CECO Environmental Corp.

10-Year Study

CECO.US · Industrials · US · Common Stock

Executive Summary: CECO Environmental Corp. has compounded at 23.6% annually over the last 10 years, with a maximum drawdown of 70.2% and an annualized volatility of 56.6%.

1Y CAGR
+157.3%
3Y CAGR
+84.2%
5Y CAGR
+54.1%
10Y CAGR
+23.6%

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 →
70.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +98.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -62.3%
% 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.
202612.7-10.4-1.47.4————————6.9%
2025-6.3-12.1-8.44.313.05.358.81.412.3-4.56.714.898.0%
2024-4.717.21.6-6.115.815.31.2-0.9-2.6-15.634.7-5.749.1%
202323.28.6-10.5-17.0-7.324.2-9.914.515.91.319.05.473.6%
20221.3-14.72.0-13.531.8-4.529.628.5-11.133.62.5-3.687.5%
2021-0.418.3-3.3-7.94.5-6.2-1.77.2-6.8-2.3-13.85.1-10.5%
2020-0.8-11.2-30.816.1-2.024.11.726.6-14.0-2.94.5-5.9-9.1%
20191.910.8-5.57.814.08.4-3.8-24.70.6-1.914.7-2.713.5%
2018-11.7-9.38.35.621.57.511.922.9-6.6-5.611.7-18.831.6%
2017-5.9-13.9-6.37.4-16.7-1.65.2-22.714.33.7-38.3-5.2-62.3%
2016———6.323.58.15.818.83.3-12.243.3-1.2128.9%

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 56.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 21.4% of variance. Idiosyncratic stock-specific factors contribute 29.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110628.038011941804
2016-05-0113124.043394163653
2016-06-0114186.359431502817
2016-07-0115014.044235135818
2016-08-0117838.365150113532
2016-09-0118423.177192834915
2016-10-0116169.203599360862
2016-11-0123176.015473887812
2016-12-0122889.74854932302
2017-01-0121527.878227230678
2017-02-0118541.586073500966
2017-03-0117372.29837692372
2017-04-0118661.676898494658
2017-05-0115537.633504331005
2017-06-0115294.59254898663
2017-07-0116094.357076780756
2017-08-0112445.547052392565
2017-09-0114229.24901185771
2017-10-0114750.65175342696
2017-11-019099.318812547304
2017-12-018628.374400807332
2018-01-017619.207804221681
2018-02-016912.791186611724
2018-03-017484.65225801026
2018-04-017905.138339920948
2018-05-019603.902110840132
2018-06-0110327.138171726516
2018-07-0111554.957530905727
2018-08-0114195.610125304851
2018-09-0113253.72130182491
2018-10-0112513.665797662099
2018-11-0113976.957362711295
2018-12-0111353.124211588596
2019-01-0111571.776974182156
2019-02-0112816.415776637792
2019-03-0112109.999159027835
2019-04-0113051.88798250778
2019-05-0114885.207299638381
2019-06-0116129.846102094021
2019-07-0115524.34614414263
2019-08-0111689.513077117148
2019-09-0111756.790850222858
2019-10-0111538.138087629299
2019-11-0113236.901858548483
2019-12-0112883.693549743504
2020-01-0112782.776890084937
2020-02-0111353.124211588596
2020-03-017854.680010091666
2020-04-019116.138255823733
2020-05-018931.124379783028
2020-06-0111084.013119165755
2020-07-0111269.02699520646
2020-08-0114262.887898410563
2020-09-0112261.374148515684
2020-10-0111908.165839710706
2020-11-0112446.388024556387
2020-12-0111706.332520393575
2021-01-0111655.874190564293
2021-02-0113791.94348667059
2021-03-0113337.818518207048
2021-04-0112278.193591792111
2021-05-0112833.23521991422
2021-06-0112042.721385922127
2021-07-0111840.888066604995
2021-08-0112698.6796737028
2021-09-0111840.888066604995
2021-10-0111571.776974182156
2021-11-019973.929862921537
2021-12-0110478.513161214365
2022-01-0110613.068707425784
2022-02-019048.860482718022
2022-03-019233.874358758725
2022-04-017989.235556303086
2022-05-0110528.971491043647
2022-06-0110058.027079303674
2022-07-0113035.068539231352
2022-08-0116752.16550332184
2022-09-0114885.207299638381
2022-10-0119880.581952737364
2022-11-0120385.16525103019
2022-12-0119645.109746867376
2023-01-0124203.17887477925
2023-02-0126288.789841056263
2023-03-0123530.401143722145
2023-04-0119527.373643932384
2023-05-0118097.720965436045
2023-06-0122470.776217307208
2023-07-0120250.60970481877
2023-08-0123177.19283491716
2023-09-0126860.6509124548
2023-10-0127213.859221259776
2023-11-0132377.42830712303
2023-12-0134109.83096459507
2024-01-0132511.983853334452
2024-02-0138096.0390211084
2024-03-0138718.35842233622
2024-04-0136363.63636363637
2024-05-0142099.06652089816
2024-06-0148524.09385249348
2024-07-0149112.774367168444
2024-08-0148692.28828525775
2024-09-0147430.830039525696
2024-10-0140030.27499789758
2024-11-0153906.3157009503
2024-12-0150845.177024640485
2025-01-0147632.66335884282
2025-02-0141846.774871751746
2025-03-0138348.330670254814
2025-04-0140013.45555462114
2025-05-0145227.482970313686
2025-06-0147615.843915566395
2025-07-0175603.39752754185
2025-08-0176679.8418972332
2025-09-0186115.54957530907
2025-10-0182230.25817845429
2025-11-0187713.39668656967
2025-12-01100664.36800941889
2026-01-01113413.50601295098
2026-02-01101673.53460600454
2026-03-01100210.24304095533
2026-04-01107627.6175258599
Annual Return Matrix
YearAnnual Return
2017-0.6230463439904181
20180.3157894736842106
20190.13481481481481494
2020-0.09138381201044388
2021-0.10488505747126431
20220.8747993579454252
20230.7363013698630139
20240.4906311637080867
20250.9798213695004963
20260.069172932330827
Total Factor Risk
0.5657265575773732
VTI.US Exposure
0.21439076978219004
VEA.US Exposure
-0.021592424995908566
VWO.US Exposure
0.054884396051127535
QQQ.US Exposure
-0.06671556821529052
VTV.US Exposure
-0.021759998999234278
IJR.US Exposure
0.11472257781452319
QUAL.US Exposure
-0.02168396837032814
SHV.US Exposure
0.08794569335727807
TLT.US Exposure
0.0028208881877925676
LQD.US Exposure
0.1577410036210713
HYG.US Exposure
0.10169258557412245
GLD.US Exposure
0.0001832599902982143
USO.US Exposure
-0.002478429228251774
VNQ.US Exposure
-0.029763430867490007
BTC-USD.CC Exposure
0.00028932314641147146
CPER.US Exposure
-0.005800233957953367
VIX.INDX Exposure
-0.0019859125070368962
UUP.US Exposure
0.03795199131897354
TIP.US Exposure
0.10075559694701437
Idiosyncratic Exposure
0.29840188135069073
Value Score
31.8
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
56.6%

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 →45.4x
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$2.2B
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 →
+0.8%
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 →
+19.0%
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 →
19.1% 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 →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CECO Environmental Corp. a high-risk investment?

CECO Environmental Corp. (CECO.US) has an annualized volatility of 56.6% and experienced a maximum drawdown of 70.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CECO.US has generated a Compound Annual Growth Rate (CAGR) of 23.6%. 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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