Canadian Tire Corporation Limited

10-Year Study

CDNAF.US · Consumer Cyclical · US · Common Stock

Executive Summary: Canadian Tire Corporation Limited has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 52.4% and an annualized volatility of 28.1%.

1Y CAGR
+27.4%
3Y CAGR
+12.9%
5Y CAGR
+1.7%
10Y CAGR
+6.9%

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 →
52.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
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 →
26.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +26.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.014.4-5.014.5————————22.0%
20258.8-13.16.05.816.06.51.0-7.2-5.2-2.06.14.026.0%
20241.1-4.0-2.1-1.61.31.04.111.94.7-9.93.2-4.43.7%
202314.94.75.01.5-7.312.13.1-14.5-9.6-9.77.82.76.1%
20221.31.64.8-9.2-0.7-8.83.3-8.1-8.96.00.6-7.9-24.6%
2021-1.43.86.313.36.7-7.5-3.70.5-7.51.4-6.68.511.7%
20200.6-8.8-35.815.319.10.28.313.5-3.111.414.82.626.9%
20196.8-0.9-2.23.7-7.95.62.5-7.610.0-1.98.6-8.75.6%
20188.9-2.0-5.13.6-5.12.73.6-5.3-6.3-4.8-0.7-6.2-16.7%
20174.410.8-0.33.7-5.4-2.30.83.26.5-0.92.61.726.7%
2016————-0.5-2.1-0.64.2-7.9-1.35.4-0.8-4.0%

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 28.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 21.9% of variance. Idiosyncratic stock-specific factors contribute 28.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019954.576051583386
2016-06-019744.96793752499
2016-07-019689.586148605902
2016-08-0110100.426150023028
2016-09-019301.875667441025
2016-10-019179.294271268276
2016-11-019675.60468258909
2016-12-019600.927205275757
2017-01-0110027.975584944048
2017-02-0111109.862690616097
2017-03-0111074.447194343644
2017-04-0111483.148853899374
2017-05-0110867.926390428329
2017-06-0110616.36122540907
2017-07-0110706.424641796106
2017-08-0111044.270002986088
2017-09-0111765.334062140975
2017-10-0111659.631648471783
2017-11-0111963.428027714936
2017-12-0112166.27948760774
2018-01-0113250.621257901745
2018-02-0112989.794162453247
2018-03-0112326.8449208687
2018-04-0112765.964177080014
2018-05-0112118.514750762972
2018-06-0112443.631284067962
2018-07-0112893.59408451132
2018-08-0112206.503089840728
2018-09-0111432.701700045045
2018-10-0110881.616839505423
2018-11-0110800.941882651849
2018-12-0110131.628227124802
2019-01-0110816.391086277667
2019-02-0110715.686572225342
2019-03-0110474.648628677567
2019-04-0110864.497451703843
2019-05-0110011.33700773852
2019-06-0110570.190755277528
2019-07-0110834.307607435863
2019-08-0110008.717855281071
2019-09-0111007.171669627449
2019-10-0110794.387675053016
2019-11-0111724.224756178419
2019-12-0110703.729571876123
2020-01-0110769.992863758524
2020-02-019824.415562067588
2020-03-016310.537849916239
2020-04-017277.78958716084
2020-05-018665.33304990814
2020-06-018683.844257856194
2020-07-019403.896084177284
2020-08-0110673.83074454786
2020-09-0110347.22116781302
2020-10-0111531.445012981887
2020-11-0113237.98100038971
2020-12-0113587.327857153703
2021-01-0113390.878769934661
2021-02-0113897.286203772592
2021-03-0114773.133316125375
2021-04-0116731.7658907902
2021-05-0117850.321130866523
2021-06-0116519.854947034917
2021-07-0115913.350338844943
2021-08-0115986.66130183265
2021-09-0114779.788747007588
2021-10-0114981.564709514483
2021-11-0113991.816097538756
2021-12-0115176.12851308058
2022-01-0115369.718042544147
2022-02-0115623.00400338086
2022-03-0116372.144870763172
2022-04-0114870.041957050962
2022-05-0114763.26404599586
2022-06-0113463.190152998994
2022-07-0113911.735827475035
2022-08-0112788.916556586348
2022-09-0111644.410197233568
2022-10-0112337.384795250604
2022-11-0112417.3385362101
2022-12-0111442.229341593154
2023-01-0113145.74128341001
2023-02-0113765.215124783004
2023-03-0114446.802103419828
2023-04-0114668.848028423497
2023-05-0113592.325756770573
2023-06-0115230.561333717982
2023-07-0115696.479454204058
2023-08-0113428.331384785128
2023-09-0112143.618125041125
2023-10-0110971.085569102606
2023-11-0111822.120324116953
2023-12-0112136.76024759215
2024-01-0112267.37624188316
2024-02-0111782.78242561354
2024-03-0111531.60950081738
2024-04-0111347.256595962202
2024-05-0111493.967092310575
2024-06-0111613.777501100803
2024-07-0112088.83102291189
2024-08-0113529.149775031256
2024-09-0114162.491206227256
2024-10-0112755.474914339797
2024-11-0113162.215372780049
2024-12-0112586.292849081146
2025-01-0113695.10534813218
2025-02-0111906.363401709663
2025-03-0112617.001462676444
2025-04-0113355.083686349533
2025-05-0115495.52593087462
2025-06-0116504.152685200654
2025-07-0116668.31154502159
2025-08-0115462.48918176159
2025-09-0114662.483614481003
2025-10-0114368.569158277789
2025-11-0115242.809351006921
2025-12-0115856.526118137695
2026-01-0115545.365745028672
2026-02-0117778.604434592045
2026-03-0116891.635413977925
2026-04-0119346.300035934266
Annual Return Matrix
YearAnnual Return
20170.2671983890183345
2018-0.1672369324209081
20190.0564668710622116
20200.26940126485016846
20210.11693253247660285
2022-0.24603766159920892
20230.060698914981046403
20240.037038929032002565
20250.2598249785118649
20260.22008439249532397
Total Factor Risk
0.2809960414644074
VTI.US Exposure
0.007604587847732005
VEA.US Exposure
0.18543332482663272
VWO.US Exposure
-0.01970789947377344
QQQ.US Exposure
0.15219680479328904
VTV.US Exposure
0.21898828168635276
IJR.US Exposure
-0.04001712711380828
QUAL.US Exposure
-0.1015711530843154
SHV.US Exposure
0.21036345743423732
TLT.US Exposure
0.06257102659723293
LQD.US Exposure
-0.03128741803326223
HYG.US Exposure
0.04864382948869126
GLD.US Exposure
-0.0008168136959634827
USO.US Exposure
0.0004299161644048677
VNQ.US Exposure
0.009096104666995024
BTC-USD.CC Exposure
0.004137371581496799
CPER.US Exposure
-0.006586168958695454
VIX.INDX Exposure
-0.0059606395103337165
UUP.US Exposure
0.02680081588172467
TIP.US Exposure
-0.0042957562355414175
Idiosyncratic Exposure
0.283977455136904
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
64.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.1%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.34%
Market Cap$7.3B
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 →
+11.7%
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 →
+21.2%
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 →
0.0% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian Tire Corporation Limited a high-risk investment?

Canadian Tire Corporation Limited (CDNAF.US) has an annualized volatility of 28.1% and experienced a maximum drawdown of 52.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CDNAF.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. It has had a positive return in 80% 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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