Casey's General Stores, Inc. (CASY)

Nasdaq Stock Exchange
USD
US1475281036
20 October 1983  –  20 May 2022

Performance

Annualized Return
14.85%
Sharpe Ratio
0.57
Maximum Drawdown
-74.32%

Metrics

Metric Casey's General Stores, Inc.
Initial Balance $10,000
Final Balance $2,093,947
Returns   [View more details]
Month-To-Date -0.69%
Year-To-Date 1.66%
3M 8.62%
6M 3.62%
Annual Return (3Y) 15.65%
Annual Return (5Y) 12.67%
Annual Return (All) 14.85%
Risk   [View more details]
Annual Volatility 34.33%
Max Drawdown -74.32%
Sharpe Ratio 0.57
Sortino Ratio 0.85
Adjusted Sortino (S/√2) 0.6

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on October 1983.
  • Final balance: The amount of capital we've accrued over time as of May 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 39 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Casey's General Stores, Inc. -8.17% 15.65% 12.67% 14.43% 16.27% 14.85%

Annual Returns

Year Casey's General Stores, Inc.
1983 -21.67%
1984 20.17%
1985 93.87%
1986 60.22%
1987 -5.95%
1988 -1.82%
1989 -17.63%
1990 -53.61%
1991 168.97%
1992 23.93%
1993 47.34%
1994 23.21%
1995 46.57%
1996 -13.87%
1997 36.08%
1998 3.1%
1999 -19.53%
2000 43.99%
2001 0.37%
2002 -17.4%
2003 45.9%
2004 3.68%
2005 37.86%
2006 -4.26%
2007 26.86%
2008 -22.25%
2009 41.81%
2010 34.67%
2011 22.75%
2012 4.28%
2013 33.77%
2014 29.95%
2015 34.54%
2016 -0.54%
2017 -4.99%
2018 15.6%
2019 25.11%
2020 13.25%
2021 11.25%
2022 1.66%

