Cogent Communications Group Inc

10-Year Study

CCOI.US · Communication Services · US · Common Stock

Executive Summary: Cogent Communications Group Inc has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 75.6% and an annualized volatility of 94.2%.

1Y CAGR
-50.6%
3Y CAGR
-24.6%
5Y CAGR
-17.0%
10Y CAGR
-0.6%

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 →
75.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +52.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -70.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.7-22.80.423.4————————7.8%
2025-2.2-3.0-14.9-11.4-14.05.5-5.4-13.80.37.6-53.713.0-70.1%
20241.54.8-18.1-1.8-6.2-4.725.10.58.55.73.6-6.27.2%
202320.1-5.6-0.18.3-9.69.4-9.016.9-12.35.0-0.319.141.2%
2022-13.1-0.36.1-11.84.80.65.0-15.3-2.00.712.3-1.7-17.2%
2021-4.95.116.39.81.21.70.9-5.4-2.48.1-1.1-2.327.8%
20207.82.913.22.3-7.91.116.5-24.6-10.7-7.15.53.0-5.3%
20197.20.512.71.87.01.56.1-2.4-9.56.48.05.052.0%
2018-0.4-5.02.48.69.74.3-2.76.42.0-6.8-5.6-6.84.3%
20171.1-0.85.04.5-11.51.84.112.84.910.2-12.2-3.314.3%
2016———-0.83.90.66.7-16.03.60.22.510.49.2%

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 94.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.4% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019915.451410528065
2016-05-0110302.048277867796
2016-06-0110364.119822177907
2016-07-0111054.883875524534
2016-08-019290.165773401472
2016-09-019622.169595745565
2016-10-019645.685321367735
2016-11-019890.897004445553
2016-12-0110920.935643358678
2017-01-0111039.760688021937
2017-02-0110947.318127051396
2017-03-0111492.25144376584
2017-04-0112012.83809048984
2017-05-0110632.971872533135
2017-06-0110821.887074660352
2017-07-0111267.19016161868
2017-08-0112709.83422659853
2017-09-0113337.155677427398
2017-10-0114700.90157463958
2017-11-0112913.207860733724
2017-12-0112486.019361003782
2018-01-0112430.886202168766
2018-02-0111810.71087290706
2018-03-0112099.962607503427
2018-04-0113145.456811666461
2018-05-0114423.740080601607
2018-06-0115043.499937679173
2018-07-0114635.007686235409
2018-08-0115570.48485603889
2018-09-0115883.584694004738
2018-10-0114796.210893680667
2018-11-0113961.361086875235
2018-12-0113016.992812331217
2019-01-0113949.852507374631
2019-02-0114024.72059495617
2019-03-0115809.38136191782
2019-04-0116094.976941293779
2019-05-0117227.304831941503
2019-06-0117480.53512817317
2019-07-0118555.403215754708
2019-08-0118117.661722547677
2019-09-0116394.864763804064
2019-10-0117448.16984502888
2019-11-0118841.829739498942
2019-12-0119782.708047696207
2020-01-0121321.783206614316
2020-02-0121947.0272965225
2020-03-0124835.389920644815
2020-04-0125398.93639120861
2020-05-0123390.25302256014
2020-06-0123647.014832356974
2020-07-0127544.35165565665
2020-08-0120778.304042544354
2020-09-0118550.957663384437
2020-10-0117238.024014292245
2020-11-0118187.211766172255
2020-12-0118728.405833229466
2021-01-0117814.990236403675
2021-02-0118722.132203248995
2021-03-0121775.229548381736
2021-04-0123912.833935768
2021-05-0124190.03697702439
2021-06-0124602.80859196477
2021-07-0124833.187918068885
2021-08-0123486.393285969505
2021-09-0122923.345382026673
2021-10-0124783.996011467032
2021-11-0124504.341684324234
2021-12-0123932.07029789356
2022-01-0120802.3598820059
2022-02-0120733.682329968007
2022-03-0121992.853878432845
2022-04-0119390.834683617933
2022-05-0120327.766006065896
2022-06-0120452.283019651833
2022-07-0121478.956333873448
2022-08-0118192.446715692386
2022-09-0117820.058997050146
2022-10-0117939.631891644854
2022-11-0120150.691761186594
2022-12-0119813.993103161745
2023-01-0123802.484523661144
2023-02-0122472.97353442187
2023-03-0122451.742905812458
2023-04-0124326.22875898459
2023-05-0122002.57592754165
2023-06-0124066.226266151483
2023-07-0121902.44713116457
2023-08-0125594.416053845194
2023-09-0122446.75723960281
2023-10-0123563.67111221904
2023-11-0123495.03510739956
2023-12-0127983.58884872658
2024-01-0128403.008018613156
2024-02-0129768.00033237775
2024-03-0124385.599734097807
2024-04-0123956.333873447173
2024-05-0122471.228551248492
2024-06-0121416.34467572396
2024-07-0126785.616352985166
2024-08-0126913.66488013627
2024-09-0129198.138684615067
2024-10-0130871.078981262206
2024-11-0131989.363912086083
2024-12-0129996.634675308487
2025-01-0129323.27890647721
2025-02-0128439.777306909305
2025-03-0124210.519755702357
2025-04-0121462.088163197473
2025-05-0118455.066683285553
2025-06-0119464.414807428642
2025-07-0118406.581079396732
2025-08-0115864.47297353442
2025-09-0115914.246541194068
2025-10-0117117.661722547673
2025-11-017927.20927333915
2025-12-018957.580289999585
2026-01-0110095.97407453571
2026-02-017794.258174415224
2026-03-017827.495949146205
2026-04-019659.728281191574
Annual Return Matrix
YearAnnual Return
20170.14331040569741615
20180.04252543873075876
20190.5197602344034267
2020-0.05329413000105021
20210.2778487667877918
2022-0.17207358759489666
20230.41231445388265553
20240.07193665678351735
2025-0.7013804919465532
20260.0783858998144713
Total Factor Risk
0.941964829063642
VTI.US Exposure
-0.003514485025409648
VEA.US Exposure
0.005238587631674879
VWO.US Exposure
0.00957388542193471
QQQ.US Exposure
-0.00362329628089746
VTV.US Exposure
-0.003676787814525809
IJR.US Exposure
0.04498822764271897
QUAL.US Exposure
0.1133114498281943
SHV.US Exposure
0.5535664261103947
TLT.US Exposure
-0.0029515012370742587
LQD.US Exposure
0.07361682666557968
HYG.US Exposure
0.01364594761410397
GLD.US Exposure
0.004681428193005015
USO.US Exposure
0.00008421898829817022
VNQ.US Exposure
0.01400556636953331
BTC-USD.CC Exposure
0.001866290670260178
CPER.US Exposure
0.003912198415841452
VIX.INDX Exposure
-0.0012329998835576095
UUP.US Exposure
0.001792068677397623
TIP.US Exposure
0.026768817890866096
Idiosyncratic Exposure
0.14794713012166166
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
94.2%

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 →16.66%
Market Cap$951.9M
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.310.08%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 →
+9.4%
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 →
-23.6%
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 →
56.7% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cogent Communications Group Inc a high-risk investment?

Cogent Communications Group Inc (CCOI.US) has an annualized volatility of 94.2% and experienced a maximum drawdown of 75.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CCOI.US has generated a Compound Annual Growth Rate (CAGR) of -0.6%. It has had a positive return in 70% 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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