Canadian Apartment Properties Real Estate Investment Trust

10-Year Study

CAR-UN.TO · Real Estate · CA · Common Stock

Executive Summary: Canadian Apartment Properties Real Estate Investment Trust has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 30.2% and an annualized volatility of 21.5%.

1Y CAGR
-12.8%
3Y CAGR
-3.5%
5Y CAGR
-3.4%
10Y CAGR
+6.1%

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 →
30.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +23.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.9-1.8-5.95.7————————2.5%
2025-4.7-0.17.3-2.16.6-0.5-0.1-3.7-3.9-4.9-1.1-0.6-8.2%
2024-4.12.3-2.1-7.64.4-0.18.39.45.2-15.4-0.9-3.3-6.5%
202315.60.7-3.84.9-0.93.91.3-5.5-6.7-9.213.67.019.2%
2022-6.5-5.41.9-6.0-1.4-9.28.5-7.7-5.50.53.9-2.0-26.6%
20212.7-0.15.71.71.65.27.5-1.8-3.12.4-5.75.723.0%
20207.0-0.6-23.912.7-1.83.80.2-7.13.5-7.519.7-2.1-3.0%
20195.97.62.5-6.52.4-1.01.010.21.90.91.3-4.222.9%
2018-2.8-2.56.0-0.010.34.92.07.23.1-1.60.1-5.022.5%
20171.41.73.92.0-0.80.6-3.16.1-1.31.38.91.223.5%
2016———3.62.29.5-1.2-8.22.8-3.94.53.112.0%

