Citigroup CDR (CAD Hedged)

10-Year Study

CITI.TO · · CA · Common Stock

Executive Summary: Citigroup CDR (CAD Hedged) has compounded at 67.6% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 306.8%.

1Y CAGR
+49.9%
3Y CAGR
+17.7%
5Y CAGR
+118.5%
10Y CAGR
+67.6%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
5.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
180.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1284.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +6896.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -64.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.8-4.72.914.0————————10.8%
20259.8-19.6-2.4-13.718.2-23.6-0.8-0.62.70.849.612.315.0%
20241.75.3-22.1-5.4-10.13.213.41.6-27.8-2.726.35.4-21.2%
202317.3-4.112.6-15.012.632.33.81.81.0-8.929.0-3.394.8%
2022-35.2-15.7-1.7-3.1-16.88.320.0-5.3-15.4-15.0-13.26.1-64.6%
20210.00.00.03.60.090.70.00.00.00.03396.31.36896.2%
20200.014.5-38.10.00.00.00.023.00.00.00.00.0-12.8%
2019————0.0-13.50.0-1.13.20.00.00.0-11.7%

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 306.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.9% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110000
2019-06-018648.648536197834
2019-07-018648.648536197834
2019-08-018553.152605592653
2019-09-018828.829286128808
2019-10-018828.829286128808
2019-11-018828.829286128808
2019-12-018828.829286128808
2020-01-018828.829286128808
2020-02-0110111.259915524879
2020-03-016261.261088836679
2020-04-016261.261088836679
2020-05-016261.261088836679
2020-06-016261.261088836679
2020-07-016261.261088836679
2020-08-017698.648760874561
2020-09-017698.648760874561
2020-10-017698.648760874561
2020-11-017698.648760874561
2020-12-017698.648760874561
2021-01-017698.648760874561
2021-02-017698.648760874561
2021-03-017698.648760874561
2021-04-017978.751572945128
2021-05-017978.751572945128
2021-06-0115213.457037565782
2021-07-0115213.457037565782
2021-08-0115213.457037565782
2021-09-0115213.457037565782
2021-10-0115213.457037565782
2021-11-01531911.255022565
2021-12-01538612.546314611
2022-01-01349162.7596493246
2022-02-01294505.72201697127
2022-03-01289479.8068046426
2022-04-01280544.79612916947
2022-05-01233426.67125783852
2022-06-01252902.16926212667
2022-07-01303440.73269244435
2022-08-01287455.46616010665
2022-09-01243129.5371176772
2022-10-01206691.51202944163
2022-11-01179397.90298392327
2022-12-01190427.03390271965
2023-01-01223374.8142048283
2023-02-01214300.21770342774
2023-03-01241314.60184038535
2023-04-01205225.60788785073
2023-05-01231123.13233309472
2023-06-01305674.4787042244
2023-07-01317331.8390389295
2023-08-01322916.20406837965
2023-09-01326197.0301730859
2023-10-01297228.12493290904
2023-11-01383506.6245517075
2023-12-01370872.0036653928
2024-01-01377294.01679217216
2024-02-01397188.35215930146
2024-03-01309234.5030891386
2024-04-01292481.4080007882
2024-05-01262814.44048920943
2024-06-01271121.1818062445
2024-07-01307559.20689448
2024-08-01312585.12210680865
2024-09-01225748.1726708887
2024-10-01219605.35782431712
2024-11-01277263.9966528161
2024-12-01292341.7955465078
2025-01-01320961.6829651603
2025-02-01258137.51647005233
2025-03-01251855.11579755327
2025-04-01217301.80558539685
2025-05-01256881.03100988193
2025-06-01196151.01138645012
2025-07-01194545.50810475528
2025-08-01193358.82887172507
2025-09-01198524.36985251054
2025-10-01200060.0669070652
2025-11-01299379.49083060987
2025-12-01336115.5731654771
2026-01-01333338.0469600989
2026-02-01317541.2593180512
2026-03-01326685.66577456135
2026-04-01372268.0887982342
Annual Return Matrix
YearAnnual Return
2020-0.12801023653610577
202168.96195865590119
2022-0.6464489451541877
20230.9475806352939053
2024-0.21174477270529235
20250.14973492769700592
20260.10755977562205477
Total Factor Risk
3.068262240910402
VTI.US Exposure
0.020540224174986993
VEA.US Exposure
0.015742087618070128
VWO.US Exposure
0.00035052763783633827
QQQ.US Exposure
-0.0023399503730265198
VTV.US Exposure
-7.674486116309589e-7
IJR.US Exposure
0.0005326942384070564
QUAL.US Exposure
0.003154476534530856
SHV.US Exposure
0.7487157868832114
TLT.US Exposure
0.017911519282673337
LQD.US Exposure
0.01440875894588059
HYG.US Exposure
-0.000035487192223922144
GLD.US Exposure
0.005547179719957265
USO.US Exposure
0.010875013029025956
VNQ.US Exposure
-0.00021624307790477857
BTC-USD.CC Exposure
0.0006775101694070494
CPER.US Exposure
0.00009345844106762558
VIX.INDX Exposure
0.009610538039205375
UUP.US Exposure
0.000673753244378269
TIP.US Exposure
0.00002615767582619564
Idiosyncratic Exposure
0.15373276245730239
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
306.8%

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 →14.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.25%
Market Cap$217.5B
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
$1,724
Avg Yield on Cost
17.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,724.1717.24%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 →
+12.9%
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 →
+40.9%
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 →
1.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Citigroup CDR (CAD Hedged) a high-risk investment?

Citigroup CDR (CAD Hedged) (CITI.TO) has an annualized volatility of 306.8% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CITI.TO has generated a Compound Annual Growth Rate (CAGR) of 67.6%. It has had a positive return in 57% 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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