Capital Power Corporation

10-Year Study

CPX.TO · Utilities · CA · Common Stock

Executive Summary: Capital Power Corporation has compounded at 20.3% annually over the last 10 years, with a maximum drawdown of 25.4% and an annualized volatility of 36.2%.

1Y CAGR
+29.9%
3Y CAGR
+20.5%
5Y CAGR
+18.1%
10Y CAGR
+20.3%

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 →
25.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.95
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +77.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -13.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.07.22.92.6————————15.5%
2025-16.5-4.7-4.59.45.10.86.0-1.415.38.6-13.6-3.4-3.6%
2024-2.33.81.3-6.09.50.79.45.310.814.810.33.477.9%
2023-3.5-5.0-0.66.13.0-6.2-2.3-1.1-5.3-6.44.04.2-13.3%
20220.1-1.35.93.77.70.29.63.3-6.9-2.81.41.423.4%
20214.3-5.97.67.7-1.97.83.32.6-0.3-4.8-6.35.019.0%
20205.3-7.3-17.5-0.8-0.86.61.31.04.5-0.113.26.78.9%
20198.25.05.1-3.50.41.0-1.83.12.12.95.54.737.1%
2018-4.81.64.10.62.62.64.73.65.8-4.2-0.1-0.916.0%
20176.22.24.9-4.51.9-2.61.26.7-4.5-1.0-0.22.212.4%
2016———-1.38.61.98.9-0.20.30.113.01.236.4%

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 36.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.4% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019872.307966635628
2016-05-0110716.719830404372
2016-06-0110920.88839577596
2016-07-0111895.072613080261
2016-08-0111866.740633606085
2016-09-0111905.474213936164
2016-10-0111922.81021536267
2016-11-0113475.917817446953
2016-12-0113640.164048104927
2017-01-0114491.510312444278
2017-02-0114808.610544251384
2017-03-0115532.859152418127
2017-04-0114829.611871693778
2017-05-0115115.70542666376
2017-06-0114726.586491787688
2017-07-0114902.22495195451
2017-08-0115901.37301131298
2017-09-0115188.912884116258
2017-10-0115041.111089097141
2017-11-0115004.259703207656
2017-12-0115336.813742000675
2018-01-0114604.144790283915
2018-02-0114842.093792720862
2018-03-0115443.603510787947
2018-04-0115532.859152418127
2018-05-0115934.1628197254
2018-06-0116343.985893447983
2018-07-0117114.89311116835
2018-08-0117723.832544132507
2018-09-0118760.32730370693
2018-10-0117977.33441642066
2018-11-0117950.983694252373
2018-12-0117796.24749866265
2019-01-0119248.60816674262
2019-02-0120219.027995165732
2019-03-0121247.7958512472
2019-04-0120501.059972658648
2019-05-0120575.753373090563
2019-06-0120772.88847502625
2019-07-0120407.64369068611
2019-08-0121034.71162799913
2019-09-0121470.885423890002
2019-10-0122093.79272086066
2019-11-0123304.439997622492
2019-12-0124401.164979295863
2020-01-0125692.548491272566
2020-02-0123805.103718819963
2020-03-0119631.288015374557
2020-04-0119479.42464287837
2020-05-0119327.561270382186
2020-06-0120600.122837952964
2020-07-0120857.785350583483
2020-08-0121071.364888158027
2020-09-0122009.688348225787
2020-10-0121987.201077803973
2020-11-0124892.913042616845
2020-12-0126572.028609355497
2021-01-0127711.548748836012
2021-02-0126063.1426703386
2021-03-0128038.85245576843
2021-04-0130188.021318328614
2021-05-0129610.286687932163
2021-06-0131934.400570602105
2021-07-0132987.24070295009
2021-08-0133837.200087175326
2021-09-0133740.21754205218
2021-10-0132112.91185386246
2021-11-0130098.369425237255
2021-12-0131607.493115130863
2022-01-0131623.54129930854
2022-02-0131198.957858657104
2022-03-0133051.92875398728
2022-04-0134277.83171200444
2022-05-0136908.3470370297
2022-06-0136985.41794622868
2022-07-0140543.45887900461
2022-08-0141866.443445010205
2022-09-0138996.295048837994
2022-10-0137915.32106274642
2022-11-0138447.486775107485
2022-12-0139004.31914092683
2023-01-0137640.52067441999
2023-02-0135754.6609078121
2023-03-0135550.294216709925
2023-04-0137701.74152517187
2023-05-0138828.68068076001
2023-06-0136437.798426881694
2023-07-0135606.95817565828
2023-08-0135200.10698789452
2023-09-0133350.900481445526
2023-10-0131213.71822558596
2023-11-0132453.787173340206
2023-12-0133832.04881818002
2024-01-0133045.291542012565
2024-02-0134288.03518712975
2024-03-0134723.81273155945
2024-04-0132651.813841063544
2024-05-0135741.68367245854
2024-06-0135995.97804766905
2024-07-0139393.339012937606
2024-08-0141498.32583757653
2024-09-0145981.91112079726
2024-10-0152808.531293959146
2024-11-0158241.832266756486
2024-12-0160197.0360390704
2025-01-0150277.574148554675
2025-02-0147934.638321478815
2025-03-0145792.60198521982
2025-04-0150110.554157668455
2025-05-0152685.990529590075
2025-06-0153082.04386503675
2025-07-0156259.28714362134
2025-08-0155474.70925049036
2025-09-0163980.24686466031
2025-10-0169511.8181998296
2025-11-0160044.47922651715
2025-12-0158001.30762982189
2026-01-0159190.06201335367
2026-02-0163429.95264795039
2026-03-0165272.52194242466
2026-04-0166966.49693895745
Annual Return Matrix
YearAnnual Return
20170.124386311477791
20180.16036145434345928
20190.3711410217872928
20200.08896557323806431
20210.18950244935392235
20220.234021280930218
2023-0.1326076300437099
20240.779290292544236
2025-0.036475689730361305
20260.15456874466268133
Total Factor Risk
0.3621962290510023
VTI.US Exposure
0.22551545330228873
VEA.US Exposure
-0.00743901754869124
VWO.US Exposure
0.015086189385566544
QQQ.US Exposure
-0.03374236142332701
VTV.US Exposure
-0.01495028732434138
IJR.US Exposure
-0.01155851112407149
QUAL.US Exposure
-0.00789042544256747
SHV.US Exposure
0.5642665363939927
TLT.US Exposure
0.0047155188145827105
LQD.US Exposure
-0.0056577112588583
HYG.US Exposure
0.007594850789237409
GLD.US Exposure
0.0015820340504651153
USO.US Exposure
0.0007420067385414504
VNQ.US Exposure
-0.007898351937519405
BTC-USD.CC Exposure
0.0030412080559200773
CPER.US Exposure
-0.004622072049079751
VIX.INDX Exposure
0.014619787703095601
UUP.US Exposure
0.0033742546523421644
TIP.US Exposure
0.05909188956772979
Idiosyncratic Exposure
0.1941290086546937
Value Score
19.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.2%

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 →76.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.05%
Market Cap$10.5B
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
$1,369
Avg Yield on Cost
6.85%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$684.526.85%Solid
2026$684.526.85%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 →
+6.6%
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 →
+9.6%
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 →
7.1% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Power Corporation a high-risk investment?

Capital Power Corporation (CPX.TO) has an annualized volatility of 36.2% and experienced a maximum drawdown of 25.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CPX.TO has generated a Compound Annual Growth Rate (CAGR) of 20.3%. It has had a positive return in 80% 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.

Run a Full Backtest on Capital Power Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest