Cogeco Inc.

10-Year Study

CGO.TO · Communication Services · CA · Common Stock

Executive Summary: Cogeco Inc. has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 48.6% and an annualized volatility of 76.4%.

1Y CAGR
+1.7%
3Y CAGR
+12.5%
5Y CAGR
-2.7%
10Y CAGR
+5.0%

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 →
48.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +82.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.1%
% 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.
20265.910.2-5.8-8.2————————0.9%
2025-8.110.77.62.52.32.5-11.63.00.3-3.011.3-0.415.6%
20245.8-3.7-0.9-8.3-7.61.615.3-1.410.91.62.5-4.09.6%
2023-5.52.00.5-4.0-7.04.1-5.3-4.2-1.5-4.31.222.1-4.6%
20221.7-4.3-1.70.01.9-12.40.9-7.4-12.85.34.86.0-18.7%
202112.81.53.80.2-3.43.1-2.7-1.8-1.2-8.7-2.31.71.6%
2020-10.5-0.6-5.7-0.70.5-6.11.2-3.812.3-9.50.53.1-19.4%
201916.58.37.75.22.6-1.113.0-0.21.76.81.51.182.6%
2018-16.7-4.5-4.5-3.4-0.8-10.98.5-0.9-6.16.11.4-6.4-34.1%
20179.70.2-3.915.3-1.80.613.78.0-0.87.410.3-6.362.7%
2016———-9.39.6-0.8-5.3-3.71.6-3.811.93.21.5%

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 76.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.5% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019070.712145316516
2016-05-019943.849446486975
2016-06-019867.85717004255
2016-07-019349.38432300904
2016-08-018999.16015213679
2016-09-019141.401454890527
2016-10-018791.177284018278
2016-11-019836.267726245116
2016-12-0110153.126340014056
2017-01-0111141.761752161148
2017-02-0111159.751242644988
2017-03-0110720.569168195392
2017-04-0112364.51427107041
2017-05-0112136.537441737139
2017-06-0112212.529718181564
2017-07-0113880.909065536041
2017-08-0114994.93807707824
2017-09-0114880.429514943455
2017-10-0115981.746629825
2017-11-0117628.787244461695
2017-12-0116522.54775841814
2018-01-0113766.67960692075
2018-02-0113153.920516392256
2018-03-0112565.03746330423
2018-04-0112143.058314874439
2018-05-0112041.566125967029
2018-06-0110725.74526982967
2018-07-0111637.72870630444
2018-08-0111528.142515331663
2018-09-0110820.513601221965
2018-10-0111478.005374011402
2018-11-0111637.72870630444
2018-12-0110891.558133457153
2019-01-0112688.198234543373
2019-02-0113740.519995229868
2019-03-0114804.158134979534
2019-04-0115576.158469903758
2019-05-0115986.846612317599
2019-06-0115814.614367741722
2019-07-0117874.01774590923
2019-08-0117843.595462284233
2019-09-0118147.843671581424
2019-10-0119381.912569553864
2019-11-0119672.789182962504
2019-12-0119886.760090226555
2020-01-0117804.394104318744
2020-02-0117693.006426992863
2020-03-0116682.98153603353
2020-04-0116570.70580205471
2020-05-0116661.46519198516
2020-06-0115645.705992352563
2020-07-0115833.238184406231
2020-08-0115234.96710384427
2020-09-0117103.64128600752
2020-10-0115477.761792758023
2020-11-0115559.868973584118
2020-12-0116035.156894237525
2021-01-0118094.966241160666
2021-02-0118372.369766491847
2021-03-0119074.77183287281
2021-04-0119108.16276302335
2021-05-0118451.305316414586
2021-06-0119021.10783798802
2021-07-0118504.66483473266
2021-08-0118166.365996057026
2021-09-0117949.47718836189
2021-10-0116393.32282889178
2021-11-0116015.264425211673
2021-12-0116292.058997409411
2022-01-0116567.077456301267
2022-02-0115859.423169144344
2022-03-0115584.45545634694
2022-04-0115584.658440724754
2022-05-0115880.051456539775
2022-06-0113903.947792418025
2022-07-0114028.427962112964
2022-08-0112986.17930117553
2022-09-0111327.187981294988
2022-10-0111927.463532587872
2022-11-0112494.880987721981
2022-12-0113238.336644515995
2023-01-0112508.60780627171
2023-02-0112759.57261639251
2023-03-0112829.170884935766
2023-04-0112321.430836879217
2023-05-0111464.684524217304
2023-06-0111936.851560061807
2023-07-0111305.823875529979
2023-08-0110833.479228354887
2023-09-0110675.329024989915
2023-10-0110213.81866898069
2023-11-0110337.537647258821
2023-12-0112625.450688751367
2024-01-0113360.710851291107
2024-02-0112861.318535772189
2024-03-0112742.623420844971
2024-04-0111679.391249850933
2024-05-0110796.561444639816
2024-06-0110967.220560287627
2024-07-0112650.620751600403
2024-08-0112470.269131911935
2024-09-0113832.218187907712
2024-10-0114058.824872690733
2024-11-0114413.692311205497
2024-12-0113843.255463451394
2025-01-0112724.58318426668
2025-02-0114090.64267391321
2025-03-0115160.573329375138
2025-04-0115543.122762414396
2025-05-0115899.461837668316
2025-06-0116297.006741618648
2025-07-0114402.375932142322
2025-08-0114833.007289676467
2025-09-0114879.769815715556
2025-10-0114426.987787952368
2025-11-0116063.929929792777
2025-12-0116003.897300054043
2026-01-0116944.120938092303
2026-02-0118677.100063686346
2026-03-0117591.133642377044
2026-04-0116149.944559891806
Annual Return Matrix
YearAnnual Return
20170.627335975649375
2018-0.3408063760682448
20190.8258875219274233
2020-0.19367675672227358
20210.01602117801941838
2022-0.18743624445375417
2023-0.04629629629629617
20240.09645634082473031
20250.15607902651996275
20260.009125730882893812
Total Factor Risk
0.7637092697147833
VTI.US Exposure
-0.003020996787551072
VEA.US Exposure
-0.0023269956475961548
VWO.US Exposure
0.0007086422948993548
QQQ.US Exposure
0.00834915183294969
VTV.US Exposure
0.01239505367072722
IJR.US Exposure
0.00337935746583884
QUAL.US Exposure
-0.0020380906925027455
SHV.US Exposure
0.9046012913353312
TLT.US Exposure
0.0021614116566968673
LQD.US Exposure
0.010647591112049373
HYG.US Exposure
0.002797576616786242
GLD.US Exposure
-0.0004674409669816968
USO.US Exposure
-0.00001795236344143667
VNQ.US Exposure
0.011218456950992719
BTC-USD.CC Exposure
-0.00032620985179811256
CPER.US Exposure
0.0020979363708636084
VIX.INDX Exposure
0.001132267053761142
UUP.US Exposure
0.005015570062962379
TIP.US Exposure
-0.00017488275277040827
Idiosyncratic Exposure
0.04386826263878298
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
76.4%

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 →7.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.47%
Market Cap$637.9M
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
$250
Avg Yield on Cost
2.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$250.432.50%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 →
-9.8%
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 →
+0.3%
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 →
16.9% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cogeco Inc. a high-risk investment?

Cogeco Inc. (CGO.TO) has an annualized volatility of 76.4% and experienced a maximum drawdown of 48.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGO.TO has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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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