Autocanada Inc

10-Year Study

ACQ.TO · Consumer Cyclical · CA · Common Stock

Executive Summary: Autocanada Inc has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 76.9% and an annualized volatility of 96.5%.

1Y CAGR
-0.2%
3Y CAGR
+8.6%
5Y CAGR
-13.0%
10Y CAGR
+1.2%

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 →
76.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +92.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -48.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.8-5.3-22.16.3————————-7.6%
202514.5-12.2-6.4-4.440.40.120.925.5-6.0-19.1-18.514.836.5%
2024-6.2-0.325.5-10.1-15.1-6.2-0.1-22.78.3-7.826.6-7.8-24.3%
202315.08.9-31.93.4-16.411.917.219.4-9.7-1.3-23.424.7-1.8%
2022-11.5-13.210.5-17.5-4.4-14.15.514.9-24.0-6.126.7-13.4-45.4%
202117.89.60.454.8-8.615.31.6-5.4-3.4-3.9-27.632.380.9%
20205.2-12.6-52.722.414.542.731.36.920.711.047.8-20.792.2%
2019-1.215.3-16.811.2-6.84.7-21.3-5.4-5.43.864.3-8.413.2%
20181.6-9.16.9-1.9-21.70.1-15.0-11.47.2-26.729.0-11.1-48.5%
20179.7-9.0-2.34.6-21.43.95.29.68.7-2.13.6-5.9-0.2%
2016———12.75.62.7-4.17.9-2.9-0.5-7.714.128.7%

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 96.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.1% of variance. Idiosyncratic stock-specific factors contribute 17.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111267.854746831583
2016-05-0111896.476012734658
2016-06-0112216.367207035777
2016-07-0111719.971700759932
2016-08-0112640.24591063783
2016-09-0112269.123333455314
2016-10-0112213.74464815018
2016-11-0111277.369146509556
2016-12-0112869.323379807516
2017-01-0114116.197655554335
2017-02-0112840.170283358339
2017-03-0112543.882119027578
2017-04-0113125.23633524841
2017-05-0110320.25713275027
2017-06-0110724.985057513328
2017-07-0111287.066515412107
2017-08-0112367.804735243533
2017-09-0113446.46930386309
2017-10-0113164.086800600138
2017-11-0113639.867774240372
2017-12-0112840.170283358339
2018-01-0113044.36393798563
2018-02-0111859.089301179542
2018-03-0112674.034227442942
2018-04-0112434.649491955453
2018-05-019741.03755748283
2018-06-019752.50362888962
2018-07-018290.51853478245
2018-08-017348.592966663006
2018-09-017874.26354887108
2018-10-015771.398250814213
2018-11-017443.98092240885
2018-12-016616.228150425099
2019-01-016534.623876264011
2019-02-017536.9902782352
2019-03-016268.0987057976845
2019-04-016973.079128090654
2019-05-016497.359144191946
2019-06-016805.662287603224
2019-07-015359.168587843525
2019-08-015071.297007843281
2019-09-014795.257437698979
2019-10-014975.299154682183
2019-11-018175.12594381625
2019-12-017491.857869506349
2020-01-017884.936753638038
2020-02-016891.840792378722
2020-03-013262.9511716129346
2020-04-013994.8280699186394
2020-05-014574.230614410656
2020-06-016525.902343225869
2020-07-018569.058684329297
2020-08-019160.659177126407
2020-09-0111057.440138568692
2020-10-0112277.234969078201
2020-11-0118150.547077981486
2020-12-0114399.677974164744
2021-01-0116967.346092387263
2021-02-0118595.772191117452
2021-03-0118662.86090679548
2021-04-0128884.741586465156
2021-05-0126408.55808053085
2021-06-0130458.276917822423
2021-07-0130958.39279833132
2021-08-0129281.174906380744
2021-09-0128293.141093668048
2021-10-0127195.32574620949
2021-11-0119687.488564423464
2021-12-0126042.619631378002
2022-01-0123035.82537417207
2022-02-0119992.43727205084
2022-03-0122096.58335467974
2022-04-0118235.932716117146
2022-05-0117436.96710213342
2022-06-0114979.08051865676
2022-07-0115808.541003403228
2022-08-0118156.64605213403
2022-09-0113808.077481367633
2022-10-0112966.419048316073
2022-11-0116424.53739281053
2022-12-0114216.708749588319
2023-01-0116345.250728827412
2023-02-0117802.905551286276
2023-03-0112124.760615264511
2023-04-0112533.3918834852
2023-05-0110471.93861992413
2023-06-0111722.228321196373
2023-07-0113734.889791537064
2023-08-0116400.14149620034
2023-09-0114808.30924238543
2023-10-0114619.241043656457
2023-11-0111197.716544077286
2023-12-0113966.650809333869
2024-01-0113100.59647967212
2024-02-0113057.903660604286
2024-03-0116394.042522047792
2024-04-0114735.12155255486
2024-05-0112502.89701272246
2024-06-0111728.327295348921
2024-07-0111722.228321196373
2024-08-019063.075590685647
2024-09-019813.249411448995
2024-10-019050.877642380552
2024-11-0111459.972432636829
2024-12-0110569.522206364887
2025-01-0112106.46369280687
2025-02-0110630.511947890363
2025-03-019947.42684280504
2025-04-019508.300703821616
2025-05-0113350.654419926568
2025-06-0113368.951342384213
2025-07-0116168.380478403533
2025-08-0120285.188031373124
2025-09-0119059.294226711067
2025-10-0115424.305631792731
2025-11-0112563.886754247937
2025-12-0114424.073870774933
2026-01-0116991.74198899745
2026-02-0116089.093814420414
2026-03-0112533.3918834852
2026-04-0113326.258523316379
Annual Return Matrix
YearAnnual Return
2017-0.0022653169548073615
2018-0.4847242673253218
20190.1323457563997381
20200.9220436672690862
20210.8085556967386702
2022-0.4540983606557377
2023-0.01758901758901754
2024-0.24323144104803496
20250.3646855164454703
2026-0.07610993657505272
Total Factor Risk
0.9646268213302179
VTI.US Exposure
0.07569093294498279
VEA.US Exposure
-0.004287361687264386
VWO.US Exposure
0.0063541620265201715
QQQ.US Exposure
-0.040004399471461456
VTV.US Exposure
-0.01338914156712079
IJR.US Exposure
0.021523450420953334
QUAL.US Exposure
0.06172497735881981
SHV.US Exposure
0.581053811670576
TLT.US Exposure
-0.0032666186188097758
LQD.US Exposure
0.1380328943190121
HYG.US Exposure
-0.007223390496483049
GLD.US Exposure
0.006903618457403875
USO.US Exposure
0.000006845824237247868
VNQ.US Exposure
-0.0005812960289963299
BTC-USD.CC Exposure
0.003191162606168934
CPER.US Exposure
-0.00563039942181674
VIX.INDX Exposure
0.004951160734676761
UUP.US Exposure
0.0001689004104190746
TIP.US Exposure
0.0007308619745326925
Idiosyncratic Exposure
0.1740498285436497
Value Score
40.5
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
96.5%

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 →23.9x
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$488.9M
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 →
-5.5%
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 →
-15.8%
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 →
38.1% 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 →
2.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Autocanada Inc a high-risk investment?

Autocanada Inc (ACQ.TO) has an annualized volatility of 96.5% and experienced a maximum drawdown of 76.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACQ.TO has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 40% 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.

Run a Full Backtest on Autocanada Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest