Canadian Imperial Bank Of Commerce

10-Year Study

CM.US · Financial Services · US · Common Stock

Executive Summary: Canadian Imperial Bank Of Commerce has compounded at 17.4% annually over the last 10 years, with a maximum drawdown of 38.4% and an annualized volatility of 25.6%.

1Y CAGR
+69.9%
3Y CAGR
+45.4%
5Y CAGR
+18.9%
10Y CAGR
+17.4%

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 →
38.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.8%
% 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.
20262.09.3-6.213.4————————18.6%
2025-0.3-3.9-6.011.87.95.30.98.24.33.73.96.149.0%
2024-6.14.78.6-7.96.1-2.78.713.16.12.03.5-1.337.8%
202312.80.2-5.8-1.1-1.85.23.3-10.1-0.9-8.717.118.226.5%
20227.70.7-2.7-9.2-0.5-10.64.2-6.5-6.23.86.1-14.7-26.8%
2021-0.38.27.46.213.4-2.42.1-1.1-2.28.9-8.17.544.7%
2020-2.1-6.6-22.42.57.66.43.614.4-4.5-0.112.86.413.0%
201913.80.1-5.66.5-10.05.10.1-1.68.03.31.90.521.9%
20181.7-7.8-2.1-1.40.30.75.02.71.2-7.9-2.8-10.0-19.8%
20174.43.3-1.0-6.2-3.45.27.0-3.35.50.64.27.324.9%
2016———8.1-3.9-2.11.24.4-1.0-3.34.94.913.1%

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 25.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 53.6% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110811.140022845007
2016-05-0110389.550067065742
2016-06-0110166.74013090854
2016-07-0110285.894391597585
2016-08-0110736.91744041102
2016-09-0110625.583566760037
2016-10-0110273.381772336683
2016-11-0110781.801722380998
2016-12-0111308.090071900164
2017-01-0111806.983368643567
2017-02-0112195.016754586775
2017-03-0112076.952608454547
2017-04-0111323.30427941058
2017-05-0110936.645385734664
2017-06-0111506.06435467588
2017-07-0112311.327238171072
2017-08-0111903.008242213975
2017-09-0112556.366032030408
2017-10-0112632.389673297406
2017-11-0113164.697351021627
2017-12-0114125.04087929588
2018-01-0114358.514979595897
2018-02-0113231.810490693739
2018-03-0112951.935427301207
2018-04-0112771.497770004788
2018-05-0112809.651779493523
2018-06-0112899.894306284272
2018-07-0113539.507173427748
2018-08-0113903.131472555182
2018-09-0114071.340888301174
2018-10-0112953.404712138661
2018-11-0112587.221013616954
2018-12-0111334.77418039974
2019-01-0112893.401015228425
2019-02-0112901.031817126173
2019-03-0112180.560887637626
2019-04-0112973.927303577946
2019-05-0111673.752411286003
2019-06-0112267.011711622043
2019-07-0112284.169166820704
2019-08-0112088.991264864659
2019-09-0113061.515638404262
2019-10-0113488.650959537792
2019-11-0113748.098224061196
2019-12-0113812.225397773322
2020-01-0113525.051306478597
2020-02-0112628.550574205994
2020-03-019799.798091825563
2020-04-0110043.225411992209
2020-05-0110807.300923753595
2020-06-0111501.988274159072
2020-07-0111910.733836681879
2020-08-0113628.233019095962
2020-09-0113020.2334741003
2020-10-0113002.791641191163
2020-11-0114672.136197964803
2020-12-0115611.957134799773
2021-01-0115559.015484366335
2021-02-0116835.776611829162
2021-03-0118085.427064226704
2021-04-0119210.80445714665
2021-05-0121781.247185845572
2021-06-0121252.826003497845
2021-07-0121697.071383544957
2021-08-0121467.48377862143
2021-09-0120985.084389085583
2021-10-0122863.019996492672
2021-11-0121017.124277799106
2021-12-0122596.226307781995
2022-01-0124333.205363363617
2022-02-0124505.727841051816
2022-03-0123832.511007787205
2022-04-0121650.81260930768
2022-05-0121550.901240360778
2022-06-0119265.87894040865
2022-07-0120079.530966362858
2022-08-0118777.649807808062
2022-09-0117607.151151492744
2022-10-0118271.03091659676
2022-11-0119381.525876001837
2022-12-0116529.359628792296
2023-01-0118642.04903619654
2023-02-0118686.9807144516
2023-03-0117597.57710190675
2023-04-0117402.588785091022
2023-05-0117095.650442918286
2023-06-0117983.477655021397
2023-07-0118569.15354974477
2023-08-0116689.890846355465
2023-09-0116536.042504988458
2023-10-0115105.575225013863
2023-11-0117688.151402693056
2023-12-0120909.77169209477
2024-01-0119624.100063037058
2024-02-0120553.588609724768
2024-03-0122324.645594278318
2024-04-0120550.839625190176
2024-05-0121805.277102380714
2024-06-0121212.207387184993
2024-07-0123063.9328489433
2024-08-0126075.729784299507
2024-09-0127666.63348926711
2024-10-0128216.90435903634
2024-11-0129209.192983453955
2024-12-0128820.069482953924
2025-01-0128724.328987093988
2025-02-0127612.175157711135
2025-03-0125968.708972590728
2025-04-0129036.05435405973
2025-05-0131337.712750074646
2025-06-0133003.313000327034
2025-07-0133287.54852194685
2025-08-0136013.356273135316
2025-09-0137552.83500879201
2025-10-0138953.58481802196
2025-11-0140486.00150720186
2025-12-0142945.77391024092
2026-01-0143789.42778465024
2026-02-0147851.28941593557
2026-03-0144907.98011251877
2026-04-0150946.26683160573
Annual Return Matrix
YearAnnual Return
20170.24910933583697292
2018-0.19754043352795114
20190.21857084913589442
20200.13029991078168957
20210.44736666342837705
2022-0.2684902601148188
20230.2650079713718789
20240.37830627265288364
20250.4901342946324905
20260.18629290365301832
Total Factor Risk
0.25618422218985953
VTI.US Exposure
0.5364963922111434
VEA.US Exposure
0.2241531199947621
VWO.US Exposure
-0.07063504951974742
QQQ.US Exposure
-0.03618335173912254
VTV.US Exposure
-0.030754242112178275
IJR.US Exposure
0.15228603208062708
QUAL.US Exposure
-0.16706131820658185
SHV.US Exposure
0.17614088577198217
TLT.US Exposure
0.051314165163505863
LQD.US Exposure
-0.032895162411917846
HYG.US Exposure
-0.01740727311922199
GLD.US Exposure
-0.0037728943799013965
USO.US Exposure
0.0036993407623503445
VNQ.US Exposure
-0.02017810811626305
BTC-USD.CC Exposure
-0.006833120033253046
CPER.US Exposure
0.02678662506657452
VIX.INDX Exposure
-0.0306843225294881
UUP.US Exposure
0.037297253364806986
TIP.US Exposure
0.00434646837033226
Idiosyncratic Exposure
0.2038845593815911
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.6%

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 →13.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.14%
Market Cap$88.6B
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
$366
Avg Yield on Cost
3.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$365.93.66%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 →
+25.5%
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.US) has an annualized volatility of 25.6% and experienced a maximum drawdown of 38.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CM.US has generated a Compound Annual Growth Rate (CAGR) of 17.4%. 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.

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