Collective Mining Ltd

10-Year Study

CNL.TO · Basic Materials · CA · Common Stock

Executive Summary: Collective Mining Ltd has compounded at 43.8% annually over the last 10 years, with a maximum drawdown of 75.4% and an annualized volatility of 92.6%.

1Y CAGR
+90.6%
3Y CAGR
+66.3%
5Y CAGR
+56.3%
10Y CAGR
+43.8%

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 →
75.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
99.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +235.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.026.8-14.010.4————————34.8%
202528.115.442.11.017.7-0.2-15.743.112.5-20.8-0.525.6235.0%
2024-4.3-5.24.23.8-2.2-21.720.417.2-3.317.7-3.120.641.1%
202321.629.03.850.8-2.4-2.60.73.5-22.60.4-12.0-0.265.9%
202211.99.1-5.68.8-12.22.84.82.6-29.0-14.93.713.3-13.6%
20210.00.00.00.0212.525.0-8.8-12.3-22.028.2-5.03.5207.3%
202056.3-16.00.00.00.09.50.00.00.013.0-7.70.050.0%
2019—34.00.0-36.90.00.00.00.00.00.00.0-61.0-67.0%

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 92.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 13.7% of variance. Idiosyncratic stock-specific factors contribute 36.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-01-0110000
2019-02-0113402.061855670105
2019-03-0113402.061855670105
2019-04-018453.608173684976
2019-05-018453.608173684976
2019-06-018453.608173684976
2019-07-018453.608173684976
2019-08-018453.608173684976
2019-09-018453.608173684976
2019-10-018453.608173684976
2019-11-018453.608173684976
2019-12-013298.9689984272436
2020-01-015154.639175257733
2020-02-014329.896772030703
2020-03-014329.896772030703
2020-04-014329.896772030703
2020-05-014329.896772030703
2020-06-014742.268127264436
2020-07-014742.268127264436
2020-08-014742.268127264436
2020-09-014742.268127264436
2020-10-015360.824545634162
2020-11-014948.453497640866
2020-12-014948.453497640866
2021-01-014948.453497640866
2021-02-014948.453497640866
2021-03-014948.453497640866
2021-04-014948.453497640866
2021-05-0115463.917525773197
2021-06-0119329.896907216495
2021-07-0117628.866372649205
2021-08-0115463.917525773197
2021-09-0112061.855227676862
2021-10-0115463.917525773197
2021-11-0114690.721157899838
2021-12-0115206.18581280266
2022-01-0117010.309032558165
2022-02-0118556.700539343135
2022-03-0117525.773687460987
2022-04-0119072.165194245958
2022-05-0116752.577319587628
2022-06-0117216.494402934597
2022-07-0118041.23711340206
2022-08-0118505.15419674903
2022-09-0113144.329651114867
2022-10-0111185.567403577037
2022-11-0111597.938144329897
2022-12-0113144.329651114867
2023-01-0115979.38095171427
2023-02-0120618.55670103093
2023-03-0121391.75306890429
2023-04-0132268.04241691668
2023-05-0131494.84604904332
2023-06-0130670.10210961411
2023-07-0130876.287479990537
2023-08-0131958.76190342854
2023-09-0124742.269024406512
2023-10-0124845.361709594727
2023-11-0121855.668923289504
2023-12-0121804.123809657147
2024-01-0120876.289642963216
2024-02-0119793.813990563463
2024-03-0120618.55670103093
2024-04-0121391.75306890429
2024-05-0120927.834756595574
2024-06-0116391.752921428877
2024-07-0119742.267647969355
2024-08-0123144.328717103937
2024-09-0122371.134807154074
2024-10-0126340.20687378559
2024-11-0125515.462934356376
2024-12-0130773.194794802323
2025-01-0139432.99018230635
2025-02-0145515.46352425801
2025-03-0164690.72263265393
2025-04-0165360.82631533908
2025-05-0176958.76445966898
2025-06-0176804.12174500141
2025-07-0164742.270204209795
2025-08-0192628.86243997162
2025-09-01104175.25301274566
2025-10-0182474.22680412373
2025-11-0182061.85606337085
2025-12-01103092.78350515464
2026-01-01115463.9175257732
2026-02-01146443.29896907217
2026-03-01125927.83505154638
2026-04-01139020.61855670103
Annual Return Matrix
YearAnnual Return
20200.5
20212.0729167850222465
2022-0.13559325047520054
20230.6588235679107286
20240.41134746176650916
20252.3500838698284032
20260.34850000000000003
Total Factor Risk
0.9260888673679152
VTI.US Exposure
0.053573414900596826
VEA.US Exposure
0.1368813818653774
VWO.US Exposure
-0.003136148384807453
QQQ.US Exposure
-0.009608283522950532
VTV.US Exposure
0.05391276712481037
IJR.US Exposure
0.003842323407373542
QUAL.US Exposure
0.012628092050865241
SHV.US Exposure
0.060962224449287034
TLT.US Exposure
0.058527616051006016
LQD.US Exposure
0.037618540896648
HYG.US Exposure
0.024366303040152335
GLD.US Exposure
0.049562507596704
USO.US Exposure
-0.0018851378228887435
VNQ.US Exposure
0.08102855345567156
BTC-USD.CC Exposure
-0.0020413536874195407
CPER.US Exposure
0.004474611681540532
VIX.INDX Exposure
0.033900613633749944
UUP.US Exposure
-0.008493501132076364
TIP.US Exposure
0.04579650497709003
Idiosyncratic Exposure
0.3680889694192697
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
92.6%

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 →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$2.3B
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
$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 →
+12.9%
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 →
+43.3%
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 →
5.1% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Collective Mining Ltd a high-risk investment?

Collective Mining Ltd (CNL.TO) has an annualized volatility of 92.6% and experienced a maximum drawdown of 75.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CNL.TO has generated a Compound Annual Growth Rate (CAGR) of 43.8%. It has had a positive return in 86% 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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