Computershare Ltd ADR

10-Year Study

CMSQY.US · Financial Services · US · Common Stock

Executive Summary: Computershare Ltd ADR has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 56.3% and an annualized volatility of 33.7%.

1Y CAGR
-14.1%
3Y CAGR
+20.0%
5Y CAGR
+16.5%
10Y CAGR
+15.2%

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 →
56.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +47.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -3.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-1.1-11.09.5————————-3.0%
20254.318.5-4.56.9-0.71.03.8-6.1-3.7-0.5-2.1-2.812.3%
20240.83.00.93.8-0.2-0.32.69.3-9.1-1.420.21.232.3%
2023-5.81.8-13.52.4-2.27.68.6-1.02.7-6.3-0.36.3-2.1%
2022-5.616.218.0-2.9-7.51.82.9-1.1-6.01.515.4-4.726.3%
2021-2.1-4.811.5-4.814.41.7-9.67.29.17.1-3.97.434.5%
20202.1-16.3-39.834.29.14.95.63.8-10.9-2.623.37.0-1.0%
20197.1-3.7-1.13.4-7.9-1.6-4.0-2.95.10.29.9-1.61.4%
20184.64.2-4.5-3.42.23.8-0.74.43.8-2.9-5.4-8.7-3.7%
20178.57.53.32.8-2.71.13.61.01.95.24.73.447.7%
2016———2.60.9-12.2-1.212.56.41.76.85.322.6%

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 33.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.2% of variance. Idiosyncratic stock-specific factors contribute 26.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110255.250277869858
2016-05-0110342.99865452489
2016-06-019076.107092018798
2016-07-018971.19903281789
2016-08-0110092.6232864692
2016-09-0110734.161418013768
2016-10-0110912.193124427196
2016-11-0111650.254470292299
2016-12-0112263.32312852212
2017-01-0113301.873915332564
2017-02-0114293.235575141858
2017-03-0114759.666946161497
2017-04-0115168.37938498138
2017-05-0114762.396895657428
2017-06-0114924.828890665522
2017-07-0115457.364038765281
2017-08-0115608.291246611938
2017-09-0115902.345806602578
2017-10-0116731.470467796342
2017-11-0117511.65103445586
2017-12-0118115.35986584248
2018-01-0118940.194606399782
2018-02-0119740.654797886236
2018-03-0118854.591190062984
2018-04-0118221.242907006217
2018-05-0118630.15034221867
2018-06-0119335.842286917694
2018-07-0119202.46475440204
2018-08-0120037.829300157948
2018-09-0120809.23502915196
2018-10-0120199.286313203207
2018-11-0119106.721525651774
2018-12-0117445.93725016087
2019-01-0118678.50944757522
2019-02-0117984.907279215335
2019-03-0117779.771074235126
2019-04-0118390.88976853928
2019-05-0116935.63169081372
2019-06-0116669.07162217499
2019-07-0115999.259013708246
2019-08-0115540.04250921358
2019-09-0116335.042801708169
2019-10-0116366.437220911412
2019-11-0117986.272253963303
2019-12-0117690.657722832126
2020-01-0118061.15086870893
2020-02-0115111.050445566756
2020-03-019091.51180703157
2020-04-0112198.3893297974
2020-05-0113302.848897295398
2020-06-0113956.086812393969
2020-07-0114733.147436772419
2020-08-0115288.692159195054
2020-09-0113624.202952245383
2020-10-0113271.259481699588
2020-11-0116366.632217303977
2020-12-0117511.456038063294
2021-01-0117148.957744281728
2021-02-0116322.173039798761
2021-03-0118198.428329075912
2021-04-0117327.76943626543
2021-05-0119829.963145681802
2021-06-0120157.16709240879
2021-07-0118217.53797554745
2021-08-0119530.838679484426
2021-09-0121315.640660647776
2021-10-0122821.792796833255
2021-11-0121923.054423493166
2021-12-0123550.68931224772
2022-01-0122240.508550591814
2022-02-0125834.682058381917
2022-03-0130486.321003061443
2022-04-0129587.192636936215
2022-05-0127355.068931224767
2022-06-0127849.774779166582
2022-07-0128650.234970653044
2022-08-0128348.38055495973
2022-09-0126652.496928806813
2022-10-0127052.62952635376
2022-11-0131212.877561765108
2022-12-0129746.309693270672
2023-01-0128018.641655129377
2023-02-0128521.342355166427
2023-03-0124660.21878595246
2023-04-0125245.20796365267
2023-05-0124677.378468498333
2023-06-0126541.348985043776
2023-07-0128821.441803326637
2023-08-0128534.212117075833
2023-09-0129316.34264766102
2023-10-0127463.486925491874
2023-11-0127391.72825302732
2023-12-0129120.371273131448
2024-01-0129367.236706120937
2024-02-0130238.67558450169
2024-03-0130518.30041144239
2024-04-0131679.113936392172
2024-05-0131621.784996977556
2024-06-0131516.096952206386
2024-07-0132349.316537644052
2024-08-0135345.82610221711
2024-09-0132122.730729481504
2024-10-0131660.97927188347
2024-11-0138066.80576409336
2024-12-0138515.68745978199
2025-01-0140185.051576545826
2025-02-0147600.37439307373
2025-03-0145445.85925160384
2025-04-0148560.1466372872
2025-05-0148241.52253183316
2025-06-0148722.38363590273
2025-07-0150578.749293138084
2025-08-0147470.506795624286
2025-09-0145701.49952225884
2025-10-0145492.46338942729
2025-11-0144521.381354444944
2025-12-0143259.75469453815
2026-01-0143542.889456545054
2026-02-0143074.703117992314
2026-03-0138316.791139363915
2026-04-0141963.22368036191
Annual Return Matrix
YearAnnual Return
20170.4771982827158532
2018-0.03695331589541562
20190.014027361738275124
2020-0.01012973556870922
20210.3448732795866556
20220.2630759677085488
2023-0.0210425570967826
20240.3226372390148522
20250.1231723369785338
2026-0.029970836019094005
Total Factor Risk
0.33739851112182867
VTI.US Exposure
0.511995368907211
VEA.US Exposure
0.17132532129371433
VWO.US Exposure
-0.0008206403924207838
QQQ.US Exposure
-0.07138748319967618
VTV.US Exposure
-0.05211557167714189
IJR.US Exposure
-0.014873993699114907
QUAL.US Exposure
-0.04315548364440745
SHV.US Exposure
0.11542736871392059
TLT.US Exposure
0.015690897316631914
LQD.US Exposure
0.022075475971630957
HYG.US Exposure
0.004199432925269878
GLD.US Exposure
0.002458587184132587
USO.US Exposure
-0.000733203689950656
VNQ.US Exposure
0.006529590167073022
BTC-USD.CC Exposure
-0.002272654440608158
CPER.US Exposure
-0.008221698429713806
VIX.INDX Exposure
0.03849614940138152
UUP.US Exposure
0.0013086720842386593
TIP.US Exposure
0.03722202394068633
Idiosyncratic Exposure
0.26685184126714323
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.7%

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 →19.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.55%
Market Cap$11.6B
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
$1,072
Avg Yield on Cost
10.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,072.4810.72%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 →
+3.3%
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 →
-5.9%
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 →
17.8% 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 →
-0.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Computershare Ltd ADR a high-risk investment?

Computershare Ltd ADR (CMSQY.US) has an annualized volatility of 33.7% and experienced a maximum drawdown of 56.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CMSQY.US has generated a Compound Annual Growth Rate (CAGR) of 15.2%. It has had a positive return in 60% 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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