Calfrac Well Services Ltd.

10-Year Study

CFW.TO · Energy · CA · Common Stock

Executive Summary: Calfrac Well Services Ltd. has compounded at -26.2% annually over the last 10 years, with a maximum drawdown of 99.1% and an annualized volatility of 86.4%.

1Y CAGR
+78.0%
3Y CAGR
+10.8%
5Y CAGR
+10.9%
10Y CAGR
-26.2%

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 →
99.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
75.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +45.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -93.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.713.215.9-15.3————————33.1%
2025-0.32.4-0.5-14.0-1.24.915.5-14.62.4-11.615.018.510.0%
202415.0-3.9-19.86.6-1.21.91.6-5.3-8.12.41.6-3.1-15.2%
20234.4-11.8-27.64.7-3.5-6.637.514.2-6.5-8.7-12.6-0.7-26.7%
202229.3-7.7-10.612.5-6.93.2-2.916.8-3.340.9-6.4-12.945.2%
2021-3.05.8-3.5-12.3-2.621.6-10.6-12.410.479.1-22.6-13.46.6%
2020-22.4-27.8-65.7-8.3-6.8-12.2-22.27.13.316.161.1-72.8-93.7%
201915.221.7-2.0-6.6-31.6-2.8-14.4-11.80.0-28.7-26.852.4-48.8%
201815.6-8.8-6.513.83.4-19.5-11.12.8-15.14.4-40.9-8.6-59.2%
2017-11.1-12.1-4.8-2.0-4.9-23.934.79.237.42.618.3-2.825.6%
2016———37.520.971.7-23.5-4.03.2-6.520.443.8250.0%

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 86.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.2% of variance. Idiosyncratic stock-specific factors contribute 15.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113750
2016-05-0116617.64705882353
2016-06-0128529.411764705885
2016-07-0121838.235294117643
2016-08-0120955.88235294118
2016-09-0121617.647058823528
2016-10-0120220.588235294115
2016-11-0124338.235294117643
2016-12-0135000
2017-01-0131102.941176470587
2017-02-0127352.941176470587
2017-03-0126029.411764705885
2017-04-0125514.70588235294
2017-05-0124264.70588235294
2017-06-0118455.88235294118
2017-07-0124852.941176470587
2017-08-0127132.352941176472
2017-09-0137279.41176470588
2017-10-0138235.29411764706
2017-11-0145220.58823529412
2017-12-0143970.58823529412
2018-01-0150808.82352941177
2018-02-0146323.52941176471
2018-03-0143308.82352941177
2018-04-0149264.705882352944
2018-05-0150955.882352941175
2018-06-0141029.41176470588
2018-07-0136470.58823529412
2018-08-0137500
2018-09-0131838.235294117643
2018-10-0133235.29411764706
2018-11-0119632.35294117647
2018-12-0117941.176470588234
2019-01-0120661.764705882357
2019-02-0125147.058823529413
2019-03-0124632.352941176472
2019-04-0123014.70588235294
2019-05-0115735.294117647058
2019-06-0115294.117647058822
2019-07-0113088.235294117647
2019-08-0111544.117647058822
2019-09-0111544.117647058822
2019-10-018235.294117647058
2019-11-016029.411764705882
2019-12-019191.176470588234
2020-01-017132.352941176471
2020-02-015147.058823529411
2020-03-011764.7058823529412
2020-04-011617.6470588235295
2020-05-011507.3529411764705
2020-06-011323.5294117647059
2020-07-011029.4117647058822
2020-08-011102.9411764705883
2020-09-011139.7058823529412
2020-10-011323.5294117647059
2020-11-012132.3529411764707
2020-12-01579.4117647058823
2021-01-01561.7647058823529
2021-02-01594.1176470588235
2021-03-01573.5294117647059
2021-04-01502.94117647058823
2021-05-01489.7058823529412
2021-06-01595.5882352941176
2021-07-01532.3529411764706
2021-08-01466.17647058823525
2021-09-01514.7058823529411
2021-10-01922.0588235294116
2021-11-01713.2352941176471
2021-12-01617.6470588235294
2022-01-01798.5294117647059
2022-02-01736.7647058823529
2022-03-01658.8235294117648
2022-04-01741.1764705882352
2022-05-01689.7058823529412
2022-06-01711.7647058823528
2022-07-01691.1764705882354
2022-08-01807.3529411764706
2022-09-01780.8823529411764
2022-10-011100
2022-11-011029.4117647058822
2022-12-01897.0588235294118
2023-01-01936.7647058823529
2023-02-01826.470588235294
2023-03-01598.529411764706
2023-04-01626.470588235294
2023-05-01604.4117647058824
2023-06-01564.7058823529411
2023-07-01776.4705882352941
2023-08-01886.764705882353
2023-09-01829.4117647058823
2023-10-01757.3529411764707
2023-11-01661.7647058823529
2023-12-01657.3529411764706
2024-01-01755.8823529411764
2024-02-01726.4705882352941
2024-03-01582.3529411764706
2024-04-01620.5882352941177
2024-05-01613.2352941176471
2024-06-01625
2024-07-01635.2941176470589
2024-08-01601.470588235294
2024-09-01552.9411764705882
2024-10-01566.1764705882352
2024-11-01575
2024-12-01557.3529411764706
2025-01-01555.8823529411765
2025-02-01569.1176470588235
2025-03-01566.1764705882352
2025-04-01486.7647058823529
2025-05-01480.88235294117646
2025-06-01504.4117647058824
2025-07-01582.3529411764706
2025-08-01497.05882352941177
2025-09-01508.8235294117647
2025-10-01450
2025-11-01517.6470588235294
2025-12-01613.2352941176471
2026-01-01733.8235294117646
2026-02-01830.8823529411766
2026-03-01963.235294117647
2026-04-01816.1764705882354
Annual Return Matrix
YearAnnual Return
20170.25630252100840334
2018-0.5919732441471572
2019-0.4877049180327869
2020-0.93696
20210.06598984771573613
20220.45238095238095233
2023-0.26721311475409837
2024-0.15212527964205813
20250.10026385224274414
20260.3309352517985611
Total Factor Risk
0.8636250804172563
VTI.US Exposure
0.016670345191528567
VEA.US Exposure
-0.00041504107306916
VWO.US Exposure
0.009338088876729688
QQQ.US Exposure
0.00800005148261627
VTV.US Exposure
-0.0024733009865445174
IJR.US Exposure
0.006790734892840597
QUAL.US Exposure
0.01612116658334381
SHV.US Exposure
0.7117423189441593
TLT.US Exposure
0.0349532241327585
LQD.US Exposure
0.0028323404214690862
HYG.US Exposure
0.007315570773474263
GLD.US Exposure
0.0013436337970603766
USO.US Exposure
0.012293279810655998
VNQ.US Exposure
-0.0018221021907847273
BTC-USD.CC Exposure
0.00035479904827253646
CPER.US Exposure
0.000690269493329125
VIX.INDX Exposure
-0.0016877124586586962
UUP.US Exposure
0.013626180181468344
TIP.US Exposure
0.009590901718344518
Idiosyncratic Exposure
0.1547352513610061
Value Score
44.4
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
86.4%

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 →13.9x
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$668.1M
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 →
-3.7%
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 →
+33.4%
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 →
17.5% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Calfrac Well Services Ltd. a high-risk investment?

Calfrac Well Services Ltd. (CFW.TO) has an annualized volatility of 86.4% and experienced a maximum drawdown of 99.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CFW.TO has generated a Compound Annual Growth Rate (CAGR) of -26.2%. It has had a positive return in 50% 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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