Aurora Cannabis Inc

10-Year Study

ACB.US · Healthcare · US · Common Stock

Executive Summary: Aurora Cannabis Inc has compounded at -22.2% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 106.0%.

1Y CAGR
-34.2%
3Y CAGR
-11.1%
5Y CAGR
-48.7%
10Y CAGR
-22.2%

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 →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
113.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +343.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -82.9%
% 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.
2026-3.8-5.4-14.810.4————————-14.5%
2025-14.139.7-13.95.714.2-20.04.522.310.0-16.9-7.1-8.3-0.7%
2024-20.2-17.439.8110.3-32.9-25.433.1-1.1-3.3-7.8-16.1-6.6-10.7%
202312.7-19.7-16.5-13.9-15.25.15.2-14.721.9-24.64.33.5-48.4%
2022-23.1-8.75.3-24.2-45.2-20.56.813.5-23.817.2-11.2-27.3-82.9%
202134.2-5.7-11.5-4.08.1-6.4-22.35.7-6.7-4.2-3.2-15.7-34.9%
2020-12.5-29.1-32.4-18.358.6-11.8-18.0-3.8-52.6-12.9188.4-28.9-67.9%
201942.96.619.80.2-16.43.0-20.1-12.0-20.2-18.2-30.4-13.6-56.5%
201825.1-15.2-10.2-13.4-0.813.1-22.927.143.7-29.2-15.9-13.3-32.6%
20171.79.71.3-1.8-9.5-3.430.6-8.311.55.8154.327.2343.6%
2016———3.3-13.8-2.1-6.582.868.556.420.9-14.2307.6%

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 106.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.5% of variance. Idiosyncratic stock-specific factors contribute 24.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110331.741520113366
2016-05-018909.942416225027
2016-06-018720.378758713336
2016-07-018151.646830435032
2016-08-0114905.207932308349
2016-09-0125118.46448727505
2016-10-0139289.06973124841
2016-11-0147511.81573192009
2016-12-0140758.27510791839
2017-01-0141469.164420926754
2017-02-0145497.61228017005
2017-03-0146090.01662803175
2017-04-0145260.642349876725
2017-05-0140947.838765430075
2017-06-0139549.732558996744
2017-07-0151658.748556310056
2017-08-0147393.330766773426
2017-09-0152843.57772990506
2017-10-0155900.43249264844
2017-11-01142180.0127781919
2017-12-01180805.57899134196
2018-01-01226232.11257914698
2018-02-01191943.02237002694
2018-03-01172274.78436801195
2018-04-01149265.31540017857
2018-05-01148104.17912403858
2018-06-01167535.44719576027
2018-07-01129146.85091290352
2018-08-01164150.6188412801
2018-09-01235905.08096950437
2018-10-01167099.43235339894
2018-11-01140560.1107443297
2018-12-01121884.29183424394
2019-01-01174225.73167435272
2019-02-01185775.25126348468
2019-03-01222635.42016496975
2019-04-01223126.8890836562
2019-05-01186512.45464151437
2019-06-01192164.34720640877
2019-07-01153584.03708952107
2019-08-01135153.95263877854
2019-09-01107877.4276516796
2019-10-0188218.6709042209
2019-11-0161433.614835808425
2019-12-0153078.64321813848
2020-01-0146443.81281587117
2020-02-0132928.41755199332
2020-03-0122263.542016496976
2020-04-0118184.349991399293
2020-05-0128832.843229606093
2020-06-0125433.51654202469
2020-07-0120866.951172562927
2020-08-0120068.31417969742
2020-09-019522.210299550306
2020-10-018293.538002834137
2020-11-0123918.154042741415
2020-12-0117017.111309518932
2021-01-0122832.8268473088
2021-02-0121542.72093575682
2021-03-0119064.89847071255
2021-04-0118307.217221070914
2021-05-0119781.623977130315
2021-06-0118511.995937190273
2021-07-0114375.465871579172
2021-08-0115194.580736056618
2021-09-0114170.687155459811
2021-10-0113576.828878713663
2021-11-0113146.793574863004
2021-12-0111078.528542057453
2022-01-018518.794590565436
2022-02-017781.5912125357345
2022-03-018191.148644774457
2022-04-016204.795098416651
2022-05-013399.3266875813997
2022-06-012703.0790527755703
2022-07-012887.3798972829964
2022-08-013276.459457909783
2022-09-012498.3003366562093
2022-10-012928.3356405068685
2022-11-012600.68969471589
2022-12-011890.107549781706
2023-01-012129.698647641359
2023-02-011709.9022795966678
2023-03-011427.3076513519493
2023-04-011228.6722967161686
2023-05-011042.3236650475496
2023-06-011095.5661312385835
2023-07-011152.904171752005
2023-08-01982.9378373729348
2023-09-011197.9554892982642
2023-10-01903.074138086384
2023-11-01941.9820941490625
2023-12-01974.7466887281603
2024-01-01778.1591212535734
2024-02-01643.0051686147949
2024-03-01898.9785637639966
2024-04-011890.107549781706
2024-05-011267.5802527788474
2024-06-01946.0776684714498
2024-07-011259.389104134073
2024-08-011245.0545940057175
2024-09-011204.0988507818452
2024-10-011109.900641366939
2024-11-01931.7431583430945
2024-12-01870.3095435072861
2025-01-01747.4423138356692
2025-02-011044.3714522087432
2025-03-01898.9785637639966
2025-04-01950.173242793837
2025-05-011085.3271954326156
2025-06-01868.2617563460925
2025-07-01907.169712408771
2025-08-011109.900641366939
2025-09-011220.481148071394
2025-10-011013.6546447908391
2025-11-01941.9820941490625
2025-12-01864.1661820237052
2026-01-01831.4015874446073
2026-02-01786.3502698983478
2026-03-01669.6264017103119
2026-04-01739.2511651908948
Annual Return Matrix
YearAnnual Return
20173.4360458952841126
2018-0.3258820191600368
2019-0.5645161290322581
2020-0.6793981481481481
2021-0.348977135980746
2022-0.8293900184842884
2023-0.4842903575297942
2024-0.1071428571428571
2025-0.007058823529411784
2026-0.14454976303317535
Total Factor Risk
1.0601300646525065
VTI.US Exposure
-0.026910985829025017
VEA.US Exposure
0.01008544598442338
VWO.US Exposure
0.022051871750825906
QQQ.US Exposure
0.07505669949169012
VTV.US Exposure
0.01516463243633821
IJR.US Exposure
0.015795602649456203
QUAL.US Exposure
-0.024052830341016032
SHV.US Exposure
0.5852676776108725
TLT.US Exposure
-0.006635040971683079
LQD.US Exposure
0.02338493328911033
HYG.US Exposure
-0.001244611584364164
GLD.US Exposure
0.0002799477787733057
USO.US Exposure
0.009690766483614591
VNQ.US Exposure
0.04360754923470593
BTC-USD.CC Exposure
0.0053282405589577765
CPER.US Exposure
0.008138454848660555
VIX.INDX Exposure
-0.003149392257545469
UUP.US Exposure
0.0029807751691338412
TIP.US Exposure
0.004572345433215013
Idiosyncratic Exposure
0.24058791826385603
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
106.0%

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$195.1M
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 →
+2.9%
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 →
-19.2%
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 →
42.1% 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.US) has an annualized volatility of 106.0% 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.US?

Over the past 10 years, ACB.US has generated a Compound Annual Growth Rate (CAGR) of -22.2%. 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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