Cargojet Inc

10-Year Study

CJT.TO · Industrials · CA · Common Stock

Executive Summary: Cargojet Inc has compounded at 11.3% annually over the last 10 years, with a maximum drawdown of 63.6% and an annualized volatility of 34.1%.

1Y CAGR
-13.1%
3Y CAGR
-6.5%
5Y CAGR
-14.0%
10Y CAGR
+11.3%

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 →
63.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +109.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.72.6-15.81.1————————-3.3%
202510.4-17.7-15.33.29.51.94.31.9-8.4-11.2-0.73.8-21.0%
20240.9-7.91.49.9-9.726.4-6.82.63.5-1.5-11.2-10.5-8.5%
20236.0-1.9-8.8-7.40.6-5.80.7-0.9-6.0-12.324.521.53.6%
20228.11.73.9-21.0-0.8-4.04.1-6.9-19.119.0-1.1-11.2-29.5%
2021-5.0-6.3-15.011.6-0.92.85.57.7-3.1-2.6-15.1-0.3-22.0%
202014.1-13.2-0.939.0-6.021.33.77.37.314.71.5-3.2109.4%
20198.110.7-5.1-2.03.73.67.913.4-8.34.51.24.047.5%
20185.00.710.4-5.61.5-1.52.315.010.9-4.02.0-13.122.1%
20173.83.2-5.2-6.34.55.41.72.02.96.9-2.411.830.2%
2016———11.99.25.71.519.88.31.714.9-9.280.5%

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 34.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 43.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111188.607330571896
2016-05-0112221.318180235998
2016-06-0112922.003898499772
2016-07-0113121.714991820112
2016-08-0115721.744578648753
2016-09-0117021.78112708413
2016-10-0117316.73570260016
2016-11-0119888.87535243134
2016-12-0118053.882836158587
2017-01-0118748.564168610115
2017-02-0119340.64882174806
2017-03-0118327.4304709527
2017-04-0117165.842876535902
2017-05-0117938.929304883568
2017-06-0118911.291726130392
2017-07-0119229.74172438999
2017-08-0119607.8875004351
2017-09-0120167.383132026876
2017-10-0121553.656583939573
2017-11-0121034.32072122246
2017-12-0123511.216888857947
2018-01-0124677.76462807616
2018-02-0124850.107904904457
2018-03-0127430.16638240106
2018-04-0125898.003759267638
2018-05-0126284.06836297817
2018-06-0125887.16975878033
2018-07-0126484.25806676181
2018-08-0130453.853249329943
2018-09-0133762.61791221414
2018-10-0132395.619408959585
2018-11-0133034.60788750043
2018-12-0128717.32395836959
2019-01-0131053.987260259666
2019-02-0134380.460510285775
2019-03-0132614.692471022314
2019-04-0131955.645863065194
2019-05-0133127.284277211176
2019-06-0134333.252114588046
2019-07-0137037.96686275192
2019-08-0141986.450972884544
2019-09-0138487.72146611438
2019-10-0140237.9129102997
2019-11-0140732.70910926242
2019-12-0142348.323993177626
2020-01-0148323.73211737269
2020-02-0141963.08608026732
2020-03-0141575.49862508267
2020-04-0157793.77980437885
2020-05-0154299.35779177835
2020-06-0165880.25166208361
2020-07-0168321.90469560375
2020-08-0173291.75223641617
2020-09-0178620.55762469978
2020-10-0190208.97873229142
2020-11-0191590.03097914999
2020-12-0188659.45560235302
2021-01-0184189.97354589439
2021-02-0178853.81496049289
2021-03-0167058.89519301055
2021-04-0174808.90389501897
2021-05-0174118.61707682132
2021-06-0176176.816109158
2021-07-0180386.58672421594
2021-08-0186616.31104458909
2021-09-0183895.71513105225
2021-10-0181674.09238052143
2021-11-0169376.3270562846
2021-12-0169151.11907828327
2022-01-0174784.6688015594
2022-02-0176059.16495527167
2022-03-0179040.12496084096
2022-04-0162411.239514079854
2022-05-0161887.29158689825
2022-06-0159406.78408576699
2022-07-0161866.232726513284
2022-08-0157601.769988513355
2022-09-0146628.102266003
2022-10-0155485.746110202235
2022-11-0154884.089247798394
2022-12-0148728.46252915173
2023-01-0151672.65654913154
2023-02-0150709.43123672943
2023-03-0146229.767830415265
2023-04-0142790.56006126214
2023-05-0143034.12927703714
2023-06-0140523.81739705524
2023-07-0140822.818406488215
2023-08-0140469.03825402903
2023-09-0138031.56218455219
2023-10-0133368.41693062759
2023-11-0141554.26572452922
2023-12-0150471.73587664033
2024-01-0150920.67249121097
2024-02-0146897.16836645898
2024-03-0147531.283720282634
2024-04-0152246.20592432734
2024-05-0147165.97340666226
2024-06-0159606.14709875039
2024-07-0155531.64920463643
2024-08-0156953.64440112777
2024-09-0158972.98896585332
2024-10-0158093.65101465418
2024-11-0151609.392947892375
2024-12-0146206.62048800863
2025-01-0151008.475756204534
2025-02-0141978.79320547182
2025-03-0135542.091614744684
2025-04-0136686.101152145915
2025-05-0140186.96265097985
2025-06-0140937.64140763688
2025-07-0142707.586410943644
2025-08-0143532.10170907445
2025-09-0139857.28706185387
2025-10-0135412.30115910752
2025-11-0135174.040168470885
2025-12-0136522.32935361481
2026-01-0140446.935152633225
2026-02-0141517.28218872916
2026-03-0134955.96783737687
2026-04-0135330.15419958926
Annual Return Matrix
YearAnnual Return
20170.30228035166869094
20180.2214307789393426
20190.47466122033405256
20201.0935764923456284
2021-0.22003672807970642
2022-0.2953337100157678
20230.035775258586205005
2024-0.08450502671547133
2025-0.20958665732558923
2026-0.03264236359304262
Total Factor Risk
0.34125242359840746
VTI.US Exposure
0.5112066863801321
VEA.US Exposure
-0.053026246317405684
VWO.US Exposure
0.049606564789269544
QQQ.US Exposure
-0.08054293001393398
VTV.US Exposure
-0.008861698323765196
IJR.US Exposure
0.0020727655487843997
QUAL.US Exposure
0.02808893134010392
SHV.US Exposure
0.09237207295667191
TLT.US Exposure
0.002971195115476375
LQD.US Exposure
-0.013607988784361164
HYG.US Exposure
0.050837427880310725
GLD.US Exposure
0.0015034128233893916
USO.US Exposure
0.003154142782441153
VNQ.US Exposure
0.0086514794045298
BTC-USD.CC Exposure
-0.010745987542542686
CPER.US Exposure
0.00570570309189036
VIX.INDX Exposure
-0.0395979635615096
UUP.US Exposure
-0.0018569980897975749
TIP.US Exposure
0.018305634674630988
Idiosyncratic Exposure
0.43376379584568525
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.1%

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 →15.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.72%
Market Cap$1.2B
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
$320
Avg Yield on Cost
1.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$152.291.52%Solid
2026$167.511.68%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 →
-8.1%
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 →
-9.6%
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 →
24.9% 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 →
1.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cargojet Inc a high-risk investment?

Cargojet Inc (CJT.TO) has an annualized volatility of 34.1% and experienced a maximum drawdown of 63.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CJT.TO has generated a Compound Annual Growth Rate (CAGR) of 11.3%. It has had a positive return in 50% 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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