Cogeco Communications Inc

10-Year Study

CCA.TO · Communication Services · CA · Common Stock

Executive Summary: Cogeco Communications Inc has compounded at 2.7% annually over the last 10 years, with a maximum drawdown of 52.6% and an annualized volatility of 86.6%.

1Y CAGR
-4.6%
3Y CAGR
+5.1%
5Y CAGR
-7.4%
10Y CAGR
+2.7%

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 →
52.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +76.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.8%
% 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.
20260.210.3-2.4-10.3————————-3.4%
2025-7.87.66.7-2.01.92.8-10.93.0-0.5-0.28.6-2.74.6%
20246.0-3.80.6-7.8-4.1-1.424.42.010.7-1.91.1-3.820.0%
2023-9.41.9-6.01.0-2.310.2-4.4-0.2-5.7-13.1-3.113.9-18.6%
20224.3-3.02.32.6-0.2-17.3-4.0-3.0-10.3-3.69.52.0-21.2%
202112.05.62.5-0.5-0.64.5-2.0-1.8-3.0-5.6-7.53.25.4%
2020-7.72.2-10.18.4-0.1-4.95.0-4.211.7-15.02.04.1-11.4%
201914.79.93.74.94.21.611.20.42.06.61.3-1.376.2%
2018-11.4-5.1-2.5-2.3-0.5-4.39.2-8.3-0.1-0.20.91.8-21.8%
20177.81.1-1.010.61.10.310.57.3-1.50.8-0.2-6.133.5%
2016———-9.29.8-1.2-4.6-1.32.1-3.43.92.6-2.5%

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 86.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 93.0% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019082.326688240573
2016-05-019969.924161952522
2016-06-019849.353194502772
2016-07-019394.427838574476
2016-08-019276.018378992614
2016-09-019467.527976087547
2016-10-019145.895605345717
2016-11-019503.244320380754
2016-12-019752.044168869346
2017-01-0110516.415108322424
2017-02-0110634.906911061156
2017-03-0110523.80540665168
2017-04-0111635.355681266108
2017-05-0111764.963810182557
2017-06-0111799.218563441287
2017-07-0113038.44190278567
2017-08-0113989.01130571544
2017-09-0113774.96026942681
2017-10-0113884.229638595887
2017-11-0113856.15062210255
2017-12-0113016.291593587115
2018-01-0111538.767158255314
2018-02-0110951.228148184746
2018-03-0110681.698409953642
2018-04-0110431.45755621979
2018-05-0110376.555256375419
2018-06-019929.781872977446
2018-07-0110838.870910632972
2018-08-019943.821381224114
2018-09-019933.075599252325
2018-10-019910.040101117396
2018-11-019998.497237387088
2018-12-0110181.134359329068
2019-01-0111678.174122839522
2019-02-0112828.672710654382
2019-03-0113304.163270011446
2019-04-0113952.615630378037
2019-05-0114537.58141679636
2019-06-0114769.665604439942
2019-07-0116428.283227522377
2019-08-0116492.90201987764
2019-09-0116828.61507044457
2019-10-0117944.529532373213
2019-11-0118178.898742619996
2019-12-0117936.48048878898
2020-01-0116553.959470698188
2020-02-0116923.597901896363
2020-03-0115210.839653170624
2020-04-0116494.425368279768
2020-05-0116479.99473003796
2020-06-0115677.00485001194
2020-07-0116461.344005006467
2020-08-0115764.823826815875
2020-09-0117604.431708702847
2020-10-0114961.916289946726
2020-11-0115263.04521462744
2020-12-0115888.1121184424
2021-01-0117799.976120484505
2021-02-0118792.931663414114
2021-03-0119271.46891957544
2021-04-0119171.03085398088
2021-05-0119051.159803364542
2021-06-0119903.39089119999
2021-07-0119502.17385934142
2021-08-0119152.174271057203
2021-09-0118582.606654973937
2021-10-0117547.491415725897
2021-11-0116232.882916265244
2021-12-0116748.33049249442
2022-01-0117474.494207158914
2022-02-0116948.630221585434
2022-03-0117330.476025789878
2022-04-0117781.819454394245
2022-05-0117739.680343865024
2022-06-0114675.465032978434
2022-07-0114086.587946608699
2022-08-0113665.11449815963
2022-09-0112254.59680673238
2022-10-0111807.63815123144
2022-11-0112931.231112538393
2022-12-0113194.111640852087
2023-01-0111950.153569987568
2023-02-0112176.123778233412
2023-03-0111442.610936818097
2023-04-0111551.736205462646
2023-05-0111282.556425648247
2023-06-0112436.678112365471
2023-07-0111890.660639147583
2023-08-0111871.083553601278
2023-09-0111189.426315226074
2023-10-019721.103727674712
2023-11-019424.400747675865
2023-12-0110737.918200307964
2024-01-0111382.85039071828
2024-02-0110955.427649185216
2024-03-0111021.466860996517
2024-04-0110164.006982699702
2024-05-019743.068764770303
2024-06-019608.952348015118
2024-07-0111954.908887296922
2024-08-0112194.75391747569
2024-09-0113503.55722437687
2024-10-0113248.6022249121
2024-11-0113394.699570992154
2024-12-0112887.609825185478
2025-01-0111877.259290366674
2025-02-0112774.614428167948
2025-03-0113631.168531739168
2025-04-0113354.907240433784
2025-05-0113610.973872516326
2025-06-0113995.063527745526
2025-07-0112464.180726760704
2025-08-0112841.76527259702
2025-09-0112777.825811285955
2025-10-0112757.857595744506
2025-11-0113854.503758965111
2025-12-0113483.300807786369
2026-01-0113510.453463764894
2026-02-0114895.877078135421
2026-03-0114533.567187898849
2026-04-0113030.804574985796
Annual Return Matrix
YearAnnual Return
20170.3347244298931662
2018-0.21781605105211976
20190.7617369396911666
2020-0.11420124319410896
20210.05414226483544948
2022-0.212213321992608
2023-0.18615830359803598
20240.20019631224382595
20250.04622199078658995
2026-0.03355975211494677
Total Factor Risk
0.8661720528447795
VTI.US Exposure
-0.002826714975836772
VEA.US Exposure
-0.0010845269957702745
VWO.US Exposure
0.0000168356611141608
QQQ.US Exposure
0.004941750858188127
VTV.US Exposure
0.008182369795965485
IJR.US Exposure
0.0010941217072665131
QUAL.US Exposure
-0.0019158296826058765
SHV.US Exposure
0.9298683957819645
TLT.US Exposure
0.0023616762059917597
LQD.US Exposure
0.005162183201482859
HYG.US Exposure
-0.00041299253186564787
GLD.US Exposure
0.0006893044950554027
USO.US Exposure
0.00030915959416192673
VNQ.US Exposure
0.015349439547049962
BTC-USD.CC Exposure
-0.0003026556617020045
CPER.US Exposure
0.0018561926390702073
VIX.INDX Exposure
-0.00013434281676751318
UUP.US Exposure
0.0016145982827725969
TIP.US Exposure
-0.00009613439004531858
Idiosyncratic Exposure
0.03532716928450983
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
64.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
86.6%

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 →9.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.36%
Market Cap$2.9B
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
$203
Avg Yield on Cost
2.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$203.182.03%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 →
-9.5%
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 →
-3.9%
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 →
17.6% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cogeco Communications Inc a high-risk investment?

Cogeco Communications Inc (CCA.TO) has an annualized volatility of 86.6% and experienced a maximum drawdown of 52.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCA.TO has generated a Compound Annual Growth Rate (CAGR) of 2.7%. 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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