Champion Iron Ltd

10-Year Study

CIA.TO · Basic Materials · CA · Common Stock

Executive Summary: Champion Iron Ltd has compounded at 41.4% annually over the last 10 years, with a maximum drawdown of 53.6% and an annualized volatility of 42.9%.

1Y CAGR
+34.6%
3Y CAGR
+2.3%
5Y CAGR
-1.4%
10Y CAGR
+41.4%

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 →
53.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +172.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -28.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-4.4-2.3-2.4————————-9.3%
2025-3.9-0.6-11.3-8.9-2.7-3.03.08.43.418.63.65.28.7%
2024-2.1-6.3-6.1-2.84.3-8.5-0.90.513.7-19.1-1.4-0.4-28.1%
20231.3-1.0-3.7-10.6-12.36.23.2-4.02.815.88.910.514.2%
202212.09.018.9-10.16.5-30.2-3.61.1-5.0-7.850.613.642.0%
20218.54.8-1.526.0-5.1-1.313.1-21.5-19.2-3.7-2.922.58.7%
2020-14.0-17.2-22.031.937.68.21.19.7-4.815.733.66.589.7%
201932.721.114.012.335.3-3.4-6.0-20.53.8-13.88.519.1132.5%
20187.0-7.3-7.95.19.8-3.06.1-10.1-2.8-2.92.5-11.6-16.4%
2017151.0-15.33.0-1.0-15.714.00.07.1-5.75.022.10.8172.3%
2016———35.0-29.615.89.1-2.10.04.298.0-3.1135.0%

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 42.9%. The dominant macroeconomic risk driver is VWO.US, accounting for 24.0% of variance. Idiosyncratic stock-specific factors contribute 35.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113502.958579881655
2016-05-019502.958579881657
2016-06-0111000
2016-07-0112000
2016-08-0111751.479289940828
2016-09-0111751.479289940828
2016-10-0112248.52071005917
2016-11-0124248.520710059172
2016-12-0123502.958579881655
2017-01-0158999.99999999999
2017-02-0149999.99999999999
2017-03-0151502.95857988165
2017-04-0151000
2017-05-0143000
2017-06-0148999.99999999999
2017-07-0148999.99999999999
2017-08-0152502.958579881655
2017-09-0149502.958579881655
2017-10-0152000
2017-11-0163502.95857988165
2017-12-0163999.999999999985
2018-01-0168502.95857988166
2018-02-0163502.95857988165
2018-03-0158502.95857988165
2018-04-0161502.958579881655
2018-05-0167502.95857988166
2018-06-0165502.958579881655
2018-07-0169502.95857988166
2018-08-0162502.958579881655
2018-09-0160751.47928994082
2018-10-0158999.99999999999
2018-11-0160502.958579881655
2018-12-0153502.95857988165
2019-01-0171005.91715976331
2019-02-0186005.91715976331
2019-03-0198005.91715976331
2019-04-01110046.0876374555
2019-05-01148946.11031346067
2019-06-01143827.68664839704
2019-07-01135126.38193615794
2019-08-01107486.88991253191
2019-09-01111581.63025534364
2019-10-0196226.33809874044
2019-11-01104415.81878436386
2019-12-01124377.68236419858
2020-01-01106975.03061689569
2020-02-0188548.71670875323
2020-03-0169098.69831694654
2020-04-0191107.92148748093
2020-05-01125401.35863264636
2020-06-01135638.19185516538
2020-07-01137173.7344730535
2020-08-01150481.62471613233
2020-09-01143315.84851417315
2020-10-01165836.88160371498
2020-11-01221627.68967758268
2020-12-01235959.28440432576
2021-01-01255921.15503796458
2021-02-01268205.3266897709
2021-03-01264110.5934007633
2021-04-01332697.4394758777
2021-05-01315806.6540780152
2021-06-01311711.94900422404
2021-07-01352659.338324733
2021-08-01276906.70194005116
2021-09-01223675.07042969472
2021-10-01215485.60385167948
2021-11-01209343.5039181681
2021-12-01256432.97906458023
2022-01-01287143.52105496195
2022-02-01313118.5621904903
2022-03-01372413.46031956415
2022-04-01334964.05245989736
2022-05-01356809.5709445208
2022-06-01249059.58119228747
2022-07-01240089.25849869408
2022-08-01242727.55052916394
2022-09-01230591.19839640058
2022-10-01212650.4824711726
2022-11-01320334.6884462255
2022-12-01364016.6965462047
2023-01-01368870.2498667339
2023-02-01365095.2514106705
2023-03-01351613.17452876526
2023-04-01314402.5802612304
2023-05-01275574.1536969969
2023-06-01292790.4862623948
2023-07-01302128.96110038075
2023-08-01290043.84780071187
2023-09-01298283.70675532776
2023-10-01345525.6851467155
2023-11-01376168.51061758905
2023-12-01415735.86548573873
2024-01-01406819.26456428843
2024-02-01381184.0757110415
2024-03-01357778.0582495695
2024-04-01347746.87163223175
2024-05-01362793.6233430219
2024-06-01332022.7290046285
2024-07-01329189.75198057276
2024-08-01330889.54948109284
2024-09-01376216.8714986045
2024-10-01304259.7178171372
2024-11-01300000.0101574779
2024-12-01298846.1488802757
2025-01-01287307.7053995527
2025-02-01285576.9275913577
2025-03-01253269.23505794365
2025-04-01230769.23641227407
2025-05-01224423.08403331146
2025-06-01217751.48324007113
2025-07-01224260.35277236847
2025-08-01243195.27417244995
2025-09-01251479.2899408284
2025-10-01298224.84981378855
2025-11-01308875.72723027517
2025-12-01324852.07100591715
2026-01-01323076.92307692306
2026-02-01308875.73964497034
2026-03-01301775.14792899403
2026-04-01294674.5562130178
Annual Return Matrix
YearAnnual Return
20171.7230614300100702
2018-0.164016272189349
20191.324687936247463
20200.89711916092308
20210.08676791299795594
20220.4195393192953176
20230.14207911183812771
2024-0.2811634172310128
20250.08702110508394068
2026-0.09289617486338797
Total Factor Risk
0.42916412835600914
VTI.US Exposure
-0.007623076442394267
VEA.US Exposure
-0.0517042087718883
VWO.US Exposure
0.2404961228562479
QQQ.US Exposure
-0.08081194056057357
VTV.US Exposure
-0.01999254086180367
IJR.US Exposure
-0.027750282231742272
QUAL.US Exposure
0.1993113357997028
SHV.US Exposure
0.0010222376182363708
TLT.US Exposure
0.022007450368613086
LQD.US Exposure
-0.025153281059985492
HYG.US Exposure
0.1324857742627845
GLD.US Exposure
-0.01713643287362314
USO.US Exposure
0.0012130647307617621
VNQ.US Exposure
-0.013838409408727385
BTC-USD.CC Exposure
-0.009889601843039829
CPER.US Exposure
0.22980707773279271
VIX.INDX Exposure
0.052933605048966985
UUP.US Exposure
-0.002913119938208615
TIP.US Exposure
0.019077958844656615
Idiosyncratic Exposure
0.3584582667292239
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.9%

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 →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.81%
Market Cap$2.8B
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 →
-0.7%
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 →
+3.9%
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 →
18.2% 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 →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Champion Iron Ltd a high-risk investment?

Champion Iron Ltd (CIA.TO) has an annualized volatility of 42.9% and experienced a maximum drawdown of 53.6% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, CIA.TO has generated a Compound Annual Growth Rate (CAGR) of 41.4%. It has had a positive return in 70% 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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