Headwater Exploration Inc

10-Year Study

CDDRF.US · Energy · US · Common Stock

Executive Summary: Headwater Exploration Inc has compounded at 42.1% annually over the last 10 years, with a maximum drawdown of 33.7% and an annualized volatility of 42.5%.

1Y CAGR
+117.2%
3Y CAGR
+30.9%
5Y CAGR
+25.3%
10Y CAGR
+42.1%

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 →
33.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.95
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +245.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -7.1%
% 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.
202618.314.1-1.0-3.5————————29.1%
20250.3-4.83.3-9.112.310.65.5-5.210.7-3.022.28.858.8%
2024-1.18.812.9-3.41.4-3.2-0.2-3.8-6.44.8-0.0-5.22.8%
202312.6-9.16.6-1.73.33.117.0-6.72.51.2-2.2-8.715.3%
202237.40.5-5.1-4.312.0-26.815.4-6.2-16.438.8-8.8-8.08.5%
202116.734.51.718.30.2-1.3-8.6-8.122.37.9-8.314.6117.6%
202074.8-1.6-22.221.01.1-1.87.29.0-7.60.458.425.3245.9%
2019-6.9-4.50.52.4-0.6-2.3-1.1-5.72.427.9-11.3-3.5-7.1%
201829.70.6-10.9-6.519.9-26.02.96.1-1.0-5.326.4-6.017.2%
2017-7.8-2.2-20.35.424.4-12.831.07.7-2.1-2.92.94.718.8%
2016———-12.2-12.29.2-14.62.2-3.8-0.40.238.9-1.9%

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 42.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 29.8% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018784.43623970463
2016-05-017710.877591593297
2016-06-018423.74325475717
2016-07-017196.819085487077
2016-08-017358.704913376881
2016-09-017080.374893496165
2016-10-017054.813973303039
2016-11-017066.174382277761
2016-12-019812.553251917068
2017-01-019042.88554387958
2017-02-018846.918489065605
2017-03-017054.813973303039
2017-04-017438.227776199944
2017-05-019253.053109911954
2017-06-018071.570576540756
2017-07-0110570.860550979834
2017-08-0111388.809997159897
2017-09-0111144.561204203352
2017-10-0110820.789548423743
2017-11-0111138.88099971599
2017-12-0111658.619710309571
2018-01-0115120.704345356431
2018-02-0115211.587617154217
2018-03-0113552.967906844646
2018-04-0112675.376313547285
2018-05-0115194.547003692134
2018-06-0111238.284578244815
2018-07-0111564.896336268104
2018-08-0112272.081794944615
2018-09-0112149.957398466344
2018-10-0111510.93439363817
2018-11-0114544.163589889235
2018-12-0113669.412098835559
2019-01-0112720.81794944618
2019-02-0112149.957398466344
2019-03-0112209.59954558364
2019-04-0112502.130076682759
2019-05-0112431.127520590739
2019-06-0112149.957398466344
2019-07-0112019.31269525703
2019-08-0111332.007952286283
2019-09-0111598.977563192275
2019-10-0114833.854018744674
2019-11-0113155.353592729338
2019-12-0112698.097131496734
2020-01-0122195.399034365237
2020-02-0121843.226356148818
2020-03-0116986.6515194547
2020-04-0120556.66003976143
2020-05-0120775.34791252485
2020-06-0120397.614314115304
2020-07-0121868.787276341947
2020-08-0123842.65833570008
2020-09-0122030.67310423175
2020-10-0122121.556376029537
2020-11-0135046.86168702073
2020-12-0143925.02130076682
2021-01-0151252.48508946322
2021-02-0168926.44135188866
2021-03-0170093.72337404147
2021-04-0182945.18602669696
2021-05-0183132.63277477988
2021-06-0182053.3939221812
2021-07-0175001.42005112184
2021-08-0168926.44135188866
2021-09-0184299.91479693267
2021-10-0190959.95455836409
2021-11-0183410.96279466062
2021-12-0195560.92019312695
2022-01-01131309.28713433683
2022-02-01131939.78983243395
2022-03-01125234.30843510367
2022-04-01119860.83499005962
2022-05-01134299.9147969327
2022-06-0198364.10110763987
2022-07-01113552.96790684464
2022-08-01106543.5955694405
2022-09-0189017.32462368645
2022-10-01123598.40954274352
2022-11-01112664.01590457254
2022-12-01103660.89179210452
2023-01-01116739.56262425447
2023-02-01106086.33910820789
2023-03-01113047.42970746945
2023-04-01111113.32007952285
2023-05-01114737.29054245952
2023-06-01118278.89804032944
2023-07-01138403.8625390514
2023-08-01129076.96677080376
2023-09-01132263.56148821357
2023-10-01133836.9781312127
2023-11-01130951.43425163305
2023-12-01119522.86282306163
2024-01-01118261.85742686735
2024-02-01128619.71030957114
2024-03-01145157.62567452426
2024-04-01140164.72593013349
2024-05-01142084.63504686166
2024-06-01137566.03237716557
2024-07-01137304.74297074694
2024-08-01132061.91422891224
2024-09-01123666.57199659187
2024-10-01129639.30701505255
2024-11-01129599.54558364101
2024-12-01122905.42459528541
2025-01-01123280.31809145129
2025-02-01117387.1059358137
2025-03-01121229.76427151376
2025-04-01110142.00511218404
2025-05-01123683.61261005395
2025-06-01136759.4433399602
2025-07-01144234.59244532802
2025-08-01136677.0803748935
2025-09-01151337.68815677363
2025-10-01146787.84436239704
2025-11-01179414.93893780172
2025-12-01195115.02414086906
2026-01-01230900.31241124682
2026-02-01263561.4882135756
2026-03-01261005.39619426295
2026-04-01251917.06901448447
Annual Return Matrix
YearAnnual Return
20170.18813314037626627
20180.17247259439707685
2019-0.0710575524620819
20202.459181391187654
20211.1755463597568863
20220.08476238594822716
20230.1530178909011206
20240.028300541773595533
20250.5875216637781631
20260.29112081513828225
Total Factor Risk
0.42459623323673645
VTI.US Exposure
0.2982304084152635
VEA.US Exposure
0.11066138452020312
VWO.US Exposure
-0.023196432386024354
QQQ.US Exposure
0.032587102741151765
VTV.US Exposure
0.18241790899484409
IJR.US Exposure
-0.016717683106225806
QUAL.US Exposure
-0.07381056189328489
SHV.US Exposure
0.0978057343016619
TLT.US Exposure
-0.008066608077709887
LQD.US Exposure
0.08465678611894314
HYG.US Exposure
0.0681975432782397
GLD.US Exposure
0.017021665203366523
USO.US Exposure
0.09411353638060642
VNQ.US Exposure
-0.04524562741811044
BTC-USD.CC Exposure
0.00222627991928433
CPER.US Exposure
0.008227853496195158
VIX.INDX Exposure
-0.018839280438327347
UUP.US Exposure
0.004590093487739036
TIP.US Exposure
0.02160678192900228
Idiosyncratic Exposure
0.16353311453318162
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.5%

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 →16.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.93%
Market Cap$2.1B
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
$2,244
Avg Yield on Cost
22.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2,243.6822.44%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 →
-0.5%
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 →
+36.7%
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 →
6.9% 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 →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Headwater Exploration Inc a high-risk investment?

Headwater Exploration Inc (CDDRF.US) has an annualized volatility of 42.5% and experienced a maximum drawdown of 33.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CDDRF.US has generated a Compound Annual Growth Rate (CAGR) of 42.1%. 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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