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 21.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 27.6% of variance. Idiosyncratic stock-specific factors contribute 26.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110364.515652311284
2016-05-0110587.515861246578
2016-06-0111597.386780001325
2016-07-0111455.412698170032
2016-08-0110519.025851920931
2016-09-0110817.140847869625
2016-10-0110394.32715190615
2016-11-0110863.972930139173
2016-12-0111197.046368347832
2017-01-0111359.353421697675
2017-02-0111554.172845545856
2017-03-0112002.160696722773
2017-04-0112245.391957519887
2017-05-0112142.91174267325
2017-06-0112214.102622902365
2017-07-0111830.78279392355
2017-08-0112549.316373902453
2017-09-0112391.035146993625
2017-10-0112554.718115709387
2017-11-0113669.973959527704
2017-12-0113831.924294078979
2018-01-0113441.673928442207
2018-02-0113105.390021046409
2018-03-0113892.311690694225
2018-04-0113890.935775328307
2018-05-0115327.13661820387
2018-06-0116072.169308933768
2018-07-0116386.28569098979
2018-08-0117566.005717692744
2018-09-0118111.42876070793
2018-10-0117819.68374330515
2018-11-0117842.97238486901
2018-12-0116946.843803030068
2019-01-0117946.166037312785
2019-02-0119312.959593952088
2019-03-0119787.44655588
2019-04-0118506.520310039596
2019-05-0118956.087915895896
2019-06-0118760.758893764043
2019-07-0118940.799967385712
2019-08-0120867.794917266718
2019-09-0121270.83619982368
2019-10-0121461.069239118806
2019-11-0121740.838696855266
2019-12-0120832.47975620818
2020-01-0122288.300133005152
2020-02-0122147.294287912835
2020-03-0116850.784526557713
2020-04-0118997.722095671983
2020-05-0118662.457384843525
2020-06-0119364.683819744892
2020-07-0119402.496012393432
2020-08-0118020.61834655741
2020-09-0118647.47519530354
2020-10-0117240.67817339591
2020-11-0120640.463122920202
2020-12-0120214.540877426327
2021-01-0120750.23059322336
2021-02-0120733.159050720315
2021-03-0121925.26231571652
2021-04-0122289.42124922923
2021-05-0122638.241274403383
2021-06-0123805.781902126553
2021-07-0125586.012546309743
2021-08-0125126.711613235286
2021-09-0124353.39621776154
2021-10-0124947.027258412192
2021-11-0123522.13949743417
2021-12-0124854.891888724116
2022-01-0123228.712805695268
2022-02-0121969.75024588117
2022-03-0122389.76115128444
2022-04-0121050.43494213511
2022-05-0120758.740884560702
2022-06-0118847.339642160085
2022-07-0120452.62519555834
2022-08-0118883.7759194427
2022-09-0117850.514439467366
2022-10-0117939.592219453407
2022-11-0118634.582358726613
2022-12-0118252.68940494208
2023-01-0121092.731599679973
2023-02-0121239.241106235957
2023-03-0120427.960638628567
2023-04-0121437.984436868413
2023-05-0121240.158383146565
2023-06-0122078.039881161676
2023-07-0122369.63201907936
2023-08-0121142.672231479923
2023-09-0119717.172952561497
2023-10-0117906.62121049976
2023-11-0120333.939755290903
2023-12-0121761.987025627695
2024-01-0120865.24692584835
2024-02-0121338.612771552183
2024-03-0120891.287398144046
2024-04-0119309.54528545148
2024-05-0120153.796762012502
2024-06-0120140.700086122113
2024-07-0121803.06064729174
2024-08-0123850.16791263447
2024-09-0125096.135716214903
2024-10-0121227.520345711473
2024-11-0121038.408422640434
2024-12-0120337.303103963142
2025-01-0119385.93406817406
2025-02-0119363.511743692445
2025-03-0120774.7932304964
2025-04-0120337.710782590082
2025-05-0121685.13960444981
2025-06-0121578.37876402032
2025-07-0121562.173538599523
2025-08-0120773.519234787218
2025-09-0119957.397583484937
2025-10-0118976.726646384654
2025-11-0118775.231485020362
2025-12-0118661.285308791077
2026-01-0119582.842844985295
2026-02-0119232.239225818288
2026-03-0118095.83505322754
2026-04-0119120.127603410234
Annual Return Matrix
YearAnnual Return
20170.23531901530563482
20180.22519784252177355
20190.22928375326639672
2020-0.029662281495687393
20210.2295551029051417
2022-0.2656299014833875
20230.19226194797000384
2024-0.06546662857517538
2025-0.08241101519726368
20260.02458792559175982
Total Factor Risk
0.21541643313042907
VTI.US Exposure
0.27634839172088194
VEA.US Exposure
0.20843650178920603
VWO.US Exposure
-0.037270990055549125
QQQ.US Exposure
-0.1217380896707264
VTV.US Exposure
-0.10398100009623745
IJR.US Exposure
0.008242820256021468
QUAL.US Exposure
0.07374833530073803
SHV.US Exposure
0.14885364566578013
TLT.US Exposure
0.06845757051486265
LQD.US Exposure
-0.05010140993015376
HYG.US Exposure
0.12025283378014744
GLD.US Exposure
-0.010907032920874199
USO.US Exposure
-0.0008689006599813372
VNQ.US Exposure
0.1472902818044247
BTC-USD.CC Exposure
-0.008016368650161145
CPER.US Exposure
0.021638949180201116
VIX.INDX Exposure
-0.019244008808620216
UUP.US Exposure
-0.0117286457720236
TIP.US Exposure
0.028443309923539026
Idiosyncratic Exposure
0.2621438066285247
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.5%

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 →29.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.28%
Market Cap$5.8B
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
$722
Avg Yield on Cost
3.61%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$524.465.24%Solid
2026$197.471.97%Solid

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 →
+1.7%
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 →
-2.3%
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 →
14.5% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian Apartment Properties Real Estate Investment Trust a high-risk investment?

Canadian Apartment Properties Real Estate Investment Trust (CAR-UN.TO) has an annualized volatility of 21.5% and experienced a maximum drawdown of 30.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CAR-UN.TO?

Over the past 10 years, CAR-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 6.1%. It has had a positive return in 60% 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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