Range Global Coal ETF

10-Year Study

COAL.US · · US · ETF

Executive Summary: Range Global Coal ETF has compounded at 2.9% annually over the last 10 years, with a maximum drawdown of 31.6% and an annualized volatility of 85.1%.

1Y CAGR
+62.2%
3Y CAGR
+2.9%
5Y CAGR
+2.9%
10Y CAGR
+2.9%

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 →
31.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +12.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 12.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.2-4.411.1-6.6————————12.3%
2025-4.9-10.5-2.2-2.1-0.33.49.86.99.02.1-5.18.312.7%
2024—-8.2-0.62.16.8-4.62.1-9.37.8-2.73.5-11.8-15.7%

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 85.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 31.3% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-019184.229265306632
2024-03-019130.052760669774
2024-04-019321.315393872766
2024-05-019952.19475224972
2024-06-019492.673054580433
2024-07-019692.763834580517
2024-08-018792.875852103556
2024-09-019480.346962826008
2024-10-019228.869705714558
2024-11-019556.468907849972
2024-12-018431.713035258454
2025-01-018018.580750475762
2025-02-017173.202410250644
2025-03-017017.377290841631
2025-04-016866.799088868623
2025-05-016844.89529068339
2025-06-017077.841767961322
2025-07-017771.017860340384
2025-08-018309.16003514602
2025-09-019054.263953260792
2025-10-019242.98641214953
2025-11-018771.388475937054
2025-12-019498.586247246409
2026-01-0110754.93147775682
2026-02-0110281.459642460055
2026-03-0111426.620193969376
2026-04-0110668.73211987957
Annual Return Matrix
YearAnnual Return
20250.1265310154089292
20260.12319158263919339
Total Factor Risk
0.8506845803355649
VTI.US Exposure
0.23149782707403146
VEA.US Exposure
0.03473485037369546
VWO.US Exposure
-0.0033333916051863466
QQQ.US Exposure
0.011507793620555087
VTV.US Exposure
-0.0033629957415111838
IJR.US Exposure
-0.011096456147900554
QUAL.US Exposure
-0.006069012213107309
SHV.US Exposure
0.1563975363793043
TLT.US Exposure
0.04963520885115688
LQD.US Exposure
0.1220745341053752
HYG.US Exposure
0.3132641858022232
GLD.US Exposure
0.006335954332806458
USO.US Exposure
0.004164907059890379
VNQ.US Exposure
0.012718298072485626
BTC-USD.CC Exposure
-0.0032041851889099164
CPER.US Exposure
-0.003758910950040695
VIX.INDX Exposure
0.00997625604911597
UUP.US Exposure
0.0012472810906283562
TIP.US Exposure
0.06067260892587206
Idiosyncratic Exposure
0.01659771010951563
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
85.1%

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 →12.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.42%
Market Cap$3.8B
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 →
-2.6%
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 →
+12.2%
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 →
9.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Range Global Coal ETF a high-risk investment?

Range Global Coal ETF (COAL.US) has an annualized volatility of 85.1% and experienced a maximum drawdown of 31.6% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, COAL.US has generated a Compound Annual Growth Rate (CAGR) of 2.9%. It has had a positive return in 100% 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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