Air Canada

10-Year Study

ACDVF.US · Industrials · US · Common Stock

Executive Summary: Air Canada has compounded at 6.4% annually over the last 10 years, with a maximum drawdown of 73.7% and an annualized volatility of 40.7%.

1Y CAGR
-2.9%
3Y CAGR
-4.7%
5Y CAGR
-9.7%
10Y CAGR
+6.4%

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 →
73.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +102.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -52.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.39.2-13.84.5————————-2.9%
2025-12.6-14.3-14.73.037.810.5-10.02.1-11.24.03.43.4-9.1%
2024-3.8-1.68.32.0-9.6-1.9-12.0-0.75.911.531.3-13.19.3%
202317.5-13.1-4.3-0.611.920.2-1.8-8.9-15.4-15.37.68.6-2.1%
20227.75.03.0-9.70.3-29.49.1-0.7-10.819.4-0.10.6-13.7%
2021-12.425.95.5-3.311.6-8.5-2.8-3.0-5.9-1.8-9.42.8-6.6%
2020-10.1-25.1-55.029.2-21.08.0-9.520.0-12.9-6.372.4-6.1-52.1%
201919.311.2-4.4-0.323.03.811.5-2.7-1.98.06.4-0.596.6%
2018-5.58.7-2.2-4.1-10.4-8.911.814.42.7-10.514.9-13.0-7.6%
20171.1-1.92.9-8.538.22.418.117.013.2-5.9-3.77.9102.1%
2016———7.1-0.2-8.00.6-0.118.816.46.31.547.3%

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 40.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 19.0% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110710.512223010233
2016-05-0110688.078042002579
2016-06-019831.237064161758
2016-07-019889.85540808499
2016-08-019884.065942018497
2016-09-0111737.418766554256
2016-10-0113661.692550404541
2016-11-0114518.388791593698
2016-12-0114732.743772705564
2017-01-0114895.57250582565
2017-02-0114618.401817892345
2017-03-0115038.138107713017
2017-04-0113764.455573084773
2017-05-0119018.39602842628
2017-06-0119465.632282062787
2017-07-0122985.627650489936
2017-08-0126892.793562113737
2017-09-0130452.591509748014
2017-10-0128658.001765787154
2017-11-0127588.253173351088
2017-12-0129773.776613451828
2018-01-0128122.331417984977
2018-02-0130568.38083107786
2018-03-0129902.592233431275
2018-04-0128686.80435946795
2018-05-0125707.68985830282
2018-06-0123418.534975611874
2018-07-0126174.6102965654
2018-08-0129931.53956376373
2018-09-0130751.327958779006
2018-10-0127514.43748100332
2018-11-0131620.326815359458
2018-12-0127499.963815837084
2019-01-0132811.798931843514
2019-02-0136485.649360987685
2019-03-0134890.36198636581
2019-04-0134791.072643325475
2019-05-0142784.154231376015
2019-06-0144390.73106482755
2019-07-0149498.92171194512
2019-08-0148182.831338379816
2019-09-0147270.990432907325
2019-10-0151055.853873876484
2019-11-0154339.34955348743
2019-12-0154056.82360944262
2020-01-0148598.370265302285
2020-02-0136386.794227902334
2020-03-0116381.294235139165
2020-04-0121166.287939094822
2020-05-0116711.29380092921
2020-06-0118048.660462288866
2020-07-0116340.76797267372
2020-08-0119611.816300241713
2020-09-0117076.03016311821
2020-10-0115993.400008684202
2020-11-0127579.568974251353
2020-12-0125907.860647551777
2021-01-0122707.733279298318
2021-02-0128599.962368470573
2021-03-0130163.118206423416
2021-04-0129164.43530995354
2021-05-0132542.588759751638
2021-06-0129786.80291210143
2021-07-0128961.80399762632
2021-08-0128093.384087652517
2021-09-0126443.386258702292
2021-10-0125965.755308216703
2021-11-0123534.179560290057
2021-12-0124185.494492770405
2022-01-0126052.59729921408
2022-02-0127355.227164174783
2022-03-0128165.752413483668
2022-04-0125430.229697066192
2022-05-0125517.07168806357
2022-06-0118019.713131956407
2022-07-0119655.2372957404
2022-08-0119510.5006440781
2022-09-0117411.81919497474
2022-10-0120784.183178706342
2022-11-0120755.235848373883
2022-12-0120871.025169703724
2023-01-0124518.388791593698
2023-02-0121305.23512469063
2023-03-0120393.394219218135
2023-04-0120277.604897888294
2023-05-0122694.70698064871
2023-06-0127279.964105310384
2023-07-0126776.280557525584
2023-08-0124402.599470263856
2023-09-0120639.446527044045
2023-10-0117484.187520805895
2023-11-0118821.55418216555
2023-12-0120436.815214716822
2024-01-0119655.2372957404
2024-02-0119336.81666208334
2024-03-0120943.393495534878
2024-04-0121363.129785355544
2024-05-0119322.34299691711
2024-06-0118960.50136776136
2024-07-0116688.135936663242
2024-08-0116572.3466153334
2024-09-0117556.555846637046
2024-10-0119582.86896990925
2024-11-0125719.70300039079
2024-12-0122347.339016659193
2025-01-0119524.97430924433
2025-02-0116737.346398228427
2025-03-0114271.033853902823
2025-04-0114705.243808889725
2025-05-0120263.131232722062
2025-06-0122390.760012157883
2025-07-0120147.341911392225
2025-08-0120567.078201212895
2025-09-0118265.765439782317
2025-10-0119003.92236326005
2025-11-0119645.105730124043
2025-12-0120306.552228220753
2026-01-0120046.02625522861
2026-02-0121897.208029989437
2026-03-0118873.65937676398
2026-04-0119727.605621571554
Annual Return Matrix
YearAnnual Return
20171.0209254347185381
2018-0.07636964658985956
20190.9657052631578946
2020-0.520729134313652
2021-0.0664804469273742
2022-0.13704368641532017
2023-0.020804438280166537
20240.09348441926345608
2025-0.09132124352331605
2026-0.02851033499643607
Total Factor Risk
0.406724059956042
VTI.US Exposure
0.005105384111367928
VEA.US Exposure
0.025226536354197086
VWO.US Exposure
0.03728854634203645
QQQ.US Exposure
0.1897540910640453
VTV.US Exposure
0.0791417443636081
IJR.US Exposure
0.1659196790536273
QUAL.US Exposure
-0.15307268780540875
SHV.US Exposure
0.04107532086047096
TLT.US Exposure
0.0017963377472947346
LQD.US Exposure
0.03186415257160962
HYG.US Exposure
0.12816024644280535
GLD.US Exposure
0.004154298959865836
USO.US Exposure
0.009864315336633992
VNQ.US Exposure
-0.0011416254544172827
BTC-USD.CC Exposure
0.011972130287519023
CPER.US Exposure
0.0033307148255805217
VIX.INDX Exposure
0.020784010900258353
UUP.US Exposure
0.05300062323137655
TIP.US Exposure
0.04166328489261172
Idiosyncratic Exposure
0.3041128959149172
Value Score
46.2
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
40.7%

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 →9.6x
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$3.8B
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 →
-1.4%
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 →
-2.0%
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 →
20.1% 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 →
1.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Air Canada a high-risk investment?

Air Canada (ACDVF.US) has an annualized volatility of 40.7% and experienced a maximum drawdown of 73.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of ACDVF.US?

Over the past 10 years, ACDVF.US has generated a Compound Annual Growth Rate (CAGR) of 6.4%. It has had a positive return in 30% 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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