Cronos Group Inc

10-Year Study

CRON.TO · Healthcare · CA · Common Stock

Executive Summary: Cronos Group Inc has compounded at 33.9% annually over the last 10 years, with a maximum drawdown of 91.6% and an annualized volatility of 91.3%.

1Y CAGR
+42.6%
3Y CAGR
+11.8%
5Y CAGR
-19.8%
10Y CAGR
+33.9%

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 →
91.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
86.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +558.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -43.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.67.6-3.82.8-0.3———————0.3%
2025-5.58.1-12.20.05.4-4.45.029.98.1-8.3-2.85.024.6%
2024-1.84.425.014.1-12.6-9.96.6-10.9-1.3-1.7-0.3-1.44.3%
2023-2.3-11.9-12.2-3.1-4.88.7-1.16.2-1.1-7.710.40.4-19.5%
2022-5.4-3.46.6-20.2-1.6-5.513.1-1.0-4.017.6-8.6-17.3-30.9%
202149.30.8-10.7-15.62.24.2-13.8-9.4-14.3-10.2-9.8-14.0-43.7%
2020-4.4-18.32.63.19.6-9.47.3-17.7-7.55.765.6-24.5-11.3%
201979.110.7-13.9-6.5-16.810.0-13.5-19.2-18.5-9.9-16.210.4-30.7%
2018-7.631.0-26.61.4-6.03.4-7.763.012.0-32.325.517.947.6%
201718.271.4-7.3-3.6-13.8-26.030.44.012.524.933.4123.9558.1%
2016————-23.10.0100.015.093.534.832.5-6.9469.2%

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 91.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.5% of variance. Idiosyncratic stock-specific factors contribute 7.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-017692.307692307692
2016-06-017692.307692307692
2016-07-0115384.615384615385
2016-08-0117692.30769230769
2016-09-0134230.76923076923
2016-10-0146153.84615384615
2016-11-0161153.846153846156
2016-12-0156923.076923076915
2017-01-0167307.69230769231
2017-02-01115384.61538461539
2017-03-01106923.07692307692
2017-04-01103076.92307692308
2017-05-0188846.15384615384
2017-06-0165769.23076923077
2017-07-0185769.23076923077
2017-08-0189230.76923076922
2017-09-01100384.61538461539
2017-10-01125384.61538461536
2017-11-01167307.6923076923
2017-12-01374615.3846153846
2018-01-01346153.8461538461
2018-02-01453461.5384615384
2018-03-01332692.3076923077
2018-04-01337307.69230769225
2018-05-01316923.07692307694
2018-06-01327692.3076923077
2018-07-01302307.6923076923
2018-08-01492692.3076923077
2018-09-01551923.0769230769
2018-10-01373846.1538461539
2018-11-01469230.7692307692
2018-12-01553076.9230769231
2019-01-01990384.6153846154
2019-02-011096538.4615384615
2019-03-01944230.7692307692
2019-04-01882692.3076923076
2019-05-01734615.3846153846
2019-06-01808076.9230769231
2019-07-01698846.1538461539
2019-08-01564999.9999999999
2019-09-01460384.6153846154
2019-10-01414615.3846153846
2019-11-01347307.69230769225
2019-12-01383461.53846153844
2020-01-01366538.46153846156
2020-02-01299615.3846153846
2020-03-01307307.6923076923
2020-04-01316923.07692307694
2020-05-01347307.69230769225
2020-06-01314615.3846153846
2020-07-01337692.3076923077
2020-08-01278076.9230769231
2020-09-01257307.6923076923
2020-10-01271923.07692307694
2020-11-01450384.6153846154
2020-12-01340000
2021-01-01507692.3076923077
2021-02-01511538.46153846156
2021-03-01456923.07692307694
2021-04-01385769.23076923075
2021-05-01394230.7692307692
2021-06-01410769.23076923075
2021-07-01354230.76923076925
2021-08-01320769.23076923075
2021-09-01275000
2021-10-01246923.0769230769
2021-11-01222692.3076923077
2021-12-01191538.46153846153
2022-01-01181153.84615384613
2022-02-01175000
2022-03-01186538.46153846153
2022-04-01148846.15384615384
2022-05-01146538.46153846153
2022-06-01138461.53846153847
2022-07-01156538.46153846156
2022-08-01155000
2022-09-01148846.15384615384
2022-10-01175000
2022-11-01160000
2022-12-01132307.6923076923
2023-01-01129230.76923076922
2023-02-01113846.15384615383
2023-03-01100000
2023-04-0196923.07692307692
2023-05-0192307.6923076923
2023-06-01100384.61538461539
2023-07-0199230.76923076923
2023-08-01105384.61538461539
2023-09-01104230.76923076923
2023-10-0196153.84615384616
2023-11-01106153.84615384616
2023-12-01106538.46153846153
2024-01-01104615.38461538461
2024-02-01109230.76923076922
2024-03-01136538.46153846153
2024-04-01155769.23076923075
2024-05-01136153.84615384616
2024-06-01122692.30769230769
2024-07-01130769.23076923077
2024-08-01116538.46153846153
2024-09-01115000
2024-10-01113076.92307692306
2024-11-01112692.3076923077
2024-12-01111153.84615384616
2025-01-01105000
2025-02-01113461.53846153847
2025-03-0199615.3846153846
2025-04-0199615.3846153846
2025-05-01105000
2025-06-01100384.61538461539
2025-07-01105384.61538461539
2025-08-01136923.0769230769
2025-09-01148076.9230769231
2025-10-01135769.23076923075
2025-11-01131923.0769230769
2025-12-01138461.53846153847
2026-01-01130769.23076923077
2026-02-01140769.23076923078
2026-03-01135384.61538461538
2026-04-01139230.76923076922
2026-05-01138846.15384615384
Annual Return Matrix
YearAnnual Return
20175.581081081081082
20180.4763860369609856
2019-0.3066759388038943
2020-0.11334002006018062
2021-0.43665158371040713
2022-0.30923694779116473
2023-0.19476744186046513
20240.04332129963898912
20250.24567474048442905
20260.002777777777777768
Total Factor Risk
0.9125160065452952
VTI.US Exposure
0.1534628573586587
VEA.US Exposure
0.016978453624488063
VWO.US Exposure
0.0013118252347197083
QQQ.US Exposure
-0.018792658840478593
VTV.US Exposure
-0.005910065805906484
IJR.US Exposure
0.009440033748557937
QUAL.US Exposure
-0.014581712745837522
SHV.US Exposure
0.764577834962363
TLT.US Exposure
0.004537268812314725
LQD.US Exposure
-0.0011275932633955856
HYG.US Exposure
0.00576187066622609
GLD.US Exposure
0.0008824327152468576
USO.US Exposure
0.00015473612672870722
VNQ.US Exposure
-0.007101073779549949
BTC-USD.CC Exposure
-0.0015272581567925137
CPER.US Exposure
0.007188797572556522
VIX.INDX Exposure
0.011391570539477041
UUP.US Exposure
0.0006145730827362501
TIP.US Exposure
0.001007576247166225
Idiosyncratic Exposure
0.07173053190072058
Value Score
50
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
91.3%

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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$1.3B
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
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+1.1%
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 →
+1.2%
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 →
19.6% 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 →
1.24
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
46
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-3.7%
50.0% retracement+2.6%
61.8% retracement+9.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Cronos Group Inc a high-risk investment?

Cronos Group Inc (CRON.TO) has an annualized volatility of 91.3% and experienced a maximum drawdown of 91.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CRON.TO has generated a Compound Annual Growth Rate (CAGR) of 33.9%. It has had a positive return in 50% 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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