Amazon.com CDR (CAD Hedged)

10-Year Study

AMZN.TO · Consumer Cyclical · CA · Common Stock

Executive Summary: Amazon.com CDR (CAD Hedged) has compounded at 15.6% annually over the last 10 years, with a maximum drawdown of 38.3% and an annualized volatility of 48.0%.

1Y CAGR
+20.8%
3Y CAGR
+25.8%
5Y CAGR
+15.6%
10Y CAGR
+15.6%

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 →
38.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +78.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 2.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.4-12.4-1.119.6————————7.1%
20258.3-11.1-10.4-3.411.27.06.4-2.7-4.111.0-4.7-1.32.8%
20241.913.32.2-2.60.19.6-3.3-4.94.4-0.111.55.341.8%
202322.4-8.69.41.914.47.92.43.2-8.14.49.84.278.7%
2022———————-4.1-13.1-9.1-6.6-12.9-38.3%

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 48.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.6% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-07-0110000
2022-08-019592.325963588395
2022-09-018339.328293115112
2022-10-017577.937717063817
2022-11-017080.335853442444
2022-12-016169.064612462899
2023-01-017553.956925024734
2023-02-016906.474968222292
2023-03-017553.956925024734
2023-04-017697.841677259236
2023-05-018806.954023750835
2023-06-019502.398136378626
2023-07-019730.21537487633
2023-08-0110041.966243131601
2023-09-019226.618742055573
2023-10-019634.292206719996
2023-11-0110581.534349884576
2023-12-0111025.179288481215
2024-01-0111235.011647633584
2024-02-0112727.817238497704
2024-03-0113003.597204567941
2024-04-0112667.864972526404
2024-05-0112685.850995366103
2024-06-0113908.873104600918
2024-07-0113447.24214316458
2024-08-0112781.77416352244
2024-09-0113339.328293115112
2024-10-0113321.342270275414
2024-11-0114850.11990681893
2024-12-0115635.49127490931
2025-01-0116930.455188514192
2025-02-0115053.956559106538
2025-03-0113483.213182568936
2025-04-0113021.582495571247
2025-05-0114478.417001291233
2025-06-0115485.611227468014
2025-07-0116480.81504619031
2025-08-0116037.169970374347
2025-09-0115383.692764104888
2025-10-0117080.335418914587
2025-11-0116276.978119464056
2025-12-0116073.141192737803
2026-01-0116618.704731916892
2026-02-0114556.354649745392
2026-03-0114400.47935283708
2026-04-0117218.22510464117
Annual Return Matrix
YearAnnual Return
20230.7871719589721708
20240.41816208750861894
20250.027990800553277406
20260.07124207385303993
Total Factor Risk
0.47991159070890466
VTI.US Exposure
0.3414555353097223
VEA.US Exposure
0.04931716142938555
VWO.US Exposure
-0.009264240539792981
QQQ.US Exposure
0.006140676206567892
VTV.US Exposure
0.0015615971619243575
IJR.US Exposure
-0.01629681254381614
QUAL.US Exposure
-0.02708009184228378
SHV.US Exposure
0.5258763936742274
TLT.US Exposure
0.005719762706115842
LQD.US Exposure
-0.012621908531786944
HYG.US Exposure
0.01125108852476119
GLD.US Exposure
-0.00015408023523629986
USO.US Exposure
-0.001767791963850385
VNQ.US Exposure
0.022699231629729012
BTC-USD.CC Exposure
0.010453263894607639
CPER.US Exposure
0.01705860528582463
VIX.INDX Exposure
0.003388296062039498
UUP.US Exposure
0.010309347098575823
TIP.US Exposure
-0.00152970655473843
Idiosyncratic Exposure
0.06348367322802394
Value Score
38.9
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
48.0%

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 →27.8x
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$3.0T
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 →
+16.3%
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 →
+9.4%
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 →
2.9% 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 →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amazon.com CDR (CAD Hedged) a high-risk investment?

Amazon.com CDR (CAD Hedged) (AMZN.TO) has an annualized volatility of 48.0% and experienced a maximum drawdown of 38.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMZN.TO has generated a Compound Annual Growth Rate (CAGR) of 15.6%. It has had a positive return in 100% 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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