Cadence Design Systems Inc

10-Year Study

CDNS.US · Technology · US · Common Stock

Executive Summary: Cadence Design Systems Inc has compounded at 28.9% annually over the last 10 years, with a maximum drawdown of 23.8% and an annualized volatility of 42.8%.

1Y CAGR
+7.6%
3Y CAGR
+10.2%
5Y CAGR
+19.7%
10Y CAGR
+28.9%

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 →
23.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +96.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.8%
% 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.
2026-5.21.7-7.810.5————————-1.8%
2025-0.9-15.81.517.1-3.67.318.3-3.90.2-3.6-7.90.24.0%
20245.95.52.3-11.53.97.5-13.00.50.81.911.1-2.110.3%
202313.85.58.9-0.310.21.6-0.22.7-2.62.413.9-0.369.6%
2022-18.4-0.58.6-8.31.9-2.424.0-6.6-6.0-7.413.6-6.6-13.8%
2021-4.48.2-2.9-3.8-3.67.77.910.7-7.414.32.55.036.6%
20204.0-8.3-0.222.812.55.113.81.5-3.92.66.317.396.7%
201910.519.210.99.2-8.411.44.4-7.3-3.5-1.17.5-1.359.5%
20187.3-13.6-5.28.96.02.01.86.7-3.7-1.71.1-3.54.0%
20173.218.71.63.77.9-4.710.26.50.59.31.7-4.865.8%
2016———-1.76.6-1.7-1.05.80.40.22.7-4.07.0%

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 42.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.7% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019834.605597964377
2016-05-0110483.460559796438
2016-06-0110305.343511450383
2016-07-0110199.321458863444
2016-08-0110788.804071246821
2016-09-0110826.972010178117
2016-10-0110848.176420695505
2016-11-0111145.038167938932
2016-12-0110695.504664970314
2017-01-0111039.016115351993
2017-02-0113104.325699745546
2017-03-0113316.369804919423
2017-04-0113812.553011026293
2017-05-0114902.459711620017
2017-06-0114202.714164546229
2017-07-0115648.854961832061
2017-08-0116662.42578456319
2017-09-0116738.761662425786
2017-10-0118303.64715860899
2017-11-0118621.713316369805
2017-12-0117735.368956743
2018-01-0119024.59711620017
2018-02-0116441.89991518236
2018-03-0115593.723494486856
2018-04-0116988.97370653096
2018-05-0118002.54452926209
2018-06-0118367.260390161155
2018-07-0118698.0491942324
2018-08-0119949.10941475827
2018-09-0119219.677692960136
2018-10-0118901.61153519932
2018-11-0119100.93299406277
2018-12-0118439.35538592027
2019-01-0120368.956743002545
2019-02-0124279.050042408824
2019-03-0126933.842239185753
2019-04-0129423.240033927057
2019-05-0126959.287531806618
2019-06-0130029.686174724346
2019-07-0131344.359626802376
2019-08-0129041.56064461408
2019-09-0128023.748939779474
2019-10-0127714.164546225613
2019-11-0129792.196776929606
2019-12-0129414.758269720103
2020-01-0130581.000848176423
2020-02-0128049.19423240034
2020-03-0128006.78541136557
2020-04-0134406.276505513146
2020-05-0138715.012722646316
2020-06-0140695.504664970314
2020-07-0146331.636980491945
2020-08-0147035.62340966921
2020-09-0145220.525869380836
2020-10-0146382.52756573368
2020-11-0149321.4588634436
2020-12-0157858.35453774386
2021-01-0155296.86174724343
2021-02-0159834.605597964386
2021-03-0158095.8439355386
2021-04-0155882.103477523335
2021-05-0153854.96183206107
2021-06-0158023.74893977947
2021-07-0162616.62425784564
2021-08-0169329.94062765055
2021-09-0164223.918575063624
2021-10-0173413.91009329942
2021-11-0175258.69380831213
2021-12-0179028.83799830364
2022-01-0164520.78032230704
2022-02-0164219.67769296014
2022-03-0169745.54707379136
2022-04-0163973.70653095844
2022-05-0165195.08057675997
2022-06-0163625.95419847329
2022-07-0178914.33418150977
2022-08-0173693.80831212894
2022-09-0169308.73621713318
2022-10-0164202.714164546225
2022-11-0172960.13570822732
2022-12-0168125.53011026293
2023-01-0177536.04749787957
2023-02-0181823.57930449535
2023-03-0189096.69211195929
2023-04-0188825.27565733672
2023-05-0197926.2086513995
2023-06-0199457.16709075488
2023-07-0199240.88210347753
2023-08-01101967.76929601358
2023-09-0199363.86768447838
2023-10-01101717.5572519084
2023-11-01115890.58524173028
2023-12-01115508.90585241732
2024-01-01122332.48515691263
2024-02-01129083.96946564887
2024-03-01132010.17811704834
2024-04-01116891.43341815099
2024-05-01121420.69550466498
2024-06-01130513.1467345208
2024-07-01113511.4503816794
2024-08-01114050.04240882106
2024-09-01114940.62765055132
2024-10-01117099.23664122139
2024-11-01130114.5038167939
2024-12-01127421.54368108566
2025-01-01126217.13316369806
2025-02-01106234.09669211197
2025-03-01107858.35453774386
2025-04-01126268.02374893978
2025-05-01121743.00254452927
2025-06-01130682.78201865988
2025-07-01154609.83884648007
2025-08-01148613.23155216288
2025-09-01148965.2247667515
2025-10-01143634.43596268026
2025-11-01132247.66751484308
2025-12-01132561.49279050043
2026-01-01125682.7820186599
2026-02-01127820.18659881255
2026-03-01117841.39100932995
2026-04-01130178.11704834604
Annual Return Matrix
YearAnnual Return
20170.6582077716098336
20180.039693926351028086
20190.5952161913523459
20200.9669838523644754
20210.3659019277285054
2022-0.1379661926482426
20230.695530378486056
20240.10313176928442913
20250.04033814817280179
2026-0.01797939727429776
Total Factor Risk
0.42751995633932094
VTI.US Exposure
0.17789077027346417
VEA.US Exposure
-0.010415403499271754
VWO.US Exposure
-0.006961067950284167
QQQ.US Exposure
-0.0829669462535187
VTV.US Exposure
0.0007126565700975368
IJR.US Exposure
0.011906722967758665
QUAL.US Exposure
0.22551600839255728
SHV.US Exposure
0.47738390751242005
TLT.US Exposure
-0.011184482751159035
LQD.US Exposure
0.06170243119224428
HYG.US Exposure
-0.005680244751827765
GLD.US Exposure
0.010015200138647519
USO.US Exposure
-0.002097260830743748
VNQ.US Exposure
-0.005241116066339746
BTC-USD.CC Exposure
0.013217550007464302
CPER.US Exposure
-0.0007532001999343899
VIX.INDX Exposure
0.0194082115486318
UUP.US Exposure
0.008443495703485402
TIP.US Exposure
-0.0015807695254104704
Idiosyncratic Exposure
0.12068353752171879
Value Score
22.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.8%

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 →68.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$77.0B
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 →
+6.0%
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 →
-4.4%
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 →
17.8% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cadence Design Systems Inc a high-risk investment?

Cadence Design Systems Inc (CDNS.US) has an annualized volatility of 42.8% and experienced a maximum drawdown of 23.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CDNS.US has generated a Compound Annual Growth Rate (CAGR) of 28.9%. 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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