Coda Octopus Group Inc

10-Year Study

CODA.US · Industrials · US · Common Stock

Executive Summary: Coda Octopus Group Inc has compounded at 25.6% annually over the last 10 years, with a maximum drawdown of 67.5% and an annualized volatility of 40.9%.

1Y CAGR
+89.4%
3Y CAGR
+8.3%
5Y CAGR
+9.5%
10Y CAGR
+25.6%

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 →
67.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +94.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.9%
% 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.
202614.527.3-16.718.4————————43.9%
20252.8-4.8-18.57.411.29.8-8.98.8-1.027.7-14.35.918.8%
2024-12.312.3-2.715.3-2.3-7.321.5-2.92.017.710.9-17.230.1%
20235.2-2.54.09.232.5-22.55.6-12.3-18.46.5-10.21.5-12.2%
2022-15.7-12.211.0-13.1-6.3-6.5-0.60.08.718.9-0.27.0-14.2%
2021-2.522.318.4-9.97.10.94.21.1-1.6-5.8-9.14.227.2%
2020-24.91.7-12.38.7-8.2-8.012.016.6-17.8-0.21.312.5-24.9%
20198.114.630.063.3-36.434.1-9.3-25.0-7.5-10.6-1.916.243.8%
20180.2-2.9-25.616.2-3.7-1.021.2-10.946.20.8-2.1-2.222.0%
201786.231.0-16.7-8.0-2.2-6.73.63.4-10.022.94.9-8.694.0%
2016———-9.10.050.01.9-8.4-6.4-8.50.146.459.7%

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 40.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 12.0% of variance. Idiosyncratic stock-specific factors contribute 39.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019090.90909090909
2016-05-019090.90909090909
2016-06-0113636.363636363638
2016-07-0113899.999999999998
2016-08-0112727.272727272728
2016-09-0111909.09090909091
2016-10-0110900
2016-11-0110909.090909090908
2016-12-0115972.727272727272
2017-01-0129740.25974025974
2017-02-0138961.03896103896
2017-03-0132467.532467532466
2017-04-0129870.12987012987
2017-05-0129220.77922077922
2017-06-0127272.727272727276
2017-07-0128246.753246753244
2017-08-0129220.77922077922
2017-09-0126298.701298701297
2017-10-0132316.233766233767
2017-11-0133896.103896103894
2017-12-0130987.01298701299
2018-01-0131038.96103896104
2018-02-0130129.870129870127
2018-03-0122402.597402597403
2018-04-0126038.961038961035
2018-05-0125064.935064935067
2018-06-0124805.194805194802
2018-07-0130064.935064935067
2018-08-0126782.467532467534
2018-09-0139155.844155844155
2018-10-0139479.870129870134
2018-11-0138636.36363636364
2018-12-0137792.207792207795
2019-01-0140844.155844155845
2019-02-0146818.181818181816
2019-03-0160844.15584415584
2019-04-0199350.64935064934
2019-05-0163181.818181818184
2019-06-0184740.25974025973
2019-07-0176883.11688311688
2019-08-0157662.33766233767
2019-09-0153311.68831168831
2019-10-0147662.33766233766
2019-11-0146753.24675324675
2019-12-0154350.64935064934
2020-01-0140844.155844155845
2020-02-0141558.44155844156
2020-03-0136428.57142857143
2020-04-0139610.389610389604
2020-05-0136363.63636363636
2020-06-0133441.55844155844
2020-07-0137467.53246753247
2020-08-0143701.2987012987
2020-09-0135909.09090909091
2020-10-0135844.155844155845
2020-11-0136298.7012987013
2020-12-0140844.155844155845
2021-01-0139805.194805194806
2021-02-0148701.2987012987
2021-03-0157662.33766233767
2021-04-0151948.05194805195
2021-05-0155649.35064935064
2021-06-0156168.83116883117
2021-07-0158506.493506493505
2021-08-0159155.84415584415
2021-09-0158181.818181818184
2021-10-0154805.194805194806
2021-11-0149837.66233766233
2021-12-0151948.05194805195
2022-01-0143766.23376623377
2022-02-0138441.55844155844
2022-03-0142662.33766233766
2022-04-0137077.92207792208
2022-05-0134740.25974025974
2022-06-0132467.532467532466
2022-07-0132272.727272727272
2022-08-0132272.727272727272
2022-09-0135064.93506493507
2022-10-0141688.31168831169
2022-11-0141623.37662337662
2022-12-0144545.45454545455
2023-01-0146883.11688311688
2023-02-0145714.28571428571
2023-03-0147532.46753246753
2023-04-0151883.11688311688
2023-05-0168766.23376623377
2023-06-0153311.68831168831
2023-07-0156298.7012987013
2023-08-0149350.64935064934
2023-09-0140259.74025974026
2023-10-0142857.142857142855
2023-11-0138506.493506493505
2023-12-0139090.90909090909
2024-01-0134285.71428571429
2024-02-0138506.493506493505
2024-03-0137467.53246753247
2024-04-0143181.818181818184
2024-05-0142207.79220779221
2024-06-0139123.37662337662
2024-07-0147532.46753246753
2024-08-0146168.83116883117
2024-09-0147077.92207792208
2024-10-0155389.61038961038
2024-11-0161428.571428571435
2024-12-0150844.155844155845
2025-01-0152272.72727272727
2025-02-0149740.25974025974
2025-03-0140519.48051948052
2025-04-0143506.49350649351
2025-05-0148372.72727272727
2025-06-0153116.88311688312
2025-07-0148376.62337662338
2025-08-0152629.870129870134
2025-09-0152110.38961038962
2025-10-0166558.44155844155
2025-11-0157012.987012987
2025-12-0160389.610389610396
2026-01-0169155.84415584416
2026-02-0188051.94805194806
2026-03-0173376.62337662338
2026-04-0186883.11688311689
Annual Return Matrix
YearAnnual Return
20170.9399951215545981
20180.21961441743503762
20190.438144329896907
2020-0.2485065710872162
20210.2718600953895072
2022-0.14249999999999996
2023-0.12244897959183687
20240.30066445182724255
20250.1877394636015326
20260.43870967741935485
Total Factor Risk
0.4094487800131755
VTI.US Exposure
-0.040567417464623265
VEA.US Exposure
0.016406115261289676
VWO.US Exposure
0.006524282591069057
QQQ.US Exposure
0.06546091653490763
VTV.US Exposure
0.006540088006870935
IJR.US Exposure
0.08021645702643954
QUAL.US Exposure
0.12012259462633751
SHV.US Exposure
0.04113766164969907
TLT.US Exposure
-0.008651013613921243
LQD.US Exposure
-0.007014292554831736
HYG.US Exposure
0.10800217501914713
GLD.US Exposure
0.1085854306183235
USO.US Exposure
-0.000289016663433324
VNQ.US Exposure
0.04085055756242595
BTC-USD.CC Exposure
0.028993089546786182
CPER.US Exposure
-0.020615914823416397
VIX.INDX Exposure
0.026483367484180176
UUP.US Exposure
0.01972435187710113
TIP.US Exposure
0.01302993231962898
Idiosyncratic Exposure
0.39506063499601946
Value Score
37.1
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
40.9%

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 →32.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$134.1M
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
$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 →
+3.2%
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 →
+36.1%
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 →
20.2% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Coda Octopus Group Inc a high-risk investment?

Coda Octopus Group Inc (CODA.US) has an annualized volatility of 40.9% and experienced a maximum drawdown of 67.5% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CODA.US has generated a Compound Annual Growth Rate (CAGR) of 25.6%. 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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