CochLear Ltd ADR

10-Year Study

CHEOY.US · Healthcare · US · Common Stock

Executive Summary: CochLear Ltd ADR has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 46.7% and an annualized volatility of 40.8%.

1Y CAGR
-32.2%
3Y CAGR
-7.4%
5Y CAGR
-5.8%
10Y CAGR
+4.8%

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 →
46.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +53.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -29.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.2-24.5-16.42.9————————-29.7%
202511.1-19.32.47.5-0.612.74.2-3.8-5.61.2-1.4-6.4-2.2%
2024-1.213.3-2.8-4.11.63.41.6-9.5-3.3-5.26.8-9.4-10.7%
20238.10.16.52.8-3.4-3.25.79.1-5.7-7.518.712.649.3%
2022-13.719.25.3-2.7-2.9-14.69.4-1.7-14.22.112.2-3.4-10.7%
20213.98.0-1.37.01.08.8-4.6-5.5-6.04.0-6.71.79.0%
20202.2-17.1-13.35.36.11.54.94.2-0.15.09.0-10.2-6.7%
201915.4-14.02.47.15.24.74.6-3.3-3.63.88.6-0.231.5%
20185.01.9-2.15.11.3-0.42.23.2-6.2-13.3-1.8-1.2-7.3%
20177.15.63.81.44.39.3-4.48.61.78.01.7-2.453.8%
2016———4.86.03.311.75.02.8-9.8-9.91.213.7%

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 SHV.US, accounting for 51.8% of variance. Idiosyncratic stock-specific factors contribute 23.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110476.536805640746
2016-05-0111108.842583667769
2016-06-0111472.7805915307
2016-07-0112819.526471670666
2016-08-0113456.417985430795
2016-09-0113828.213081906497
2016-10-0112479.919150850259
2016-11-0111240.514537074358
2016-12-0111373.296413779404
2017-01-0112178.983894428768
2017-02-0112864.653616305355
2017-03-0113355.239714223957
2017-04-0113542.93358569484
2017-05-0114128.096832045236
2017-06-0115436.696400927662
2017-07-0114764.287341616864
2017-08-0116039.998130655496
2017-09-0116315.72644479884
2017-10-0117616.79021865489
2017-11-0117918.251228217752
2017-12-0117491.690179515488
2018-01-0118372.20985728723
2018-02-0118716.22766279362
2018-03-0118331.49319733852
2018-04-0119275.512171185223
2018-05-0119529.450938469356
2018-06-0119461.044613074897
2018-07-0119892.892401698766
2018-08-0120537.144459438146
2018-09-0119255.44592628941
2018-10-0116693.68453643177
2018-11-0116396.31271796849
2018-12-0116207.450506183439
2019-01-0118706.063102060365
2019-02-0116089.126840866205
2019-03-0116471.320166137994
2019-04-0117643.80808841999
2019-05-0118554.821448391485
2019-06-0119423.278012419454
2019-07-0120323.308973437783
2019-08-0119654.521769100902
2019-09-0118943.11935180479
2019-10-0119665.562585069776
2019-11-0121356.29706220828
2019-12-0121316.36903197163
2020-01-0121776.490656198337
2020-02-0118060.35061892828
2020-03-0115651.232891116522
2020-04-0116478.18416548372
2020-05-0117477.874555300466
2020-06-0117744.98635962683
2020-07-0118609.58740061805
2020-08-0119385.80349684256
2020-09-0119359.895550375913
2020-10-0120326.81399438028
2020-11-0122156.464134873204
2020-12-0119895.462750389936
2021-01-0120665.399017425792
2021-02-0122328.06411851644
2021-03-0122046.75697937295
2021-04-0123581.22593949165
2021-05-0123824.35755886975
2021-06-0125923.573018348783
2021-07-0124743.081964914738
2021-08-0123384.214554015292
2021-09-0121974.115420339633
2021-10-0122852.76575360871
2021-11-0121314.90860657892
2021-12-0121687.579958290247
2022-01-0118724.23079394566
2022-02-0122324.968016683895
2022-03-0123514.718167107712
2022-04-0122885.771367483918
2022-05-0122227.35318343527
2022-06-0118987.779160313814
2022-07-0120774.025458135442
2022-08-0120416.075194382618
2022-09-0117507.930109882407
2022-10-0117875.227096148566
2022-11-0120064.141883247754
2022-12-0119375.755770140724
2023-01-0120954.650870705616
2023-02-0120975.651787852767
2023-03-0122345.180304118985
2023-04-0122974.97415047055
2023-05-0122203.927960136225
2023-06-0121493.226547028615
2023-07-0122718.43582598739
2023-08-0124784.879339654053
2023-09-0123383.455132811083
2023-10-0121638.62649912666
2023-11-0125690.25545760969
2023-12-0128919.69412850575
2024-01-0128562.094366847174
2024-02-0132356.045869040732
2024-03-0131438.548220325614
2024-04-0130140.17162919215
2024-05-0130627.603208262502
2024-06-0131670.98952582908
2024-07-0132165.84006589439
2024-08-0129097.632358353338
2024-09-0128147.508806365116
2024-10-0126681.592214180142
2024-11-0128506.51057640069
2024-12-0125814.596075544883
2025-01-0128675.072875227095
2025-02-0123152.591086731743
2025-03-0123700.455068552365
2025-04-0125475.80659294439
2025-05-0125334.87554254803
2025-06-0128547.49011292009
2025-07-0129736.188757061158
2025-08-0128617.941033864343
2025-09-0127028.67691301122
2025-10-0127350.84675464269
2025-11-0126979.898704894764
2025-12-0125244.913338357197
2026-01-0127318.717396003107
2026-02-0120621.206545042438
2026-03-0117233.01963395898
2026-04-0117741.2476706215
Annual Return Matrix
YearAnnual Return
20170.537961338836056
2018-0.07341998744272416
20190.3152203687951445
2020-0.06665798848999727
20210.09007667880784487
2022-0.10659668771691655
20230.49257115291847575
2024-0.10736967130991248
2025-0.02206824137478436
2026-0.2972347564503066
Total Factor Risk
0.4083601222052618
VTI.US Exposure
0.10246472904599675
VEA.US Exposure
-0.028709737889081002
VWO.US Exposure
0.011485857490998487
QQQ.US Exposure
-0.06356483003274689
VTV.US Exposure
-0.043695559337165894
IJR.US Exposure
0.047609606200719426
QUAL.US Exposure
0.09561984287927694
SHV.US Exposure
0.5181953852279324
TLT.US Exposure
-0.022774081680007073
LQD.US Exposure
0.07791131053943737
HYG.US Exposure
0.028365849815190053
GLD.US Exposure
0.011129181713651895
USO.US Exposure
0.000802350744104021
VNQ.US Exposure
0.004667851396374574
BTC-USD.CC Exposure
0.008111272700377868
CPER.US Exposure
-0.004416615492169617
VIX.INDX Exposure
-0.004619811129798022
UUP.US Exposure
-0.001449164053469752
TIP.US Exposure
0.025011356383683302
Idiosyncratic Exposure
0.237855205476695
Value Score
36.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
87.5
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 →33.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.29%
Market Cap$7.9B
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
$222
Avg Yield on Cost
2.22%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$221.982.22%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 →
-9.3%
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 →
-30.4%
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 →
41.1% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CochLear Ltd ADR a high-risk investment?

CochLear Ltd ADR (CHEOY.US) has an annualized volatility of 40.8% and experienced a maximum drawdown of 46.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHEOY.US has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 40% 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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