CNX Resources Corp

10-Year Study

CNX.US · Energy · US · Common Stock

Executive Summary: CNX Resources Corp has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 70.1% and an annualized volatility of 43.3%.

1Y CAGR
+25.5%
3Y CAGR
+38.2%
5Y CAGR
+24.3%
10Y CAGR
+12.3%

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 →
70.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +83.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -22.5%
% 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.
20265.57.7-7.73.1————————8.1%
2025-25.35.68.9-6.59.74.3-10.0-3.710.04.815.4-5.30.3%
20241.03.713.2-0.811.8-7.68.94.517.74.519.1-9.583.4%
2023-0.7-8.24.4-3.1-0.514.715.19.61.0-3.8-4.0-4.118.8%
20227.910.226.8-0.85.7-24.24.92.3-12.18.23.3-3.122.5%
202117.3-0.516.6-8.71.50.3-11.4-6.111.115.8-6.60.827.3%
2020-18.3-26.60.299.2-3.9-15.111.613.6-13.92.8-3.014.822.0%
20196.3-12.71.6-16.8-13.8-5.312.4-3.0-8.916.1-18.028.1-22.5%
2018-4.214.7-4.0-3.78.710.0-8.4-2.1-10.29.4-11.6-17.5-21.9%
2017-7.1-6.37.8-9.5-4.43.012.2-13.216.4-4.83.74.9-1.9%
2016———33.32.14.820.4-5.95.3-11.721.4-11.461.5%

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 43.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 14.3% of variance. Idiosyncratic stock-specific factors contribute 28.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113330.409641685346
2016-05-0113605.02008684447
2016-06-0114251.58908055312
2016-07-0117165.643374589872
2016-08-0116155.886907275662
2016-09-0117006.248037336627
2016-10-0115013.264897291796
2016-11-0118228.567715947116
2016-12-0116147.007547455847
2017-01-0115004.385537471982
2017-02-0114062.523687316592
2017-03-0115155.44293928467
2017-04-0113710.381271047874
2017-05-0113105.177099914454
2017-06-0113493.594949593391
2017-07-0115137.359365017488
2017-08-0113141.344248448819
2017-09-0115299.894963670426
2017-10-0114568.322342418434
2017-11-0115105.740181268882
2017-12-0115842.077337058334
2018-01-0115170.711106779718
2018-02-0117401.379549318346
2018-03-0116708.35634386945
2018-04-0116091.13255151653
2018-05-0117498.835937584598
2018-06-0119253.050926377116
2018-07-0117628.77778860627
2018-08-0117260.60921071154
2018-09-0115495.565734333886
2018-10-0116946.583070742512
2018-11-0114986.626817832353
2018-12-0112366.13282222872
2019-01-0113145.783928358727
2019-02-0111478.196840247323
2019-03-0111662.281129194685
2019-04-019702.32487628453
2019-05-018359.592415727295
2019-06-017915.624424736597
2019-07-018901.016794984245
2019-08-018630.30460535577
2019-09-017861.481986810902
2019-10-019128.415034272164
2019-11-017482.484921331038
2019-12-019583.211512848
2020-01-017828.996524055486
2020-02-015749.9269077088
2020-03-015760.75539529394
2020-04-0111478.196840247323
2020-05-0111034.228849256624
2020-06-019366.641761145222
2020-07-0110449.490519659119
2020-08-0111868.022393312327
2020-09-0110222.0922803712
2020-10-0110503.632957584814
2020-11-0110189.606817615784
2020-12-0111694.766591950103
2021-01-0113719.693770371094
2021-02-0113654.722844860258
2021-03-0115917.876750154304
2021-04-0114531.830339256518
2021-05-0114748.400090959294
2021-06-0114791.714041299852
2021-07-0113102.469978018169
2021-08-0112301.161896717886
2021-09-0113665.551332445399
2021-10-0115820.420361888055
2021-11-0114770.057066129573
2021-12-0114889.170429566104
2022-01-0116058.647088761114
2022-02-0117693.7487141171
2022-03-0122436.626276407973
2022-04-0122252.541987460616
2022-05-0123519.47503492187
2022-06-0117823.690565138768
2022-07-0118700.798059535024
2022-08-0119133.937562940588
2022-09-0116816.64121972084
2022-10-0118202.68763061863
2022-11-0118809.082935386417
2022-12-0118235.173093374047
2023-01-0118116.059729937522
2023-02-0116621.728443188338
2023-03-0117347.237111392653
2023-04-0116816.64121972084
2023-05-0116730.01331903973
2023-06-0119188.080000866277
2023-07-0122090.11467368353
2023-08-0124201.669752785634
2023-09-0124450.724967243823
2023-10-0123519.47503492187
2023-11-0122588.225102599918
2023-12-0121656.97517027797
2024-01-0121873.54492198075
2024-02-0122685.68149086617
2024-03-0125685.17255194967
2024-04-0125468.60280024689
2024-05-0128478.922348915527
2024-06-0126313.224831887735
2024-07-0128663.006637862887
2024-08-0129962.425148079572
2024-09-0135268.384064797676
2024-10-0136849.34325222796
2024-11-0143877.03169498317
2024-12-0139708.06397470465
2025-01-0129648.399008110537
2025-02-0131294.32912105166
2025-03-0134088.07891801753
2025-04-0131868.23896306403
2025-05-0134954.35792482864
2025-06-0136470.346186748095
2025-07-0132821.14587055626
2025-08-0131619.183748605836
2025-09-0134781.102123466415
2025-10-0136448.68921157782
2025-11-0142057.84578067982
2025-12-0139816.34885055605
2026-01-0142014.531830339256
2026-02-0145241.421130710674
2026-03-0141743.81964071078
2026-04-0143054.066638512595
Annual Return Matrix
YearAnnual Return
2017-0.018884626733549625
2018-0.21941216678058784
2019-0.2250437828371279
20200.22033898305084754
20210.27314814814814814
20220.22472727272727266
20230.18764845605700708
20240.8335000000000001
20250.0027270248159259047
20260.08131629045417443
Total Factor Risk
0.4325186565375983
VTI.US Exposure
0.07278243300512137
VEA.US Exposure
-0.013705901618702967
VWO.US Exposure
0.015290102716624034
QQQ.US Exposure
0.014723660145062652
VTV.US Exposure
0.14335832346554933
IJR.US Exposure
0.059811718479303895
QUAL.US Exposure
0.094059003239389
SHV.US Exposure
0.12610396496326193
TLT.US Exposure
0.027031688909254555
LQD.US Exposure
0.06577296116417315
HYG.US Exposure
-0.0002717339903948356
GLD.US Exposure
0.022766461061575406
USO.US Exposure
0.03431016698429807
VNQ.US Exposure
0.009293819054224588
BTC-USD.CC Exposure
0.003189159483625422
CPER.US Exposure
0.017804546331747762
VIX.INDX Exposure
-0.0019034323763086594
UUP.US Exposure
-0.00015777703117791003
TIP.US Exposure
0.026789762213827145
Idiosyncratic Exposure
0.2829510737995462
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.3%

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 →10.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$5.7B
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
$0
Avg Yield on Cost
0.00%

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 →
-0.8%
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 →
+12.6%
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 →
6.7% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CNX Resources Corp a high-risk investment?

CNX Resources Corp (CNX.US) has an annualized volatility of 43.3% and experienced a maximum drawdown of 70.1% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CNX.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. 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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