Canfor Corporation

10-Year Study

CFP.TO · Basic Materials · CA · Common Stock

Executive Summary: Canfor Corporation has compounded at -2.3% annually over the last 10 years, with a maximum drawdown of 77.5% and an annualized volatility of 42.8%.

1Y CAGR
-4.9%
3Y CAGR
-13.9%
5Y CAGR
-16.3%
10Y CAGR
-2.3%

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 →
77.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +89.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202622.3-4.1-0.2-9.5————————5.8%
2025-0.61.6-1.5-12.8-1.38.8-4.0-4.1-5.9-0.20.6-4.6-22.7%
2024-8.81.53.5-15.23.2-3.19.2-8.117.0-2.56.7-14.4-15.0%
202318.3-7.7-6.7-6.3-5.723.9-12.5-0.1-18.8-15.913.211.2-16.2%
2022-9.9-0.7-10.2-5.09.4-16.121.4-5.4-22.01.816.4-10.6-33.5%
20212.710.00.317.9-3.0-4.8-15.112.42.7-7.86.317.739.5%
2020-2.1-6.3-34.532.94.616.035.86.4-11.97.817.620.989.3%
20199.6-22.0-3.12.3-37.220.8-10.460.91.42.5-0.3-23.5-26.6%
201816.45.1-3.20.510.1-2.6-9.95.5-20.0-21.5-3.7-9.2-33.3%
2017-7.621.55.713.1-6.11.86.84.57.29.53.5-6.762.3%
2016———-23.114.4-16.918.8-1.7-4.32.1-1.33.9-14.5%

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 VTV.US, accounting for 34.1% of variance. Idiosyncratic stock-specific factors contribute 22.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017686.274509803921
2016-05-018795.518207282912
2016-06-017310.924369747899
2016-07-018683.473389355742
2016-08-018532.212885154062
2016-09-018162.4649859943975
2016-10-018336.134453781511
2016-11-018229.6918767507
2016-12-018554.621848739496
2017-01-017904.761904761904
2017-02-019607.8431372549
2017-03-0110156.862745098038
2017-04-0111484.593837535012
2017-05-0110778.711484593834
2017-06-0110974.789915966385
2017-07-0111719.887955182074
2017-08-0112252.100840336134
2017-09-0113131.652661064425
2017-10-0114375.350140056022
2017-11-0114885.154061624648
2017-12-0113882.35294117647
2018-01-0116162.464985994398
2018-02-0116985.994397759103
2018-03-0116442.577030812325
2018-04-0116521.008403361342
2018-05-0118190.476190476187
2018-06-0117725.49019607843
2018-07-0115977.591036414564
2018-08-0116857.142857142855
2018-09-0113490.19607843137
2018-10-0110593.837535014005
2018-11-0110201.680672268907
2018-12-019260.504201680673
2019-01-0110151.26050420168
2019-02-017921.56862745098
2019-03-017675.070028011204
2019-04-017848.739495798318
2019-05-014929.971988795519
2019-06-015955.182072829131
2019-07-015333.333333333332
2019-08-018582.633053221289
2019-09-018700.280112044817
2019-10-018918.7675070028
2019-11-018890.756302521007
2019-12-016801.120448179272
2020-01-016661.064425770308
2020-02-016240.896358543418
2020-03-014089.635854341736
2020-04-015434.173669467787
2020-05-015686.274509803921
2020-06-016593.837535014004
2020-07-018952.380952380952
2020-08-019529.411764705883
2020-09-018397.759103641456
2020-10-019053.221288515406
2020-11-0110644.257703081232
2020-12-0112873.949579831931
2021-01-0113226.89075630252
2021-02-0114543.417366946778
2021-03-0114582.633053221287
2021-04-0117198.879551820726
2021-05-0116683.473389355742
2021-06-0115887.955182072828
2021-07-0113495.79831932773
2021-08-0115170.868347338932
2021-09-0115585.434173669466
2021-10-0114364.145658263305
2021-11-0115266.10644257703
2021-12-0117960.78431372549
2022-01-0116179.271708683471
2022-02-0116072.82913165266
2022-03-0114431.372549019608
2022-04-0113714.285714285714
2022-05-0114997.19887955182
2022-06-0112577.030812324927
2022-07-0115266.10644257703
2022-08-0114436.974789915965
2022-09-0111266.10644257703
2022-10-0111467.787114845938
2022-11-0113350.140056022406
2022-12-0111938.375350140053
2023-01-0114123.249299719886
2023-02-0113042.01680672269
2023-03-0112168.067226890755
2023-04-0111406.162464985993
2023-05-0110750.700280112045
2023-06-0113322.128851540616
2023-07-0111658.263305322127
2023-08-0111641.456582633053
2023-09-019450.980392156862
2023-10-017943.977591036414
2023-11-018991.596638655461
2023-12-0110000
2024-01-019120.448179271709
2024-02-019260.504201680673
2024-03-019585.434173669468
2024-04-018128.851540616245
2024-05-018392.156862745098
2024-06-018128.851540616245
2024-07-018873.949579831933
2024-08-018151.26050420168
2024-09-019540.6162464986
2024-10-019305.32212885154
2024-11-019932.773109243697
2024-12-018504.201680672268
2025-01-018453.781512605041
2025-02-018588.235294117647
2025-03-018459.383753501399
2025-04-017378.151260504201
2025-05-017282.913165266106
2025-06-017921.56862745098
2025-07-017607.843137254901
2025-08-017294.117647058823
2025-09-016862.745098039215
2025-10-016851.540616246499
2025-11-016890.756302521008
2025-12-016571.428571428572
2026-01-018033.613445378151
2026-02-017703.081232492997
2026-03-017686.274509803921
2026-04-016952.380952380952
Annual Return Matrix
YearAnnual Return
20170.6227897838899805
2018-0.3329297820823245
2019-0.2655777374470659
20200.8929159802306426
20210.3951261966927764
2022-0.3353087960074861
2023-0.16236508681370232
2024-0.14957983193277324
2025-0.22727272727272718
20260.05797101449275366
Total Factor Risk
0.42803828871540356
VTI.US Exposure
-0.05979457308670592
VEA.US Exposure
-0.05668625860747825
VWO.US Exposure
0.07564446516934839
QQQ.US Exposure
0.16110860716984335
VTV.US Exposure
0.34065525736540436
IJR.US Exposure
0.09393635984945063
QUAL.US Exposure
-0.050765709273691735
SHV.US Exposure
0.09097667979718936
TLT.US Exposure
-0.022225950725083023
LQD.US Exposure
0.03737448295733607
HYG.US Exposure
0.06926667352022349
GLD.US Exposure
-0.0036374214965210006
USO.US Exposure
0.0018706789735614786
VNQ.US Exposure
0.05175443770533832
BTC-USD.CC Exposure
0.0019347047441252891
CPER.US Exposure
0.00536489935137148
VIX.INDX Exposure
-0.014675614588216384
UUP.US Exposure
-0.002471752009177529
TIP.US Exposure
0.05200139411428434
Idiosyncratic Exposure
0.2283686390693973
Value Score
50
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 →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 →0.00%
Market Cap$1.6B
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 →
-9.9%
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 →
-5.4%
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 →
21.0% 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 →
1.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canfor Corporation a high-risk investment?

Canfor Corporation (CFP.TO) has an annualized volatility of 42.8% and experienced a maximum drawdown of 77.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CFP.TO has generated a Compound Annual Growth Rate (CAGR) of -2.3%. It has had a positive return in 40% 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.

Run a Full Backtest on Canfor Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest