Comtech Telecommunications Corp

10-Year Study

CMTL.US · Technology · US · Common Stock

Executive Summary: Comtech Telecommunications Corp has compounded at -14.6% annually over the last 10 years, with a maximum drawdown of 96.1% and an annualized volatility of 104.0%.

1Y CAGR
+104.0%
3Y CAGR
-30.3%
5Y CAGR
-30.6%
10Y CAGR
-14.6%

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 →
96.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
69.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +91.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -52.4%
% 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.
20265.1-9.7-33.920.5————————-24.4%
2025-50.1-15.0-5.9-14.451.817.8-11.4-10.132.310.17.772.931.9%
2024-24.96.8-49.3-45.232.421.76.9-2.552.2-22.7-8.918.3-52.4%
202331.60.8-22.0-17.110.9-20.411.2-1.1-12.939.4-3.2-28.6-30.0%
2022-13.81.2-23.8-12.7-8.0-27.529.5-2.8-11.311.55.64.0-47.1%
20213.626.0-7.6-3.15.5-4.53.82.20.4-15.417.7-6.716.5%
2020-18.3-3.1-52.640.1-3.8-5.2-2.21.1-15.73.532.48.6-40.5%
20193.06.1-12.41.8-10.132.96.2-10.121.57.98.1-6.148.0%
2018-1.82.235.22.72.31.95.76.71.2-22.8-8.5-4.711.6%
2017-8.66.329.2-4.23.031.5-4.68.74.95.30.72.191.7%
2016———4.9-4.8-44.34.1-1.4-0.6-16.510.63.0-46.0%

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 104.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.7% of variance. Idiosyncratic stock-specific factors contribute 30.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110493.78922423895
2016-05-019990.781490065363
2016-06-015567.771672612693
2016-07-015795.5782401499955
2016-08-015715.736569360172
2016-09-015680.268743001484
2016-10-014742.376500611963
2016-11-015243.978021405692
2016-12-015403.557199031275
2017-01-014936.433947032629
2017-02-015249.238301085909
2017-03-016781.281737454753
2017-04-016494.205880055207
2017-05-016688.888310200255
2017-06-018793.364756126142
2017-07-018388.531548657586
2017-08-019120.23124397802
2017-09-019567.615426681596
2017-10-0110070.414832947057
2017-11-0110145.360797895888
2017-12-0110356.032394989714
2018-01-0110172.912163745736
2018-02-0110393.9480742689
2018-03-0114057.706830551286
2018-04-0114432.488737272464
2018-05-0114767.427931564282
2018-06-0115041.118720866642
2018-07-0115898.544308741957
2018-08-0116963.204083226996
2018-09-0117161.94890758053
2018-10-0113252.519465638914
2018-11-0112122.809301841095
2018-12-0111553.240801020806
2019-01-0111900.054686075882
2019-02-0112629.202364521756
2019-03-0111066.065987864897
2019-04-0111261.685893596521
2019-05-0110122.60097393297
2019-06-0113453.712142912944
2019-07-0114294.106924298843
2019-08-0112848.363323871772
2019-09-0115610.166401916616
2019-10-0116840.91560115622
2019-11-0118209.421629645058
2019-12-0117101.117158407335
2020-01-0113968.282075987603
2020-02-0113538.293273612664
2020-03-016421.239030233588
2020-04-018995.026171193458
2020-05-018654.878779198458
2020-06-018207.807088357073
2020-07-018031.04085831098
2020-08-018119.059399494805
2020-09-016847.4258482852
2020-10-017086.169630999193
2020-11-019379.339079711464
2020-12-0110181.453607978958
2021-01-0110549.152365823806
2021-02-0113287.778964089475
2021-03-0112279.367724798833
2021-04-0111901.773391317933
2021-05-0112551.964792583525
2021-06-0111991.093981927552
2021-07-0112449.050805968593
2021-08-0112723.262415041274
2021-09-0112768.104997265695
2021-10-0110801.333298612015
2021-11-0112714.20015103773
2021-12-0111862.920236452175
2022-01-0110224.733730892423
2022-02-0110350.459623447307
2022-03-017891.096586026405
2022-04-016886.695658967214
2022-05-016334.7308663836875
2022-06-014592.797062576496
2022-07-015947.970104945184
2022-08-015779.0682534309
2022-09-015123.824900393218
2022-10-015712.351240853101
2022-11-016032.863727507095
2022-12-016275.826150360667
2023-01-018260.201557251112
2023-02-018327.908127392515
2023-03-016499.830733574647
2023-04-015390.484622796281
2023-05-015979.010963256165
2023-06-014760.292700710918
2023-07-015291.5288664357695
2023-08-015234.238691700737
2023-09-014557.172990286711
2023-10-016354.001197885471
2023-11-016150.8814874612635
2023-12-014390.510663784797
2024-01-013296.7891461159866
2024-02-013520.741647352933
2024-03-011786.411812192391
2024-04-01979.1411681987447
2024-05-011296.8412280930183
2024-06-011578.083904064998
2024-07-011687.4560558318794
2024-08-011645.7904742064009
2024-09-012505.1430952318947
2024-10-011937.4495455847505
2024-11-011765.5790213796515
2024-12-012088.48727897711
2025-01-011041.6395406369625
2025-02-01885.3936095414181
2025-03-01833.31163250957
2025-04-01713.5230853363194
2025-05-011083.305122262441
2025-06-011276.0084372802792
2025-07-011130.1789015911042
2025-08-011015.5985521210384
2025-09-011343.7150074216815
2025-10-011479.1281477044865
2025-11-011593.7084971745528
2025-12-012755.1365849847657
2026-01-012895.7579229707553
2026-02-012614.515246998775
2026-03-011729.1216374573576
2026-04-012083.279081273925
Annual Return Matrix
YearAnnual Return
20170.9165212865418164
20180.11560493057266852
20190.48020087635465325
2020-0.4046322521699406
20210.1651499572865993
2022-0.4709712258642339
2023-0.30040913202599184
2024-0.5243179122182682
20250.31920199501246893
2026-0.2438563327032136
Total Factor Risk
1.039593300142912
VTI.US Exposure
0.08696390981171227
VEA.US Exposure
-0.018014482521983986
VWO.US Exposure
0.041459532120570707
QQQ.US Exposure
-0.052013526119313744
VTV.US Exposure
-0.02346069176061798
IJR.US Exposure
0.024485629742648746
QUAL.US Exposure
0.1002043328089167
SHV.US Exposure
0.46740729331894887
TLT.US Exposure
-0.0022528117217581268
LQD.US Exposure
0.012073697346281225
HYG.US Exposure
0.03502808876442877
GLD.US Exposure
-0.00024238724139097147
USO.US Exposure
0.006598521498153472
VNQ.US Exposure
-0.0038121064396380005
BTC-USD.CC Exposure
-0.004032717690361296
CPER.US Exposure
0.007843743176022029
VIX.INDX Exposure
-0.004476323737793452
UUP.US Exposure
0.008475561511290832
TIP.US Exposure
0.011252779915085779
Idiosyncratic Exposure
0.3065119572187982
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
104.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$112.7M
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
$0
Avg Yield on Cost
0.00%

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 →
-12.7%
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 →
+12.7%
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 →
33.1% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Comtech Telecommunications Corp a high-risk investment?

Comtech Telecommunications Corp (CMTL.US) has an annualized volatility of 104.0% and experienced a maximum drawdown of 96.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMTL.US has generated a Compound Annual Growth Rate (CAGR) of -14.6%. 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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