Computer Modelling Group Ltd.

10-Year Study

CMG.TO · Technology · CA · Common Stock

Executive Summary: Computer Modelling Group Ltd. has compounded at -5.4% annually over the last 10 years, with a maximum drawdown of 69.9% and an annualized volatility of 35.6%.

1Y CAGR
-40.0%
3Y CAGR
-14.2%
5Y CAGR
-2.8%
10Y CAGR
-5.4%

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 →
69.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +78.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -50.1%
% 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.
2026-7.5-15.75.2-2.8————————-20.3%
2025-3.0-21.50.0-1.4-15.58.19.7-21.41.0-15.2-0.6-1.1-50.1%
20241.8-2.01.28.023.0-1.95.1-8.1-10.40.6-10.34.37.0%
20236.212.35.2-2.3-3.2-2.28.120.6-1.57.810.01.078.1%
202212.214.4-1.1-11.05.2-2.22.5-7.611.66.311.9-2.642.2%
202121.5-3.71.5-4.7-0.7-5.2-15.1-10.123.014.3-15.9-5.5-9.1%
2020-1.7-13.7-44.222.2-1.74.34.25.5-0.2-8.312.0-7.0-38.0%
201911.8-11.94.3-4.119.74.5-9.93.2-8.414.720.5-1.543.0%
20184.0-10.04.61.61.26.9-1.1-12.7-2.0-6.7-16.0-6.6-33.4%
20172.910.21.24.3-5.30.5-7.0-4.32.211.7-3.6-1.69.8%
2016———-1.03.30.7-4.2-5.96.31.1-11.34.7-7.2%

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 35.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 24.1% of variance. Idiosyncratic stock-specific factors contribute 52.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019901.368389771746
2016-05-0110226.838552648336
2016-06-0110298.725006014121
2016-07-019870.377969915236
2016-08-019292.739185192524
2016-09-019875.755303041024
2016-10-019986.415158419064
2016-11-018859.014815967848
2016-12-019276.748694581629
2017-01-019541.511596643413
2017-02-0110519.054155404927
2017-03-0110643.298852363905
2017-04-0111106.032518714535
2017-05-0110519.903208003736
2017-06-0110571.97843406399
2017-07-019834.576251998811
2017-08-019408.77637369635
2017-09-019618.916891901454
2017-10-0110742.638006424499
2017-11-0110354.054933703143
2017-12-0110185.234975306721
2018-01-0110588.393450974287
2018-02-019527.360719996605
2018-03-019966.603931113532
2018-04-0110127.64090735421
2018-05-0110245.517709822123
2018-06-0110948.108735336154
2018-07-0110828.816845203562
2018-08-019452.219565002051
2018-09-019265.56950203065
2018-10-018640.52528054113
2018-11-017258.975193513237
2018-12-016781.383106683459
2019-01-017583.171777491615
2019-02-016681.194900024057
2019-03-016965.486011858435
2019-04-016682.326970155801
2019-05-017996.235866811949
2019-06-018359.34736156905
2019-07-017532.65314786251
2019-08-017773.784085924123
2019-09-017120.579619907453
2019-10-018169.58410573535
2019-11-019847.736567280343
2019-12-019696.463695925962
2020-01-019531.32296545771
2020-02-018221.942349328541
2020-03-014585.733086164689
2020-04-015603.4641346031385
2020-05-015507.662699704247
2020-06-015745.397427370626
2020-07-015987.235909264579
2020-08-016313.838142272914
2020-09-016299.262739326702
2020-10-015774.406724496583
2020-11-016470.205329220145
2020-12-016014.547101192919
2021-01-017308.644770543534
2021-02-017037.513973990689
2021-03-017143.928566374687
2021-04-016808.552789845331
2021-05-016758.741704048566
2021-06-016407.092419375381
2021-07-015441.71961453012
2021-08-014889.976934071065
2021-09-016015.113136258792
2021-10-016878.175102947628
2021-11-015786.717987179305
2021-12-015469.455332757864
2022-01-016137.093692954279
2022-02-017023.080079810945
2022-03-016946.099310852307
2022-04-016181.5274456252555
2022-05-016505.441012070697
2022-06-016360.960561506786
2022-07-016518.035292286357
2022-08-016020.773486917515
2022-09-016720.251319569247
2022-10-017143.6455488417505
2022-11-017990.29249862029
2022-12-017778.595383984039
2023-01-018259.017646143178
2023-02-019272.927957886992
2023-03-019753.208711279663
2023-04-019524.81356220018
2023-05-019215.899925000354
2023-06-019011.561266220442
2023-07-019742.171027495153
2023-08-0111744.803090551459
2023-09-0111567.351097400484
2023-10-0112465.507238173403
2023-11-0113717.435295116531
2023-12-0113852.151640794147
2024-01-0114098.235385682143
2024-02-0113811.114098518403
2024-03-0113975.405776387846
2024-04-0115088.372224659317
2024-05-0118551.374757666235
2024-06-0118193.21606973552
2024-07-0119117.409823538568
2024-08-0117572.558620006508
2024-09-0115747.803076400583
2024-10-0115844.736581431218
2024-11-0114210.310328724865
2024-12-0114815.82634044179
2025-01-0114370.639761133203
2025-02-0111282.352441733765
2025-03-0111284.050546931383
2025-04-0111129.94750024764
2025-05-019407.927321097543
2025-06-0110166.13129183353
2025-07-0111153.154937948406
2025-08-018770.28881939236
2025-09-018855.194079273211
2025-10-017513.407955622851
2025-11-017471.096834448895
2025-12-017386.757609633916
2026-01-016834.873420408395
2026-02-015759.406795250967
2026-03-016056.575204833939
2026-04-015886.76468507224
Annual Return Matrix
YearAnnual Return
20170.09793153944719024
2018-0.33419473157719237
20190.4298651976127874
2020-0.3797174630045824
2021-0.09062889678375652
20220.4221883004320717
20230.7808037257363241
20240.06956859299819196
2025-0.5014279028452995
2026-0.2030651340996168
Total Factor Risk
0.35597464819407976
VTI.US Exposure
0.24069558280987194
VEA.US Exposure
-0.006230707257570791
VWO.US Exposure
0.0020208312513489623
QQQ.US Exposure
-0.013291033103332621
VTV.US Exposure
0.018417295063636003
IJR.US Exposure
0.05727535823048367
QUAL.US Exposure
-0.0011624282057967478
SHV.US Exposure
0.0940543695473014
TLT.US Exposure
0.00004123843680622381
LQD.US Exposure
0.0034718792478977507
HYG.US Exposure
0.005984651706394657
GLD.US Exposure
0.0030828315437354077
USO.US Exposure
0.0012184231104256761
VNQ.US Exposure
0.030615199219112977
BTC-USD.CC Exposure
0.007982119692839063
CPER.US Exposure
0.0007838698166061617
VIX.INDX Exposure
0.006444899978391058
UUP.US Exposure
0.024841001854507563
TIP.US Exposure
0.001049497606013444
Idiosyncratic Exposure
0.5227051194513281
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.6%

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 →21.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.86%
Market Cap$351.1M
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
$28
Avg Yield on Cost
0.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$14.150.14%Solid
2026$14.150.14%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 →
+0.8%
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 →
-24.6%
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 →
50.6% 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 →
-0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Computer Modelling Group Ltd. a high-risk investment?

Computer Modelling Group Ltd. (CMG.TO) has an annualized volatility of 35.6% and experienced a maximum drawdown of 69.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CMG.TO has generated a Compound Annual Growth Rate (CAGR) of -5.4%. 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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