Cognex Corporation

10-Year Study

CGNX.US · Technology · US · Common Stock

Executive Summary: Cognex Corporation has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 69.1% and an annualized volatility of 37.7%.

1Y CAGR
+94.9%
3Y CAGR
+0.7%
5Y CAGR
-6.6%
10Y CAGR
+10.8%

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 →
69.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +92.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.1%
% 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.
20267.740.6-9.912.2————————53.0%
202511.3-17.6-9.1-8.510.15.828.58.03.1-8.6-7.7-5.61.2%
2024-13.49.47.5-2.19.82.76.1-18.50.3-0.7-0.4-10.3-13.4%
202316.2-13.44.6-3.815.41.9-2.5-13.7-9.9-15.25.010.7-10.8%
2022-14.51.714.3-12.3-28.3-12.219.9-17.3-1.611.57.8-5.4-39.1%
20212.30.60.53.8-7.75.97.6-1.9-9.59.2-11.70.7-2.9%
2020-9.0-12.5-5.230.82.85.312.03.6-5.91.214.19.747.7%
201917.717.5-4.8-0.8-19.418.2-8.32.59.04.8-2.411.745.5%
20182.0-13.9-3.1-11.0-1.1-2.418.32.03.8-23.32.9-12.2-36.5%
20176.213.79.41.77.3-7.212.014.71.211.712.6-11.792.9%
2016———-8.821.20.24.810.36.2-2.415.96.564.1%

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 37.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 20.8% of variance. Idiosyncratic stock-specific factors contribute 46.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019121.959078459802
2016-05-0111057.76014844197
2016-06-0111084.815253079114
2016-07-0111617.19526896774
2016-08-0112816.841941523197
2016-09-0113615.328633411666
2016-10-0113290.778487025216
2016-11-0115398.85446353672
2016-12-0116407.22654622423
2017-01-0117423.320722432403
2017-02-0119808.836519391345
2017-03-0121671.361032871675
2017-04-0122030.188385749127
2017-05-0123644.550368604967
2017-06-0121936.68994405649
2017-07-0124561.81285867458
2017-08-0128178.97479486453
2017-09-0128517.74692644012
2017-10-0131845.858124586815
2017-11-0135856.79127570096
2017-12-0131651.916912495904
2018-01-0132278.128697855038
2018-02-0127796.370060498994
2018-03-0126928.77340933207
2018-04-0123955.65629461731
2018-05-0123698.04947695316
2018-06-0123127.781203646606
2018-07-0127363.43283167503
2018-08-0127916.31250590268
2018-09-0128964.461703416055
2018-10-0122229.240623767382
2018-11-0122869.22995727849
2018-12-0120089.83183613607
2019-01-0123638.161586195787
2019-02-0127768.037199380014
2019-03-0126447.225879568676
2019-04-0126223.6184952473
2019-05-0121135.25885679683
2019-06-0124977.13926990106
2019-07-0122910.451492475127
2019-08-0123494.330650044725
2019-09-0125605.017694149545
2019-10-0126834.997194491207
2019-11-0126180.45254801309
2019-12-0129237.79048126976
2020-01-0126592.6123453498
2020-02-0123265.278912018133
2020-03-0122053.410220940765
2020-04-0128854.35242745954
2020-05-0129667.838869352177
2020-06-0131225.97956700722
2020-07-0134964.52836897163
2020-08-0136207.452098020585
2020-09-0134067.15443631495
2020-10-0134485.75857069049
2020-11-0139355.06630445048
2020-12-0143184.94691755138
2021-01-0144174.65264467815
2021-02-0144453.92576790387
2021-03-0144669.19995777849
2021-04-0146353.94965639462
2021-05-0142765.231690582936
2021-06-0145275.467631095045
2021-07-0148701.41053204669
2021-08-0147771.37047715872
2021-09-0143243.27927867869
2021-10-0147216.10195385632
2021-11-0141675.52763009506
2021-12-0141950.634156097396
2022-01-0135854.45798125587
2022-02-0136447.89253512442
2022-03-0141661.416754165206
2022-04-0136520.613545329805
2022-05-0126182.84139708783
2022-06-0122992.450125831234
2022-07-0127567.15165858347
2022-08-0122802.064410037612
2022-09-0122444.681477530932
2022-10-0125033.02722732399
2022-11-0126992.939006572113
2022-12-0125545.129803392167
2023-01-0129682.505291578476
2023-02-0125713.238112698124
2023-03-0126907.440431548363
2023-04-0125897.401709971502
2023-05-0129885.501908301532
2023-06-0130461.881190869044
2023-07-0129700.616100842766
2023-08-0125638.572690455156
2023-09-0123111.72591567918
2023-10-0119599.228901740527
2023-11-0120571.768248306977
2023-12-0122776.231507252658
2024-01-0119720.504658255697
2024-02-0121568.529413398668
2024-03-0123192.280128664523
2024-04-0122711.177035938294
2024-05-0124926.862330072283
2024-06-0125605.90656822386
2024-07-0127172.04713254779
2024-08-0122155.35296633945
2024-09-0122221.185202468852
2024-10-0122073.02100520547
2024-11-0121978.30036166064
2024-12-0119713.393665661126
2025-01-0121934.30109498175
2025-02-0118074.754309650398
2025-03-0116438.11492030688
2025-04-0115043.971489364065
2025-05-0116556.557390710153
2025-06-0117523.37461042316
2025-07-0122522.902396071175
2025-08-0124318.20580768098
2025-09-0125070.859930112278
2025-10-0122906.895996177842
2025-11-0121133.14778087032
2025-12-0119957.222935173304
2026-01-0121488.141864302263
2026-02-0130221.71852691344
2026-03-0127216.213063115618
2026-04-0130538.37991589029
Annual Return Matrix
YearAnnual Return
20170.929144869385613
2018-0.3652886208542784
20190.4553526739173117
20200.477024980571511
2021-0.028582014094182484
2022-0.39106689762211244
2023-0.10839241442303504
2024-0.1344751804360712
20250.012368711021933487
20260.5301918515961652
Total Factor Risk
0.37669845829165255
VTI.US Exposure
-0.018220202657564837
VEA.US Exposure
0.1777731630948657
VWO.US Exposure
0.013618410834034271
QQQ.US Exposure
0.20837846907555066
VTV.US Exposure
0.03388133021115077
IJR.US Exposure
0.05739914091468347
QUAL.US Exposure
-0.10724091504178991
SHV.US Exposure
0.006021583718549098
TLT.US Exposure
0.09678921605693627
LQD.US Exposure
-0.03713160833407609
HYG.US Exposure
-0.020437206600555213
GLD.US Exposure
0.004712761666130485
USO.US Exposure
-0.0027569599251646964
VNQ.US Exposure
0.11208500757691763
BTC-USD.CC Exposure
0.03742160748088652
CPER.US Exposure
-0.007778094049023864
VIX.INDX Exposure
-0.032666615864487575
UUP.US Exposure
0.012173960470322447
TIP.US Exposure
0.0010229844440679285
Idiosyncratic Exposure
0.4649539669285668
Value Score
20.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

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 →72.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.66%
Market Cap$8.3B
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
$47
Avg Yield on Cost
0.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$47.220.47%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 →
+7.3%
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 →
+28.0%
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 →
6.4% 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 →
1.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cognex Corporation a high-risk investment?

Cognex Corporation (CGNX.US) has an annualized volatility of 37.7% and experienced a maximum drawdown of 69.1% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CGNX.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. 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.

Run a Full Backtest on Cognex Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest