Canadian Imperial Bank Of Commerce

10-Year Study

CM.TO · Financial Services · CA · Common Stock

Executive Summary: Canadian Imperial Bank Of Commerce has compounded at 17.1% annually over the last 10 years, with a maximum drawdown of 31.9% and an annualized volatility of 24.1%.

1Y CAGR
+69.3%
3Y CAGR
+45.9%
5Y CAGR
+22.1%
10Y CAGR
+17.1%

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 →
31.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +49.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.19.5-4.311.8————————18.4%
20250.7-4.2-6.67.47.54.52.57.15.74.54.03.942.3%
2024-4.85.78.4-6.45.2-2.49.810.36.55.04.31.149.6%
202310.92.7-6.8-0.9-1.52.62.7-7.8-0.5-6.714.715.423.8%
20228.30.5-4.4-6.4-2.0-9.03.6-4.1-1.32.34.7-13.1-20.8%
20210.27.76.13.810.11.32.80.0-1.96.5-5.14.641.5%
2020-0.1-5.3-18.30.67.04.42.211.7-2.5-0.210.20.67.0%
20199.60.2-4.26.8-9.11.80.8-0.77.42.72.8-5.212.0%
2018-0.6-3.8-1.8-1.71.22.23.83.00.1-6.1-1.9-7.6-13.0%
20171.15.2-0.6-3.9-4.21.02.7-3.15.34.04.04.817.0%
2016———4.50.4-3.52.25.0-1.1-1.25.54.516.9%

