Canaccord Genuity Group Inc

10-Year Study

CF.TO · Financial Services · CA · Common Stock

Executive Summary: Canaccord Genuity Group Inc has compounded at 26.3% annually over the last 10 years, with a maximum drawdown of 54.2% and an annualized volatility of 41.8%.

1Y CAGR
+40.7%
3Y CAGR
+13.5%
5Y CAGR
+2.1%
10Y CAGR
+26.3%

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 →
54.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +137.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -42.2%
% 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.
20267.212.9-11.14.3————————12.3%
2025-2.7-15.82.60.510.112.43.9-4.75.69.51.0-6.213.2%
2024-2.810.110.6-1.96.2-7.811.1-10.07.411.59.4-7.138.4%
202337.20.9-5.0-1.3-11.7-11.7-0.63.6-5.3-11.0-6.615.0-5.7%
20220.7-14.4-4.3-8.5-7.5-18.618.0-21.1-12.83.112.28.3-42.2%
20215.2-2.20.73.012.12.80.111.3-7.62.8-0.46.338.0%
20201.72.8-13.624.54.523.812.60.2-12.3-2.535.924.8137.9%
20193.58.5-9.7149.3-12.824.2-8.0-8.34.22.7-7.6-1.2125.5%
201811.73.43.6-12.45.815.0-0.3-2.5-2.10.0-5.5-11.41.6%
2017-8.025.3-7.50.0-13.623.617.6-24.9-8.70.09.323.924.6%
2016———4.20.916.6-3.9-6.16.1-11.0-4.519.319.0%

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 41.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.7% of variance. Idiosyncratic stock-specific factors contribute 23.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110424.341538991222
2016-05-0110523.325873644344
2016-06-0112269.753830263386
2016-07-0111795.489757273199
2016-08-0111072.473747632983
2016-09-0111745.56722327423
2016-10-0110449.302805990703
2016-11-019975.038733000518
2016-12-0111895.334825271131
2017-01-0110947.667412635567
2017-02-0113715.78584954381
2017-03-0112693.234635909796
2017-04-0112693.234635909796
2017-05-0110972.628679635049
2017-06-0113562.575314167672
2017-07-0115954.553279394044
2017-08-0111983.990359786541
2017-09-0110938.199345842659
2017-10-0110938.199345842659
2017-11-0111959.029092787054
2017-12-0114820.967464279567
2018-01-0116557.9273541057
2018-02-0117119.986228266484
2018-03-0117734.549836460665
2018-04-0115533.654673782063
2018-05-0116429.678085729043
2018-06-0118893.957651919438
2018-07-0118842.31365123085
2018-08-0118373.21397830952
2018-09-0117982.441039765883
2018-10-0117982.441039765883
2018-11-0116990.876226545017
2018-12-0115060.251334136685
2019-01-0115581.85574109141
2019-02-0116912.549492167327
2019-03-0115265.966603546221
2019-04-0138063.21217488824
2019-05-0133196.98595758518
2019-06-0141246.254117009885
2019-07-0137946.54754911854
2019-08-0134792.05509290205
2019-09-0136250.41011443215
2019-10-0137222.639954958184
2019-11-0134376.09080706843
2019-12-0133955.17058330634
2020-01-0134516.4064409647
2020-02-0135481.27727800771
2020-03-0130665.45387290394
2020-04-0138172.4767542107
2020-05-0139872.180822487026
2020-06-0149356.228924799056
2020-07-0155570.40458990469
2020-08-0155674.764535003946
2020-09-0148841.2956872153
2020-10-0147618.469820106315
2020-11-0164718.97571134904
2020-12-0180790.14458166258
2021-01-0184988.90548918823
2021-02-0183125.62058275261
2021-03-0183707.92995038512
2021-04-0186255.5816592602
2021-05-0196664.47139562029
2021-06-0199408.30026483102
2021-07-0199554.72514395008
2021-08-01110850.04440415314
2021-09-01102464.58101198707
2021-10-01105333.2872041061
2021-11-01104894.62000261918
2021-12-01111473.64299378188
2022-01-01112212.85961359294
2022-02-0196064.67772523391
2022-03-0191897.65944622905
2022-04-0184084.49093842797
2022-05-0177759.5567301026
2022-06-0163311.567321294024
2022-07-0174727.17940530303
2022-08-0158955.603652247504
2022-09-0151401.083800607594
2022-10-0152995.51266568277
2022-11-0159449.11246251313
2022-12-0164400.01852357628
2023-01-0188348.54299342044
2023-02-0189161.63694881124
2023-03-0184676.47823702142
2023-04-0183593.86334424997
2023-05-0173850.28005774983
2023-06-0165240.39373727813
2023-07-0164849.734491028794
2023-08-0167162.13203334299
2023-09-0163610.66792298152
2023-10-0156586.66532243626
2023-11-0152825.447039178165
2023-12-0160737.270520053156
2024-01-0159059.00319198422
2024-02-0165031.493258037095
2024-03-0171898.16996816883
2024-04-0170524.83134270535
2024-05-0174887.20592276163
2024-06-0169079.45410645877
2024-07-0176754.95630370338
2024-08-0169050.87178618224
2024-09-0174165.74448926824
2024-10-0182663.04995890924
2024-11-0190467.27930910516
2024-12-0184064.71643827113
2025-01-0181819.66629593071
2025-02-0168896.34502592792
2025-03-0170660.76564017212
2025-04-0170996.85005691012
2025-05-0178138.54746162676
2025-06-0187794.65998280047
2025-07-0191184.42302276356
2025-08-0186912.36758974995
2025-09-0191783.56000572254
2025-10-01100500.44533389226
2025-11-01101480.46102472911
2025-12-0195197.10793596145
2026-01-01102082.97469443966
2026-02-01115252.19487002927
2026-03-01102513.34136684456
2026-04-01106903.08142537443
Annual Return Matrix
YearAnnual Return
20170.24594790159189595
20180.016144956153086643
20191.2546217742290278
20201.3793178827787163
20210.3797925919182439
2022-0.4222847949163321
2023-0.05687495263968323
20240.38407135714990903
20250.13242644440328122
20260.12296564195298365
Total Factor Risk
0.41750202583464113
VTI.US Exposure
0.024376963411910976
VEA.US Exposure
0.1906671209956029
VWO.US Exposure
-0.008486012947765938
QQQ.US Exposure
-0.055390521436246086
VTV.US Exposure
-0.06130942346996063
IJR.US Exposure
0.04219061244318144
QUAL.US Exposure
0.10649010725836874
SHV.US Exposure
0.41653446279549966
TLT.US Exposure
-0.01948978507689007
LQD.US Exposure
0.0681906367053676
HYG.US Exposure
0.04617300507664295
GLD.US Exposure
0.005768689829193881
USO.US Exposure
-0.0014471348847803361
VNQ.US Exposure
0.010930791515880408
BTC-USD.CC Exposure
0.022470106607624392
CPER.US Exposure
0.018030615162495413
VIX.INDX Exposure
-0.03336603379078584
UUP.US Exposure
0.001245857300654607
TIP.US Exposure
-0.004431554347138608
Idiosyncratic Exposure
0.2308514968511444
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.89%
Market Cap$1.2B
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
$732
Avg Yield on Cost
7.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$731.627.32%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 →
+1.1%
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 →
+10.2%
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 →
8.2% 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 →
1.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canaccord Genuity Group Inc a high-risk investment?

Canaccord Genuity Group Inc (CF.TO) has an annualized volatility of 41.8% and experienced a maximum drawdown of 54.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CF.TO has generated a Compound Annual Growth Rate (CAGR) of 26.3%. 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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