Compass Diversified Holdings

10-Year Study

CODI.US · Industrials · US · Common Stock

Executive Summary: Compass Diversified Holdings has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 81.5% and an annualized volatility of 110.1%.

1Y CAGR
+64.0%
3Y CAGR
-16.4%
5Y CAGR
-12.9%
10Y CAGR
+2.2%

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 →
81.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +120.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -78.6%
% 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.
202636.914.04.934.6————————120.4%
2025-6.93.0-14.7-6.5-60.9-6.51.817.4-11.7-3.615.4-34.8-78.6%
2024-0.54.14.7-7.73.6-3.811.1-7.9-0.1-0.89.2-2.67.5%
202323.9-2.5-12.41.22.910.65.0-8.3-9.1-7.217.411.329.4%
2022-17.0-5.60.0-7.13.8-5.613.9-13.6-13.419.4-8.1-6.8-37.7%
20217.714.8-2.111.52.0-1.7-0.717.5-1.17.2-3.56.171.5%
2020-5.0-21.3-26.953.3-15.51.6-5.59.78.9-7.613.2-0.6-15.5%
201924.54.0-0.37.7-6.022.92.3-2.45.26.714.84.9116.9%
20181.8-1.2-1.8-3.46.15.22.62.32.0-11.1-3.3-18.6-20.1%
2017-0.3-4.9-0.33.7-4.28.02.4-2.33.8-1.4-1.50.32.8%
2016———5.0-1.24.44.81.40.87.53.0-5.021.9%

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 110.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.6% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110503.165247762498
2016-05-0110379.102088335883
2016-06-0110836.30454291882
2016-07-0111358.145965218659
2016-08-0111511.55739891824
2016-09-0111598.389483130808
2016-10-0112465.012491207646
2016-11-0112839.627446700142
2016-12-0112192.510126367364
2017-01-0112161.221470324288
2017-02-0111570.61776904606
2017-03-0111535.812171044654
2017-04-0111962.089791166412
2017-05-0111465.230784156785
2017-06-0112388.124863566907
2017-07-0112681.486332435907
2017-08-0112391.64180552524
2017-09-0112862.669480220235
2017-10-0112678.697033641369
2017-11-0112493.87567003808
2017-12-0112530.864197530867
2018-01-0112760.920711149918
2018-02-0112609.934754662982
2018-03-0112383.395183002258
2018-04-0111963.302529772733
2018-05-0112696.524291154288
2018-06-0113352.494603313204
2018-07-0113705.401537752552
2018-08-0114020.471027674697
2018-09-0114296.126512891411
2018-10-0112712.774988478983
2018-11-0112294.622717019574
2018-12-0110010.914647456888
2019-01-0112465.25503892891
2019-02-0112967.813917388246
2019-03-0112926.702078633974
2019-04-0113926.968881127365
2019-05-0113093.45363700308
2019-06-0116090.979650246187
2019-07-0116465.59460573868
2019-08-0116071.090737102524
2019-09-0116902.908147177957
2019-10-0118033.544349850836
2019-11-0120697.082150913197
2019-12-0121710.082708772956
2020-01-0120633.655921802612
2020-02-0116239.418855659853
2020-03-0111871.619491134881
2020-04-0118201.14482524437
2020-05-0115374.493681631862
2020-06-0115619.103058526769
2020-07-0114762.060685439861
2020-08-0116196.609182856728
2020-09-0117640.374493681633
2020-10-0116301.511072303478
2020-11-0118451.211525867715
2020-12-0118338.063013897987
2021-01-0119752.843872031823
2021-02-0122677.484295035054
2021-03-0122197.967450095806
2021-04-0124745.809988115165
2021-05-0125241.82007810037
2021-06-0124804.142715079193
2021-07-0124632.782750006067
2021-08-0128944.18976933712
2021-09-0128639.186009847443
2021-10-0130702.660748502272
2021-11-0129632.9040238667
2021-12-0131453.467219675476
2022-01-0126109.89837250479
2022-02-0124657.037522132487
2022-03-0124667.46707414684
2022-04-0122923.306410536276
2022-05-0123783.13808241772
2022-06-0122461.859370831215
2022-07-0125588.056950204955
2022-08-0122120.473453151913
2022-09-0119151.325523296713
2022-10-0122867.399160784887
2022-11-0121019.06425089137
2022-12-0119589.85180334231
2023-01-0124268.718620388565
2023-02-0123670.71721361178
2023-03-0120745.83424288729
2023-04-0120994.809478764953
2023-05-0121611.729607800335
2023-06-0123891.799461544062
2023-07-0125095.078706735556
2023-08-0123001.04295520144
2023-09-0120907.007203667326
2023-10-0119395.20725702782
2023-11-0122770.74389386112
2023-12-0125344.781585777007
2024-01-0125230.05651361906
2024-02-0126269.49477309661
2024-03-0127491.571466686073
2024-04-0125376.43406340198
2024-05-0126288.89859079774
2024-06-0125284.023381600335
2024-07-0128082.902811128093
2024-08-0125853.64670498921
2024-09-0125830.240849887217
2024-10-0125623.46891750952
2024-11-0127985.034805598007
2024-12-0127252.904508962143
2025-01-0125385.650876810018
2025-02-0126150.16129423464
2025-03-0122303.475708845715
2025-04-0120846.97664265445
2025-05-018149.603434475734
2025-06-017615.998447694586
2025-07-017749.399694389871
2025-08-019095.539547405953
2025-09-018028.3295738436545
2025-10-017737.272308326664
2025-11-018925.756142521042
2025-12-015821.145310339811
2026-01-017967.6926435276155
2026-02-019083.412161342745
2026-03-019532.12544568144
2026-04-0112830.774454874
Annual Return Matrix
YearAnnual Return
20170.02775097725215603
2018-0.20109942222265242
20191.1686412753791737
2020-0.15532044442706572
20210.7152011745099596
2022-0.3771798935066838
20230.2937709708172893
20240.07528661932742553
2025-0.7864027554044553
20261.2041666666666666
Total Factor Risk
1.1008937981525562
VTI.US Exposure
0.03256264115912076
VEA.US Exposure
0.0061842761652389135
VWO.US Exposure
-0.005665832056874391
QQQ.US Exposure
0.021727706065124964
VTV.US Exposure
0.0076668721601381214
IJR.US Exposure
0.04719043531676432
QUAL.US Exposure
0.07045308867209316
SHV.US Exposure
0.5862344345909459
TLT.US Exposure
-0.004657986298021057
LQD.US Exposure
0.048279902573048546
HYG.US Exposure
-0.0008832316377858353
GLD.US Exposure
0.006463123592918747
USO.US Exposure
0.000009253129026230995
VNQ.US Exposure
0.03199781664456927
BTC-USD.CC Exposure
0.0008933372495124111
CPER.US Exposure
0.0029244149785712437
VIX.INDX Exposure
-0.0007500973794412194
UUP.US Exposure
-0.0014586572993680338
TIP.US Exposure
0.004495888437249483
Idiosyncratic Exposure
0.1463326139371685
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
110.1%

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 →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 →3.06%
Market Cap$646.3M
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 →
+42.6%
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 →
+57.8%
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 →
40.1% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compass Diversified Holdings a high-risk investment?

Compass Diversified Holdings (CODI.US) has an annualized volatility of 110.1% and experienced a maximum drawdown of 81.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CODI.US has generated a Compound Annual Growth Rate (CAGR) of 2.2%. 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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