CAE Inc.

10-Year Study

CAE.TO · Industrials · CA · Common Stock

Executive Summary: CAE Inc. has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 54.5% and an annualized volatility of 48.5%.

1Y CAGR
+5.5%
3Y CAGR
+10.4%
5Y CAGR
-0.1%
10Y CAGR
+9.3%

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 →
54.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +38.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.6-7.3-10.52.4————————-11.1%
2025-6.12.50.8-2.52.413.0-1.0-6.311.3-4.4-2.99.214.4%
2024-5.9-5.910.4-5.0-3.7-0.7-1.1-4.05.3-3.534.310.927.6%
202314.72.4-0.7-0.2-9.06.81.68.2-2.7-8.7-6.86.09.2%
20220.65.6-4.0-6.13.40.46.8-29.2-11.622.711.9-10.0-17.9%
2021-18.116.66.37.5-3.42.6-0.3-4.33.9-0.8-18.23.9-9.5%
202014.2-8.5-50.329.3-10.26.6-9.23.5-5.816.938.012.33.0%
201911.3-0.67.15.210.62.41.1-2.1-3.1-1.98.1-3.438.8%
2018-2.84.21.71.212.50.3-0.8-3.91.0-11.416.2-6.79.0%
2017-1.68.02.32.64.72.8-5.5-2.56.44.7-0.42.926.3%
2016———-1.210.4-4.311.67.30.11.15.1-4.826.7%

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 48.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.5% of variance. Idiosyncratic stock-specific factors contribute 16.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019880.112036892957
2016-05-0110912.068014315826
2016-06-0110440.43796239974
2016-07-0111650.988103153159
2016-08-0112507.108401352365
2016-09-0112514.959471502738
2016-10-0112655.995812762587
2016-11-0113307.634635243523
2016-12-0112669.080929679874
2017-01-0112466.650634451344
2017-02-0113458.361036058339
2017-03-0113762.78451288
2017-04-0114121.741098583978
2017-05-0114778.755428555263
2017-06-0115199.813271845072
2017-07-0114363.638935649518
2017-08-0114010.199318159313
2017-09-0114905.716427833813
2017-10-0115609.059144728468
2017-11-0115554.384575122716
2017-12-0116007.341811546024
2018-01-0115561.740532741083
2018-02-0116219.88654849981
2018-03-0116501.53484884922
2018-04-0116701.06519924743
2018-05-0118792.986377332334
2018-06-0118854.02667949244
2018-07-0118709.10016833826
2018-08-0117984.184691120514
2018-09-0118169.073856643703
2018-10-0116090.237795476085
2018-11-0118695.732129974112
2018-12-0117452.433831746617
2019-01-0119421.001259000437
2019-02-0119302.74009421284
2019-03-0120669.321412909703
2019-04-0121751.290108587546
2019-05-0124061.84071048704
2019-06-0124650.795410404913
2019-07-0124916.83831529037
2019-08-0124398.75589973413
2019-09-0123643.65726810968
2019-10-0123201.131123881685
2019-11-0125069.58593634649
2019-12-0124227.906395867554
2020-01-0127659.841521475562
2020-02-0125306.11108926498
2020-03-0112582.931996666723
2020-04-0116267.983194466058
2020-05-0114612.892622407457
2020-06-0115574.825973436275
2020-07-0114138.999144953506
2020-08-0114627.039018528372
2020-09-0113778.274138317698
2020-10-0116105.303686299298
2020-11-0122223.479704837922
2020-12-0124946.598900683024
2021-01-0120434.0010677798
2021-02-0123821.986041487446
2021-03-0125328.543501500204
2021-04-0127231.18926030188
2021-05-0126311.695097635806
2021-06-0127004.852318665588
2021-07-0126927.048489075143
2021-08-0125767.070988651867
2021-09-0126764.368980908384
2021-10-0126545.103888257967
2021-11-0121714.221586156265
2021-12-0122570.05831535281
2022-01-0122704.44503127774
2022-02-0123984.665549654208
2022-03-0123015.66034963952
2022-04-0121608.12496432399
2022-05-0122343.721373716522
2022-06-0122435.670250353294
2022-07-0123963.44730454742
2022-08-0116961.14041549584
2022-09-0114987.764025164179
2022-10-0118389.89404591815
2022-11-0120575.46233083978
2022-12-0118524.28211091767
2023-01-0121254.473155748645
2023-02-0121763.732623504882
2023-03-0121615.19816238445
2023-04-0121565.687125035838
2023-05-0119634.748573992332
2023-06-0120971.551978703283
2023-07-0121311.057391157716
2023-08-0123051.02499086722
2023-09-0122428.597052292836
2023-10-0120483.512105128415
2023-11-0119083.051266947936
2023-12-0120228.883720324884
2024-01-0119040.613427659777
2024-02-0117923.073766524656
2024-03-0119783.281686038175
2024-04-0118785.983693781658
2024-05-0118099.89967081233
2024-06-0117972.584803873273
2024-07-0117767.467456418355
2024-08-0117053.0906412072
2024-09-0117958.438407752357
2024-10-0117328.938620192104
2024-11-0123277.36193250351
2024-12-0125816.582026000484
2025-01-0124239.295283532327
2025-02-0124833.43042986488
2025-03-0125024.40273027347
2025-04-0124394.902942713215
2025-05-0124989.03808904577
2025-06-0128228.487252558392
2025-07-0127945.564726438446
2025-08-0126191.45207968262
2025-09-0129147.98141522447
2025-10-0127853.617198876258
2025-11-0127040.21695989329
2025-12-0129522.85297987014
2026-01-0130866.72985245647
2026-02-0128610.431313745743
2026-03-0125618.537013198285
2026-04-0126240.964196290905
Annual Return Matrix
YearAnnual Return
20170.2634966893332886
20180.09027682654706948
20190.3882250824980127
20200.029663830339795805
2021-0.09526511388553027
2022-0.17925413164232218
20230.09201984720382628
20240.2762237592013732
20250.14356164383561643
2026-0.11116435074269282
Total Factor Risk
0.48463211176273524
VTI.US Exposure
-0.09738084234167994
VEA.US Exposure
0.02797903739443145
VWO.US Exposure
-0.00212853911991831
QQQ.US Exposure
0.040593970042396565
VTV.US Exposure
-0.0329840244107217
IJR.US Exposure
0.0814906258797772
QUAL.US Exposure
0.07856420263862188
SHV.US Exposure
0.4549242071957142
TLT.US Exposure
-0.0008880247987591382
LQD.US Exposure
0.004379038227585629
HYG.US Exposure
0.1949701398226227
GLD.US Exposure
0.016584520692983485
USO.US Exposure
0.0003168339789923856
VNQ.US Exposure
0.012454379360486545
BTC-USD.CC Exposure
0.018919965258202772
CPER.US Exposure
-0.0030582651253441145
VIX.INDX Exposure
0.02659585609190419
UUP.US Exposure
0.008007833049959048
TIP.US Exposure
0.005896161975433348
Idiosyncratic Exposure
0.16476292418731184
Value Score
37.5
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
48.5%

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 →31.1x
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$11.8B
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 →
-5.2%
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 →
-6.5%
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 →
21.7% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CAE Inc. a high-risk investment?

CAE Inc. (CAE.TO) has an annualized volatility of 48.5% and experienced a maximum drawdown of 54.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAE.TO has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 70% 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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