Ciena Corp

10-Year Study

CIEN.US · Technology · US · Common Stock

Executive Summary: Ciena Corp has compounded at 40.1% annually over the last 10 years, with a maximum drawdown of 47.5% and an annualized volatility of 44.6%.

1Y CAGR
+629.1%
3Y CAGR
+124.5%
5Y CAGR
+57.6%
10Y CAGR
+40.1%

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 →
47.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +175.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.8%
% 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.
20267.738.511.327.5————————111.7%
20252.7-8.7-24.111.119.21.614.21.255.030.47.514.5175.8%
202417.87.5-13.2-6.54.20.09.59.36.83.19.821.688.4%
20232.0-7.38.9-12.31.5-9.1-0.718.4-5.4-10.78.6-1.8-11.7%
2022-13.83.2-11.4-9.0-7.9-10.112.9-1.7-20.318.5-6.113.4-33.8%
20211.0-2.34.9-7.84.87.62.2-1.7-10.15.710.927.845.6%
2020-4.7-5.53.516.219.5-2.09.9-4.6-30.1-0.813.718.023.8%
201912.312.0-12.52.7-8.917.79.9-9.5-4.2-5.42.312.525.9%
20181.78.911.8-0.6-10.515.0-4.224.3-1.10.14.44.062.0%
2017-0.38.2-10.4-3.02.56.62.9-16.11.7-3.22.3-3.8-14.3%
2016———-11.53.77.42.311.81.6-11.110.713.828.3%

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 44.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 41.9% of variance. Idiosyncratic stock-specific factors contribute 50.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018848.580441640377
2016-05-019179.810725552052
2016-06-019858.044164037854
2016-07-0110089.379600420612
2016-08-0111277.602523659307
2016-09-0111461.619348054679
2016-10-0110189.274447949525
2016-11-0111277.602523659307
2016-12-0112833.85909568875
2017-01-0112797.055730809674
2017-02-0113848.580441640379
2017-03-0112413.249211356468
2017-04-0112045.215562565721
2017-05-0112344.900105152472
2017-06-0113154.574132492115
2017-07-0113538.380651945321
2017-08-0111361.724500525763
2017-09-0111550.998948475288
2017-10-0111182.965299684542
2017-11-0111435.331230283911
2017-12-0111004.206098843324
2018-01-0111188.222923238698
2018-02-0112181.913774973715
2018-03-0113617.245005257624
2018-04-0113538.380651945321
2018-05-0112118.82229232387
2018-06-0113937.960042060991
2018-07-0113354.363827549947
2018-08-0116603.575184016823
2018-09-0116424.815983175606
2018-10-0116435.331230283915
2018-11-0117150.368033648792
2018-12-0117828.601472134593
2019-01-0120026.28811777077
2019-02-0122429.022082018924
2019-03-0119631.966351209256
2019-04-0120168.243953732912
2019-05-0118370.136698212405
2019-06-0121624.60567823344
2019-07-0123774.973711882227
2019-08-0121519.453207150367
2019-09-0120625.65720294427
2019-10-0119516.298633017876
2019-11-0119957.939011566774
2019-12-0122444.794952681386
2020-01-0121382.754994742376
2020-02-0120215.562565720298
2020-03-0120930.599369085176
2020-04-0124316.508937960043
2020-05-0129053.627760252366
2020-06-0128475.28916929548
2020-07-0131288.117770767614
2020-08-0129847.52891692955
2020-09-0120867.50788643533
2020-10-0120709.779179810725
2020-11-0123554.153522607783
2020-12-0127786.540483701367
2021-01-0128070.45215562566
2021-02-0127429.02208201893
2021-03-0128769.716088328074
2021-04-0126535.22607781283
2021-05-0127797.055730809676
2021-06-0129910.62039957939
2021-07-0130567.82334384858
2021-08-0130036.80336487908
2021-09-0126997.89695057834
2021-10-0128543.638275499474
2021-11-0131666.666666666664
2021-12-0140467.92849631966
2022-01-0134863.30178759201
2022-02-0135972.660357518405
2022-03-0131876.97160883281
2022-04-0129006.309148264987
2022-05-0126719.242902208203
2022-06-0124027.3396424816
2022-07-0127129.337539432177
2022-08-0126677.181913774977
2022-09-0121256.572029442694
2022-10-0125184.01682439537
2022-11-0123638.27549947424
2022-12-0126803.364879074656
2023-01-0127350.15772870663
2023-02-0125352.260778128282
2023-03-0127613.038906414302
2023-04-0124206.09884332282
2023-05-0124574.132492113567
2023-06-0122339.64248159832
2023-07-0122187.17139852787
2023-08-0126277.60252365931
2023-09-0124847.52891692955
2023-10-0122187.17139852787
2023-11-0124106.2039957939
2023-12-0123664.563617245003
2024-01-0127865.40483701367
2024-02-0129957.939011566774
2024-03-0125998.948475289173
2024-04-0124305.993690851734
2024-05-0125325.97266035752
2024-06-0125331.230283911675
2024-07-0127728.70662460568
2024-08-0130310.199789695056
2024-09-0132381.70347003155
2024-10-0133391.16719242902
2024-11-0136656.15141955836
2024-12-0144589.90536277603
2025-01-0145814.93165089379
2025-02-0141834.91062039957
2025-03-0131771.81913774974
2025-04-0135310.199789695056
2025-05-0142092.534174553104
2025-06-0142760.252365930595
2025-07-0148811.777076761304
2025-08-0149405.88853838065
2025-09-0176587.80231335436
2025-10-0199852.7865404837
2025-11-01107365.9305993691
2025-12-01122960.04206098845
2026-01-01132392.21871713985
2026-02-01183333.3333333333
2026-03-01204116.7192429022
2026-04-01260341.74553102
Annual Return Matrix
YearAnnual Return
2017-0.14256452273658338
20180.6201624462494026
20190.25892067236803307
20200.23799484656828307
20210.4563859981078524
2022-0.33766402494478376
2023-0.11710474695959194
20240.8842479449011331
20251.7575757575757573
20261.1172873818788216
Total Factor Risk
0.44562063888059056
VTI.US Exposure
0.4191343292105362
VEA.US Exposure
0.06338106988088998
VWO.US Exposure
0.021986689889006057
QQQ.US Exposure
0.06713514222681567
VTV.US Exposure
0.046263739701572104
IJR.US Exposure
-0.06550855161648728
QUAL.US Exposure
-0.11827068009445121
SHV.US Exposure
0.0014207609024515133
TLT.US Exposure
0.04496124790292615
LQD.US Exposure
-0.024606763133147354
HYG.US Exposure
0.02801321190693392
GLD.US Exposure
0.02860383674883363
USO.US Exposure
-0.0006720588098882066
VNQ.US Exposure
-0.04012545839189979
BTC-USD.CC Exposure
-0.007568364078518238
CPER.US Exposure
-0.014260670524912979
VIX.INDX Exposure
0.02445127654961772
UUP.US Exposure
0.0177821551100242
TIP.US Exposure
0.0035149310764994077
Idiosyncratic Exposure
0.5043641555431987
Value Score
0
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
44.6%

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 →285.2x
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$63.3B
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 →
+34.4%
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 →
+131.8%
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 →
0.2% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ciena Corp a high-risk investment?

Ciena Corp (CIEN.US) has an annualized volatility of 44.6% and experienced a maximum drawdown of 47.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CIEN.US has generated a Compound Annual Growth Rate (CAGR) of 40.1%. 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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