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 24.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 64.4% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110445.28317242642
2016-05-0110487.536072650571
2016-06-0110119.908712032582
2016-07-0110344.127152066358
2016-08-0110856.180758314089
2016-09-0110735.96684876785
2016-10-0110606.156172958821
2016-11-0111184.471550505103
2016-12-0111691.91328321312
2017-01-0111825.284596681484
2017-02-0112444.259065213928
2017-03-0112370.40126690879
2017-04-0111893.581018071081
2017-05-0111394.108331553014
2017-06-0111505.369780698631
2017-07-0111814.331397024662
2017-08-0111452.977540854079
2017-09-0112060.65970138119
2017-10-0112545.652461417949
2017-11-0113051.63602822738
2017-12-0113683.767900681947
2018-01-0113607.807630616058
2018-02-0113087.445869829868
2018-03-0112848.171019122321
2018-04-0112634.634492066562
2018-05-0112789.403542325808
2018-06-0113069.981789881685
2018-07-0113568.301508014823
2018-08-0113977.435730490251
2018-09-0113986.184725881765
2018-10-0113136.820045372697
2018-11-0112884.896453265785
2018-12-0111910.400792157103
2019-01-0113050.11004065909
2019-02-0113075.882275145734
2019-03-0112531.104713266936
2019-04-0113386.67507655371
2019-05-0112162.05309758521
2019-06-0112386.84802181145
2019-07-0112489.08918888674
2019-08-0112404.888585952096
2019-09-0113321.769738649196
2019-10-0113687.39636001099
2019-11-0114071.300921357382
2019-12-0113343.608316293139
2020-01-0113326.313790519209
2020-02-0112615.067940357623
2020-03-0110310.01285220641
2020-04-0110370.37413824091
2020-05-0111100.881342597775
2020-06-0111590.825084522756
2020-07-0111845.020702564678
2020-08-0113228.413210304823
2020-09-0112899.27464724254
2020-10-0112879.809828038156
2020-11-0114188.801964115555
2020-12-0114275.952809682221
2021-01-0114310.10102037702
2021-02-0115406.540043609331
2021-03-0116345.971901482244
2021-04-0116974.305760433515
2021-05-0118691.923456463574
2021-06-0118934.385925647104
2021-07-0119465.768707759817
2021-08-0119475.1620090135
2021-09-0119110.959642715443
2021-10-0120353.85956166855
2021-11-0119307.47293067608
2021-12-0120204.38060164603
2022-01-0121871.979816271098
2022-02-0121982.969978737907
2022-03-0121006.541400042726
2022-04-0119659.636950602086
2022-05-0119263.72795371849
2022-06-0117536.479580590796
2022-07-0118173.29114825478
2022-08-0117424.268628069352
2022-09-0117194.285346110937
2022-10-0117595.280968222156
2022-11-0118425.723402884454
2022-12-0116003.370736984174
2023-01-0117747.744081711546
2023-02-0118232.804663418006
2023-03-0117000.58665744292
2023-04-0116849.276512338456
2023-05-0116603.083851321335
2023-06-0117041.245748429083
2023-07-0117499.211573089717
2023-08-0116131.316316876406
2023-09-0116056.576836865148
2023-10-0114978.585307791693
2023-11-0117180.517547161493
2023-12-0119818.746587722242
2024-01-0118874.397658795962
2024-02-0119949.201569393437
2024-03-0121616.190388991185
2024-04-0120227.982542702222
2024-05-0121273.046651135504
2024-06-0120757.80542641179
2024-07-0122784.113452089074
2024-08-0125132.743963023626
2024-09-0126760.158838350442
2024-10-0128098.82295492233
2024-11-0129314.899403508418
2024-12-0129648.27682092705
2025-01-0129850.453218307783
2025-02-0128585.341702527374
2025-03-0126710.140356945445
2025-04-0128689.888806372524
2025-05-0130828.00085455304
2025-06-0132218.61637011641
2025-07-0133008.56926796681
2025-08-0135361.81165244107
2025-09-0137390.968188245824
2025-10-0139072.06391514152
2025-11-0140625.38361631925
2025-12-0142195.25180490419
2026-01-0142673.39457630108
2026-02-0146725.739340976834
2026-03-0144708.04466735166
2026-04-0149971.00623620253
Annual Return Matrix
YearAnnual Return
20170.17036173372314267
2018-0.12959640366572334
20190.12033243457934617
20200.06987199198965155
20210.4152737033385987
2022-0.20792569430807517
20230.2384107644223128
20240.49597133651702396
20250.423194071606918
20260.1842803182512256
Total Factor Risk
0.24116484786722364
VTI.US Exposure
0.6439296229785111
VEA.US Exposure
0.23504748495928474
VWO.US Exposure
-0.0568291049972793
QQQ.US Exposure
-0.08449261995075608
VTV.US Exposure
-0.0901115227205544
IJR.US Exposure
0.14367919768831108
QUAL.US Exposure
-0.12793536930067526
SHV.US Exposure
0.179503615059896
TLT.US Exposure
0.05879738008909057
LQD.US Exposure
-0.027919287398336202
HYG.US Exposure
-0.010170669481209272
GLD.US Exposure
-0.005488963887058137
USO.US Exposure
0.0009557447315944517
VNQ.US Exposure
-0.02326487975872741
BTC-USD.CC Exposure
-0.0059626776088687545
CPER.US Exposure
0.02236567185278985
VIX.INDX Exposure
-0.03809938133355832
UUP.US Exposure
-0.006675681291467018
TIP.US Exposure
0.004792058099161719
Idiosyncratic Exposure
0.1878793822698506
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.1%

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 →14.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.98%
Market Cap$123.3B
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
$726
Avg Yield on Cost
3.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$362.853.63%Solid
2026$362.853.63%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 →
+9.2%
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 →
+24.5%
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 →
0.0% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian Imperial Bank Of Commerce a high-risk investment?

Canadian Imperial Bank Of Commerce (CM.TO) has an annualized volatility of 24.1% and experienced a maximum drawdown of 31.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CM.TO has generated a Compound Annual Growth Rate (CAGR) of 17.1%. It has had a positive return in 80% 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.

Run a Full Backtest on Canadian Imperial Bank Of Commerce

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest