Aurora Cannabis Inc

10-Year Study

ACB.TO · Healthcare · CA · Common Stock

Executive Summary: Aurora Cannabis Inc has compounded at -21.8% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 104.6%.

1Y CAGR
-33.9%
3Y CAGR
-10.2%
5Y CAGR
-47.0%
10Y CAGR
-21.8%

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 →
99.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
113.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +317.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -81.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
10%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.5-5.1-12.48.5————————-13.9%
2025-13.639.6-14.51.313.9-20.86.620.512.3-16.2-7.6-10.3-5.6%
2024-20.0-17.938.9113.3-33.4-24.933.9-3.4-2.6-5.3-15.3-4.4-6.0%
202311.2-18.7-16.8-16.0-13.92.97.1-10.717.9-22.81.64.8-48.0%
2022-22.5-9.23.3-21.7-45.4-20.26.517.1-20.816.7-11.7-27.7-81.8%
202133.8-5.1-13.2-6.32.6-0.1-22.06.8-6.3-6.40.0-16.6-35.4%
2020-10.4-27.6-30.4-19.057.4-12.9-18.7-5.6-51.9-13.2183.5-30.5-68.3%
201937.26.721.90.7-15.6-0.1-19.7-10.9-20.7-18.9-29.7-16.0-58.8%
201821.9-11.1-10.6-13.00.514.4-24.525.441.0-28.0-15.0-10.8-29.4%
2017-1.312.31.20.0-9.3-7.724.5-7.411.69.7162.320.0317.4%
2016———0.0-12.0-1.1-5.386.565.161.320.8-13.9325.9%

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 104.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.5% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-018796.296296296296
2016-06-018703.703703703704
2016-07-018240.74074074074
2016-08-0115370.37037037037
2016-09-0125370.370370370372
2016-10-0140925.9413580247
2016-11-0149444.45987654321
2016-12-0142592.5925925926
2017-01-0142037.03703703703
2017-02-0147222.222222222226
2017-03-0147777.77777777779
2017-04-0147777.77777777779
2017-05-0143333.333333333336
2017-06-0140000.01543209877
2017-07-0149814.81481481482
2017-08-0146111.11111111112
2017-09-0151481.48148148149
2017-10-0156481.48148148149
2017-11-01148148.14814814815
2017-12-01177777.77777777778
2018-01-01216666.6666666667
2018-02-01192592.59259259258
2018-03-01172222.22222222222
2018-04-01149814.84567901236
2018-05-01150555.5401234568
2018-06-01172222.22222222222
2018-07-01130000
2018-08-01162962.96296296298
2018-09-01229814.81481481483
2018-10-01165555.57098765433
2018-11-01140740.74074074073
2018-12-01125555.55555555558
2019-01-01172222.22222222222
2019-02-01183703.7191358025
2019-03-01223888.8888888889
2019-04-01225370.3703703704
2019-05-01190185.1851851852
2019-06-01190000
2019-07-01152592.59259259258
2019-08-01135925.95679012345
2019-09-01107777.79320987655
2019-10-0187407.42283950617
2019-11-0161481.48148148148
2019-12-0151666.66666666667
2020-01-0146296.2962962963
2020-02-0133518.51851851852
2020-03-0123333.333333333336
2020-04-0118888.88888888889
2020-05-0129737.654320987655
2020-06-0125910.493827160495
2020-07-0121064.814814814814
2020-08-0119876.543209876545
2020-09-019567.901234567902
2020-10-018302.46913580247
2020-11-0123533.95061728395
2020-12-0116358.024691358027
2021-01-0121882.716049382718
2021-02-0120771.604938271605
2021-03-0118040.123456790127
2021-04-0116898.14814814815
2021-05-0117345.67901234568
2021-06-0117330.246913580246
2021-07-0113518.518518518518
2021-08-0114444.444444444443
2021-09-0113533.950617283952
2021-10-0112669.753086419752
2021-11-0112669.753086419752
2021-12-0110570.987654320988
2022-01-018194.444444444445
2022-02-017438.2716049382725
2022-03-017685.185185185185
2022-04-016018.518518518518
2022-05-013287.0370370370374
2022-06-012623.456790123457
2022-07-012793.20987654321
2022-08-013271.604938271605
2022-09-012592.592592592593
2022-10-013024.6913580246915
2022-11-012669.7530864197533
2022-12-011929.0123456790122
2023-01-012145.061728395062
2023-02-011743.8271604938275
2023-03-011450.6172839506173
2023-04-011219.135802469136
2023-05-011049.382716049383
2023-06-011080.2469135802469
2023-07-011157.4074074074074
2023-08-011033.9506172839506
2023-09-011219.135802469136
2023-10-01941.3580246913581
2023-11-01956.7901234567902
2023-12-011003.0864197530865
2024-01-01802.4691358024693
2024-02-01658.9506172839506
2024-03-01915.1234567901234
2024-04-011952.1604938271605
2024-05-011299.382716049383
2024-06-01975.3086419753088
2024-07-011305.5555555555557
2024-08-011260.8024691358025
2024-09-011228.3950617283951
2024-10-011163.5802469135804
2024-11-01986.1111111111111
2024-12-01942.9012345679014
2025-01-01814.8148148148149
2025-02-011137.3456790123457
2025-03-01972.2222222222223
2025-04-01984.5679012345679
2025-05-011121.9135802469134
2025-06-01888.8888888888889
2025-07-01947.5308641975308
2025-08-011141.9753086419753
2025-09-011282.4074074074076
2025-10-011074.0740740740741
2025-11-01992.283950617284
2025-12-01890.4320987654321
2026-01-01850.3086419753087
2026-02-01807.098765432099
2026-03-01706.7901234567901
2026-04-01766.9753086419753
Annual Return Matrix
YearAnnual Return
20173.1739130434782608
2018-0.29374999999999996
2019-0.5884955752212389
2020-0.6833930704898448
2021-0.35377358490566035
2022-0.8175182481751825
2023-0.48
2024-0.05999999999999994
2025-0.05564648117839621
2026-0.13864818024263426
Total Factor Risk
1.0461593184384366
VTI.US Exposure
-0.016842725188137748
VEA.US Exposure
0.010300881182354945
VWO.US Exposure
0.020740794764271646
QQQ.US Exposure
0.05920012633745713
VTV.US Exposure
0.006666194427428173
IJR.US Exposure
0.010679523638322525
QUAL.US Exposure
-0.0187353405186991
SHV.US Exposure
0.5954413858475202
TLT.US Exposure
-0.005110109064551689
LQD.US Exposure
0.016359576712765844
HYG.US Exposure
-0.00019337303933176624
GLD.US Exposure
-0.00003873216529248326
USO.US Exposure
0.010731414021579525
VNQ.US Exposure
0.04108035597393482
BTC-USD.CC Exposure
0.005353872879546964
CPER.US Exposure
0.007220737264766053
VIX.INDX Exposure
-0.002594024070892748
UUP.US Exposure
0.007706521855345186
TIP.US Exposure
0.006194710000932459
Idiosyncratic Exposure
0.24583820914068003
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
104.6%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$271.6M
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
$0
Avg Yield on Cost
0.00%

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 →
-19.5%
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 →
42.6% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurora Cannabis Inc a high-risk investment?

Aurora Cannabis Inc (ACB.TO) has an annualized volatility of 104.6% and experienced a maximum drawdown of 99.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACB.TO has generated a Compound Annual Growth Rate (CAGR) of -21.8%. It has had a positive return in 10% 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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