Cisco CDR (CAD Hedged)

10-Year Study

CSCO.TO · Technology · CA · Common Stock

Executive Summary: Cisco CDR (CAD Hedged) has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 36.7% and an annualized volatility of 69.1%.

1Y CAGR
+86.8%
3Y CAGR
+32.4%
5Y CAGR
+15.8%
10Y CAGR
+15.5%

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 →
36.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +57.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.01.2-3.018.529.12.9——————57.6%
20252.15.3-3.7-6.29.39.9-1.61.3-1.17.34.70.129.1%
2024-0.6-3.73.0-5.9-1.12.01.84.25.12.88.4-0.715.5%
20231.50.37.2-9.95.64.00.510.3-6.5-3.4-6.94.04.6%
2022-2.50.33.0-4.92.5-11.9-16.8-0.9-10.612.98.8-4.0-24.8%
20211.40.85.44.12.16.8-1.22.8-3.06.4-1.56.434.2%
2020-1.9-10.1-14.413.05.00.83.34.7-3.9-3.89.03.72.2%
2019———————————2.02.0%

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 69.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.6% of variance. Idiosyncratic stock-specific factors contribute 22.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110195.292781104357
2020-01-0110006.071470361412
2020-02-018997.666167932723
2020-03-017700.285178699509
2020-04-018702.528807027731
2020-05-019141.303398505957
2020-06-019210.397776570564
2020-07-019516.470865541127
2020-08-019963.29129333278
2020-09-019575.690884768854
2020-10-019215.514941954316
2020-11-0110044.236082237485
2020-12-0110418.106975901945
2021-01-0110566.616894435323
2021-02-0110653.2849841292
2021-03-0111226.313088242188
2021-04-0111689.487369621876
2021-05-0111932.297288593627
2021-06-0112738.508802367485
2021-07-0112587.105619979573
2021-08-0112943.111115157635
2021-09-0112550.0580170217
2021-10-0113350.60439877269
2021-11-0113145.336095759614
2021-12-0113980.17507281212
2022-01-0113629.744505917872
2022-02-0113670.971829793805
2022-03-0114076.440165920927
2022-04-0113393.318819804626
2022-05-0113726.598873920126
2022-06-0112099.326793477949
2022-07-0110067.386340759715
2022-08-019972.447274312774
2022-09-018910.88000339908
2022-10-0110058.723371940534
2022-11-0110943.362764368612
2022-12-0110507.518195358705
2023-01-0110667.164335026466
2023-02-0110697.396328252586
2023-03-0111465.483431006278
2023-04-0110330.59031687309
2023-05-0110904.512001143818
2023-06-0111340.356570153723
2023-07-0111392.113388966278
2023-08-0112565.857266324263
2023-09-0111750.300630347101
2023-10-0111348.975340152398
2023-11-0110567.937982990441
2023-12-0110995.119583181167
2024-01-0110930.412509960348
2024-02-0110524.755735356055
2024-03-0110844.092213512082
2024-04-0110201.131971610946
2024-05-0110084.623880757064
2024-06-0110287.452268059209
2024-07-0110477.330400953091
2024-08-0110917.462255552082
2024-09-0111474.102201004955
2024-10-0111797.77016357057
2024-11-0112790.254678033349
2024-12-0112703.934381585083
2025-01-0112975.80954905212
2025-02-0113661.927851171587
2025-03-0113157.047407375934
2025-04-0112336.877918765378
2025-05-0113479.342837941142
2025-06-0114812.942735968765
2025-07-0114574.015792904356
2025-08-0114761.92788489261
2025-09-0114604.607505827837
2025-10-0115668.461973981533
2025-11-0116398.250688161796
2025-12-0116407.04416004133
2026-01-0116738.093325631453
2026-02-0116932.56813585796
2026-03-0116432.635277114317
2026-04-0119465.160550853157
2026-05-0125122.609575624287
2026-06-0125856.30999602429
Annual Return Matrix
YearAnnual Return
20200.02185461463260241
20210.3419112613404309
2022-0.2483986687839731
20230.04640500056786401
20240.15541575382389006
20250.29149314434621676
20260.5759273726462109
Total Factor Risk
0.6911596558526008
VTI.US Exposure
-0.002518722804841433
VEA.US Exposure
-0.0070198175015284345
VWO.US Exposure
0.04734026443997917
QQQ.US Exposure
0.04169016009265388
VTV.US Exposure
0.15456412704821645
IJR.US Exposure
0.0019894550729267785
QUAL.US Exposure
0.05094322065948934
SHV.US Exposure
0.21622348544465142
TLT.US Exposure
0.011906999924628025
LQD.US Exposure
0.016127266921395354
HYG.US Exposure
0.018875439802298468
GLD.US Exposure
-0.0002922631293916766
USO.US Exposure
-0.0014693469144223157
VNQ.US Exposure
-0.00802204291996294
BTC-USD.CC Exposure
-0.0006443677855841865
CPER.US Exposure
-0.0011023170495927939
VIX.INDX Exposure
-0.004746477244268172
UUP.US Exposure
0.046397933757985184
TIP.US Exposure
0.19058849341333986
Idiosyncratic Exposure
0.22916850877202802
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
69.1%

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 →29.7x
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 →4.25%
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$312.8B
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
$177
Avg Yield on Cost
1.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$177.241.77%Solid

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 →
+34.1%
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 →
+54.4%
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 →
6.5% 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 →
1.00
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 →
77
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+16.3%
50.0% retracement+25.7%
61.8% retracement+36.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Cisco CDR (CAD Hedged) a high-risk investment?

Cisco CDR (CAD Hedged) (CSCO.TO) has an annualized volatility of 69.1% and experienced a maximum drawdown of 36.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CSCO.TO has generated a Compound Annual Growth Rate (CAGR) of 15.5%. It has had a positive return in 86% 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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