Canopy Growth Corp

10-Year Study

CGC.US · Healthcare · US · Common Stock

Executive Summary: Canopy Growth Corp has compounded at -24.9% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 107.9%.

1Y CAGR
-14.0%
3Y CAGR
-49.3%
5Y CAGR
-66.8%
10Y CAGR
-24.9%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
107.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +246.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -77.9%
% 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.
2026-4.42.8-15.321.2————————0.9%
2025-27.4-29.9-34.851.6-4.3-7.6-15.674.8-18.9-15.1-5.6-2.6-58.4%
2024-8.6-29.6162.372.4-42.7-24.417.8-31.4-7.5-4.8-15.7-29.2-46.4%
202331.2-24.1-23.9-25.7-35.8-53.527.116.036.9-27.8-0.9-8.7-77.9%
2022-7.9-11.46.5-24.7-13.0-42.7-7.739.9-25.836.6-2.9-36.2-73.5%
202162.6-18.3-2.2-15.9-3.2-7.3-21.8-8.9-19.6-8.9-15.2-18.5-64.6%
20206.9-16.7-23.211.08.6-7.013.1-9.6-13.331.153.4-14.416.8%
201982.3-3.2-8.516.5-20.30.1-19.0-27.8-2.8-13.0-6.913.4-21.5%
20186.5-15.422.5-10.321.03.2-10.173.66.4-24.2-9.1-19.913.6%
201711.517.1-10.2-16.7-17.411.418.3-1.019.846.213.665.7246.9%
2016———2.6-3.46.514.817.48.059.080.0-22.3241.2%

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 107.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 32.5% of variance. Idiosyncratic stock-specific factors contribute 43.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110255.127563781893
2016-05-019904.95247623812
2016-06-0110545.27263631816
2016-07-0112106.053026513257
2016-08-0114207.103551775888
2016-09-0115347.67383691846
2016-10-0124407.2036018009
2016-11-0143921.96098049025
2016-12-0134117.058529264636
2017-01-0138054.027013506755
2017-02-0144552.276138069035
2017-03-0140020.01000500251
2017-04-0133326.66333166584
2017-05-0127513.75687843922
2017-06-0130655.32766383192
2017-07-0136263.13156578289
2017-08-0135917.95897948975
2017-09-0143021.51075537769
2017-10-0162881.44072036019
2017-11-0171430.71535767884
2017-12-01118339.16958479241
2018-01-01126078.03901950977
2018-02-01106653.32666333168
2018-03-01130680.34017008505
2018-04-01117258.62931465734
2018-05-01141920.96048024012
2018-06-01146523.26163081542
2018-07-01131715.85792896448
2018-08-01228714.3571785893
2018-09-01243321.6608304152
2018-10-01184542.2711355678
2018-11-01167833.91695847924
2018-12-01134417.20860430217
2019-01-01245022.51125562782
2019-02-01237168.58429214612
2019-03-01216958.4792396198
2019-04-01252726.3631815908
2019-05-01201400.70035017512
2019-06-01201650.82541270638
2019-07-01163281.6408204102
2019-08-01117958.97948974489
2019-09-01114707.35367683844
2019-10-0199849.92496248125
2019-11-0192996.49824912458
2019-12-01105502.75137568786
2020-01-01112806.40320160081
2020-02-0193946.97348674339
2020-03-0172136.06803401701
2020-04-0180040.02001000501
2020-05-0186893.44672336167
2020-06-0180840.42021010506
2020-07-0191445.72286143072
2020-08-0182641.32066033017
2020-09-0171635.81790895447
2020-10-0193946.97348674339
2020-11-01144072.036018009
2020-12-01123261.63081540771
2021-01-01200450.22511255628
2021-02-01163831.915957979
2021-03-01160230.1150575288
2021-04-01134817.4087043522
2021-05-01130515.25762881442
2021-06-01120960.48024012009
2021-07-0194597.29864932466
2021-08-0186193.09654827414
2021-09-0169334.66733366685
2021-10-0163181.5907953977
2021-11-0153576.788394197094
2021-12-0143671.83591795898
2022-01-0140220.11005502752
2022-02-0135617.80890445223
2022-03-0137918.95947973987
2022-04-0128564.282141070536
2022-05-0124862.431215607805
2022-06-0114257.128564282142
2022-07-0113156.578289144574
2022-08-0118409.20460230115
2022-09-0113656.828414207104
2022-10-0118659.329664832418
2022-11-0118109.054527263634
2022-12-0111555.777888944474
2023-01-0115157.578789394698
2023-02-0111505.75287643822
2023-03-018754.377188594297
2023-04-016503.251625812907
2023-05-014177.0885442721365
2023-06-011940.9704852426212
2023-07-012466.233116558279
2023-08-012861.430715357679
2023-09-013916.95847923962
2023-10-012826.413206603302
2023-11-012801.400700350175
2023-12-012556.278139069535
2024-01-012336.1680840420213
2024-02-011645.822911455728
2024-03-014317.158579289646
2024-04-017443.721860930466
2024-05-014267.133566783392
2024-06-013226.613306653327
2024-07-013801.9009504752376
2024-08-012606.303151575788
2024-09-012411.205602801401
2024-10-012296.1480740370184
2024-11-011935.9679839919963
2024-12-011370.6853426713358
2025-01-01995.4977488744372
2025-02-01697.8489244622311
2025-03-01455.2276138069035
2025-04-01690.3451725862932
2025-05-01660.3301650825414
2025-06-01610.3051525762882
2025-07-01515.2576288144073
2025-08-01900.4502251125564
2025-09-01730.3651825912957
2025-10-01620.3101550775389
2025-11-01585.2926463231616
2025-12-01570.2851425712856
2026-01-01545.2726363181591
2026-02-01560.2801400700351
2026-03-01474.7373686843422
2026-04-01575.2876438219109
Annual Return Matrix
YearAnnual Return
20172.468621700879765
20180.13586405140344948
2019-0.21510978786751023
20200.1683262209577998
2021-0.645698051948052
2022-0.7353951890034365
2023-0.7787878787878788
2024-0.46379647749510766
2025-0.5839416058394161
20260.00877192982456143
Total Factor Risk
1.079055467781277
VTI.US Exposure
0.3253768175305682
VEA.US Exposure
0.029849186227713966
VWO.US Exposure
0.000272222438501057
QQQ.US Exposure
-0.018053463149788198
VTV.US Exposure
-0.018932357216537406
IJR.US Exposure
0.0032611027910891
QUAL.US Exposure
-0.007799837458248137
SHV.US Exposure
0.019145984709606226
TLT.US Exposure
-0.006640036969758592
LQD.US Exposure
0.1441897798981395
HYG.US Exposure
0.011284851942903748
GLD.US Exposure
0.04438870956996709
USO.US Exposure
0.0004208321405391814
VNQ.US Exposure
0.00777112735680291
BTC-USD.CC Exposure
-0.0005354414715145959
CPER.US Exposure
0.008302630239215165
VIX.INDX Exposure
-0.008194434604029209
UUP.US Exposure
0.02623409715460158
TIP.US Exposure
0.0002224208429886994
Idiosyncratic Exposure
0.4394358080272398
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
107.9%

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$449.1M
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 →
+8.8%
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 →
-5.8%
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 →
40.4% 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 →
2.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canopy Growth Corp a high-risk investment?

Canopy Growth Corp (CGC.US) has an annualized volatility of 107.9% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CGC.US has generated a Compound Annual Growth Rate (CAGR) of -24.9%. 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.

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