Cascades Inc.

10-Year Study

CAS.TO · Consumer Cyclical · CA · Common Stock

Executive Summary: Cascades Inc. has compounded at 3.7% annually over the last 10 years, with a maximum drawdown of 53.5% and an annualized volatility of 41.8%.

1Y CAGR
+24.3%
3Y CAGR
+3.5%
5Y CAGR
-1.0%
10Y CAGR
+3.7%

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 →
53.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +56.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.5%
% 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.
20262.6-5.9-1.8-10.6————————-15.2%
20257.9-12.7-12.6-9.01.50.81.310.2-1.915.214.5-1.19.6%
202415.6-28.5-4.9-6.66.7-7.37.8-3.512.50.616.8-1.7-1.8%
20238.916.53.50.5-1.99.02.86.8-3.5-8.410.43.756.7%
2022-8.93.2-1.4-1.5-17.4-1.7-3.3-7.5-10.210.0-4.33.0-35.5%
20216.58.3-5.9-8.3-4.111.04.8-1.1-0.1-8.5-5.64.0-1.4%
20200.9-3.516.010.81.94.73.2-8.721.4-15.83.5-0.332.8%
2019-2.5-11.6-4.9-3.710.319.514.7-6.12.77.70.4-9.912.0%
201813.23.0-15.9-8.12.3-5.85.96.7-5.0-18.822.6-18.2-23.9%
2017-2.111.83.819.90.17.8-13.1-4.72.53.9-17.16.113.9%
2016———3.612.3-7.96.914.615.0-1.4-7.33.542.9%

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 41.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.1% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110361.787844182209
2016-05-0111636.689506407816
2016-06-0110722.624032483185
2016-07-0111460.950387006726
2016-08-0113136.49917523157
2016-09-0115102.303007232582
2016-10-0114890.400964344626
2016-11-0113807.733790128155
2016-12-0114291.96802436239
2017-01-0113996.796091866514
2017-02-0115650.298185509453
2017-03-0116244.290064712599
2017-04-0119478.968405024745
2017-05-0119493.40185255678
2017-06-0121013.830732140592
2017-07-0118257.993909402358
2017-08-0117391.035401598783
2017-09-0117819.756376094403
2017-10-0118510.658545869814
2017-11-0115343.864991752314
2017-12-0116276.011927420377
2018-01-0118426.91282832128
2018-02-0118988.54840756249
2018-03-0115971.957873366326
2018-04-0114677.864484202511
2018-05-0115014.909275472653
2018-06-0114149.378251490927
2018-07-0114990.959269128281
2018-08-0115999.080065981472
2018-09-0115203.337139956859
2018-10-0112345.990356553735
2018-11-0115137.51427483822
2018-12-0112378.663875142747
2019-01-0112063.982997081588
2019-02-0110660.449181575941
2019-03-0110139.417586600684
2019-04-019762.56185763228
2019-05-0110767.82768684177
2019-06-0112867.814998096686
2019-07-0114760.024108615657
2019-08-0113863.405659180307
2019-09-0114232.17231315823
2019-10-0115325.94213932242
2019-11-0115385.262022585968
2019-12-0113864.040096434463
2020-01-0113987.755360994797
2020-02-0113493.052912066996
2020-03-0115650.932622763607
2020-04-0117344.24565410481
2020-05-0117681.131836061413
2020-06-0118520.17510468215
2020-07-0119121.145793681004
2020-08-0117459.71323436112
2020-09-0121198.451973099858
2020-10-0117850.05075498033
2020-11-0118480.8399949245
2020-12-0118417.554878822484
2021-01-0119619.972084760815
2021-02-0121252.8549676437
2021-03-0120001.744702448927
2021-04-0118336.029691663494
2021-05-0117590.09009009009
2021-06-0119521.792919680243
2021-07-0120455.684557797234
2021-08-0120221.57721101383
2021-09-0120208.729856617178
2021-10-0118493.528740007616
2021-11-0117463.04402994544
2021-12-0118165.20746098211
2022-01-0116539.779215835555
2022-02-0117072.865118639766
2022-03-0116827.496510595105
2022-04-0116578.162669711965
2022-05-0113693.69369369369
2022-06-0113454.510848877044
2022-07-0113016.27331556909
2022-08-0112033.68861819566
2022-09-0110810.176373556655
2022-10-0111885.864737977414
2022-11-0111378.632153280041
2022-12-0111716.469991117878
2023-01-0112755.043776170536
2023-02-0114860.265194772235
2023-03-0115386.372287780736
2023-04-0115456.318995051388
2023-05-0115159.719578733664
2023-06-0116531.53153153153
2023-07-0116998.160131962948
2023-08-0118147.125999238673
2023-09-0117519.033117624665
2023-10-0116048.407562492068
2023-11-0117709.681512498413
2023-12-0118358.710823499554
2024-01-0121214.15429514021
2024-02-0115171.61527724908
2024-03-0114435.033625174472
2024-04-0113486.232711584824
2024-05-0114393.953812967899
2024-06-0113344.753203908134
2024-07-0114379.203146808779
2024-08-0113877.839106712347
2024-09-0115614.452480649663
2024-10-0115704.225352112675
2024-11-0118341.739626950894
2024-12-0118023.886562618954
2025-01-0119446.45349574927
2025-02-0116979.761451592436
2025-03-0114845.51452861312
2025-04-0113513.989341454131
2025-05-0113717.643700038065
2025-06-0113826.291079812205
2025-07-0114012.498413906864
2025-08-0115441.568328892272
2025-09-0115143.224210125616
2025-10-0117452.258596624793
2025-11-0119984.773505900266
2025-12-0119762.72046694582
2026-01-0120286.131201624157
2026-02-0119080.700418728586
2026-03-0118731.75992894303
2026-04-0116749.14350970689
Annual Return Matrix
YearAnnual Return
20170.13882230212633728
2018-0.23945350185641756
20190.11999487475174564
20200.32844068184418274
2021-0.01370146143180706
2022-0.35500488963397603
20230.5669148504128876
2024-0.018237896119155383
20250.09647385974638545
2026-0.1524879614767255
Total Factor Risk
0.4180415671007952
VTI.US Exposure
0.028171720743497556
VEA.US Exposure
-0.011999475585964328
VWO.US Exposure
0.007666251308783357
QQQ.US Exposure
0.11749706420267962
VTV.US Exposure
0.03325257032458029
IJR.US Exposure
-0.0009287133484098584
QUAL.US Exposure
0.01894850529513421
SHV.US Exposure
0.33071522215207055
TLT.US Exposure
-0.004519828341512467
LQD.US Exposure
0.011236378044317317
HYG.US Exposure
0.03618346608942993
GLD.US Exposure
-0.0004393465833059132
USO.US Exposure
0.013262636340853215
VNQ.US Exposure
0.036389730574711746
BTC-USD.CC Exposure
-0.0038329435255465005
CPER.US Exposure
0.007165074965939497
VIX.INDX Exposure
0.004523712285175004
UUP.US Exposure
0.007599908512434865
TIP.US Exposure
0.06511200082550817
Idiosyncratic Exposure
0.3039960657196237
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.8%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.05%
Market Cap$1.1B
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
$190
Avg Yield on Cost
1.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$190.331.90%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 →
-12.5%
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 →
-5.5%
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 →
24.6% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cascades Inc. a high-risk investment?

Cascades Inc. (CAS.TO) has an annualized volatility of 41.8% and experienced a maximum drawdown of 53.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CAS.TO?

Over the past 10 years, CAS.TO has generated a Compound Annual Growth Rate (CAGR) of 3.7%. 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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