Chorus Aviation Inc

10-Year Study

CHR.TO · Industrials · CA · Common Stock

Executive Summary: Chorus Aviation Inc has compounded at -6.0% annually over the last 10 years, with a maximum drawdown of 79.0% and an annualized volatility of 32.2%.

1Y CAGR
+14.7%
3Y CAGR
+5.0%
5Y CAGR
-7.1%
10Y CAGR
-6.0%

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 →
79.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +43.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -54.3%
% 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.
2026-0.916.4-9.34.7————————9.5%
2025-8.41.4-6.3-1.612.07.1-1.6-7.310.73.0-4.5-2.7-0.7%
2024-3.1-15.7-1.94.93.78.517.8-6.06.35.612.3-8.021.5%
202311.1-12.82.2-7.5-1.33.45.9-16.2-12.6-11.56.315.8-21.0%
20229.020.4-3.0-8.74.7-19.1-3.1-11.4-16.710.323.31.9-2.4%
2021-11.928.88.3-4.611.8-2.1-3.2-9.3-9.8-4.3-3.6-4.3-10.3%
2020-3.5-16.9-54.719.0-18.64.6-20.814.4-18.132.646.4-13.8-54.3%
201925.96.5-5.04.3-0.43.51.3-5.13.41.83.10.543.4%
2018-1.1-11.4-1.8-7.2-3.9-4.94.47.6-2.5-10.4-6.1-13.1-41.6%
2017-2.91.94.9-1.1-0.32.80.97.71.19.26.9-1.133.5%
2016———-4.1-0.8-4.31.7-1.82.71.55.49.99.7%

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 32.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 19.8% of variance. Idiosyncratic stock-specific factors contribute 47.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019590.304618408121
2016-05-019514.422971940168
2016-06-019104.705753903263
2016-07-019256.447210394146
2016-08-019089.529424609673
2016-09-019332.328856862103
2016-10-019468.893984059394
2016-11-019984.823670706408
2016-12-0110971.17589256469
2017-01-0110652.516650289332
2017-02-0110849.787094660987
2017-03-0111380.893110601593
2017-04-0111259.482476252866
2017-05-0111229.151654110712
2017-06-0111547.810896386069
2017-07-0111654.023364996177
2017-08-0112549.317611092914
2017-09-0112685.904574735234
2017-10-0113854.329075226553
2017-11-0114810.32863849765
2017-12-0114643.410852713178
2018-01-0114476.493066928704
2018-02-0112822.469701932527
2018-03-0112594.846598973685
2018-04-0111684.37602358336
2018-05-0111229.151654110712
2018-06-0110682.869308876514
2018-07-0111153.270007642755
2018-08-0112003.035265858716
2018-09-0111699.552352876952
2018-10-0110485.598864504856
2018-11-019848.258543509117
2018-12-018558.423408669069
2019-01-0110773.905448193034
2019-02-0111471.929249918114
2019-03-0110895.316082541762
2019-04-0111365.716781308003
2019-05-0111320.18779342723
2019-06-0111714.72868217054
2019-07-0111866.470138661425
2019-08-0111259.482476252866
2019-09-0111638.847035702587
2019-10-0111851.293809367835
2019-11-0112215.482039523966
2019-12-0112276.187356698329
2020-01-0111851.293809367835
2020-02-019848.258543509117
2020-03-014461.316737635113
2020-04-015311.081995851075
2020-05-014324.7297739927935
2020-06-014522.00021836445
2020-07-013581.176984386941
2020-08-014097.128507478982
2020-09-013353.57571787313
2020-10-014446.140408341522
2020-11-016509.859154929577
2020-12-015614.564908832842
2021-01-014946.893765694945
2021-02-016373.294027732285
2021-03-016904.40004367289
2021-04-016585.740801397533
2021-05-017359.646249590565
2021-06-017207.904793099683
2021-07-016980.281690140845
2021-08-016327.765039851512
2021-09-015705.622884594388
2021-10-015462.823452341959
2021-11-015265.553007970303
2021-12-015037.929905011464
2022-01-015493.17611092914
2022-02-016616.093459984714
2022-03-016418.823015613058
2022-04-015857.36434108527
2022-05-016130.494595479856
2022-06-014962.070094988536
2022-07-014810.328638497653
2022-08-014264.046293263456
2022-09-013550.8461622447862
2022-10-013915.0343924009167
2022-11-014825.504967791244
2022-12-014916.541107107762
2023-01-015462.823452341959
2023-02-014764.799650616879
2023-03-014871.01211922699
2023-04-014506.823889070859
2023-05-014446.140408341522
2023-06-014597.881864832406
2023-07-014871.01211922699
2023-08-014081.9521781853914
2023-09-013566.000655093351
2023-10-013156.305273501474
2023-11-013353.57571787313
2023-12-013884.681733813735
2024-01-013763.2710994650065
2024-02-013171.4816027950646
2024-03-013110.7762856207005
2024-04-013262.517742111584
2024-05-013383.906540015286
2024-06-013672.2349601484875
2024-07-014324.7297739927935
2024-08-014066.7758488918
2024-09-014324.7297739927935
2024-10-014567.529206245224
2024-11-015128.987880773009
2024-12-014719.270662736106
2025-01-014324.7297739927935
2025-02-014383.273283109509
2025-03-014105.797576154601
2025-04-014038.584998362267
2025-05-014524.183862867125
2025-06-014845.00491320013
2025-07-014768.8393929468275
2025-08-014420.744622775412
2025-09-014895.032208756415
2025-10-015040.790479309968
2025-11-014812.35942788514
2025-12-014683.917458237798
2026-01-014640.2445681843
2026-02-015402.336499617862
2026-03-014897.914619499945
2026-04-015129.380936783491
Annual Return Matrix
YearAnnual Return
20170.3347166243717967
2018-0.41554440459591857
20190.43439822622744195
2020-0.54264587646837
2021-0.10270341748373313
2022-0.02409497555393747
2023-0.2098750627351179
20240.21484100528951822
2025-0.0074912432502463044
20260.09510489510489517
Total Factor Risk
0.3224525015465498
VTI.US Exposure
-0.14156782036872326
VEA.US Exposure
0.1922231180847147
VWO.US Exposure
0.060671350004894896
QQQ.US Exposure
0.10606623251580273
VTV.US Exposure
-0.05271117102878188
IJR.US Exposure
0.19822657006566552
QUAL.US Exposure
-0.018292055249539686
SHV.US Exposure
0.010856261799291169
TLT.US Exposure
0.0051477769546713886
LQD.US Exposure
0.03888563596311914
HYG.US Exposure
-0.024393798676322728
GLD.US Exposure
-0.0014006863158049923
USO.US Exposure
-0.003773079670604208
VNQ.US Exposure
0.09130701603054904
BTC-USD.CC Exposure
0.020770369647841125
CPER.US Exposure
0.015123655695962062
VIX.INDX Exposure
-0.033106695766508674
UUP.US Exposure
0.03144051275941766
TIP.US Exposure
0.03347632693227029
Idiosyncratic Exposure
0.47105048062208565
Value Score
47
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.2%

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 →7.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.20%
Market Cap$526.6M
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
$41
Avg Yield on Cost
0.21%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$17.470.17%Solid
2026$24.020.24%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 →
+2.8%
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 →
+6.6%
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 →
6.6% 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 →
1.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chorus Aviation Inc a high-risk investment?

Chorus Aviation Inc (CHR.TO) has an annualized volatility of 32.2% and experienced a maximum drawdown of 79.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CHR.TO has generated a Compound Annual Growth Rate (CAGR) of -6.0%. 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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