536908
20210.2841806175624664
2022-0.2799595430981806
20230.2183798507041339
20240.2552832056620069
2025-0.29768901875588716
20260.029627269831156378
Total Factor Risk
0.311137407889165
VTI.US Exposure
0.09139232660838491
VEA.US Exposure
0.10200433754756356
VWO.US Exposure
-0.03152640329527445
QQQ.US Exposure
-0.11525414577063661
VTV.US Exposure
-0.11382986943497332
IJR.US Exposure
0.3110270595294834
QUAL.US Exposure
0.07730858826284827
SHV.US Exposure
0.14054389626811087
TLT.US Exposure
0.11317836513948877
LQD.US Exposure
0.03760615183432028
HYG.US Exposure
-0.03081604991626328
GLD.US Exposure
-0.005120869039933755
USO.US Exposure
-0.0021217719329670614
VNQ.US Exposure
0.22671493608360666
BTC-USD.CC Exposure
0.000897704656915879
CPER.US Exposure
0.015498847210565124
VIX.INDX Exposure
-0.05023786795717139
UUP.US Exposure
-0.009394497024891443
TIP.US Exposure
0.004983991723990493
Idiosyncratic Exposure
0.23714526950683307
Value Score
41.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.1%

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 →21.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.99%
Market Cap$3.2B
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
$264
Avg Yield on Cost
2.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$263.642.64%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 →
+0.4%
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 →
-3.9%
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 →
21.2% 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 →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cohen & Steers Inc a high-risk investment?

Cohen & Steers Inc (CNS.US) has an annualized volatility of 31.1% and experienced a maximum drawdown of 40.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CNS.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 70% 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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