Canaan Inc

10-Year Study

CAN.US · Technology · US · Common Stock

Executive Summary: Canaan Inc has compounded at -34.9% annually over the last 10 years, with a maximum drawdown of 97.9% and an annualized volatility of 108.9%.

1Y CAGR
-14.4%
3Y CAGR
-37.1%
5Y CAGR
-43.1%
10Y CAGR
-34.9%

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 →
97.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
142.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -66.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
14%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.4-27.4-12.621.9————————-23.7%
20251.0-36.7-33.0-19.8-13.81.811.78.018.462.1-29.4-31.7-66.3%
2024-37.99.4-3.2-42.415.4-1.00.0-7.89.514.982.8-3.3-11.3%
202352.4-10.8-3.64.4-27.74.449.3-36.8-9.55.5-21.453.012.1%
2022-16.522.63.0-30.0-1.6-13.922.0-10.7-6.6-11.6-10.3-20.8-60.0%
2021-23.1232.536.3-39.5-32.9-3.0-15.636.6-35.040.32.6-41.4-13.2%
2020-1.6-15.2-40.370.4-54.4-19.531.6-19.6-7.016.6129.418.6-2.8%
2019———————————-26.1-26.1%

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 108.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 35.6% of variance. Idiosyncratic stock-specific factors contribute 25.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-017393.939278342507
2020-01-017272.727272727273
2020-02-016169.697154651989
2020-03-013684.8484386097302
2020-04-016278.787670713483
2020-05-012860.605933449485
2020-06-012303.030274131081
2020-07-013030.3030303030305
2020-08-012436.363624803948
2020-09-012266.666672446511
2020-10-012642.424323342063
2020-11-016060.606060606061
2020-12-017187.878579804392
2021-01-015527.272657914595
2021-02-0118375.757390802555
2021-03-0125054.545547022964
2021-04-0115163.636641068892
2021-05-0110181.817719430635
2021-06-019878.787416400331
2021-07-018339.394078110205
2021-08-0111393.938931551846
2021-09-017406.060767896248
2021-10-0110387.87841796875
2021-11-0110654.5454083067
2021-12-016242.42435802113
2022-01-015212.121443314985
2022-02-016387.878764759411
2022-03-016581.817973743786
2022-04-014606.060548262162
2022-05-014533.333344893022
2022-06-013903.0303377093687
2022-07-014763.636444554185
2022-08-014254.545442985766
2022-09-013975.7575410785093
2022-10-013515.151630748402
2022-11-013151.515035918265
2022-12-012496.969627611565
2023-01-013806.060733217181
2023-02-013393.93933614095
2023-03-013272.727330525716
2023-04-013418.181737263997
2023-05-012472.727226488518
2023-06-012581.818320534446
2023-07-013854.545535463275
2023-08-012436.363624803948
2023-09-012206.0606696388936
2023-10-012327.272675254128
2023-11-011830.3030187433417
2023-12-012799.9999306418676
2024-01-011739.3938700358071
2024-02-011903.0303666085906
2024-03-011842.4242193048651
2024-04-011060.6060606060607
2024-05-011224.2424126827357
2024-06-011212.1212121212122
2024-07-011212.1212121212122
2024-08-011117.5757465940533
2024-09-011224.2424126827357
2024-10-011406.0605656016955
2024-11-012569.6968309807057
2024-12-012484.8484270500417
2025-01-012509.0908281730885
2025-02-011587.8787185206559
2025-03-011064.2424496737394
2025-04-01853.3333287094579
2025-05-01735.7575676657937
2025-06-01749.0908738338586
2025-07-01836.3636334737141
2025-08-01903.0303088101474
2025-09-011069.0909443479595
2025-10-011733.3332697550454
2025-11-011224.2424126827357
2025-12-01836.3636334737141
2026-01-01824.2424329121907
2026-02-01598.7878787878788
2026-03-01523.6363636363636
2026-04-01638.3030303030303
Annual Return Matrix
YearAnnual Return
2020-0.02786886540192257
2021-0.1315345287606391
2022-0.6000000185179475
20230.12135922667195653
2024-0.1125541112137034
2025-0.6634146274802657
2026-0.23681159156582188
Total Factor Risk
1.0888959625024106
VTI.US Exposure
-0.12629187762290964
VEA.US Exposure
-0.06926571238782028
VWO.US Exposure
0.0924140773761179
QQQ.US Exposure
0.11010455143647724
VTV.US Exposure
0.013927282325738134
IJR.US Exposure
0.35621760510684797
QUAL.US Exposure
0.0008706777689166627
SHV.US Exposure
0.0673540169294294
TLT.US Exposure
0.12691998077698596
LQD.US Exposure
-0.019178604961775966
HYG.US Exposure
-0.012702771630594068
GLD.US Exposure
0.0026287582925400214
USO.US Exposure
-0.00003157326447369018
VNQ.US Exposure
-0.02558952468454506
BTC-USD.CC Exposure
0.16987787295419657
CPER.US Exposure
-0.013753802500418006
VIX.INDX Exposure
0.002382223191292676
UUP.US Exposure
0.04868165934720145
TIP.US Exposure
0.024697395177638526
Idiosyncratic Exposure
0.2507377663691543
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
108.9%

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 →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$283.9M
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 →
+9.3%
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 →
-35.2%
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 →
74.3% 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 →
2.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canaan Inc a high-risk investment?

Canaan Inc (CAN.US) has an annualized volatility of 108.9% and experienced a maximum drawdown of 97.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CAN.US has generated a Compound Annual Growth Rate (CAGR) of -34.9%. It has had a positive return in 14% 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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