Cancom SE

10-Year Study

COK.XETRA · Technology · DE · Common Stock

Executive Summary: Cancom SE has compounded at 2.4% annually over the last 10 years, with a maximum drawdown of 93.9% and an annualized volatility of 162.7%.

1Y CAGR
-0.1%
3Y CAGR
-41.9%
5Y CAGR
-9.1%
10Y CAGR
+2.4%

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 →
93.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
162.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +139.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -58.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.4-16.21.38.3————————-12.1%
2025-1.6-24.7-5.6-1.3-7.25.58.0-19.56.75.7-4.214.8-27.2%
20242.5-7.813.64.427.2-16.10.6-36.0-13.8-17.9-20.6-5.1-58.9%
2023-0.6-20.18.7-12.8-4.0-4.1-3.9-3.2-8.7-26.82.527.6-43.6%
2022-32.6-9.314.7-21.25.6-0.212.5-18.9-8.824.315.81.5-29.3%
202166.2-11.8-15.240.5-77.1459.151.85.93.7-12.13.6-29.8139.1%
20202.6-18.1-11.619.221.5-16.59.1-9.281.7-7.6121.1-29.6132.2%
201918.16.311.711.9-3.38.78.95.9-8.2-3.412.4-2.185.6%
20189.64.94.816.8-0.5-9.05.8-17.31.7-7.3-2.6-18.4-16.6%
2017-3.66.614.42.6-3.62.64.53.610.2-0.38.70.855.6%
2016———1.613.5-11.34.1-7.89.1-11.02.95.73.7%

