PC Connection Inc

10-Year Study

CNXN.US · Technology · US · Common Stock

Executive Summary: PC Connection Inc has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 26.9% and an annualized volatility of 57.3%.

1Y CAGR
-1.5%
3Y CAGR
+13.7%
5Y CAGR
+6.8%
10Y CAGR
+12.0%

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 →
26.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +68.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -15.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.84.0-4.19.4————————11.1%
20257.1-13.8-2.2-0.65.60.6-6.44.5-3.5-1.6-4.6-0.5-15.8%
2024-4.03.0-0.7-6.09.3-5.111.52.33.2-15.614.2-4.63.7%
20234.5-10.52.6-10.411.90.37.39.90.50.411.412.744.3%
20220.512.57.4-5.5-9.7-1.57.74.7-9.217.94.5-15.19.4%
20214.5-6.30.8-2.27.6-5.22.81.8-9.04.6-2.8-1.6-6.3%
20200.4-18.41.311.5-5.87.1-5.71.4-7.310.90.23.6-4.8%
201911.421.5-8.91.3-14.610.2-6.57.710.425.61.01.368.1%
2018-0.0-5.20.76.810.912.22.017.3-2.0-14.8-5.4-4.114.7%
2017-2.9-1.911.3-3.5-9.33.8-4.7-1.110.5-4.21.5-3.1-5.5%
2016———-7.9-3.33.58.41.01.3-12.215.65.910.1%

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 57.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.3% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019209.59227274868
2016-05-018907.403998064763
2016-06-019221.195137928524
2016-07-0110000
2016-08-0110100.700881560862
2016-09-0110236.338803663251
2016-10-018992.60584938539
2016-11-0110399.035806185055
2016-12-0111014.287365721453
2017-01-0110696.68569079863
2017-02-0110492.80065763841
2017-03-0111680.874111053547
2017-04-0111269.165064672057
2017-05-0110226.148833505305
2017-06-0110610.413464461408
2017-07-0110116.371171803754
2017-08-0110002.654530041144
2017-09-0111053.505906329341
2017-10-0110586.908029097072
2017-11-0110747.678356589015
2017-12-0110410.510226362909
2018-01-0110406.528431301193
2018-02-019862.392587867085
2018-03-019929.911843913633
2018-04-0110601.165424318064
2018-05-0111753.017387171769
2018-06-0113186.891759396822
2018-07-0113445.066213398526
2018-08-0115768.679114414526
2018-09-0115446.967199427992
2018-10-0113163.086619027841
2018-11-0112448.118922945843
2018-12-0111938.192265041978
2019-01-0113303.477006203892
2019-02-0116158.5096954569
2019-03-0114724.935028236494
2019-04-0114921.712771286546
2019-05-0112745.297842552116
2019-06-0114046.31726771792
2019-07-0113134.785903589182
2019-08-0114146.718444274136
2019-09-0115620.410767116366
2019-10-0119611.839203983505
2019-11-0119804.59233697118
2019-12-0120065.16443101005
2020-01-0120137.90711713756
2020-02-0116432.782589708127
2020-03-0116650.967833090002
2020-04-0118566.16844277561
2020-05-0117487.316056053398
2020-06-0118731.819680343204
2020-07-0117657.034718684037
2020-08-0117895.428642379142
2020-09-0116590.341792150295
2020-10-0118404.541815270397
2020-11-0118444.916360896204
2020-12-0119107.564126167243
2021-01-0119960.653014390122
2021-02-0118708.271429978206
2021-03-0118862.790767373255
2021-04-0118439.907005818557
2021-05-0119838.63026249877
2021-06-0118813.981666616717
2021-07-0119338.508239746876
2021-08-0119684.153740104382
2021-09-0117903.17815749926
2021-10-0118724.541130230387
2021-11-0118192.17941197878
2021-12-0117897.569392412326
2022-01-0117988.85097382719
2022-02-0120246.27188381721
2022-03-0121740.130071972013
2022-04-0120536.728848319297
2022-05-0118553.19549757453
2022-06-0118279.30793832927
2022-07-0119681.927360069876
2022-08-0120615.59407954171
2022-09-0118710.883145018688
2022-10-0122051.395126796622
2022-11-0123051.46791229775
2022-12-0119581.783073517636
2023-01-0120471.09345230195
2023-02-0118321.13819397764
2023-03-0118806.317781497924
2023-04-0116844.534451090283
2023-05-0118846.30699211776
2023-06-0118900.81048796256
2023-07-0120287.97369446359
2023-08-0122295.69752058331
2023-09-0122404.83295727491
2023-10-0122488.793173576294
2023-11-0125062.23160346459
2023-12-0128248.09580284548
2024-01-0127113.284210255904
2024-02-0127940.213133073303
2024-03-0127750.79957013739
2024-04-0126084.01159430218
2024-05-0128514.44792197394
2024-06-0127064.303849496708
2024-07-0130171.217187653867
2024-08-0130853.85955823482
2024-09-0131846.011568613176
2024-10-0126872.57827652496
2024-11-0130684.69749061281
2024-12-0129285.332008922644
2025-01-0131378.043611359673
2025-02-0127035.617799052077
2025-03-0126450.850519988184
2025-04-0126289.82330249226
2025-05-0127773.14900048381
2025-06-0127934.51873798504
2025-07-0126155.170125405137
2025-08-0127334.59494868622
2025-09-0126389.496624037198
2025-10-0125955.309702307302
2025-11-0124771.94589896516
2025-12-0124652.449232112962
2026-01-0125100.593844059204
2026-02-0126095.742904484017
2026-03-0125029.649387959566
2026-04-0127380.192924392988
Annual Return Matrix
YearAnnual Return
2017-0.05481763089254543
20180.14674420421877743
20190.6807540024100536
2020-0.047724518188491216
2021-0.06332543100550769
20220.09410292784333785
20230.44257015292178115
20240.036718800917288075
2025-0.1581980622722029
20260.11064797929800796
Total Factor Risk
0.5731833542263283
VTI.US Exposure
-0.04377223668516384
VEA.US Exposure
-0.03053319855137151
VWO.US Exposure
0.012192100637195254
QQQ.US Exposure
0.015843402789210755
VTV.US Exposure
0.036997594083331614
IJR.US Exposure
0.09522541851582286
QUAL.US Exposure
0.10674787113749387
SHV.US Exposure
0.652651526133631
TLT.US Exposure
0.00008371327239702181
LQD.US Exposure
-0.0026616695849133506
HYG.US Exposure
0.050839441804726784
GLD.US Exposure
0.0068577602430022885
USO.US Exposure
-0.00007540632965105953
VNQ.US Exposure
-0.01748688642418195
BTC-USD.CC Exposure
0.0006469377762699697
CPER.US Exposure
-0.005305308813211839
VIX.INDX Exposure
0.0022386684596019655
UUP.US Exposure
0.007623479357352725
TIP.US Exposure
0.0031098139714151843
Idiosyncratic Exposure
0.10877697820704223
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.3%

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 →18.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.00%
Market Cap$1.5B
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$85.630.86%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 →
+4.7%
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 →
8.7% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PC Connection Inc a high-risk investment?

PC Connection Inc (CNXN.US) has an annualized volatility of 57.3% and experienced a maximum drawdown of 26.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CNXN.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 60% 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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