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CNO Financial Group, Inc. (CNO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US12621E1038
CUSIP
12621E103
IPO Date
Jan 1, 1987

Highlights

Market Cap
$4.00B
Enterprise Value
$4.00B
EPS (TTM)
$1.30
PE Ratio
31.59
PEG Ratio
5.88
Total Revenue (TTM)
$4.49B
Gross Profit (TTM)
$1.26B
EBITDA (TTM)
$587.77M
Year Range
$34.63 - $44.86
Target Price
$48.50
ROA (TTM)
2,491.35%

Share Price Chart


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CNO Financial Group, Inc.

Often compared with CNO:
CNO vs. BRK-B

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CNO Financial Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

CNO Financial Group, Inc. (CNO) has returned -2.92% so far this year and 0.29% over the past 12 months. Over the last ten years, CNO has returned 10.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


CNO Financial Group, Inc.

1D
2.19%
1M
-1.39%
YTD
-2.92%
6M
4.69%
1Y
0.29%
3Y*
25.25%
5Y*
12.95%
10Y*
10.81%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2003, CNO's average daily return is +0.09%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2008 with a return of +82.2%, while the worst month was Sep 2008 at -60.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, CNO closed higher 51% of trading days. The best single day was Sep 18, 2008 with a return of +80.7%, while the worst single day was Mar 2, 2009 at -57.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.99%-0.57%-1.39%-2.92%
20257.34%4.38%0.31%-8.91%0.05%2.09%-4.51%7.14%0.64%1.19%2.27%4.21%16.10%
2024-2.58%-1.80%3.54%-4.18%8.96%-2.82%25.76%0.17%1.01%-1.99%15.99%-6.35%36.13%
202312.74%-0.54%-12.89%1.13%-3.25%9.72%8.66%-9.02%2.06%-2.32%14.32%5.88%25.08%
20224.61%-3.09%4.40%-3.79%-14.79%-11.44%3.65%-1.81%-1.63%22.76%6.44%-2.08%-1.57%
2021-4.59%13.44%1.44%5.10%4.03%-10.62%-3.30%7.09%-3.22%2.55%-6.13%5.78%9.50%

Benchmark Metrics

CNO Financial Group, Inc. has an annualized alpha of 5.14%, beta of 1.78, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since September 11, 2003.

  • This stock participated in 154.74% of S&P 500 Index downside but only 147.48% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.30 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.14%
Beta
1.78
0.30
Upside Capture
147.48%
Downside Capture
154.74%

Return for Risk

Risk / Return Rank

CNO ranks 38 for risk / return — below 38% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CNO Risk / Return Rank: 3838
Overall Rank
CNO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CNO Sortino Ratio Rank: 3434
Sortino Ratio Rank
CNO Omega Ratio Rank: 3434
Omega Ratio Rank
CNO Calmar Ratio Rank: 4242
Calmar Ratio Rank
CNO Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CNO Financial Group, Inc. (CNO) and compare them to a chosen benchmark (S&P 500 Index).


CNOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.90

-0.89

Sortino ratio

Return per unit of downside risk

0.21

1.39

-1.18

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

0.04

1.40

-1.35

Martin ratio

Return relative to average drawdown

0.09

6.61

-6.52

Explore CNO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

CNO Financial Group, Inc. provided a 1.66% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The company has been increasing its dividends for 13 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.68$0.67$0.63$0.59$0.55$0.51$0.47$0.43$0.39$0.35$0.31$0.27

Dividend yield

1.66%1.58%1.69%2.11%2.41%2.14%2.11%2.37%2.62%1.42%1.62%1.41%

Monthly Dividends

The table displays the monthly dividend distributions for CNO Financial Group, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.17$0.17
2025$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.67
2024$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.63
2023$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.59
2022$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.55
2021$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.51

Dividend Yield & Payout


Dividend Yield

CNO Financial Group, Inc. has a dividend yield of 1.66%, which is quite average when compared to the overall market.

Payout Ratio

CNO Financial Group, Inc. has a payout ratio of 51.25%, which is quite average when compared to the overall market. This suggests that CNO Financial Group, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the CNO Financial Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CNO Financial Group, Inc. was 98.99%, occurring on Mar 10, 2009. Recovery took 2160 trading sessions.

The current CNO Financial Group, Inc. drawdown is 7.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.99%Apr 6, 2006736Mar 10, 20092160Oct 5, 20172896
-63.86%Jan 12, 2018551Mar 23, 2020233Feb 24, 2021784
-38.02%May 18, 2021292Jul 14, 2022344Nov 24, 2023636
-33.75%Apr 13, 200486Aug 13, 2004354Jan 9, 2006440
-16.97%Sep 12, 200313Sep 30, 200362Dec 29, 200375

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of CNO Financial Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how CNO Financial Group, Inc. is priced in the market compared to other companies in the Insurance - Life industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for CNO, comparing it with other companies in the Insurance - Life industry. Currently, CNO has a P/E ratio of 31.6. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for CNO compared to other companies in the Insurance - Life industry. CNO currently has a PEG ratio of 5.9. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for CNO relative to other companies in the Insurance - Life industry. Currently, CNO has a P/S ratio of 0.9. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items