Centerra Gold Inc

10-Year Study

CG.TO · Basic Materials · CA · Common Stock

Executive Summary: Centerra Gold Inc has compounded at 23.5% annually over the last 10 years, with a maximum drawdown of 54.3% and an annualized volatility of 53.6%.

1Y CAGR
+197.4%
3Y CAGR
+65.3%
5Y CAGR
+37.9%
10Y CAGR
+23.5%

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 →
54.3%
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 →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +148.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -25.1%
% 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.
202615.425.7-13.76.3————————33.1%
202511.1-8.811.11.16.90.2-3.919.733.010.213.26.7148.2%
2024-10.41.118.64.817.2-1.80.77.91.71.3-9.5-3.226.8%
202321.85.02.14.9-6.1-2.96.5-3.3-18.16.224.9-4.833.0%
20225.223.3-0.0-3.3-13.9-11.6-8.7-21.32.24.114.8-2.5-18.2%
2021-10.1-5.1-9.62.0-10.6-3.86.6-2.7-8.37.34.63.7-25.1%
20202.6-17.9-1.333.628.48.410.92.9-8.8-24.911.416.256.5%
201913.73.02.2-2.713.519.114.314.9-7.0-0.31.2-9.176.3%
2018-1.45.810.06.1-13.17.3-19.2-5.6-7.7-0.25.18.5-9.0%
20172.2-0.319.3-7.88.8-7.7-6.112.817.2-0.3-16.7-11.82.4%
2016———15.1-0.612.20.0-14.49.6-5.72.4-9.45.4%

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 53.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.3% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111509.281395021797
2016-05-0111435.80368443257
2016-06-0112836.0990015469
2016-07-0112836.0990015469
2016-08-0110993.882716917453
2016-09-0112049.641400646886
2016-10-0111362.32597384334
2016-11-0111630.572352693012
2016-12-0110541.41470960484
2017-01-0110775.910561102517
2017-02-0110742.511601743778
2017-03-0112820.630009843906
2017-04-0111815.145549149207
2017-05-0112854.028969202644
2017-06-0111865.419772183941
2017-07-0111144.705386021657
2017-08-0112569.25889467023
2017-09-0114731.050485163832
2017-10-0114680.776262129097
2017-11-0112233.86302910983
2017-12-0110792.785824778512
2018-01-0110641.963155674308
2018-02-0111261.777527773873
2018-03-0112384.685698214034
2018-04-0113138.799043735058
2018-05-0111412.600196878078
2018-06-0112250.738292785825
2018-07-019904.373505836029
2018-08-019351.357052453945
2018-09-018630.642666291662
2018-10-018614.118970608917
2018-11-019049.711714245537
2018-12-019820.700323442556
2019-01-0111161.229081704403
2019-02-0111496.624947264801
2019-03-0111747.996062438477
2019-04-0111429.475460554071
2019-05-0112971.45267894811
2019-06-0115451.764871326117
2019-07-0117663.830684854453
2019-08-0120294.965546336665
2019-09-0118870.41203768809
2019-10-0118820.137814653353
2019-11-0119038.10997046829
2019-12-0117311.91112361131
2020-01-0117764.37913092392
2020-02-0114583.743495992125
2020-03-0114394.599915623683
2020-04-0119227.253550836733
2020-05-0124683.588806075095
2020-06-0126768.38700604697
2020-07-0129683.94037406835
2020-08-0130535.789621712844
2020-09-0127839.96624947265
2020-10-0120920.405006328223
2020-11-0123313.52833638026
2020-12-0127100.970327661373
2021-01-0124361.20095626494
2021-02-0123120.51750808606
2021-03-0120901.771902685978
2021-04-0121315.215862747857
2021-05-0119049.008578259036
2021-06-0118328.294192096753
2021-07-0119535.93024891014
2021-08-0119010.6876669948
2021-09-0117438.124033188018
2021-10-0118707.98762480664
2021-11-0119559.836872451135
2021-12-0120288.285754464916
2022-01-0121349.669526086345
2022-02-0126325.762902545353
2022-03-0126318.028406693855
2022-04-0125461.257207143863
2022-05-0121926.944171002677
2022-06-0119394.248347630433
2022-07-0117705.66727605119
2022-08-0113940.374068344818
2022-09-0114244.831950499229
2022-10-0114830.544227253553
2022-11-0117019.406553227396
2022-12-0116593.306145408525
2023-01-0120215.159611868938
2023-02-0121225.56602446913
2023-03-0121679.791871747995
2023-04-0122747.855435241177
2023-05-0121352.833638025593
2023-06-0120726.339474054286
2023-07-0122083.743495992127
2023-08-0121352.833638025593
2023-09-0117482.421600337504
2023-10-0118561.735339614683
2023-11-0123186.963858810293
2023-12-0122070.73548024188
2024-01-0119782.730980171567
2024-02-0119994.023344114754
2024-03-0123704.471944874138
2024-04-0124830.54422725355
2024-05-0129091.548305442277
2024-06-0128563.844747574185
2024-07-0128750.175783996627
2024-08-0131020.953452397698
2024-09-0131540.570946421038
2024-10-0131962.80410631416
2024-11-0128915.412740824082
2024-12-0127991.492054563354
2025-01-0131105.329770777673
2025-02-0128367.66980734074
2025-03-0131513.85177893405
2025-04-0131859.09154830544
2025-05-0134041.62565040079
2025-06-0134110.88454507102
2025-07-0132789.692026437915
2025-08-0139252.214878357474
2025-09-0152207.84699760934
2025-10-0157530.234847419495
2025-11-0165110.39234988047
2025-12-0169469.83546617917
2026-01-0180192.65926030095
2026-02-01100794.54366474478
2026-03-0186977.92153002392
2026-04-0192497.53902404725
Annual Return Matrix
YearAnnual Return
20170.023846051227321308
2018-0.09006808039349812
20190.7627980239135104
20200.5654522562040534
2021-0.25138157382663506
2022-0.18212379566091363
20230.33009873299716075
20240.2682627672114435
20251.4818196661600878
20260.3314777327935221
Total Factor Risk
0.5363036231479051
VTI.US Exposure
-0.022343280354135263
VEA.US Exposure
0.08849290171344192
VWO.US Exposure
-0.01562615646477411
QQQ.US Exposure
-0.014307524832458401
VTV.US Exposure
0.005526318019616939
IJR.US Exposure
0.007977376597479966
QUAL.US Exposure
0.027195682291813513
SHV.US Exposure
0.3227671880186096
TLT.US Exposure
0.13348438984186764
LQD.US Exposure
0.09385912620865766
HYG.US Exposure
0.016298191334387577
GLD.US Exposure
0.15940640339059037
USO.US Exposure
-0.0018308317608432146
VNQ.US Exposure
-0.006860121889948282
BTC-USD.CC Exposure
0.017630888771391816
CPER.US Exposure
0.013042079181668942
VIX.INDX Exposure
0.05012637699829897
UUP.US Exposure
-0.0028799378797956586
TIP.US Exposure
-0.006240391930093157
Idiosyncratic Exposure
0.13428132274422314
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.6%

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 →6.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.80%
Market Cap$5.1B
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
$246
Avg Yield on Cost
2.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$246.12.46%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 →
+4.1%
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 →
+46.5%
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 →
1.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Centerra Gold Inc a high-risk investment?

Centerra Gold Inc (CG.TO) has an annualized volatility of 53.6% and experienced a maximum drawdown of 54.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CG.TO has generated a Compound Annual Growth Rate (CAGR) of 23.5%. 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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