Canon Inc.

10-Year Study

CAJPY.US · Technology · US · Common Stock

Executive Summary: Canon Inc. has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 55.1% and an annualized volatility of 22.2%.

1Y CAGR
-5.6%
3Y CAGR
+8.0%
5Y CAGR
+7.3%
10Y CAGR
+4.5%

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 →
55.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +40.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -26.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.0-0.3-8.41.4————————-4.6%
2025-1.33.7-7.5-0.6-0.5-3.8-1.53.7-0.9-2.02.21.9-7.0%
20248.74.81.7-8.56.5-5.116.49.3-4.6-0.1-1.33.032.0%
20232.4-3.33.47.14.27.6-1.4-4.7-2.0-2.99.81.222.1%
2022-2.9-0.42.9-5.510.5-8.94.30.8-8.7-2.710.1-5.2-7.7%
202113.9-2.15.34.20.7-2.22.03.22.4-8.2-1.712.832.1%
2020-4.3-3.9-14.0-2.4-2.7-1.3-19.06.1-3.35.21.611.3-26.8%
20194.5-0.10.8-4.71.27.1-7.4-4.43.11.52.01.64.3%
20187.5-5.2-4.4-5.9-0.8-2.1-0.9-0.9-1.4-11.00.4-0.1-22.9%
20175.1-1.16.96.24.81.52.70.5-2.310.01.6-0.740.6%
2016———-6.33.34.3-1.21.31.4-1.10.71.83.7%

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 22.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.2% of variance. Idiosyncratic stock-specific factors contribute 35.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019366.176252043393
2016-05-019674.702248264442
2016-06-0110085.981784599708
2016-07-019966.138037916906
2016-08-0110093.040782964992
2016-09-0110234.061524743647
2016-10-0110124.779738020932
2016-11-0110191.760609727618
2016-12-0110370.305500711207
2017-01-0110897.288920026325
2017-02-0110775.693692546121
2017-03-0111523.788293739251
2017-04-0112238.763985308791
2017-05-0112832.091374222447
2017-06-0113019.234443666008
2017-07-0113367.5137464705
2017-08-0113436.405324501624
2017-09-0113134.036048659318
2017-10-0114446.691293548181
2017-11-0114683.990404008237
2017-12-0114581.714540475128
2018-01-0115681.166804662123
2018-02-0114862.42914464047
2018-03-0114211.302889412562
2018-04-0113376.961127741333
2018-05-0113271.713054370211
2018-06-0112993.439908286098
2018-07-0112874.23306371144
2018-08-0112754.973143961106
2018-09-0112580.090440099357
2018-10-0111200.825849733563
2018-11-0111244.55979449292
2018-12-0111238.774600343926
2019-01-0111739.645033225059
2019-02-0111727.43774281893
2019-03-0111825.149141243659
2019-04-0111271.362758210727
2019-05-0111409.8358915568
2019-06-0112219.816147591448
2019-07-0111313.875973929475
2019-08-0110812.899390696984
2019-09-0111146.84839606819
2019-10-0111313.875973929475
2019-11-0111539.28624503747
2019-12-0111720.750270683395
2020-01-0111215.049996815489
2020-02-0110777.975925100312
2020-03-019273.772371186547
2020-04-019046.61061928115
2020-05-018798.059571577181
2020-06-018687.610130989533
2020-07-017034.477634120969
2020-08-017465.182684754686
2020-09-017217.215463983185
2020-10-017591.342377343269
2020-11-017713.1499055261875
2020-12-018584.060463240134
2021-01-019773.687450905461
2021-02-019565.845062947157
2021-03-0110070.006156720377
2021-04-0110494.554486975352
2021-05-0110565.356771330913
2021-06-0110336.92121520922
2021-07-0110542.428295437658
2021-08-0110875.899624227755
2021-09-0111136.286436108103
2021-10-0110218.138972039997
2021-11-0110049.1476126786
2021-12-0111340.201261066173
2022-01-0111010.60442010063
2022-02-0110968.834256841388
2022-03-0111284.472326603402
2022-04-0110667.101883107232
2022-05-0111785.820436065644
2022-06-0110740.87637730081
2022-07-0111199.65819586863
2022-08-0111294.238158928305
2022-09-0110310.489777721166
2022-10-0110031.42050400187
2022-11-0111048.287794832599
2022-12-0110469.556079230622
2023-01-0110720.654735367174
2023-02-0110368.129418508375
2023-03-0110724.05154661062
2023-04-0111483.663460926056
2023-05-0111962.719996603188
2023-06-0112868.766320616523
2023-07-0112687.143069443558
2023-08-0112094.8241088678
2023-09-0111855.826592786023
2023-10-0111507.388064454493
2023-11-0112638.10160711632
2023-12-0112785.544445152113
2024-01-0113898.424728785852
2024-02-0114561.652124068529
2024-03-0114808.663991677811
2024-04-0113542.87412691336
2024-05-0114423.709742479246
2024-06-0113681.241109908073
2024-07-0115930.567055176953
2024-08-0117416.08814725177
2024-09-0116619.005158907075
2024-10-0116604.834087000825
2024-11-0116383.457529244422
2024-12-0116872.86372417893
2025-01-0116650.425662908947
2025-02-0117262.860115066982
2025-03-0115959.864552151666
2025-04-0115863.745408997303
2025-05-0115781.585037046472
2025-06-0115182.100927754069
2025-07-0114957.539859456934
2025-08-0115509.787062395177
2025-09-0115373.702311954654
2025-10-0115063.796361165956
2025-11-0115396.206186442476
2025-12-0115687.960427149013
2026-01-0116150.775959068424
2026-02-0116108.31581852536
2026-03-0114749.591321147273
2026-04-0114961.8920238626
Annual Return Matrix
YearAnnual Return
20170.40610269769536655
2018-0.229255615370336
20190.042885073104386384
2020-0.26761851716002594
20210.32107658253675786
2022-0.07677510846519986
20230.22121170643671517
20240.31968284937420877
2025-0.07022538179644866
2026-0.04628188646051823
Total Factor Risk
0.2222837892719796
VTI.US Exposure
0.49239655401909005
VEA.US Exposure
0.12307459640541707
VWO.US Exposure
0.04745389014792538
QQQ.US Exposure
-0.0993957701284906
VTV.US Exposure
-0.048901060631800795
IJR.US Exposure
-0.03198113560884433
QUAL.US Exposure
0.05649692985199538
SHV.US Exposure
0.007088436363469638
TLT.US Exposure
-0.007781453225669334
LQD.US Exposure
0.1170958734808097
HYG.US Exposure
-0.01026689439856005
GLD.US Exposure
0.013034648814153718
USO.US Exposure
0.015543770940666977
VNQ.US Exposure
-0.005839243972220203
BTC-USD.CC Exposure
-0.001572077126747288
CPER.US Exposure
-0.011534677021762073
VIX.INDX Exposure
-0.008004732608236193
UUP.US Exposure
-0.00015062959615299754
TIP.US Exposure
-0.002407014822713912
Idiosyncratic Exposure
0.3556499891176699
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.2%

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 →12.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.72%
Market Cap$24.6B
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 →
-2.6%
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 →
-2.7%
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 →
12.6% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canon Inc. a high-risk investment?

Canon Inc. (CAJPY.US) has an annualized volatility of 22.2% and experienced a maximum drawdown of 55.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CAJPY.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. It has had a positive return in 50% 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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