Compagnie de Saint-Gobain ADR

10-Year Study

CODYY.US · Industrials · US · Common Stock

Executive Summary: Compagnie de Saint-Gobain ADR has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 56.2% and an annualized volatility of 37.0%.

1Y CAGR
-17.5%
3Y CAGR
+22.7%
5Y CAGR
+9.7%
10Y CAGR
+10.5%

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 →
56.2%
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 →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -37.8%
% 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.
2026-3.02.7-18.911.8————————-9.7%
20256.16.8-1.59.63.47.4-2.9-5.50.1-10.32.72.217.4%
2024-2.97.70.82.89.6-8.710.41.84.2-1.21.2-2.723.7%
202317.14.7-4.81.8-4.614.311.5-3.7-7.8-9.820.112.856.9%
2022-5.0-6.0-3.9-1.6-0.7-25.28.0-12.2-10.512.710.18.2-28.6%
20218.88.09.76.96.30.58.51.4-6.92.1-8.311.357.1%
2020-7.4-8.5-29.99.021.911.32.410.33.9-7.622.1-3.712.0%
20193.74.30.612.6-11.612.5-0.9-6.68.63.7-0.41.127.9%
20185.6-2.2-7.6-0.3-4.8-8.0-0.3-3.20.0-12.7-1.6-10.0-37.8%
20175.3-2.37.14.83.7-2.23.6-0.98.8-1.6-2.7-3.321.4%
2016———3.8-2.5-11.811.03.3-1.32.5-2.17.59.2%

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 37.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 13.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110379.501015461701
2016-05-0110120.076493173428
2016-06-018928.799086825682
2016-07-019914.760514105283
2016-08-0110245.93444712928
2016-09-0110114.888002727663
2016-10-0110372.237128837629
2016-11-0110156.988896630446
2016-12-0110920.882932831284
2017-01-0111503.328046014498
2017-02-0111243.607038557897
2017-03-0112045.00644855241
2017-04-0112622.856041626517
2017-05-0113094.26745927035
2017-06-0112809.641697674073
2017-07-0113273.04801577301
2017-08-0113151.785581926266
2017-09-0114310.15313458944
2017-10-0114084.527921490726
2017-11-0113701.46908400907
2017-12-0113256.14836117823
2018-01-0114001.660316942643
2018-02-0113688.275494018411
2018-03-0112654.728197221933
2018-04-0112616.33336792327
2018-05-0112016.09914464029
2018-06-0111054.745986332033
2018-07-0111021.243162310806
2018-08-0110668.722297167084
2018-09-0110673.762545028685
2018-10-019318.084112842256
2018-11-019169.545043509199
2018-12-018248.069140341255
2019-01-018549.89104170064
2019-02-018918.422105934149
2019-03-018975.347258253405
2019-04-0110103.473323746979
2019-05-018935.766488281424
2019-06-0110054.25678580429
2019-07-019966.645418562935
2019-08-019309.78252812903
2019-09-0110109.551269697735
2019-10-0110480.454215277881
2019-11-0110436.722652949285
2019-12-0110552.648353766102
2020-01-019772.151148138813
2020-02-018940.213765806366
2020-03-016264.138636464711
2020-04-016830.721793142298
2020-05-018328.416620958536
2020-06-019271.239456246201
2020-07-019494.048060245785
2020-08-0110467.557110455547
2020-09-0110875.817187245208
2020-10-0110051.588419289326
2020-11-0112269.297478393644
2020-12-0111818.491779948708
2021-01-0112855.300413596808
2021-02-0113886.772314214979
2021-03-0115232.666735846538
2021-04-0116278.369924544524
2021-05-0117300.94727011281
2021-06-0117381.294750730092
2021-07-0118853.78833923833
2021-08-0119124.331055338957
2021-09-0117811.494729976133
2021-10-0118188.772106675362
2021-11-0116687.222971670843
2021-12-0118567.531909216243
2022-01-0117646.500733800793
2022-02-0116584.34261826052
2022-03-0115935.188342203179
2022-04-0115681.841765865664
2022-05-0115576.293045940378
2022-06-0111655.573179951673
2022-07-0112584.016484575357
2022-08-0111048.37155521295
2022-09-019882.888358509865
2022-10-0111142.209110989223
2022-11-0112264.108987947877
2022-12-0113266.228856901433
2023-01-0115539.825370235854
2023-02-0116266.807002979675
2023-03-0115478.601182975819
2023-04-0115757.593726373838
2023-05-0115037.431252501594
2023-06-0117183.98387120684
2023-07-0119158.130364528515
2023-08-0118454.422817498555
2023-09-0117020.027573120653
2023-10-0115355.263352950768
2023-11-0118444.490564359516
2023-12-0120811.47990571772
2024-01-0120213.765806365536
2024-02-0121776.687371214255
2024-03-0121956.20914063774
2024-04-0122562.37306728731
2024-05-0124724.491157329856
2024-06-0122579.42096446625
2024-07-0124938.108721111228
2024-08-0125394.992365506918
2024-09-0126459.670604977986
2024-10-0126134.722860488902
2024-11-0126456.705753294693
2024-12-0125744.54837896734
2025-01-0127318.439895044252
2025-02-0129182.44214833153
2025-03-0128737.12142550069
2025-04-0131494.581733548777
2025-05-0132553.478512237423
2025-06-0134955.60134604266
2025-07-0133932.72751530605
2025-08-0132064.870954830483
2025-09-0132109.3437300799
2025-10-0128788.709844790013
2025-11-0129574.395540863065
2025-12-0130211.838652771396
2026-01-0129307.55888936656
2026-02-0130108.068843856083
2026-03-0124415.55361193056
2026-04-0127291.45974472627
Annual Return Matrix
YearAnnual Return
20170.21383485590954132
2018-0.3777929368611751
20190.2794083286903071
20200.1199550467092787
20210.5710576488886658
2022-0.28551468650948897
20230.5687562856185049
20240.23703592899678028
20250.173523738231653
2026-0.0966633954857703
Total Factor Risk
0.36970240101332424
VTI.US Exposure
-0.07163932574888954
VEA.US Exposure
0.4082039239828039
VWO.US Exposure
-0.023371140574120305
QQQ.US Exposure
-0.05863755992544234
VTV.US Exposure
-0.033652063812346804
IJR.US Exposure
0.20293510762223302
QUAL.US Exposure
0.03225384388333265
SHV.US Exposure
0.14153691027429396
TLT.US Exposure
0.04105015303241476
LQD.US Exposure
-0.059566787795892806
HYG.US Exposure
0.23340044741242444
GLD.US Exposure
-0.03340193702022547
USO.US Exposure
0.022513581030377112
VNQ.US Exposure
-0.056590253088130614
BTC-USD.CC Exposure
-0.002597146330869999
CPER.US Exposure
0.0887901974972656
VIX.INDX Exposure
-0.014929244520803998
UUP.US Exposure
0.03671975419945005
TIP.US Exposure
0.00821087138494679
Idiosyncratic Exposure
0.13877066849717962
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.0%

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 →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.09%
Market Cap$40.7B
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 →
+0.5%
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 →
-9.8%
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 →
24.9% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compagnie de Saint-Gobain ADR a high-risk investment?

Compagnie de Saint-Gobain ADR (CODYY.US) has an annualized volatility of 37.0% and experienced a maximum drawdown of 56.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CODYY.US has generated a Compound Annual Growth Rate (CAGR) of 10.5%. 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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