Casey's General Stores, Inc. had 28 positive years and 12 negative years. That's a positive ratio of 70%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1983 0% 0% 0% 0% 0% 0% 0% 0% 0% -10% -11.1% -2.1% -22.9%
1984 7.4% -8.9% 17.4% -5.6% -9.8% 0% -4.3% 22.7% 2.8% 2.7% -1.8% 0.9% 22.7%
1985 15.9% 4.6% 8.8% 6.1% 21.5% 14.9% 6.1% -21.8% -2.4% 9.2% 7.7% 4.3% 72.7%
1986 0.7% 11.5% -4.6% 4.8% 37.8% -9.7% 3.9% 9.4% -14.6% 20.2% 6.7% -7.9% 54.3%
1987 0.9% 18.6% 0.7% -18.4% -0.9% 12.3% 14.9% -0% -13.6% -18.1% -8.6% 15.7% 3%
1988 -3.6% 6.6% 6.2% 3.3% -2.5% -14% -3.8% 1% -0% 13.9% -1.8% -4.4% 1.8%
1989 1.9% -14.5% -3.1% 2.1% -4.3% -18% -4.1% 7.2% -2.8% -4.1% 21.4% 4.7% -13.5%
1990 -15.6% 3.9% -6.5% 0% -9.5% -0% -5.8% -11.2% -1.9% -21.9% 19% -18.1% -67.8%
1991 47% 16.7% 5.7% 1.7% 6.6% -0% -2.2% 19.2% 28.1% 9.4% -4.6% -12.1% 109.9%
1992 18.6% 7% -2.9% -2.8% -4.6% -3.2% -3.1% -5.2% 20% 2.5% 12.6% -11.8% 27.2%
1993 1.7% -2.2% 4.6% -5.6% 1.5% 11.3% 3.6% 6.6% 4.9% -0.4% 5.3% 9.5% 43.2%
1994 2.2% -7% 4.3% 0.2% -11.4% 5.9% 7.8% -8.2% 7.2% 9% 3.3% 10.6% 26.7%
1995 -1.5% 6.4% 1.2% 8.8% -1.4% 5.9% 12% 0% 12.4% 1.7% 1.1% -5.9% 42.8%
1996 5.2% -2.2% 5.6% -9.9% 9.4% -16% -12.6% 11.7% -8.5% 2.6% -3.8% 8.7% -7.4%
1997 -5.8% 9.2% -0% -1.8% 5.9% 7.7% 5.2% 0.5% 8.3% -1.9% -2.4% 7.7% 33.2%
1998 11% 7.1% 6.2% 2.5% -13.4% 16.7% -7.8% -15.1% 15.9% -6.6% -0.9% -6.1% 11.2%
1999 3.7% -4.6% 14.5% -10.1% 1.4% 11.6% 2.6% -13% 0.2% -3.8% -1% -18.1% -13.5%
2000 -1.1% -18.8% 29.9% 7.6% 0.5% -11.7% 14% -3.6% 14.2% -3.7% -6% 27.1% 48.5%
2001 -19.5% 2.6% -3% 1.2% -10.8% 20.8% 4% -5.6% -6.7% 4.9% 11.6% 7.2% 5.6%
2002 1.7% -20.2% 11.8% -3.4% -8.6% 1.2% -4.7% 5.9% -4.7% 1.5% 3.7% 0.7% -9.8%
2003 -6.5% -3% 7.7% 9% 7.6% 1.3% 8.5% 1.4% -9.5% 10.3% 13.2% 1.1% 42.8%
2004 -5.5% 2.7% -7% 4.4% -1.5% 12.2% -11.4% 2% 12.6% -4% 8.8% -6.3% 9.3%
2005 -2.7% 2.4% -0.4% -5.8% 6.9% 9.9% 10% -6.9% 14.6% -6.8% 6.5% 8% 36.9%
2006 2.8% 3.1% -12.8% -6.3% 4.7% 11.7% -9.3% 4.5% -5.8% 9.2% 2.6% -5.4% 2.4%
2007 8.6% -2% 0% 0.8% 7.4% 0.9% -8.3% 13.8% -2.3% 3.1% 1.8% 2.1% 28.3%
2008 -12% -3.7% -9.8% -1.8% -1.1% 5.8% 6.5% 17.9% 4% 0.3% -1.8% -23.2% -10.9%
2009 -6.4% -6.3% 33.9% 0.1% -5.2% 1.8% 7.1% 1.2% 13.1% 0.7% -3% 4.3% 42.9%
2010 -3.6% -0.9% 3.3% 23.3% -4.6% -5.3% 9.9% -1.6% 11% -0.4% -4.1% 7% 34.2%
2011 0.3% -3.3% -5% 0.4% 6.2% 6.2% 2.6% 0% -3% 13.9% 7.7% -3.5% 25.2%
2012 -0.8% 0.6% 8.3% 1.9% 0.5% 4.2% 1% -4.8% 1% -9.5% -4.2% 7.5% 7.7%
2013 3.4% 3.4% 3% -0.4% 4.9% -1% 10.4% -0.4% 11.3% -0.5% 2.1% -5.6% 31.6%
2014 -2% -0.3% -1.3% 1.9% 3.7% -1.3% -5.6% 8.3% 0% 14.5% 2.3% 7.9% 28.7%
2015 1.3% -3.9% 2.7% -8.6% 6.1% 9.8% 7% 3.6% -2.8% 3.4% 9.5% 3.6% 32.5%
2016 0.4% -12.6% 7.3% -1% 7.3% 9.4% 1.7% -1.7% -8.5% -5.8% 6.6% -1.3% 3.1%
2017 -3.1% -0.3% -2% 0.1% 3.9% -8% -0.1% -1.2% 3.8% 4.9% 5.4% -7.3% -2.7%
2018 8.4% -7.3% -2.3% -11.8% 0.2% 8.6% 4.4% 4.4% 13.1% -2.1% 2.7% -1% 17.6%
2019 0.6% 4.7% -4.4% 3% -2.5% 20.8% 4% 3.7% -4% 6.2% 1.7% -8.5% 24.8%
2020 1.4% 1.3% -18.7% 14.5% 5.5% -6.4% 6.7% 11.7% -0.1% -4.9% 7.8% -1.7% 22%
2021 5.2% 7.7% 7% 2.9% -0.6% -11.9% 1.8% 3.5% -7.9% 1.8% 1.4% 1.6% 13.6%
2022 -4.7% 0.1% 5.4% 1.8% -0.7% 0% 0% 0% 0% 0% 0% 0% 3.5%
Pos 59% 51.3% 59% 60.5% 53.8% 62.2% 63.2% 58.3% 52.6% 56.4% 64.1% 51.3% 80%
Avg 1.4% -0% 2.9% 0.2% 1.4% 2.8% 1.9% 1.7% 2.6% 1.1% 3% -0.3% 19%

Other Return Metrics

Metric Casey's General Stores, Inc.
Cumulative Return 20839.47%
Enh Ann Return 17.16%
Best Year 168.97%
Worst Year -53.61%
Best Month 46.96%
Worst Month -23.2%
Best Day 27.07%
Worst Day -19.79%
Win Ratio (Yearly) 70%
Win Ratio (Quarterly) 60%
Win Ratio (Monthly) 57.61%
Win Ratio (Daily) 51.09%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Casey's General Stores, Inc. 26.31% 32.81% 29.48% 26.89% 32.03% 34.33%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Casey's General Stores, Inc. -0.19 0.61 0.55 0.64 0.63 0.57

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Casey's General Stores, Inc.

start valley end Drawdown days
1987-03-27 1990-11-01 1993-06-25 -74.32% 2282
1998-04-13 2000-03-07 2003-11-26 -54.86% 2053
2007-12-26 2009-03-05 2009-09-10 -40.57% 624
1995-11-10 1996-12-09 1997-12-31 -36.64% 782
2020-02-25 2020-04-03 2020-09-02 -33.41% 190

The Casey's General Stores, Inc. took approximately 40 months on average to recover from a major drawdown. The longest drawdown lasted 76 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Casey's General Stores, Inc.
Sharpe Ratio 0.57
Sortino Ratio 0.85
Adjusted Sortino (S/√2) 0.6
Calmar Ratio 0.2
Omega Ratio 0.2
Gain to Pain Ratio 0.11
Winckel Ratio 55
Ulcer Index 0.22
Kelly Criterion 5.21%
Skew 0.33
Kurtosis 10.32
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