Commercial Bancgroup, Inc. (Nasdaq: CBK), an SEC filer in State Commercial Banks, closed at $33.84, +0.1%, on 2026-08-27, with a market cap of $464M, a trailing P/E of 11.5, a return on equity of 14.7% and a net margin of 41.2%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 216 daily returns, full history. Click a metric for its method.
| Ann. Volatility | 22.59% | Sharpe | 1.92 |
| Sortino | 3.33 |
Only 10 paired months (needs 12) — not enough to estimate.
| Max Drawdown | −9.23% | Ulcer Index | 3.36 |
| MTD | −1.17% | QTD | 4.80% |
| YTD | 38.79% | Since inception | 42.03% |
| Skewness | 0.84 | Excess Kurtosis | 3.61 |
| Omega (θ=0) | 1.40 | Tail Ratio | 1.34 |
| Gain/Pain | 0.40 | Hit Rate | 50.93% |
| Win/Loss | 1.28 | Upside Potential | 0.74 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.80% | -3.07% | -2.17% | -3.14% |
| CVaR (ES) | -2.51% | -3.71% | -2.76% | -3.62% |
| VaR (Cornish-Fisher) | — | — | -1.71% | -3.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -9.23% | 2026-02-03 | 2026-03-20 | 2026-04-08 | 32 | 12 |
| -6.88% | 2025-10-24 | 2025-11-17 | 2025-12-17 | 16 | 21 |
| -6.85% | 2026-04-20 | 2026-05-15 | 2026-06-09 | 19 | 6 |
| -5.37% | 2025-12-17 | 2026-01-02 | 2026-01-15 | 10 | 9 |
| -4.60% | 2026-08-05 | 2026-08-21 | ongoing | 12 | — |
| -4.23% | 2026-07-16 | 2026-07-23 | 2026-07-28 | 5 | 3 |
| -3.95% | 2026-01-21 | 2026-01-23 | 2026-01-29 | 2 | 4 |
| -2.66% | 2026-07-06 | 2026-07-08 | 2026-07-16 | 2 | 6 |
| -2.26% | 2025-10-13 | 2025-10-17 | 2025-10-21 | 4 | 2 |
| -1.79% | 2026-06-26 | 2026-06-30 | 2026-07-01 | 2 | 1 |
Worst depth first · lengths in trading days.