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 162.7%. The dominant macroeconomic risk driver is HYG.US, accounting for 27.8% of variance. Idiosyncratic stock-specific factors contribute 33.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110159.61798540731
2016-05-0111531.175039932325
2016-06-0110222.452262089613
2016-07-0110645.20617323115
2016-08-019810.05014498077
2016-09-0110707.428247040556
2016-10-019528.993371512532
2016-11-019807.768297909048
2016-12-0110371.050595784704
2017-01-019995.547615469812
2017-02-0110659.064220081367
2017-03-0112194.580334930626
2017-04-0112514.873747071164
2017-05-0112060.9531442183
2017-06-0112377.851613154571
2017-07-0112928.94550837883
2017-08-0113396.33457443552
2017-09-0114765.999365535205
2017-10-0114724.146950951417
2017-11-0116005.376254320203
2017-12-0116137.946003706611
2018-01-0117684.314805848207
2018-02-0118556.314316085907
2018-03-0119451.577535493852
2018-04-0122718.681648940612
2018-05-0122602.418757896026
2018-06-0120557.104614340016
2018-07-0121745.89128390073
2018-08-0117977.504327161216
2018-09-0118287.612909688945
2018-10-0116953.17761118439
2018-11-0116511.501065789547
2018-12-0113466.682250012524
2019-01-0115910.039570567511
2019-02-0116906.204954390883
2019-03-0118879.668742590955
2019-04-0121125.674118845272
2019-05-0120420.861647716207
2019-06-0122194.524680124
2019-07-0124180.288180588715
2019-08-0125605.44081389589
2019-09-0123515.21324139159
2019-10-0122726.584631481695
2019-11-0125534.147006606225
2019-12-0124987.839424751917
2020-01-0125629.205416325778
2020-02-0120987.872817635896
2020-03-0118546.1294864731
2020-04-0122099.52192521107
2020-05-0126840.58793737721
2020-06-0122422.54242287635
2020-07-0124463.181562675658
2020-08-0122201.704150178935
2020-09-0140349.73480484642
2020-10-0137272.02467773258
2020-11-0182424.77201204126
2020-12-0158025.702578615455
2021-01-0196458.85130620525
2021-02-0185090.63351290268
2021-03-0172195.41583641
2021-04-01101408.62689232866
2021-05-0123267.605006706406
2021-06-01130093.1104914876
2021-07-01197446.55135751638
2021-08-01209178.5941058864
2021-09-01216842.25486405616
2021-10-01190684.49574919022
2021-11-01197530.0471550567
2021-12-01138761.34492525127
2022-01-0193488.94179483359
2022-02-0184817.92190321872
2022-03-0197284.60368310031
2022-04-0176636.6670274446
2022-05-0180899.82725324138
2022-06-0180721.72779575398
2022-07-0190804.15956198277
2022-08-0173675.16484312389
2022-09-0167180.91657036863
2022-10-0183487.77236451446
2022-11-0196689.09317590762
2022-12-0198163.95064688277
2023-01-0197607.40258060902
2023-02-0177990.02588415921
2023-03-0184782.97629633524
2023-04-0173969.8034411367
2023-05-0171004.40331427417
2023-06-0168118.69870327997
2023-07-0165477.04435975058
2023-08-0163350.75491831962
2023-09-0157853.169790705746
2023-10-0142325.48213856812
2023-11-0143388.486737166095
2023-12-0155376.5325942375
2024-01-0156740.07365815826
2024-02-0152304.389136701335
2024-03-0159422.63516775272
2024-04-0162060.6760591001
2024-05-0178957.47144473618
2024-06-0166218.09079354492
2024-07-0166613.2394110643
2024-08-0142648.27678995206
2024-09-0136780.259737123655
2024-10-0130181.601379257638
2024-11-0123964.960498049863
2024-12-0122734.98765805748
2025-01-0122367.6660192393
2025-02-0116847.09980282165
2025-03-0115905.754109694406
2025-04-0115694.65589353205
2025-05-0114564.862936845122
2025-06-0115370.744511332752
2025-07-0116602.329817207767
2025-08-0113367.672303164276
2025-09-0114258.093160355258
2025-10-0115065.755984185253
2025-11-0114426.137794379685
2025-12-0116557.304971643876
2026-01-0115833.79248548801
2026-02-0113273.671380628788
2026-03-0113440.635800510909
2026-04-0114553.731933058398
Annual Return Matrix
YearAnnual Return
20170.5560570122245716
2018-0.16552687393306098
20190.8555304833697017
20201.3221576540602227
20211.3913772476473167
2022-0.29256991059172643
2023-0.4358770991864517
2024-0.5894472515163709
2025-0.2717257989900064
2026-0.12100840336134455
Total Factor Risk
1.6274249488032622
VTI.US Exposure
0.12770250954254603
VEA.US Exposure
-0.00012473750005345875
VWO.US Exposure
0.0025166229349432977
QQQ.US Exposure
-0.007497632053883133
VTV.US Exposure
0.025221658997365167
IJR.US Exposure
0.01090063693632276
QUAL.US Exposure
-0.00009508735697732206
SHV.US Exposure
0.11849334875342894
TLT.US Exposure
-0.0006849947573006507
LQD.US Exposure
0.05177052555578498
HYG.US Exposure
0.27833947984669205
GLD.US Exposure
0.0036177638050362677
USO.US Exposure
0.024579208246821756
VNQ.US Exposure
0.007008196054665876
BTC-USD.CC Exposure
0.005224937898629085
CPER.US Exposure
-0.0034492906319903947
VIX.INDX Exposure
0.001607590724886675
UUP.US Exposure
0.0004203473566020759
TIP.US Exposure
0.02191331726195351
Idiosyncratic Exposure
0.33253559838452645
Value Score
31.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
162.7%

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 →45.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.07%
Market Cap$767.9M
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 →
+10.3%
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 →
-1.4%
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 →
43.3% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cancom SE a high-risk investment?

Cancom SE (COK.XETRA) has an annualized volatility of 162.7% and experienced a maximum drawdown of 93.9% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of COK.XETRA?

Over the past 10 years, COK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 2.4%. It has had a positive return in 40% 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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