Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Compass Diversified Holdings Volatility Related Terms
CODIPC.PFD vs MATW, AIAI, FBYD: Volatility Comparison
For the Conglomerates subindustry, Compass Diversified Holdings's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
Compass Diversified Holdings Volatility vs Conglomerates Industry
For the Conglomerates industry and Industrials sector, Compass Diversified Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where Compass Diversified Holdings's Volatility falls into.
The annualized volatility is calculated as following:
σA
=
σM
*
√12
=
√ 1/(n-1) ∑(Ri - R')^2
*
√12
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
Compass Diversified Holdings (CODIPC.PFD) has a Volatility of 29.26% as of Jun. 28, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Compass Diversified Holdings and its competitors.
Is Compass Diversified Holdings' Volatility too high?
Compass Diversified Holdings' current Volatility is 29.26%. Overall, Compass Diversified Holdings has a GF Score™ of 51/100, reflecting its overall financial health beyond just this single metric.
How does Compass Diversified Holdings' Volatility compare to MATW and AIAI?
Compass Diversified Holdings' Volatility of 29.26% can be compared against companies in the Conglomerates industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for a Conglomerates company?
A good Volatility depends on the Conglomerates industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Compass Diversified Holdings and its competitors. Compass Diversified Holdings's current Volatility is 29.26%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Compass Diversified Holdings stock overvalued right now?
Compass Diversified Holdings (CODIPC.PFD) has a current Volatility of 29.26%. The current Volatility is 29.26%. Compass Diversified Holdings' overall GF Score™ is 51/100 with 6 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Compass Diversified Holdings (CODIPC.PFD), the current Volatility is 29.26% as of Jun. 28, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Compass Diversified Holdings is a diversified business conglomerate based in the United States having two groups: branded consumer business and industrial business. Branded consumer businesses are characterized as those businesses that capitalize on a valuable brand name in their respective market sector. It includes 5.11, Ergobaby, Liberty Safe, and Velocity Outdoor. Industrial businesses are characterized as those businesses that focus on manufacturing and selling particular products and industrial services within a specific market sector. The company has operations in the United States, Canada, Europe, Asia Pacific, and other International areas.
51GF Score
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