Calix Inc

10-Year Study

CALX.US · Technology · US · Common Stock

Executive Summary: Calix Inc has compounded at 22.3% annually over the last 10 years, with a maximum drawdown of 65.3% and an annualized volatility of 79.9%.

1Y CAGR
+8.4%
3Y CAGR
+2.3%
5Y CAGR
+2.4%
10Y CAGR
+22.3%

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 →
65.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +272.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -36.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.615.9-5.41.6————————-6.0%
202513.8-6.7-4.315.413.015.06.64.93.211.5-19.2-4.251.8%
2024-24.15.1-4.9-16.428.7-0.816.1-9.54.2-8.8-8.17.2-20.2%
2023-23.1-2.84.8-14.72.07.1-9.63.1-1.4-27.716.513.2-36.2%
2022-37.18.1-21.0-7.0-7.4-7.667.13.23.920.4-3.2-4.0-14.4%
20211.530.8-12.322.04.87.2-1.5-0.46.126.67.019.4168.7%
202014.5-1.7-21.362.422.65.737.7-5.2-8.631.71.225.7272.0%
201911.6-24.6-6.1-11.0-11.78.4-4.3-4.36.319.71.33.2-17.9%
20187.62.34.6-2.92.314.7-9.610.63.8-9.932.21.063.9%
2017-6.5-4.25.1-7.6-2.24.60.0-28.53.18.920.0-9.8-22.7%
2016———-2.3-2.52.211.7-3.6-1.2-15.020.82.08.6%

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 79.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.5% of variance. Idiosyncratic stock-specific factors contribute 13.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019774.330042313117
2016-05-019534.555712270803
2016-06-019746.121297602258
2016-07-0110888.575458392103
2016-08-0110493.653032440057
2016-09-0110366.713681241185
2016-10-018815.232722143865
2016-11-0110648.801128349787
2016-12-0110860.366713681242
2017-01-0110155.148095909732
2017-02-019732.016925246828
2017-03-0110225.669957686883
2017-04-019449.929478138223
2017-05-019238.36389280677
2017-06-019661.495063469674
2017-07-019661.495063469674
2017-08-016911.14245416079
2017-09-017122.708039492242
2017-10-017757.404795486601
2017-11-019308.885754583922
2017-12-018392.101551480959
2018-01-019026.798307475317
2018-02-019238.36389280677
2018-03-019661.495063469674
2018-04-019379.407616361073
2018-05-019590.973201692525
2018-06-0111001.410437235543
2018-07-019943.582510578279
2018-08-0111001.410437235543
2018-09-0111424.541607898449
2018-10-0110296.191819464033
2018-11-0113610.719322990128
2018-12-0113751.763046544429
2019-01-0115345.55712270804
2019-02-0111565.58533145275
2019-03-0110860.366713681242
2019-04-019661.495063469674
2019-05-018533.145275035262
2019-06-019252.4682651622
2019-07-018857.545839210155
2019-08-018476.72778561354
2019-09-019012.693935119887
2019-10-0110789.844851904092
2019-11-0110930.888575458393
2019-12-0111283.497884344148
2020-01-0112919.605077574048
2020-02-0112693.935119887165
2020-03-019985.89562764457
2020-04-0116220.028208744712
2020-05-0119887.165021156557
2020-06-0121015.514809590975
2020-07-0128928.067700987307
2020-08-0127433.004231311705
2020-09-0125077.574047954866
2020-10-0133018.33568406206
2020-11-0133399.15373765868
2020-12-0141974.61212976023
2021-01-0142595.20451339915
2021-02-0155726.37517630465
2021-03-0148885.754583921014
2021-04-0159647.39069111425
2021-05-0162496.473906911146
2021-06-0166995.76868829336
2021-07-0165980.2538787024
2021-08-0165726.37517630466
2021-09-0169717.9125528914
2021-10-0188279.26657263753
2021-11-0194442.8772919605
2021-12-01112792.66572637517
2022-01-0170916.78420310297
2022-02-0176643.15937940763
2022-03-0160521.861777150916
2022-04-0156290.55007052186
2022-05-0152101.55148095909
2022-06-0148152.327221438645
2022-07-0180451.33991537377
2022-08-0183004.23131170664
2022-09-0186234.13258110014
2022-10-01103864.59802538788
2022-11-01100564.17489421721
2022-12-0196516.22002820876
2023-01-0174245.41607898449
2023-02-0172143.86459802538
2023-03-0175585.33145275037
2023-04-0164456.98166431594
2023-05-0165740.47954866009
2023-06-0170394.92242595204
2023-07-0163624.823695345556
2023-08-0165599.43582510579
2023-09-0164654.442877291964
2023-10-0146713.681241184764
2023-11-0154428.772919605086
2023-12-0161622.00282087447
2024-01-0146798.30747531735
2024-02-0149181.946403385045
2024-03-0146770.098730606485
2024-04-0139111.4245416079
2024-05-0150352.60930888576
2024-06-0149971.79125528914
2024-07-0158011.28349788435
2024-08-0152524.68265162201
2024-09-0154710.86036671368
2024-10-0149901.269393512
2024-11-0145881.52327221439
2024-12-0149181.946403385045
2025-01-0155966.14950634697
2025-02-0152214.38645980254
2025-03-0149985.89562764456
2025-04-0157700.987306064875
2025-05-0165218.617771509176
2025-06-0175021.15655853314
2025-07-0179957.6868829337
2025-08-0183850.49365303243
2025-09-0186558.53314527503
2025-10-0196502.11565585333
2025-11-0177954.86600846263
2025-12-0174654.44287729196
2026-01-0163004.23131170663
2026-02-0173018.33568406207
2026-03-0169097.32016925247
2026-04-0170211.56558533145
Annual Return Matrix
YearAnnual Return
2017-0.2272727272727273
20180.6386554621848739
2019-0.17948717948717952
20202.72
20211.6871639784946235
2022-0.14430411404276589
2023-0.3615373374251061
2024-0.20187685969329372
20250.5179237166618871
2026-0.059512563763461146
Total Factor Risk
0.7991081133353445
VTI.US Exposure
0.2922521966657074
VEA.US Exposure
-0.004141621894395436
VWO.US Exposure
0.0008007079753597323
QQQ.US Exposure
-0.014994129323486588
VTV.US Exposure
-0.010703764957244035
IJR.US Exposure
0.015378160586506652
QUAL.US Exposure
-0.01941437047749743
SHV.US Exposure
0.5747449102333597
TLT.US Exposure
-0.004193785098707543
LQD.US Exposure
0.006096881933060678
HYG.US Exposure
0.00966990215719713
GLD.US Exposure
-0.000030406238649729037
USO.US Exposure
0.0014922248268485262
VNQ.US Exposure
-0.01147935183956996
BTC-USD.CC Exposure
-0.0019503297920496487
CPER.US Exposure
-0.0011655191126013827
VIX.INDX Exposure
-0.005570040230336197
UUP.US Exposure
0.012467194596101638
TIP.US Exposure
0.02529641639652389
Idiosyncratic Exposure
0.1354447235938727
Value Score
0
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
79.9%

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 →178.2x
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$3.0B
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 →
-2.8%
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 →
-10.7%
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 →
27.2% 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 →
1.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Calix Inc a high-risk investment?

Calix Inc (CALX.US) has an annualized volatility of 79.9% and experienced a maximum drawdown of 65.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CALX.US has generated a Compound Annual Growth Rate (CAGR) of 22.3%. It has had a positive return in 40% 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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