Centerra Gold Inc

10-Year Study

CGAU.US · Basic Materials · US · Common Stock

Executive Summary: Centerra Gold Inc has compounded at 15.9% annually over the last 10 years, with a maximum drawdown of 64.5% and an annualized volatility of 52.1%.

1Y CAGR
+197.5%
3Y CAGR
+52.6%
5Y CAGR
+22.7%
10Y CAGR
+15.9%

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 →
64.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +159.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -32.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.625.5-15.47.8————————33.4%
20259.7-7.911.45.57.21.1-5.721.031.39.313.78.2159.5%
2024-11.7-4.618.82.714.3-2.5-0.16.31.1-1.1-14.1-5.6-1.4%
202324.1-1.63.14.3-9.8-0.56.2-5.3-18.13.721.8-2.819.4%
20224.920.81.6-6.0-15.5-13.0-7.6-26.4-2.95.915.1-2.6-30.2%
2021-10.8-5.9-8.33.5-11.4-5.85.4-6.5-8.710.1-0.94.1-32.1%
20200.6-20.6-6.337.125.410.012.34.7-11.1-24.812.818.148.1%
201919.42.71.0-3.113.022.813.114.3-6.70.5-0.3-6.887.6%
20180.81.89.36.5-14.36.5-17.8-6.8-6.3-3.14.84.3-17.1%
20176.1-1.719.8-11.010.7-4.6-2.412.618.3-4.1-17.3-9.29.9%
2016———13.8-3.412.10.5-16.010.2-7.11.1-9.2-2.2%

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 52.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.9% of variance. Idiosyncratic stock-specific factors contribute 16.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111383.521102240793
2016-05-0110997.537864657166
2016-06-0112327.588350866723
2016-07-0112384.292073913799
2016-08-0110401.153970504116
2016-09-0111459.623467382924
2016-10-0110641.398691835162
2016-11-0110763.261956278446
2016-12-019777.413016986246
2017-01-0110376.03521599642
2017-02-0110197.965629585417
2017-03-0112216.419209629683
2017-04-0110868.710985102836
2017-05-0112034.86781566316
2017-06-0111486.73182620806
2017-07-0111207.19241960755
2017-08-0112616.080976895719
2017-09-0114928.99599592131
2017-10-0114314.954363450966
2017-11-0111836.156084458702
2017-12-0110741.37630878659
2018-01-0110828.67019821433
2018-02-0111019.672212688703
2018-03-0112039.344425377403
2018-04-0112826.232932925466
2018-05-0110997.537864657166
2018-06-0111711.805814618616
2018-07-019629.436195876546
2018-08-018973.115471660572
2018-09-018410.554850904025
2018-10-018149.170583700166
2018-11-018536.894725061553
2018-12-018899.997512994601
2019-01-0110626.97406053371
2019-02-0110912.73098062623
2019-03-0111020.41831430774
2019-04-0110681.439478723669
2019-05-0112069.437190678702
2019-06-0114823.795667636597
2019-07-0116764.157278221293
2019-08-0119155.41296724614
2019-09-0117872.615583575815
2019-10-0117967.619189733643
2019-11-0117911.910268845284
2019-12-0116695.267228729885
2020-01-0116791.016936506752
2020-02-0113330.84632793653
2020-03-0112487.751498420752
2020-04-0117118.058146186177
2020-05-0121465.840980874927
2020-06-0123613.370141013205
2020-07-0126520.18204879505
2020-08-0127759.9542391007
2020-09-0124678.803253003058
2020-10-0118549.827153124923
2020-11-0120933.12442488
2020-12-0124720.833644209008
2021-01-0122063.219677186695
2021-02-0120761.521052500688
2021-03-0119029.07309308861
2021-04-0119687.632122161704
2021-05-0117444.60195478624
2021-06-0116432.390758287947
2021-07-0117315.277674152552
2021-08-0116185.679822925214
2021-09-0114775.299062398966
2021-10-0116272.476311273596
2021-11-0116119.028078290929
2021-12-0116774.1052998085
2022-01-0117604.267701260913
2022-02-0121273.595463702157
2022-03-0121608.595090651343
2022-04-0120312.865278917656
2022-05-0117155.3632271382
2022-06-0114922.529781889627
2022-07-0113794.921534979732
2022-08-0110154.443035141387
2022-09-019863.712104255266
2022-10-0110445.173966027507
2022-11-0112022.43278867915
2022-12-0111706.085702205974
2023-01-0114530.826431893356
2023-02-0114305.006341863762
2023-03-0114747.195901415107
2023-04-0115385.610186774104
2023-05-0113885.448531423312
2023-06-0113816.309781392225
2023-07-0114668.357830336492
2023-08-0113889.179039518516
2023-09-0111380.785396304309
2023-10-0111798.85100350668
2023-11-0114372.90158919645
2023-12-0113974.483324628813
2024-01-0112333.059762739684
2024-02-0111770.250441443459
2024-03-0113984.92874729538
2024-04-0114363.450968688603
2024-05-0116420.204431843616
2024-06-0116014.822552164938
2024-07-0115991.196000895321
2024-08-0116997.18968390161
2024-09-0117189.186500534706
2024-10-0116997.18968390161
2024-11-0114594.99117113084
2024-12-0113772.041085329156
2025-01-0115103.33507423711
2025-02-0113917.282200502374
2025-03-0115503.742943122188
2025-04-0116358.277997463252
2025-05-0117538.113357705985
2025-06-0117734.835484593
2025-07-0116726.35479618991
2025-08-0120236.762913775525
2025-09-0126577.880574000843
2025-10-0129054.68924867567
2025-11-0133027.43166952672
2025-12-0135738.26755204058
2026-01-0141682.21045039668
2026-02-0152301.723494739985
2026-03-0144243.826009102435
2026-04-0147675.893456688806
Annual Return Matrix
YearAnnual Return
20170.09859083278221492
2018-0.17142857142857149
20190.875873246520986
20200.48070907194994783
2021-0.3214587525150905
2022-0.30213352706569596
20230.1937793452165968
2024-0.014486563445452849
20251.594986997977463
20260.3340292275574115
Total Factor Risk
0.5212678622576776
VTI.US Exposure
-0.04405841510762707
VEA.US Exposure
0.0924021136256746
VWO.US Exposure
-0.02145051549292694
QQQ.US Exposure
0.0001327693527071282
VTV.US Exposure
0.024745196993537964
IJR.US Exposure
0.0011282567794437786
QUAL.US Exposure
0.02284430954427434
SHV.US Exposure
0.21854374300882992
TLT.US Exposure
0.13134571986845447
LQD.US Exposure
0.08071509712176951
HYG.US Exposure
0.03262110603924041
GLD.US Exposure
0.19912581524890594
USO.US Exposure
-0.0006827207123154103
VNQ.US Exposure
-0.0033968846566693007
BTC-USD.CC Exposure
0.01793659562046599
CPER.US Exposure
0.015017600862257093
VIX.INDX Exposure
0.059251362145078895
UUP.US Exposure
0.019801399336051316
TIP.US Exposure
-0.007976249391833836
Idiosyncratic Exposure
0.1619536998146812
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.1%

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 →1.11%
Market Cap$3.7B
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
$129
Avg Yield on Cost
1.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$129.321.29%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 →
+4.0%
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 →
+47.5%
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 →
8.8% 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 (CGAU.US) has an annualized volatility of 52.1% and experienced a maximum drawdown of 64.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGAU.US has generated a Compound Annual Growth Rate (CAGR) of 15.9%. It has had a positive return in 60% 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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