Apple CDR (CAD Hedged)

10-Year Study

AAPL.TO · Technology · CA · Common Stock

Executive Summary: Apple CDR (CAD Hedged) has compounded at 50.8% annually over the last 10 years, with a maximum drawdown of 27.7% and an annualized volatility of 308.5%.

1Y CAGR
+31.5%
3Y CAGR
+13.1%
5Y CAGR
+50.8%
10Y CAGR
+50.8%

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 →
27.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
10.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
151.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +46.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.82.1-4.53.8————————-3.6%
2025-6.12.1-8.2-4.2-5.41.71.311.29.56.12.5-2.36.4%
2024-4.3-2.0-5.1-0.912.910.44.93.01.5-3.04.95.629.6%
202310.82.411.72.64.79.11.2-4.3-9.0-0.411.31.346.9%
2022-1.8-5.25.4-10.1-5.4-9.019.3-2.8-12.510.6-3.6-12.1-27.7%
2021———————326.6-6.95.810.67.3398.6%

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 308.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.8% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0142658.833209986085
2021-09-0139699.24683931816
2021-10-0142019.35954640956
2021-11-0146453.757899564655
2021-12-0149856.95327847495
2022-01-0148978.56984817129
2022-02-0146439.4721857399
2022-03-0148967.47962296523
2022-04-0144021.23918106268
2022-05-0141628.19414549753
2022-06-0137885.525093330565
2022-07-0145205.63763908608
2022-08-0143946.05121356397
2022-09-0138471.239360145504
2022-10-0142549.81065711296
2022-11-0140999.24679737083
2022-12-0136049.24695709335
2023-01-0139931.953598726664
2023-02-0140876.50244042919
2023-03-0145649.81055708471
2023-04-0146847.742849257884
2023-05-0149053.38187583251
2023-06-0153500.938123299864
2023-07-0154146.99073403252
2023-08-0151818.04344076002
2023-09-0147161.08870380876
2023-10-0146957.70525172475
2023-11-0152255.073501846266
2023-12-0152939.65994592201
2024-01-0150663.720169736094
2024-02-0149671.051028834394
2024-03-0147151.31426803392
2024-04-0146706.765410197804
2024-05-0152725.37423855069
2024-06-0158216.16353506263
2024-07-0161070.110811394865
2024-08-0162896.4265419385
2024-09-0163830.26109827247
2024-10-0161906.76491973674
2024-11-0164966.539257096694
2024-12-0168593.60680923439
2025-01-0164424.43401143101
2025-02-0165766.91517112045
2025-03-0160376.68978113802
2025-04-0157831.389111387994
2025-05-0154703.193723604214
2025-06-0155659.02076043155
2025-07-0156371.238782563065
2025-08-0162681.764894729684
2025-09-0168647.93011575221
2025-10-0172812.96757534318
2025-11-0174648.30586198665
2025-12-0172958.08035261568
2026-01-0169446.42633058851
2026-02-0170921.05034315692
2026-03-0167763.15570821115
2026-04-0170338.34359504194
Annual Return Matrix
YearAnnual Return
2022-0.2769464520677578
20230.4685371932715272
20240.295694133269895
20250.06362799313818446
2026-0.03590742444033923
Total Factor Risk
3.084985139180532
VTI.US Exposure
0.17917533688159473
VEA.US Exposure
-0.00015262273615930668
VWO.US Exposure
0.018764457982791787
QQQ.US Exposure
0.08380195121191404
VTV.US Exposure
0.020762993700821884
IJR.US Exposure
0.011834490708311036
QUAL.US Exposure
0.0014703345282854204
SHV.US Exposure
0.41812873142707846
TLT.US Exposure
-0.00022944213860741795
LQD.US Exposure
0.0013758112908296624
HYG.US Exposure
0.022539127314389406
GLD.US Exposure
0.003302565869607542
USO.US Exposure
0.0006709182121411673
VNQ.US Exposure
0.02709505913478406
BTC-USD.CC Exposure
0.004066300278631154
CPER.US Exposure
0.0022860330758006993
VIX.INDX Exposure
0.002725488075232512
UUP.US Exposure
0.013833844270343471
TIP.US Exposure
0.00018976917083507973
Idiosyncratic Exposure
0.18835885174137454
Value Score
37.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
308.5%

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 →30.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.83%
Market Cap$5.2T
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.550.70%Solid

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 →
+3.0%
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 →
+5.8%
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 →
8.6% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Apple CDR (CAD Hedged) a high-risk investment?

Apple CDR (CAD Hedged) (AAPL.TO) has an annualized volatility of 308.5% and experienced a maximum drawdown of 27.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AAPL.TO?

Over the past 10 years, AAPL.TO has generated a Compound Annual Growth Rate (CAGR) of 50.8%. It has had a positive return in 60% 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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