Calian Technologies Ltd

10-Year Study

CGY.TO · Industrials · CA · Common Stock

Executive Summary: Calian Technologies Ltd has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 40.4% and an annualized volatility of 33.8%.

1Y CAGR
+98.9%
3Y CAGR
+9.8%
5Y CAGR
+7.3%
10Y CAGR
+17.0%

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 →
40.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +75.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -13.8%
% 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.
202621.419.8-9.30.2————————32.2%
20251.9-14.34.98.1-16.426.61.06.0-6.71.77.13.117.7%
2024-1.14.9-4.0-3.20.92.0-0.1-18.91.34.61.00.2-13.8%
2023-7.7-1.67.9-3.6-5.54.23.1-16.2-3.5-2.713.42.2-12.5%
2022-7.16.114.52.6-2.9-8.09.4-12.4-7.02.716.20.510.5%
2021-9.76.4-9.51.3-1.25.41.66.3-5.71.0-9.811.3-5.2%
202011.25.3-18.624.413.86.78.18.84.8-4.1-14.020.075.5%
20193.8-1.77.78.4-1.80.1-0.52.42.80.912.0-2.335.5%
2018-3.06.0-5.3-2.15.3-1.11.0-0.9-3.2-13.616.5-1.7-4.8%
201710.3-3.5-4.49.9-2.65.11.71.12.116.21.4-4.036.0%
2016———3.96.5-1.019.0-0.50.58.1-0.0-1.139.3%

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 33.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.0% of variance. Idiosyncratic stock-specific factors contribute 43.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110393.84313979703
2016-05-0111068.519198772661
2016-06-0110957.525731613332
2016-07-0113038.09503230407
2016-08-0112974.135136887142
2016-09-0113044.361373409105
2016-10-0114097.394786692308
2016-11-0114091.488580133539
2016-12-0113932.381137593004
2017-01-0115369.966219379563
2017-02-0114834.158041444285
2017-03-0114185.41166979984
2017-04-0115586.191000957959
2017-05-0115183.992739687548
2017-06-0115955.689045427373
2017-07-0116234.217103509875
2017-08-0116414.428430461623
2017-09-0116766.207855254725
2017-10-0119474.5636969972
2017-11-0119745.168795061836
2017-12-0118947.03861362605
2018-01-0118379.538595619324
2018-02-0119483.567060653862
2018-03-0118457.759819068404
2018-04-0118070.110993467162
2018-05-0119020.578087973667
2018-06-0118815.877611875796
2018-07-0118996.521100283066
2018-08-0118833.308123915096
2018-09-0118225.761144363536
2018-10-0115740.976828943294
2018-11-0118340.57203771329
2018-12-0118033.88145811275
2019-01-0118714.751831284168
2019-02-0118390.270605098063
2019-03-0119801.998026462687
2019-04-0121456.50369860993
2019-05-0121081.00040398726
2019-06-0121112.23521784497
2019-07-0120999.808571695277
2019-08-0121512.11666921926
2019-09-0122123.14908911493
2019-10-0122312.128230540526
2019-11-0124995.629565936306
2019-12-0124428.377540481935
2020-01-0127156.744575691446
2020-02-0128603.77535973221
2020-03-0123292.834893545918
2020-04-0128980.395557225496
2020-05-0132985.29327627114
2020-06-0135186.44918524764
2020-07-0138022.91813076835
2020-08-0141358.613809564566
2020-09-0143350.46789056563
2020-10-0141551.99599367199
2020-11-0135724.658988457464
2020-12-0142860.9292249944
2021-01-0138688.85601207486
2021-02-0141177.9997623323
2021-03-0137271.78515153027
2021-04-0137773.08632925183
2021-05-0137304.08054228357
2021-06-0139325.647262012404
2021-07-0139960.245920336776
2021-08-0142484.693692696404
2021-09-0140079.898776940885
2021-10-0140474.13114516145
2021-11-0136498.990026580184
2021-12-0140634.66292159094
2022-01-0137735.957895080544
2022-02-0140043.26216469786
2022-03-0145855.67965555213
2022-04-0147056.63187133901
2022-05-0145686.41323158098
2022-06-0142009.1211213228
2022-07-0145966.21594702781
2022-08-0140263.05436207061
2022-09-0137432.05865275721
2022-10-0138456.034655015865
2022-11-0144666.81691733156
2022-12-0144892.28842155195
2023-01-0141437.47566981649
2023-02-0140787.64701736709
2023-03-0144008.79214861392
2023-04-0142415.09951604248
2023-05-0140072.070840216686
2023-06-0141740.883090211566
2023-07-0143029.81922659587
2023-08-0136057.48505346676
2023-09-0134802.60827251702
2023-10-0133875.0788251522
2023-11-0138417.22193681091
2023-12-0139262.90287344321
2024-01-0138824.293879728626
2024-02-0140727.323271919704
2024-03-0139115.86185493432
2024-04-0137848.72524468892
2024-05-0138171.07742595212
2024-06-0138932.423266125195
2024-07-0138897.814388983075
2024-08-0131550.84928694204
2024-09-0131975.613081234653
2024-10-0133444.87476595475
2024-11-0133772.15615693476
2024-12-0133856.356620575636
2025-01-0134507.57281533662
2025-02-0129580.495242749257
2025-03-0131025.33618278539
2025-04-0133534.427571027256
2025-05-0128046.346034800477
2025-06-0135515.90668218959
2025-07-0135856.722792826804
2025-08-0137993.1999968235
2025-09-0135465.084167065914
2025-10-0136064.97778194934
2025-11-0138643.086349052195
2025-12-0139841.90093418901
2026-01-0148374.3526581531
2026-02-0157960.05387612812
2026-03-0152572.441063981496
2026-04-0152687.68411878678
Annual Return Matrix
YearAnnual Return
20170.35992824388806466
2018-0.04819524434053701
20190.3545823508500743
20200.7545548882223805
2021-0.051941624777122275
20220.10477816705841914
2023-0.12539760716244042
2024-0.137701134078002
20250.17679233417501772
20260.3224189329172942
Total Factor Risk
0.3377702933173272
VTI.US Exposure
-0.052561883485075546
VEA.US Exposure
0.020520705694754126
VWO.US Exposure
-0.014993897576649012
QQQ.US Exposure
0.1327631913766555
VTV.US Exposure
0.22967587729424152
IJR.US Exposure
-0.023508009010995947
QUAL.US Exposure
-0.03890358705728738
SHV.US Exposure
0.023392312425119643
TLT.US Exposure
0.12143746998023537
LQD.US Exposure
0.05359012100425355
HYG.US Exposure
0.03953994148727686
GLD.US Exposure
0.02984421327528705
USO.US Exposure
0.006774296048766268
VNQ.US Exposure
-0.02215692583090352
BTC-USD.CC Exposure
0.02418539556985516
CPER.US Exposure
0.0014327815860048707
VIX.INDX Exposure
0.015687247325751278
UUP.US Exposure
0.009376969807388431
TIP.US Exposure
0.0050050255433335585
Idiosyncratic Exposure
0.4388987545419883
Value Score
37.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.8%

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 →32.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.53%
Market Cap$835.2M
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
$403
Avg Yield on Cost
2.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$201.682.02%Solid
2026$201.682.02%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 →
-2.0%
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 →
+25.8%
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 →
13.1% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Calian Technologies Ltd a high-risk investment?

Calian Technologies Ltd (CGY.TO) has an annualized volatility of 33.8% and experienced a maximum drawdown of 40.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CGY.TO has generated a Compound Annual Growth Rate (CAGR) of 17.0%. 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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