Essential 40 Stock ETF

10-Year Study

ESN.US · · US · ETF

Executive Summary: Essential 40 Stock ETF has compounded at 48.5% annually over the last 10 years, with a maximum drawdown of 6.4% and an annualized volatility of 21.9%.

1Y CAGR
+14.3%
3Y CAGR
+11.3%
5Y CAGR
+11.3%
10Y CAGR
+48.5%

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 →
6.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
489.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
113678.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2045.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +16.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.2%
% 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.
20264.02.8-6.4—————————0.2%
20254.12.2-3.0-1.93.13.4-0.33.72.90.41.4-0.216.5%
2024—————————3070.05.2-5.23058.7%
2016———0.00.00.00.00.031.90.00.00.031.9%

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 21.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 60.9% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-0110000
2016-06-0110000
2016-07-0110000
2016-08-0110000
2016-09-0113194.68024900962
2016-10-0113194.68024900962
2016-11-0113194.68024900962
2016-12-0113194.68024900962
2024-10-01418265.20184709586
2024-11-01439839.61406506994
2024-12-01416780.2602339412
2025-01-01433801.4307977388
2025-02-01443335.5293640931
2025-03-01430156.0417568205
2025-04-01421855.75596410537
2025-05-01435063.30868991406
2025-06-01449700.94111927773
2025-07-01448411.0250942574
2025-08-01464927.4552954613
2025-09-01478387.324231185
2025-10-01480097.89320595464
2025-11-01486799.78954097145
2025-12-01485597.0372975581
2026-01-01505234.848393784
2026-02-01519524.6179966044
2026-03-01486395.0198075835
Annual Return Matrix
YearAnnual Return
20250.16511525047992848
20260.001643301850576151
Total Factor Risk
0.2194781194899292
VTI.US Exposure
-0.2601526889463046
VEA.US Exposure
-0.0876599490195872
VWO.US Exposure
0.031321840968462536
QQQ.US Exposure
0.38917378270902664
VTV.US Exposure
0.6089855296338544
IJR.US Exposure
-0.05603454284656879
QUAL.US Exposure
0.09041391462828066
SHV.US Exposure
0.0571493337100575
TLT.US Exposure
0.009523805915527837
LQD.US Exposure
-0.025161170703019042
HYG.US Exposure
-0.02950209796070593
GLD.US Exposure
0.010781809396693029
USO.US Exposure
-0.00022309334944003564
VNQ.US Exposure
0.013970905871406312
BTC-USD.CC Exposure
0.024021469092909208
CPER.US Exposure
-0.007866737223902286
VIX.INDX Exposure
0.06296708152849029
UUP.US Exposure
0.004524470943293716
TIP.US Exposure
0.15852384743721756
Idiosyncratic Exposure
0.005242488214308155
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.9%

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 →0.00%
Market Cap$0
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 →
-4.3%
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 →
+1.3%
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 →
6.4% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Essential 40 Stock ETF a high-risk investment?

Essential 40 Stock ETF (ESN.US) has an annualized volatility of 21.9% and experienced a maximum drawdown of 6.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ESN.US has generated a Compound Annual Growth Rate (CAGR) of 48.5%. 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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