Cipher Pharmaceuticals Inc

10-Year Study

CPH.TO · Healthcare · CA · Common Stock

Executive Summary: Cipher Pharmaceuticals Inc has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 90.8% and an annualized volatility of 63.1%.

1Y CAGR
+54.5%
3Y CAGR
+71.3%
5Y CAGR
+70.8%
10Y CAGR
+9.4%

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 →
90.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +158.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -65.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.92.621.62.1————————23.7%
2025-5.1-10.85.26.0-7.50.3-3.932.2-2.9-4.32.9-1.15.2%
20246.718.627.0-3.52.0-6.455.149.3-19.7-1.32.1-6.7158.5%
2023-10.710.8-13.23.013.8-7.84.26.57.32.644.7-12.244.3%
2022-0.613.114.1-1.36.2-7.6-0.519.623.7-2.210.49.7116.9%
2021-3.22.240.20.83.111.92.039.23.814.5-29.2-1.190.3%
2020-30.7-11.5-23.935.729.5-2.415.8-17.3-7.0-7.5-16.212.0-38.0%
201911.71.6-27.80.0-3.6-3.0-11.511.28.5-15.01.724.0-12.3%
2018-19.27.1-0.9-13.8-5.5-14.6-1.018.7-5.0-13.5-24.5-19.7-65.1%
2017-3.1-3.20.0-3.326.11.6-5.1-3.9-8.7-8.815.5-2.0-0.0%
2016———18.92.6-11.3-2.5-15.2-10.0-3.4-19.625.6-21.5%

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 63.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 29.6% of variance. Idiosyncratic stock-specific factors contribute 33.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111891.02564102564
2016-05-0112195.512820512822
2016-06-0110817.307692307691
2016-07-0110544.871794871795
2016-08-018942.307692307691
2016-09-018044.871794871794
2016-10-017772.435897435897
2016-11-016250
2016-12-017852.5641025641025
2017-01-017612.179487179486
2017-02-017371.794871794871
2017-03-017371.794871794871
2017-04-017131.410256410257
2017-05-018990.384615384615
2017-06-019134.615384615385
2017-07-018669.871794871795
2017-08-018333.333333333334
2017-09-017612.179487179486
2017-10-016939.1025641025635
2017-11-018012.820512820512
2017-12-017852.5641025641025
2018-01-016346.153846153846
2018-02-016794.871794871795
2018-03-016730.769230769231
2018-04-015801.282051282052
2018-05-015480.7692307692305
2018-06-014679.487179487179
2018-07-014631.410256410257
2018-08-015496.794871794872
2018-09-015224.358974358974
2018-10-014519.230769230769
2018-11-013413.461538461538
2018-12-012740.3846153846152
2019-01-013060.8974358974356
2019-02-013108.974358974359
2019-03-012243.589743589743
2019-04-012243.589743589743
2019-05-012163.4615384615386
2019-06-012099.3589743589746
2019-07-011858.9743589743587
2019-08-012067.3076923076924
2019-09-012243.589743589743
2019-10-011907.051282051282
2019-11-011939.102564102564
2019-12-012403.846153846154
2020-01-011666.6666666666665
2020-02-011474.3589743589744
2020-03-011121.7948717948716
2020-04-011522.4358974358972
2020-05-011971.1538461538462
2020-06-011923.0769230769229
2020-07-012227.5641025641025
2020-08-011842.9487179487178
2020-09-011714.7435897435898
2020-10-011586.5384615384614
2020-11-011330.128205128205
2020-12-011490.3846153846155
2021-01-011442.3076923076922
2021-02-011474.3589743589744
2021-03-012067.3076923076924
2021-04-012083.3333333333335
2021-05-012147.4358974358975
2021-06-012403.846153846154
2021-07-012451.9230769230767
2021-08-013413.461538461538
2021-09-013541.6666666666665
2021-10-014054.4871794871788
2021-11-012868.589743589743
2021-12-012836.5384615384614
2022-01-012820.5128205128203
2022-02-013189.102564102564
2022-03-013637.8205128205127
2022-04-013589.74358974359
2022-05-013814.102564102564
2022-06-013525.641025641026
2022-07-013509.6153846153843
2022-08-014198.717948717949
2022-09-015192.307692307692
2022-10-015080.128205128205
2022-11-015608.974358974359
2022-12-016153.846153846153
2023-01-015496.794871794872
2023-02-016089.743589743589
2023-03-015288.461538461538
2023-04-015448.717948717948
2023-05-016201.923076923077
2023-06-015721.153846153846
2023-07-015961.538461538462
2023-08-016346.153846153846
2023-09-016810.8974358974365
2023-10-016987.179487179488
2023-11-0110112.179487179486
2023-12-018878.205128205127
2024-01-019471.153846153846
2024-02-0111233.97435897436
2024-03-0114262.820512820514
2024-04-0113766.02564102564
2024-05-0114038.461538461537
2024-06-0113141.025641025639
2024-07-0120384.615384615383
2024-08-0130432.692307692305
2024-09-0124423.076923076922
2024-10-0124102.5641025641
2024-11-0124599.358974358973
2024-12-0122948.717948717946
2025-01-0121778.846153846152
2025-02-0119423.076923076922
2025-03-0120432.69230769231
2025-04-0121666.666666666664
2025-05-0120032.05128205128
2025-06-0120096.153846153848
2025-07-0119310.897435897437
2025-08-0125528.846153846152
2025-09-0124791.666666666664
2025-10-0123717.94871794872
2025-11-0124407.05128205128
2025-12-0124134.615384615383
2026-01-0123445.51282051282
2026-02-0124054.487179487176
2026-03-0129246.79487179487
2026-04-0129855.76923076923
Annual Return Matrix
YearAnnual Return
20170
2018-0.6510204081632653
2019-0.12280701754385959
2020-0.38
20210.9032258064516128
20221.1694915254237288
20230.4427083333333335
20241.5848375451263537
20250.0516759776536313
20260.23705179282868505
Total Factor Risk
0.6311314606787196
VTI.US Exposure
0.2959297302955541
VEA.US Exposure
0.010104196853148048
VWO.US Exposure
0.0022656074866272725
QQQ.US Exposure
0.15718899031866712
VTV.US Exposure
0.04064233233533291
IJR.US Exposure
0.005364405309398781
QUAL.US Exposure
0.0233033808400628
SHV.US Exposure
0.04232813589097935
TLT.US Exposure
0.03397585558949745
LQD.US Exposure
0.0008728236161313984
HYG.US Exposure
0.010987314376658817
GLD.US Exposure
0.000922200176093379
USO.US Exposure
0.0025388829469867443
VNQ.US Exposure
-0.0035548677548942562
BTC-USD.CC Exposure
0.001484983427900892
CPER.US Exposure
0.0026658798165946924
VIX.INDX Exposure
0.015460272951418906
UUP.US Exposure
0.00177581732123811
TIP.US Exposure
0.02156502392287302
Idiosyncratic Exposure
0.3341790342797303
Value Score
44.8
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
63.1%

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 →12.9x
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$476.9M
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 →
+17.8%
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 →
+25.7%
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 →
2.6% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cipher Pharmaceuticals Inc a high-risk investment?

Cipher Pharmaceuticals Inc (CPH.TO) has an annualized volatility of 63.1% and experienced a maximum drawdown of 90.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CPH.TO has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 60% 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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