CAE Inc.

10-Year Study

CAE.US · Industrials · US · Common Stock

Executive Summary: CAE Inc. has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 57.3% and an annualized volatility of 47.5%.

1Y CAGR
+5.7%
3Y CAGR
+10.0%
5Y CAGR
-2.7%
10Y CAGR
+8.8%

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 →
57.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.4%
% 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.
20265.3-7.5-12.13.9————————-11.0%
2025-7.03.01.21.72.813.8-2.5-5.610.0-5.3-4.313.319.9%
2024-7.3-6.910.7-6.5-2.6-1.1-2.2-1.74.9-6.133.48.117.6%
202316.9-0.10.2-0.5-9.19.32.15.5-3.2-10.7-4.78.611.6%
20220.06.0-2.5-8.85.0-1.47.6-31.0-16.024.512.9-10.3-23.4%
2021-18.717.47.69.9-1.0-0.6-0.9-5.53.61.7-20.74.9-9.0%
202012.2-9.7-52.831.2-9.27.7-7.85.9-7.516.842.613.95.2%
201915.9-0.85.35.19.45.70.4-2.9-2.6-1.27.3-1.446.1%
2018-0.6-0.21.31.911.1-1.00.4-4.32.2-13.115.0-9.10.4%
20171.66.41.6-0.15.67.3-1.6-2.76.61.0-0.15.335.0%
2016———2.25.6-2.810.36.80.5-1.45.1-4.922.2%

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 47.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 17.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110215.847822692494
2016-05-0110785.869774875315
2016-06-0110488.459030246251
2016-07-0111564.207838490718
2016-08-0112345.025855813656
2016-09-0112407.667649463137
2016-10-0112233.427938974768
2016-11-0112852.038613797728
2016-12-0112223.87552469391
2017-01-0112425.211025690483
2017-02-0113221.459866082501
2017-03-0113432.072230947986
2017-04-0113414.437004583322
2017-05-0114169.996234144372
2017-06-0115200.371074554758
2017-07-0114962.295518631801
2017-08-0114565.502925426874
2017-09-0115525.061309966659
2017-10-0115684.421298209842
2017-11-0115666.694221707861
2017-12-0116502.89787183232
2018-01-0116405.077475590828
2018-02-0116378.349085631884
2018-03-0116591.716954616848
2018-04-0116913.00873494806
2018-05-0118787.30263701744
2018-06-0118597.356553048045
2018-07-0118668.999660154495
2018-08-0117872.107868801264
2018-09-0118262.379102256757
2018-10-0115862.702414740108
2018-11-0118235.375161885866
2018-12-0116576.01058113582
2019-01-0119213.762824575424
2019-02-0119069.19070844011
2019-03-0120079.26666850367
2019-04-0121112.672563445485
2019-05-0123107.01459498682
2019-06-0124420.65525887961
2019-07-0124511.586894822405
2019-08-0123793.31882101164
2019-09-0123169.380838224355
2019-10-0122886.574265428528
2019-11-0124546.765497414417
2019-12-0124214.176150193343
2020-01-0127160.820405426508
2020-02-0124534.45757901408
2020-03-0111591.487329273557
2020-04-0115210.382739522194
2020-05-0113805.07563858808
2020-06-0114870.537231453163
2020-07-0113713.225501272123
2020-08-0114521.506709652533
2020-09-0113428.490075592663
2020-10-0115678.818439833569
2020-11-0122365.508436435113
2020-12-0125479.228091445995
2021-01-0120712.205964747915
2021-02-0124312.731347533365
2021-03-0126168.104121315657
2021-04-0128767.463007357197
2021-05-0128473.54256794614
2021-06-0128289.84229331423
2021-07-0128041.846922561148
2021-08-0126489.579601921505
2021-09-0127435.636016275846
2021-10-0127894.88670285562
2021-11-0122108.32805195044
2021-12-0123182.974658547115
2022-01-0123192.15967227871
2022-02-0124579.096745749637
2022-03-0123954.515812001137
2022-04-0121841.962653734172
2022-05-0122934.979287794034
2022-06-0122613.503807188194
2022-07-0124321.91636126496
2022-08-0116771.83507389344
2022-09-0114080.626050535944
2022-10-0117534.191213615864
2022-11-0119802.88960531996
2022-12-0117763.816556905753
2023-01-0120758.131033405894
2023-02-0120739.761005942702
2023-03-0120785.686074600682
2023-04-0120684.65092355313
2023-05-0118810.908122307643
2023-06-0120556.060731310794
2023-07-0120987.756376695783
2023-08-0122145.06810687682
2023-09-0121447.007063275563
2023-10-0119159.93864410827
2023-11-0118259.80729841191
2023-12-0119830.444646514745
2024-01-0118388.39749065425
2024-02-0117120.865595694067
2024-03-0118957.868342013175
2024-04-0117717.891488247773
2024-05-0117249.455787936404
2024-06-0117065.75551330449
2024-07-0116698.35496404067
2024-08-0116422.804552092806
2024-09-0117221.900746741616
2024-10-0116165.624167608132
2024-11-0121557.227228054704
2024-12-0123311.56485078945
2025-01-0121676.63240656545
2025-02-0122319.583367777133
2025-03-0122585.948765993406
2025-04-0122980.904356452014
2025-05-0123614.670303932104
2025-06-0126884.535192380114
2025-07-0126204.844176242044
2025-08-0124744.426992918357
2025-09-0127224.380700449146
2025-10-0125773.148530857055
2025-11-0124670.946883065593
2025-12-0127940.8117715136
2026-01-0129428.783996032074
2026-02-0127224.380700449146
2026-03-0123926.960770806352
2026-04-0124854.647157697502
Annual Return Matrix
YearAnnual Return
20170.35005447646241117
20180.004430295204595147
20190.46079637387237615
20200.05224426936542903
2021-0.0901225666906994
2022-0.23375594294770197
20230.11633919338159249
20240.17554423344140813
20250.198581560283688
2026-0.1104536489151875
Total Factor Risk
0.47527666349355757
VTI.US Exposure
-0.13150872582084452
VEA.US Exposure
0.026526787394923607
VWO.US Exposure
-0.005636835741061355
QQQ.US Exposure
0.06742342035564157
VTV.US Exposure
-0.02565439909844053
IJR.US Exposure
0.09816260458201857
QUAL.US Exposure
0.07739705044615483
SHV.US Exposure
0.4038681955318984
TLT.US Exposure
-0.0035983844847745743
LQD.US Exposure
0.008622908534102146
HYG.US Exposure
0.21284188817962002
GLD.US Exposure
0.024403310739802016
USO.US Exposure
0.001473963569123434
VNQ.US Exposure
0.018981750107385238
BTC-USD.CC Exposure
0.019964020181900032
CPER.US Exposure
-0.004346904368383922
VIX.INDX Exposure
0.04092058416234886
UUP.US Exposure
-0.0049121871652480584
TIP.US Exposure
0.00473089362182401
Idiosyncratic Exposure
0.17034005927201024
Value Score
37.4
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
47.5%

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 →31.5x
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$8.6B
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 →
-5.1%
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 →
-5.7%
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 →
20.5% 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.US) has an annualized volatility of 47.5% and experienced a maximum drawdown of 57.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAE.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. 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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