C3 Ai Inc

10-Year Study

AI.US · Technology · US · Common Stock

Executive Summary: C3 Ai Inc has compounded at -39.7% annually over the last 10 years, with a maximum drawdown of 94.3% and an annualized volatility of 77.8%.

1Y CAGR
-68.1%
3Y CAGR
-39.3%
5Y CAGR
-31.9%
10Y CAGR
-39.7%

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 →
94.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.21
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 →
92.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +156.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -77.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.3-27.85.910.7————————-30.9%
2025-8.9-25.2-10.24.620.8-7.6-4.1-28.22.51.4-17.8-6.7-60.8%
2024-13.749.2-26.8-16.831.2-2.1-7.6-12.73.81.751.0-7.419.9%
202377.413.848.7-46.9124.5-8.915.3-26.1-17.7-4.419.3-1.4156.6%
2022-15.7-14.91.2-25.211.4-3.50.8-2.2-30.64.9-0.8-14.0-64.2%
20210.6-19.4-41.40.5-6.91.3-19.52.4-10.1-2.6-18.1-15.4-77.5%

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 77.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 31.2% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-01-0110061.261261261261
2021-02-018105.225225225225
2021-03-014750.27027027027
2021-04-014775.495495495496
2021-05-014447.5675675675675
2021-06-014506.666666666667
2021-07-013628.828828828829
2021-08-013714.5945945945946
2021-09-013339.8198198198197
2021-10-013251.8918918918916
2021-11-012663.783783783784
2021-12-012252.252252252252
2022-01-011898.3783783783783
2022-02-011615.8558558558561
2022-03-011636.036036036036
2022-04-011224.5045045045044
2022-05-011363.6036036036037
2022-06-011316.0360360360362
2022-07-011326.846846846847
2022-08-011297.2972972972973
2022-09-01900.9009009009009
2022-10-01944.8648648648649
2022-11-01937.6576576576578
2022-12-01806.4864864864863
2023-01-011430.6306306306308
2023-02-011627.3873873873872
2023-03-012419.4594594594596
2023-04-011284.3243243243244
2023-05-012883.6036036036035
2023-06-012625.5855855855852
2023-07-013027.027027027027
2023-08-012235.675675675676
2023-09-011839.2792792792793
2023-10-011758.5585585585584
2023-11-012098.738738738739
2023-12-012069.189189189189
2024-01-011785.9459459459458
2024-02-012664.5045045045044
2024-03-011950.990990990991
2024-04-011623.7837837837837
2024-05-012131.171171171171
2024-06-012087.2072072072074
2024-07-011927.9279279279278
2024-08-011682.162162162162
2024-09-011746.3063063063064
2024-10-011775.135135135135
2024-11-012679.6396396396394
2024-12-012481.4414414414414
2025-01-012259.4594594594596
2025-02-011690.0900900900901
2025-03-011517.1171171171172
2025-04-011586.3063063063066
2025-05-011916.3963963963965
2025-06-011770.8108108108108
2025-07-011698.018018018018
2025-08-011218.7387387387387
2025-09-011249.7297297297296
2025-10-011267.027027027027
2025-11-011041.4414414414414
2025-12-01971.5315315315316
2026-01-01793.5135135135135
2026-02-01572.972972972973
2026-03-01606.8468468468469
2026-04-01671.7117117117118
Annual Return Matrix
YearAnnual Return
2021-0.7747747747747747
2022-0.64192
20231.5656836461126007
20240.1992337164750957
2025-0.6084809758931164
2026-0.3086053412462908
Total Factor Risk
0.777874241047216
VTI.US Exposure
-0.16521006153240486
VEA.US Exposure
-0.04115978778516948
VWO.US Exposure
0.02228269838860537
QQQ.US Exposure
0.31185895779404293
VTV.US Exposure
-0.005442049897377558
IJR.US Exposure
0.19484110420563525
QUAL.US Exposure
0.12187590498478529
SHV.US Exposure
0.20907599294318677
TLT.US Exposure
-0.003415635377407559
LQD.US Exposure
0.06941994602571121
HYG.US Exposure
-0.005298314195058986
GLD.US Exposure
0.008145893818939988
USO.US Exposure
0.00016437191966450703
VNQ.US Exposure
0.00252778535565047
BTC-USD.CC Exposure
0.0035528639169050886
CPER.US Exposure
0.00379717874217427
VIX.INDX Exposure
0.012797315620929367
UUP.US Exposure
0.0003196688908236822
TIP.US Exposure
0.01957945677781928
Idiosyncratic Exposure
0.24028670940254498
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
77.8%

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 →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$1.3B
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 →
+0.3%
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 →
-40.0%
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 →
68.0% 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 →
2.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is C3 Ai Inc a high-risk investment?

C3 Ai Inc (AI.US) has an annualized volatility of 77.8% and experienced a maximum drawdown of 94.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, AI.US has generated a Compound Annual Growth Rate (CAGR) of -39.7%. It has had a positive return in 33% 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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