CDR.TO

10-Year Study

CDR.TO · Unknown · Unknown · Common Stock

Executive Summary: CDR.TO has compounded at 41.1% annually over the last 10 years, with a maximum drawdown of 62.3% and an annualized volatility of 81.5%.

1Y CAGR
+60.6%
3Y CAGR
+77.6%
5Y CAGR
+48.3%
10Y CAGR
+41.1%

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 →
62.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
91.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +270.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.0-4.143.63.0————————43.3%
20254.9-5.7-3.3-7.410.42.2-7.6-4.75.6-3.514.52.65.4%
202426.346.8-18.5-7.7-9.9-16.311.812.4-6.149.4-7.9-21.434.3%
2023-4.1-15.56.7-18.8100.075.073.6-28.5-11.510.027.3-2.1270.3%
2022-4.03.1-11.1-20.514.3-12.518.6-8.4-15.825.0-11.34.2-26.0%
2021-16.513.66.5-8.2-11.1-8.71.4-18.916.731.44.34.23.1%
20201.5-7.2-50.046.96.42.0-11.817.83.8-11.811.3-10.2-28.7%
2019————-30.022.9-16.3-16.793.327.66.872.2172.0%

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 81.5%. The dominant macroeconomic risk driver is QUAL.US, accounting for 18.2% of variance. Idiosyncratic stock-specific factors contribute 32.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-016999.99988079071
2019-06-018600.000143051147
2019-07-017200.000286102295
2019-08-016000.000238418579
2019-09-0111599.99966621399
2019-10-0114800.000190734863
2019-11-0115800.000429153442
2019-12-0127200.000286102295
2020-01-0127599.99990463257
2020-02-0125599.99942779541
2020-03-0112799.999713897705
2020-04-0118799.999952316284
2020-05-0120000
2020-06-0120399.999618530273
2020-07-0117999.99952316284
2020-08-0121199.99885559082
2020-09-0122000.00047683716
2020-10-0119400.00057220459
2020-11-0121600.000858306885
2020-12-0119400.00057220459
2021-01-0116200.000047683716
2021-02-0118400.00033378601
2021-03-0119600.000381469727
2021-04-0117999.99952316284
2021-05-0116000.00023841858
2021-06-0114600.000381469727
2021-07-0114800.000190734863
2021-08-0112000.000476837158
2021-09-0113999.99976158142
2021-10-0118400.00033378601
2021-11-0119199.999570846558
2021-12-0120000
2022-01-0119199.999570846558
2022-02-0119800.000190734863
2022-03-0117599.99990463257
2022-04-0113999.99976158142
2022-05-0116000.00023841858
2022-06-0113999.99976158142
2022-07-0116599.99966621399
2022-08-0115199.999809265137
2022-09-0112799.999713897705
2022-10-0116000.00023841858
2022-11-0114199.999570846558
2022-12-0114800.000190734863
2023-01-0114199.999570846558
2023-02-0112000.000476837158
2023-03-0112799.999713897705
2023-04-0110399.999618530273
2023-05-0120799.999237060547
2023-06-0136400.00104904175
2023-07-0163200.00171661377
2023-08-0145199.99980926514
2023-09-0140000
2023-10-0144000.00095367432
2023-11-0155999.99904632568
2023-12-0154800.00019073486
2024-01-0169200.00076293945
2024-02-01101599.9984741211
2024-03-0182799.99732971191
2024-04-0176399.99866485596
2024-05-0168800.00114440918
2024-06-0157600.00228881836
2024-07-0164400.00057220459
2024-08-0172399.99771118164
2024-09-0168000.00190734863
2024-10-01101599.9984741211
2024-11-0193599.99656677246
2024-12-0173600.00133514404
2025-01-0177199.9979019165
2025-02-0172800.0020980835
2025-03-0170399.99961853027
2025-04-0165199.99980926514
2025-05-0171999.99809265137
2025-06-0173600.00133514404
2025-07-0168000.00190734863
2025-08-0164800.00019073486
2025-09-0168400.0015258789
2025-10-0165999.99904632568
2025-11-0175599.99942779541
2025-12-0177600
2026-01-0178400
2026-02-0175200
2026-03-01108000
2026-04-01111199.99999999999
Annual Return Matrix
YearAnnual Return
2020-0.2867646923475613
20210.03092780464424627
2022-0.25999999046325684
20232.7027026678716473
20240.34306571311997414
20250.05434780696051367
20260.4329896907216495
Total Factor Risk
0.8152689782793784
VTI.US Exposure
0.01767190258830204
VEA.US Exposure
-0.015633031950961253
VWO.US Exposure
0.03415434792496528
QQQ.US Exposure
0.04986187227879415
VTV.US Exposure
0.04615603380077378
IJR.US Exposure
0.1126983018706608
QUAL.US Exposure
0.18211262973028372
SHV.US Exposure
0.09854493404457389
TLT.US Exposure
0.008791081320609353
LQD.US Exposure
0.04420903955266598
HYG.US Exposure
-0.002908439356718724
GLD.US Exposure
0.01245097026114962
USO.US Exposure
0.03212707646330595
VNQ.US Exposure
-0.008782073073174943
BTC-USD.CC Exposure
0.022052162363978993
CPER.US Exposure
0.0038909558926505366
VIX.INDX Exposure
0.004573276297804303
UUP.US Exposure
0.020036701382611193
TIP.US Exposure
0.017660005656410908
Idiosyncratic Exposure
0.32033225295131434
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
81.5%

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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+20.9%
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 →
+45.2%
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 →
13.7% 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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
53
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.7%
50.0% retracement+16.6%
61.8% retracement+27.1%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is CDR.TO a high-risk investment?

CDR.TO (CDR.TO) has an annualized volatility of 81.5% and experienced a maximum drawdown of 62.3% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of CDR.TO?

Over the past 10 years, CDR.TO has generated a Compound Annual Growth Rate (CAGR) of 41.1%. It has had a positive return in 71% 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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