Adobe CDR (CAD Hedged)

10-Year Study

ADBE.TO · · CA · Common Stock

Executive Summary: Adobe CDR (CAD Hedged) has compounded at -8.6% annually over the last 10 years, with a maximum drawdown of 63.3% and an annualized volatility of 48.8%.

1Y CAGR
-53.4%
3Y CAGR
-11.2%
5Y CAGR
-15.3%
10Y CAGR
-8.6%

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 →
63.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +74.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -39.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-16.3-10.7-7.62.0————————-29.5%
2025-25.60.00.00.014.90.00.00.00.00.0-36.010.0-39.8%
20240.00.027.5-5.112.50.015.311.00.00.00.00.074.3%
2023-8.60.00.0-14.614.70.00.00.0-4.60.00.00.0-14.6%
20221.50.00.00.0-7.6-2.40.00.00.0-23.20.00.0-29.7%
202115.2-2.30.02.20.00.00.00.00.00.00.0-0.714.3%
20200.00.00.00.00.00.00.00.00.00.04.00.04.0%
2019————5.20.035.60.0-9.1-21.90.00.01.2%

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 48.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 31.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110515.48158073266
2019-06-0110515.48158073266
2019-07-0114255.988912011346
2019-08-0114255.988912011346
2019-09-0112955.770821684402
2019-10-0110120.62319249695
2019-11-0110120.62319249695
2019-12-0110120.62319249695
2020-01-0110120.62319249695
2020-02-0110120.62319249695
2020-03-0110120.62319249695
2020-04-0110120.62319249695
2020-05-0110120.62319249695
2020-06-0110120.62319249695
2020-07-0110120.62319249695
2020-08-0110120.62319249695
2020-09-0110120.62319249695
2020-10-0110120.62319249695
2020-11-0110530.397889993923
2020-12-0110530.397889993923
2021-01-0112126.704932125363
2021-02-0111852.64117597763
2021-03-0111852.64117597763
2021-04-0112116.111882116007
2021-05-0112116.111882116007
2021-06-0112116.111882116007
2021-07-0112116.111882116007
2021-08-0112116.111882116007
2021-09-0112116.111882116007
2021-10-0112116.111882116007
2021-11-0112116.111882116007
2021-12-0112031.801937650722
2022-01-0112207.447655286735
2022-02-0112207.447655286735
2022-03-0112207.447655286735
2022-04-0112207.447655286735
2022-05-0111281.0903302427
2022-06-0111010.074152414909
2022-07-0111010.074152414909
2022-08-0111010.074152414909
2022-09-0111010.074152414909
2022-10-018454.230367744312
2022-11-018454.230367744312
2022-12-018454.230367744312
2023-01-017723.9908836731265
2023-02-017723.9908836731265
2023-03-017723.9908836731265
2023-04-016594.751840127151
2023-05-017566.47357173517
2023-06-017566.47357173517
2023-07-017566.47357173517
2023-08-017566.47357173517
2023-09-017220.9722158183795
2023-10-017220.9722158183795
2023-11-017220.9722158183795
2023-12-017220.9722158183795
2024-01-017220.9722158183795
2024-02-017220.9722158183795
2024-03-019207.603015760837
2024-04-018741.176584588986
2024-05-019834.43088391591
2024-06-019834.43088391591
2024-07-0111335.833866730529
2024-08-0112587.003196549742
2024-09-0112587.003196549742
2024-10-0112587.003196549742
2024-11-0112587.003196549742
2024-12-0112587.003196549742
2025-01-019367.781900728383
2025-02-019367.781900728383
2025-03-019367.781900728383
2025-04-019367.781900728383
2025-05-0110763.491843255657
2025-06-0110763.491843255657
2025-07-0110763.491843255657
2025-08-0110763.491843255657
2025-09-0110763.491843255657
2025-10-0110763.491843255657
2025-11-016889.22427631462
2025-12-017581.496407808147
2026-01-016347.688818614037
2026-02-015666.582366660728
2026-03-015236.703704362329
2026-04-015342.777659994401
Annual Return Matrix
YearAnnual Return
20200.04048907756992315
20210.14257809280724776
2022-0.2973429573097637
2023-0.14587468028210115
20240.7431175221774773
2025-0.39767263983166923
2026-0.2952871870397643
Total Factor Risk
0.48819453774840676
VTI.US Exposure
0.14032518954277898
VEA.US Exposure
0.017720837052586036
VWO.US Exposure
0.004505891310279434
QQQ.US Exposure
-0.003230339019008967
VTV.US Exposure
0.0316482992164665
IJR.US Exposure
-0.00009023645783223979
QUAL.US Exposure
0.022164403086386626
SHV.US Exposure
0.4347666217491814
TLT.US Exposure
0.001912953830718087
LQD.US Exposure
-0.00001822011340225094
HYG.US Exposure
0.027094992218912744
GLD.US Exposure
0.005980869161006498
USO.US Exposure
0.005466950899218549
VNQ.US Exposure
0.0002414217661881073
BTC-USD.CC Exposure
-0.00036692870013556875
CPER.US Exposure
0.00012922847081905714
VIX.INDX Exposure
0.00005074734581953229
UUP.US Exposure
-0.0002161806191812425
TIP.US Exposure
0.00021321991333403986
Idiosyncratic Exposure
0.3117002793458647
Value Score
44.6
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
48.8%

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 →13.4x
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$149.0B
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 →
-36.4%
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 →
50.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Adobe CDR (CAD Hedged) (ADBE.TO) has an annualized volatility of 48.8% and experienced a maximum drawdown of 63.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADBE.TO has generated a Compound Annual Growth Rate (CAGR) of -8.6%. It has had a positive return in 43% 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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