Concentrix Corporation

10-Year Study

CNXC.US · Technology · US · Common Stock

Executive Summary: Concentrix Corporation has compounded at -15.6% annually over the last 10 years, with a maximum drawdown of 85.3% and an annualized volatility of 42.0%.

1Y CAGR
-48.8%
3Y CAGR
-29.6%
5Y CAGR
-27.3%
10Y CAGR
-15.6%

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 →
85.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +81.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -55.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.3-12.2-16.68.2————————-28.1%
202521.6-13.623.2-7.69.6-5.6-1.11.5-12.5-12.0-10.214.8-1.4%
2024-9.5-18.2-8.6-17.012.23.211.96.7-31.9-16.45.7-3.7-55.0%
20236.7-3.5-11.2-20.4-9.1-7.93.4-4.10.4-4.523.34.5-25.4%
202212.7-0.5-16.7-5.3-1.6-12.4-1.2-6.0-11.29.70.18.8-24.9%
20218.315.521.23.8-1.75.31.85.92.10.5-6.67.681.2%
2020———————————23.423.4%

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 42.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 22.5% of variance. Idiosyncratic stock-specific factors contribute 52.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-0112337.500269821056
2021-01-0113365.005828134781
2021-02-0115438.75601700952
2021-03-0118715.00420920845
2021-04-0119422.501996675805
2021-05-0119090.00151099791
2021-06-0120100.00917391586
2021-07-0120466.25078248106
2021-08-0121673.753966369506
2021-09-0122125.00269821055
2021-10-0122240.175815399227
2021-11-0120778.190903792605
2021-12-0122357.844777343664
2022-01-0125192.598268828115
2022-02-0125054.733200941137
2022-03-0120877.053338226087
2022-04-0119771.16476352883
2022-05-0119445.9899194854
2022-06-0117029.216223800377
2022-07-0116825.056122779373
2022-08-0115821.294817277181
2022-09-0114041.420230103397
2022-10-0115410.249422582945
2022-11-0115429.150387463033
2022-12-0116788.25253092149
2023-01-0117913.541239449998
2023-02-0117285.73510048136
2023-03-0115354.28853584303
2023-04-0112226.158611608782
2023-05-0111110.084292097481
2023-06-0110229.631208582468
2023-07-0110578.091609644483
2023-08-0110144.74550478123
2023-09-0110180.334901893064
2023-10-019723.60880264209
2023-11-0111992.156301940553
2023-12-0112530.584216547586
2024-01-0111338.892546463187
2024-02-019275.301120297017
2024-03-018477.710082673173
2024-04-017036.568847540311
2024-05-017893.776847194941
2024-06-018144.750901202322
2024-07-019115.324216979301
2024-08-019726.887128456407
2024-09-016626.386880221038
2024-10-015536.566149329765
2024-11-015854.3613875277915
2024-12-015635.550003237852
2025-01-016851.66047877048
2025-02-015918.524834329873
2025-03-017292.008440002591
2025-04-016735.623934206835
2025-05-017382.668314373908
2025-06-016972.405400738231
2025-07-016893.40179592894
2025-08-016998.186802512574
2025-09-016121.430267446631
2025-10-015387.543980831912
2025-11-014839.5778919420645
2025-12-015557.288406328923
2026-01-015038.908196084358
2026-02-014425.065296695231
2026-03-013691.152027975047
2026-04-013993.35160921277
Annual Return Matrix
YearAnnual Return
20210.8121859605574662
2022-0.24911132096534294
2023-0.25360997557857234
2024-0.5502564041830004
2025-0.013887126698186592
2026-0.2814208446218234
Total Factor Risk
0.4202481020872273
VTI.US Exposure
0.010847958921407977
VEA.US Exposure
-0.03543637092031738
VWO.US Exposure
0.008203638465677888
QQQ.US Exposure
-0.02851280896998924
VTV.US Exposure
-0.03281649541773195
IJR.US Exposure
0.22497929228245803
QUAL.US Exposure
0.0544798849527026
SHV.US Exposure
0.00036719447967437514
TLT.US Exposure
0.03951045651773424
LQD.US Exposure
-0.0038426133490197505
HYG.US Exposure
0.005509919365612473
GLD.US Exposure
0.004645185460304366
USO.US Exposure
-0.002014395459977638
VNQ.US Exposure
-0.027532605578600107
BTC-USD.CC Exposure
-0.005158925367316237
CPER.US Exposure
0.06625841741499225
VIX.INDX Exposure
0.054639346259242584
UUP.US Exposure
0.06447355708415231
TIP.US Exposure
0.07191026671173482
Idiosyncratic Exposure
0.5294890971472583
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
62.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.0%

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 →5.22%
Market Cap$1.7B
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 →
-5.3%
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 →
-29.4%
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 →
51.2% 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 →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Concentrix Corporation a high-risk investment?

Concentrix Corporation (CNXC.US) has an annualized volatility of 42.0% and experienced a maximum drawdown of 85.3% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CNXC.US has generated a Compound Annual Growth Rate (CAGR) of -15.6%. It has had a positive return in 17% 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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