Capcom Co Ltd ADR

10-Year Study

CCOEY.US · Communication Services · US · Common Stock

Executive Summary: Capcom Co Ltd ADR has compounded at 27.8% annually over the last 10 years, with a maximum drawdown of 37.2% and an annualized volatility of 44.8%.

1Y CAGR
-23.7%
3Y CAGR
+7.3%
5Y CAGR
+9.8%
10Y CAGR
+27.8%

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 →
37.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +138.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -25.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.4-5.9-5.98.4————————0.3%
20253.96.90.318.42.714.6-24.65.9-0.7-2.8-6.9-5.45.6%
202419.54.3-9.8-7.710.82.212.92.47.3-13.616.1-5.338.4%
20231.2-2.614.95.53.81.214.3-6.3-13.6-11.55.5-4.13.9%
20221.50.93.28.47.3-14.713.8-0.5-7.310.97.36.639.8%
2021-3.0-3.416.5-7.2-1.2-8.8-6.52.11.2-3.6-7.2-5.6-25.4%
20202.9-5.117.1-1.914.62.97.524.115.6-1.02.515.1138.5%
20198.2-6.313.60.4-8.5-2.55.223.53.1-10.41.116.145.2%
201819.96.414.9-15.622.64.64.9-9.610.4-18.2-5.81.229.4%
2017-9.9-3.92.110.79.70.24.50.21.90.914.811.448.2%
2016———-1.4-3.5-5.9-6.05.819.25.7-15.27.62.4%

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 44.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.9% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019859.141791044776
2016-05-019513.059701492537
2016-06-018954.291044776119
2016-07-018416.977611940298
2016-08-018907.649253731342
2016-09-0110618.470149253732
2016-10-0111224.813432835821
2016-11-019524.253731343282
2016-12-0110244.402985074628
2017-01-019231.34328358209
2017-02-018873.134328358208
2017-03-019061.567164179103
2017-04-0110028.91791044776
2017-05-0110997.201492537313
2017-06-0111021.455223880595
2017-07-0111519.589552238807
2017-08-0111540.111940298508
2017-09-0111754.664179104477
2017-10-0111862.873134328358
2017-11-0113623.134328358208
2017-12-0115181.902985074625
2018-01-0118209.88805970149
2018-02-0119367.537313432833
2018-03-0122244.402985074623
2018-04-0118763.99253731343
2018-05-0122997.201492537315
2018-06-0124063.432835820895
2018-07-0125243.47014925373
2018-08-0122814.36567164179
2018-09-0125179.104477611934
2018-10-0120603.5447761194
2018-11-0119411.380597014926
2018-12-0119638.059701492537
2019-01-0121238.805970149253
2019-02-0119899.253731343284
2019-03-0122597.947761194027
2019-04-0122684.701492537315
2019-05-0120751.86567164179
2019-06-0120237.873134328358
2019-07-0121291.0447761194
2019-08-0126291.0447761194
2019-09-0127096.082089552237
2019-10-0124289.17910447761
2019-11-0124567.16417910448
2019-12-0128519.589552238805
2020-01-0129349.81343283582
2020-02-0127861.007462686564
2020-03-0132634.328358208953
2020-04-0132023.320895522385
2020-05-0136704.29104477612
2020-06-0137762.126865671635
2020-07-0140595.14925373134
2020-08-0150372.20149253731
2020-09-0158208.02238805969
2020-10-0157654.850746268654
2020-11-0159110.07462686567
2020-12-0168024.25373134328
2021-01-0165979.4776119403
2021-02-0163755.59701492537
2021-03-0174264.92537313432
2021-04-0168933.76865671642
2021-05-0168126.86567164179
2021-06-0162150.18656716417
2021-07-0158112.87313432835
2021-08-0159309.70149253731
2021-09-0160016.79104477612
2021-10-0157876.86567164178
2021-11-0153736.00746268656
2021-12-0150716.41791044776
2022-01-0151493.47014925373
2022-02-0151963.619402985074
2022-03-0153644.5895522388
2022-04-0158159.514925373136
2022-05-0162410.44776119403
2022-06-0153206.156716417914
2022-07-0160568.09701492536
2022-08-0160291.977611940296
2022-09-0155874.067164179105
2022-10-0161961.753731343284
2022-11-0166476.6791044776
2022-12-0170893.65671641791
2023-01-0171755.59701492537
2023-02-0169893.65671641791
2023-03-0180299.44029850746
2023-04-0184700.55970149254
2023-05-0187878.73134328358
2023-06-0188930.03731343283
2023-07-01101668.84328358207
2023-08-0195236.00746268658
2023-09-0182251.86567164178
2023-10-0172829.29104477611
2023-11-0176826.49253731342
2023-12-0173658.58208955223
2024-01-0188023.32089552237
2024-02-0191815.29850746268
2024-03-0182852.6119402985
2024-04-0176462.68656716417
2024-05-0184707.0895522388
2024-06-0186552.23880597013
2024-07-0197687.49999999999
2024-08-01100028.91791044777
2024-09-01107337.68656716417
2024-10-0192740.67164179105
2024-11-01107697.76119402984
2024-12-01101976.6791044776
2025-01-01105972.01492537314
2025-02-01113306.90298507462
2025-03-01113698.69402985074
2025-04-01134654.85074626867
2025-05-01138283.58208955222
2025-06-01158478.5447761194
2025-07-01119517.72388059701
2025-08-01126580.22388059701
2025-09-01125746.26865671642
2025-10-01122201.49253731343
2025-11-01113750
2025-12-01107649.25373134327
2026-01-01112406.71641791044
2026-02-01105783.58208955222
2026-03-0199533.58208955222
2026-04-01107929.10447761194
Annual Return Matrix
YearAnnual Return
20170.481970497177199
20180.29351766513056843
20190.4522610678320351
20201.3851764628920944
2021-0.25443624694879463
20220.39784432018834615
20230.03900102634279845
20240.38445074846128513
20250.055626194897501646
20260.0025996533795495935
Total Factor Risk
0.44817991634112175
VTI.US Exposure
-0.006705134111665442
VEA.US Exposure
0.04352947604010017
VWO.US Exposure
-0.007710379910233819
QQQ.US Exposure
0.011366971244740351
VTV.US Exposure
-0.0006758097658467979
IJR.US Exposure
-0.0017107355652598729
QUAL.US Exposure
0.008967561812375822
SHV.US Exposure
0.508793690547071
TLT.US Exposure
-0.009119978711303817
LQD.US Exposure
0.1367437438384672
HYG.US Exposure
0.0683758808367778
GLD.US Exposure
0.0003055128026554807
USO.US Exposure
-0.0032837018567295696
VNQ.US Exposure
-0.00002028508542839491
BTC-USD.CC Exposure
0.005452985266285933
CPER.US Exposure
0.0004256486514926449
VIX.INDX Exposure
0.010925493740114096
UUP.US Exposure
-0.0009672145877047777
TIP.US Exposure
0.00047485584643375614
Idiosyncratic Exposure
0.234831418967658
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.8%

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 →23.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.30%
Market Cap$9.0B
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 →
+8.3%
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 →
-7.5%
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 →
32.0% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capcom Co Ltd ADR a high-risk investment?

Capcom Co Ltd ADR (CCOEY.US) has an annualized volatility of 44.8% and experienced a maximum drawdown of 37.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCOEY.US has generated a Compound Annual Growth Rate (CAGR) of 27.8%. It has had a positive return in 90% 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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