Sphere 3D Corp

10-Year Study

ANY.US · Financial Services · US · Common Stock

Executive Summary: Sphere 3D Corp has compounded at -60.4% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 202.8%.

1Y CAGR
-83.3%
3Y CAGR
-60.2%
5Y CAGR
-58.2%
10Y CAGR
-60.4%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
177.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +118.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -91.2%
% 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.
2026-18.1-39.3-2.01.0————————-50.8%
2025-7.5-27.8-36.738.836.8-22.2-7.613.219.1-4.1-25.4-43.3-68.4%
2024-36.7-8.1-20.2-35.111.1-2.7-1.9-14.2-0.414.941.3-35.8-71.6%
202337.710.8-16.628.2-31.3-10.326.3-40.8-8.3-24.8-37.5431.271.8%
2022-32.76.2-5.8-34.8-22.6-49.424.3-4.8-30.32.3-27.4-15.9-91.2%
202147.623.20.4-24.5-22.370.629.592.0-8.58.4-27.3-33.3118.2%
2020-0.3-8.5-1.430.0150.525.414.7-18.0-8.2-40.115.5-16.483.8%
2019-14.8-0.8-6.96.3-35.3-4.8-4.5-14.7-8.6-15.1-21.1-0.6-74.5%
2018-8.1-3.1-54.2-54.129.1-22.1-28.7-14.237.8-29.0137.4-42.0-84.5%
20177.3-7.5-27.5-13.9-33.355.65.7-16.9-47.912.25.6-6.1-67.2%
2016———-7.3-11.3-21.62.5-23.2-25.223.137.9-62.5-75.8%

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 202.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.8% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019274.193548387097
2016-05-018225.806451612903
2016-06-016451.612903225806
2016-07-016612.903225806452
2016-08-015080.645161290323
2016-09-013798.387096774193
2016-10-014677.419354838709
2016-11-016451.612903225806
2016-12-012419.3548387096776
2017-01-012596.7741935483873
2017-02-012403.225806451613
2017-03-011741.9354838709678
2017-04-011500
2017-05-011000
2017-06-011556.4516129032259
2017-07-011645.1612903225807
2017-08-011367.7418778801841
2017-09-01712.9032258064516
2017-10-01800
2017-11-01845.1612903225806
2017-12-01793.5483870967741
2018-01-01729.032258064516
2018-02-01706.4516129032259
2018-03-01323.5483870967742
2018-04-01148.38709677419357
2018-05-01191.61290322580643
2018-06-01149.3548387096774
2018-07-01106.45161290322582
2018-08-0191.29032258064517
2018-09-01125.80645161290323
2018-10-0189.35483870967742
2018-11-01212.09677419354838
2018-12-01122.98387096774194
2019-01-01104.83870967741936
2019-02-01103.99193548387098
2019-03-0196.7741935483871
2019-04-01102.8225806451613
2019-05-0166.53225806451613
2019-06-0163.30645161290323
2019-07-0160.483870967741936
2019-08-0151.61290322580645
2019-09-0147.17741935483871
2019-10-0140.04032258064516
2019-11-0131.572580645161292
2019-12-0131.370967741935484
2020-01-0131.290322580645164
2020-02-0128.629032258064516
2020-03-0128.2258064516129
2020-04-0136.693548387096776
2020-05-0191.93548387096774
2020-06-01115.32258064516128
2020-07-01132.25806451612902
2020-08-01108.46774193548387
2020-09-0199.5967741935484
2020-10-0159.677419354838705
2020-11-0168.95161290322581
2020-12-0157.66129032258064
2021-01-0185.0806451612903
2021-02-01104.83870967741936
2021-03-01105.24193548387096
2021-04-0179.43548387096774
2021-05-0161.693548387096776
2021-06-01105.24193548387096
2021-07-01136.29032258064515
2021-08-01261.69354838709677
2021-09-01239.51612903225808
2021-10-01259.6774193548387
2021-11-01188.70967741935485
2021-12-01125.80645161290323
2022-01-0184.67741935483872
2022-02-0189.91935483870967
2022-03-0184.67741935483872
2022-04-0155.241935483870975
2022-05-0142.74193548387097
2022-06-0121.612903225806456
2022-07-0126.854838709677416
2022-08-0125.56451612903226
2022-09-0117.822580645161292
2022-10-0118.225806451612904
2022-11-0113.225806451612904
2022-12-0111.129032258064516
2023-01-0115.32258064516129
2023-02-0116.975806451612904
2023-03-0114.153225806451614
2023-04-0118.14516129032258
2023-05-0112.45967741935484
2023-06-0111.17511520737327
2023-07-0114.11290322580645
2023-08-018.352534562211982
2023-09-017.661290322580645
2023-10-015.76036866359447
2023-11-013.600230414746544
2023-12-0119.12442396313364
2024-01-0112.096774193548388
2024-02-0111.117511520737327
2024-03-018.870967741935484
2024-04-015.7546082949308754
2024-05-016.394009216589861
2024-06-016.221198156682028
2024-07-016.105990783410138
2024-08-015.236175115207373
2024-09-015.213133640552996
2024-10-015.990783410138249
2024-11-018.46774193548387
2024-12-015.43778801843318
2025-01-015.028801843317972
2025-02-013.629032258064516
2025-03-012.298387096774194
2025-04-013.1912442396313363
2025-05-014.3663594470046085
2025-06-013.3986175115207375
2025-07-013.139400921658986
2025-08-013.5541474654377883
2025-09-014.233870967741935
2025-10-014.061059907834101
2025-11-013.0299539170506913
2025-12-011.7165898617511521
2026-01-011.4055299539170507
2026-02-010.8525345622119815
2026-03-010.8352534562211982
2026-04-010.8438940092165899
Annual Return Matrix
YearAnnual Return
2017-0.672
2018-0.845020325203252
2019-0.7449180327868852
20200.8380462724935731
20211.181818181818182
2022-0.9115384615384615
20230.7184265010351969
2024-0.7156626506024097
2025-0.6843220338983051
2026-0.5083892617449663
Total Factor Risk
2.0276136417790354
VTI.US Exposure
0.34975569745642743
VEA.US Exposure
0.0011077801263031013
VWO.US Exposure
-0.00027209930604793774
QQQ.US Exposure
-0.028234723363210628
VTV.US Exposure
-0.0020399691360533934
IJR.US Exposure
-0.0019376471334976405
QUAL.US Exposure
-0.017777828004726614
SHV.US Exposure
0.5380268378292815
TLT.US Exposure
-0.0001844786405414299
LQD.US Exposure
0.0013004351641334674
HYG.US Exposure
0.006936519473530148
GLD.US Exposure
0.0003969321092779241
USO.US Exposure
0.0025180488819195987
VNQ.US Exposure
0.01758384120842699
BTC-USD.CC Exposure
0.037818025318738714
CPER.US Exposure
0.0005416814451051011
VIX.INDX Exposure
-0.008711270592736065
UUP.US Exposure
0.00031321571759763034
TIP.US Exposure
-0.0008235133793575713
Idiosyncratic Exposure
0.10368251482542974
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
202.8%

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$5.7M
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 →
-9.8%
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 →
-69.2%
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 →
86.0% 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 →
3.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sphere 3D Corp a high-risk investment?

Sphere 3D Corp (ANY.US) has an annualized volatility of 202.8% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ANY.US has generated a Compound Annual Growth Rate (CAGR) of -60.4%. 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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