Constellation Software Inc

10-Year Study

CNSWF.US · Technology · US · Common Stock

Executive Summary: Constellation Software Inc has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 52.0% and an annualized volatility of 25.4%.

1Y CAGR
-49.9%
3Y CAGR
-1.7%
5Y CAGR
+6.2%
10Y CAGR
+17.7%

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 →
52.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +59.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -22.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-23.01.0-5.79.1————————-20.0%
20256.24.6-8.013.70.71.3-6.0-4.0-17.9-2.9-7.3-1.8-22.5%
202411.80.1-1.7-5.77.73.39.23.80.2-7.211.1-7.624.9%
202313.0-2.69.54.13.92.71.5-2.50.1-2.617.05.859.8%
2022-7.3-2.42.6-8.70.0-5.714.6-11.2-7.23.411.5-3.3-16.0%
2021-6.06.58.23.5-1.05.15.96.2-3.77.2-3.49.443.1%
20207.6-3.4-10.25.718.7-0.64.2-1.3-4.3-5.318.94.234.3%
201917.214.41.44.9-2.69.30.71.93.6-1.99.0-9.057.1%
20185.91.14.95.89.8-1.7-6.25.2-3.7-5.8-0.2-7.36.0%
2017-2.35.34.5-6.812.52.32.83.1-1.54.61.93.933.3%
2016———-4.63.6-3.95.16.44.43.8-0.5-1.812.4%

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 25.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.3% of variance. Idiosyncratic stock-specific factors contribute 33.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019542.092747100678
2016-05-019885.76732917564
2016-06-019496.827707149632
2016-07-019983.522985227826
2016-08-0110618.750344136894
2016-09-0111086.093441088438
2016-10-0111504.057438915052
2016-11-0111444.452928825736
2016-12-0111244.105519384386
2017-01-0110987.961182397228
2017-02-0111573.014680750046
2017-03-0112099.271416742766
2017-04-0111281.9475914573
2017-05-0112691.451795381656
2017-06-0112982.931848947539
2017-07-0113346.228727145415
2017-08-0113755.432168410467
2017-09-0113542.99451562667
2017-10-0114160.607260067756
2017-11-0114427.135440853644
2017-12-0114983.034700426884
2018-01-0115860.46950141966
2018-02-0116036.800051529628
2018-03-0116815.133816008056
2018-04-0117787.83090385672
2018-05-0119536.555389677244
2018-06-0119198.914241605395
2018-07-0118006.231864634985
2018-08-0118946.621640574594
2018-09-0118238.47362171226
2018-10-0117172.205062993933
2018-11-0117142.365147685374
2018-12-0115887.844617387302
2019-01-0118622.148598570675
2019-02-0121308.39029123591
2019-03-0121605.916765102804
2019-04-0122654.960298290065
2019-05-0122067.730296409653
2019-06-0124121.076969268182
2019-07-0124292.659728866878
2019-08-0124754.218728734933
2019-09-0125644.663202961292
2019-10-0125159.593809379847
2019-11-0127420.861500613468
2019-12-0124959.672350509532
2020-01-0126855.838068137542
2020-02-0125939.784614457592
2020-03-0123302.07531429438
2020-04-0124634.230530682464
2020-05-0129229.180107484986
2020-06-0129049.706873283863
2020-07-0130262.645277714575
2020-08-0129862.09850262791
2020-09-0128575.273257680354
2020-10-0127058.27107702121
2020-11-0132174.903615697
2020-12-0133512.65852373843
2021-01-0131486.2740025744
2021-02-0133525.26302447761
2021-03-0136262.20322413415
2021-04-0137548.8258828345
2021-05-0137182.58111501392
2021-06-0139066.77866049973
2021-07-0141371.34007166358
2021-08-0143945.554166887436
2021-09-0142336.21421365888
2021-10-0145367.77715097246
2021-11-0143840.656046991695
2021-12-0147944.25605654961
2022-01-0144440.856763211996
2022-02-0143378.0010035811
2022-03-0144514.19817921715
2022-04-0140636.80389547381
2022-05-0140636.80389547381
2022-06-0138332.01911998612
2022-07-0143919.119258887564
2022-08-0138987.577826883295
2022-09-0136172.15623451384
2022-10-0137388.315240823096
2022-11-0141671.359914726774
2022-12-0140282.1273218202
2023-01-0145514.17428442901
2023-02-0144339.376636922854
2023-03-0148552.78098972212
2023-04-0150536.04580734775
2023-05-0152484.89433828578
2023-06-0153898.278848021866
2023-07-0154706.509667519604
2023-08-0153366.19386153282
2023-09-0153424.13612549128
2023-10-0152017.15645787816
2023-11-0160846.350798345644
2023-12-0164359.17035217801
2024-01-0171982.85704787164
2024-02-0172047.87424692458
2024-03-0170856.65672435699
2024-04-0166827.32275521451
2024-05-0172001.71055515904
2024-06-0174347.23074989117
2024-07-0181186.64115118855
2024-08-0184245.12728130294
2024-09-0184377.01092822941
2024-10-0178274.97550784217
2024-11-0186949.49005405416
2024-12-0180382.23090053222
2025-01-0185362.34887845136
2025-02-0189279.00593525759
2025-03-0182145.37796879756
2025-04-0193384.71232233445
2025-05-0194021.69023420008
2025-06-0195242.4619735225
2025-07-0189560.45277506796
2025-08-0185965.62994453292
2025-09-0170538.28724236482
2025-10-0168487.30407572362
2025-11-0163479.26815458474
2025-12-0162327.47703243353
2026-01-0147974.501144352565
2026-02-0148442.527320573514
2026-03-0145692.28915187008
2026-04-0149867.383925872135
Annual Return Matrix
YearAnnual Return
20170.3325234874927787
20180.06038896225306334
20190.570991720500226
20200.34267221352584376
20210.4306312351372743
2022-0.15981327827241776
20230.5977103154955683
20240.24896313082774202
2025-0.22461125631658918
2026-0.1999133239434271
Total Factor Risk
0.25444765385362117
VTI.US Exposure
0.38257238596203147
VEA.US Exposure
0.0013798330231686526
VWO.US Exposure
-0.027616892321186096
QQQ.US Exposure
-0.08969729614497705
VTV.US Exposure
-0.05151419030327264
IJR.US Exposure
-0.06912807440473111
QUAL.US Exposure
0.10224116023465156
SHV.US Exposure
0.15426664421095138
TLT.US Exposure
-0.030064845437165658
LQD.US Exposure
0.06404116702265233
HYG.US Exposure
-0.0030354616126003786
GLD.US Exposure
-0.0009027498905304054
USO.US Exposure
-0.0005666951041813337
VNQ.US Exposure
0.018845619193207253
BTC-USD.CC Exposure
0.048861405800219325
CPER.US Exposure
-0.006574643698374719
VIX.INDX Exposure
0.03823591083771471
UUP.US Exposure
0.10223118860073366
TIP.US Exposure
0.03172260865857672
Idiosyncratic Exposure
0.33470292537311225
Value Score
20.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.4%

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 →73.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.23%
Market Cap$37.3B
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
$26
Avg Yield on Cost
0.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$25.970.26%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 →
+5.0%
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 →
-25.0%
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 →
48.2% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Constellation Software Inc a high-risk investment?

Constellation Software Inc (CNSWF.US) has an annualized volatility of 25.4% and experienced a maximum drawdown of 52.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CNSWF.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 70% 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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