Cineplex Inc.

10-Year Study

CGX.TO · Communication Services · CA · Common Stock

Executive Summary: Cineplex Inc. has compounded at -12.0% annually over the last 10 years, with a maximum drawdown of 88.9% and an annualized volatility of 40.8%.

1Y CAGR
+1.7%
3Y CAGR
+7.1%
5Y CAGR
-5.4%
10Y CAGR
-12.0%

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 →
88.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +46.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -72.5%
% 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.
2026-8.510.3-0.813.4————————13.5%
2025-9.9-0.5-9.6-0.219.4-1.5-4.16.31.05.9-2.0-14.9-13.6%
2024-1.4-4.1-6.817.9-10.65.811.919.0-1.3-7.59.111.845.8%
20238.6-5.97.40.610.1-9.33.7-7.210.9-11.9-4.65.24.0%
2022-4.76.7-3.1-1.9-1.9-16.33.8-19.71.01.811.2-21.8-40.9%
202113.331.6-13.86.623.6-5.1-13.31.70.00.9-11.616.146.8%
20200.2-2.3-64.542.2-12.6-44.7-0.523.8-27.2-29.4104.3-10.9-72.5%
201912.4-9.2-4.65.9-8.3-0.93.75.3-1.6-6.913.833.942.9%
2018-15.55.4-4.5-3.8-4.22.50.713.16.84.1-28.4-1.0-27.8%
20172.5-4.21.26.7-4.53.6-6.7-21.62.10.3-0.4-3.3-24.4%
2016———-1.74.30.3-1.1-2.12.11.1-1.12.13.7%

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 40.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 39.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019831.761505109644
2016-05-0110251.107970659208
2016-06-0110280.16516213384
2016-07-0110167.060825426124
2016-08-019949.60055374499
2016-09-0110157.0145838741
2016-10-0110272.450225439585
2016-11-0110160.571626337496
2016-12-0110371.759005566293
2017-01-0110635.773272190656
2017-02-0110187.682058085544
2017-03-0110307.059287245598
2017-04-0110994.04916409502
2017-05-0110498.634864784317
2017-06-0110874.0470490968
2017-07-0110143.315163575886
2017-08-017951.071438871746
2017-09-018114.983801036349
2017-10-018140.772358895972
2017-11-018109.91261211894
2017-12-017846.138686201559
2018-01-016633.7399898095555
2018-02-016990.141224199426
2018-03-016676.472567511704
2018-04-016420.533748642076
2018-05-016151.880906372874
2018-06-016306.468049106413
2018-07-016347.87875292014
2018-08-017182.101346869322
2018-09-017671.603264788164
2018-10-017988.8289639392815
2018-11-015723.209221392246
2018-12-015667.209836664455
2019-01-016369.5094165489
2019-02-015783.270364068103
2019-03-015517.790019131121
2019-04-015842.946961612783
2019-05-015358.203789692268
2019-06-015310.808602274585
2019-07-015508.945481114027
2019-08-015799.805804708755
2019-09-015707.6351435795395
2019-10-015316.64888145435
2019-11-016048.582470510195
2019-12-018099.60199578923
2020-01-018116.305674924774
2020-02-017928.839923475521
2020-03-012811.986271738817
2020-04-013999.269364250762
2020-05-013496.9572866495546
2020-06-011932.3392841692382
2020-07-011922.7256558897896
2020-08-012379.3729991636146
2020-09-011732.8564973706727
2020-10-011223.3341985598786
2020-11-012499.5433526567267
2020-12-012227.9583537622934
2021-01-012523.577423355349
2021-02-013321.5085705496112
2021-03-012862.4578202059242
2021-04-013052.3269787250406
2021-05-013773.3490996837118
2021-06-013581.0765340947332
2021-07-013105.20193426201
2021-08-013158.076889798979
2021-09-013158.076889798979
2021-10-013186.917774637326
2021-11-012816.7930858785417
2021-12-013271.0370220825043
2022-01-013117.218969611321
2022-02-013326.3153846893356
2022-03-013222.9688806852596
2022-04-013162.8837039387035
2022-05-013102.7985271921475
2022-06-012598.0830425210784
2022-07-012696.6227323854296
2022-08-012165.469769945875
2022-09-012187.1004335746356
2022-10-012225.5549466924313
2022-11-012475.509281958104
2022-12-011934.7426912391008
2023-01-012100.577779059595
2023-02-011975.6006114267589
2023-03-012122.208442688355
2023-04-012134.2254780376666
2023-05-012350.5321143252677
2023-06-012131.822070967804
2023-07-012211.134504273258
2023-08-012052.50963766235
2023-09-012276.0264951595386
2023-10-012004.4414962651056
2023-11-011913.1120276103406
2023-12-012011.651717474692
2024-01-011982.8108326363454
2024-02-011901.0949922610293
2024-03-011771.3110104884686
2024-04-012088.560743710284
2024-05-011867.4472932829578
2024-06-011975.6006114267589
2024-07-012211.134504273258
2024-08-012631.730741499149
2024-09-012598.0830425210784
2024-10-012403.4070698622368
2024-11-012622.1171132197
2024-12-012932.1566252319285
2025-01-012641.3443697785983
2025-02-012629.327334429287
2025-03-012376.9695920937525
2025-04-012372.1627779540277
2025-05-012831.2135282977147
2025-06-012787.9522010401947
2025-07-012672.588661686807
2025-08-012840.8271565771643
2025-09-012869.6680414155107
2025-10-013037.9065363058676
2025-11-012977.8213595593115
2025-12-012533.191051634797
2026-01-012316.8844153471964
2026-02-012554.8217152635575
2026-03-012535.59445870466
2026-04-012874.474855555235
Annual Return Matrix
YearAnnual Return
2017-0.24350935246463867
2018-0.2777071546503542
20190.42920453437037476
2020-0.7249298971825344
20210.4681769147788566
2022-0.40852314474650986
20230.03975155279503095
20240.4575866188769415
2025-0.13606557377049178
20260.13472485768500975
Total Factor Risk
0.4078246922799615
VTI.US Exposure
-0.07640817366840047
VEA.US Exposure
0.12699884242309512
VWO.US Exposure
0.0006661569656407235
QQQ.US Exposure
0.3738394650553321
VTV.US Exposure
0.03421526710445866
IJR.US Exposure
0.048858735373855516
QUAL.US Exposure
-0.06597161879965403
SHV.US Exposure
0.005028270191212378
TLT.US Exposure
-0.0017103331475885545
LQD.US Exposure
-0.011057469242943506
HYG.US Exposure
0.0863373519761366
GLD.US Exposure
-0.0002711673210749477
USO.US Exposure
-0.0005015679648129295
VNQ.US Exposure
0.02626736259904909
BTC-USD.CC Exposure
-0.004976187562059408
CPER.US Exposure
0.007696501453879505
VIX.INDX Exposure
0.05464921688527317
UUP.US Exposure
0.0028787422778695083
TIP.US Exposure
0.0024242712983153724
Idiosyncratic Exposure
0.39103633410241595
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
40.8%

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$673.4M
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 →
+16.5%
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 →
+7.9%
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 →
5.5% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cineplex Inc. a high-risk investment?

Cineplex Inc. (CGX.TO) has an annualized volatility of 40.8% and experienced a maximum drawdown of 88.9% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CGX.TO has generated a Compound Annual Growth Rate (CAGR) of -12.0%. 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.

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