Capgemini SE ADR

10-Year Study

CGEMY.US · Technology · US · Common Stock

Executive Summary: Capgemini SE ADR has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 49.7% and an annualized volatility of 42.2%.

1Y CAGR
-25.1%
3Y CAGR
-9.1%
5Y CAGR
-5.9%
10Y CAGR
+4.6%

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 →
49.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +60.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.0%
% 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.
2026-6.8-18.6-6.78.6————————-23.2%
202512.2-15.4-2.86.27.12.7-13.2-4.52.45.91.66.64.9%
20246.69.1-5.3-9.0-2.1-1.6-0.24.44.2-20.2-6.91.1-21.2%
202313.5-1.0-1.2-1.8-1.38.1-4.73.2-6.50.816.42.028.2%
2022-8.7-7.27.2-8.7-4.3-10.811.6-9.2-7.62.59.8-7.5-31.0%
2021-6.111.35.77.22.73.712.73.8-7.312.2-0.85.660.8%
20201.8-11.5-24.112.18.115.012.67.7-7.5-10.019.811.428.4%
201913.18.21.30.4-8.113.01.8-4.8-2.5-3.84.83.126.9%
201811.9-5.6-0.610.3-3.72.8-4.3-0.2-1.8-3.0-4.2-16.4-16.4%
2017-3.45.37.98.65.3-0.45.22.15.53.7-5.13.043.4%
2016———-0.33.7-8.49.91.50.4-15.6-4.97.1-8.8%

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 42.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.6% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019970.114320588402
2016-05-0110336.9846293232
2016-06-019473.571621817175
2016-07-0110410.786528164896
2016-08-0110569.149170436456
2016-09-0110614.6383203619
2016-10-018957.272916024385
2016-11-018516.726542887523
2016-12-019118.52975040739
2017-01-018804.069485777563
2017-02-019270.286084598494
2017-03-0110002.202102693485
2017-04-0110858.694216019983
2017-05-0111428.85006197346
2017-06-0111384.808008103737
2017-07-0111979.62740422426
2017-08-0112227.52125029099
2017-09-0112893.940442559724
2017-10-0113367.644190538507
2017-11-0112690.15156758253
2017-12-0113075.708290602055
2018-01-0114628.945696147579
2018-02-0113808.253480895186
2018-03-0113731.116969403356
2018-04-0115146.691497996087
2018-05-0114584.463221739157
2018-06-0114998.647279774
2018-07-0114355.004121077896
2018-08-0114332.668508043966
2018-09-0114069.611612002089
2018-10-0113649.890838623622
2018-11-0113079.042903252192
2018-12-0110929.979426069121
2019-01-0112357.067805887793
2019-02-0113375.634677454873
2019-03-0113554.76000226502
2019-04-0113605.09377811613
2019-05-0112502.595335317324
2019-06-0114132.151328497095
2019-07-0114382.687697796011
2019-08-0113688.018673830842
2019-09-0113346.441087461228
2019-10-0112833.980332077086
2019-11-0113448.933238538055
2019-12-0113870.22694241187
2020-01-0114120.763311710782
2020-02-0112503.727845273974
2020-03-019485.966314120513
2020-04-0110630.430542535187
2020-05-0111490.194351292004
2020-06-0113212.364492037826
2020-07-0114876.21037001617
2020-08-0116025.896727675397
2020-09-0114830.029130672772
2020-10-0113345.245660284761
2020-11-0115985.440955335067
2020-12-0117811.047005454922
2021-01-0116719.118655584847
2021-02-0118614.059481939614
2021-03-0119682.834294918175
2021-04-0121109.79684029722
2021-05-0121680.393106789394
2021-06-0122476.233020215303
2021-07-0125326.00557446567
2021-08-0126285.68192828695
2021-09-0124354.626617759015
2021-10-0127321.42520086322
2021-11-0127110.778348926313
2021-12-0128638.030942688703
2022-01-0126139.399392219653
2022-02-0124266.857096118634
2022-03-0126004.756541817926
2022-04-0123751.879651941937
2022-05-0122737.5911513222
2022-06-0120283.630826921017
2022-07-0122630.883546517845
2022-08-0120538.508484387094
2022-09-0118979.608529058318
2022-10-0119447.838478913294
2022-11-0121356.49525918749
2022-12-0119762.047074663864
2023-01-0122429.359691453956
2023-02-0122215.94448184524
2023-03-0121943.324168391646
2023-04-0121558.01911425138
2023-05-0121285.9021385563
2023-06-0123005.241004410498
2023-07-0121927.594863438175
2023-08-0122623.836817898693
2023-09-0121152.706384210294
2023-10-0121328.245427491045
2023-11-0124833.55249498235
2023-12-0125336.009412416082
2024-01-0127012.94207211572
2024-02-0129483.009204789258
2024-03-0127914.986252587474
2024-04-0125414.718854403265
2024-05-0124888.353393440248
2024-06-0124488.388627083343
2024-07-0124445.353248730647
2024-08-0125509.786773542048
2024-09-0126592.655043758925
2024-10-0121227.389124129382
2024-11-0119756.82494541931
2024-12-0119972.19058884226
2025-01-0122402.556955813234
2025-02-0118963.124217467077
2025-03-0118427.824511290495
2025-04-0119578.391710027117
2025-05-0120976.601085951217
2025-06-0121549.147786257618
2025-07-0118698.997728688366
2025-08-0117849.615261200837
2025-09-0118271.160633953907
2025-10-0119353.33681475283
2025-11-0119661.631191840894
2025-12-0120951.434198025654
2026-01-0119523.213308250335
2026-02-0115886.598003007444
2026-03-0114817.0052661713
2026-04-0116087.933106411894
Annual Return Matrix
YearAnnual Return
20170.4339711168917193
2018-0.16410039263992604
20190.26900759843426214
20200.2841208063433309
20210.6078802629580307
2022-0.3099369466353231
20230.28205389435077155
2024-0.21170732676414494
20250.0490303557252485
2026-0.23213213213213202
Total Factor Risk
0.42232831497951073
VTI.US Exposure
0.5462608439339172
VEA.US Exposure
0.09361010118109758
VWO.US Exposure
-0.03579138343517419
QQQ.US Exposure
-0.11609979659688151
VTV.US Exposure
-0.08659880748527309
IJR.US Exposure
-0.028836076281737594
QUAL.US Exposure
0.03622028063065119
SHV.US Exposure
0.3961963446439619
TLT.US Exposure
0.015933258436648744
LQD.US Exposure
-0.013482627840986288
HYG.US Exposure
-0.012239161103992176
GLD.US Exposure
-0.00405949452208618
USO.US Exposure
0.003604189008456106
VNQ.US Exposure
0.0059172571602409555
BTC-USD.CC Exposure
-0.0035611962376683307
CPER.US Exposure
0.03171492058959839
VIX.INDX Exposure
0.007565538623731502
UUP.US Exposure
0.018184377863086926
TIP.US Exposure
0.0008942029072164875
Idiosyncratic Exposure
0.14456722852519244
Value Score
45.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.2%

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 →11.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.22%
Market Cap$20.1B
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
$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 →
+4.8%
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 →
-12.4%
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 →
28.6% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capgemini SE ADR a high-risk investment?

Capgemini SE ADR (CGEMY.US) has an annualized volatility of 42.2% and experienced a maximum drawdown of 49.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CGEMY.US has generated a Compound Annual Growth Rate (CAGR) of 4.6%. 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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