Constellation Software Inc.

10-Year Study

CSU.TO · Technology · CA · Common Stock

Executive Summary: Constellation Software Inc. has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 51.1% and an annualized volatility of 24.2%.

1Y CAGR
-50.0%
3Y CAGR
-1.6%
5Y CAGR
+9.7%
10Y CAGR
+19.3%

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 →
51.1%
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 →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +58.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -25.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-23.90.3-3.17.8————————-20.3%
20256.94.9-8.69.00.10.4-4.3-4.8-16.9-2.3-8.4-2.3-25.6%
202413.11.7-2.0-4.27.04.010.51.00.0-4.612.7-6.135.5%
202311.21.98.34.44.4-0.81.5-0.41.1-0.914.73.158.9%
2022-6.7-2.40.1-5.4-1.5-3.914.0-9.2-2.72.510.1-2.5-9.7%
2021-5.85.86.62.8-4.89.46.47.0-2.94.8-0.18.042.4%
202010.3-1.7-6.44.716.9-2.03.4-4.7-1.9-5.515.010.541.3%
201912.214.63.44.4-1.05.61.73.32.1-1.79.2-11.148.5%
20184.34.55.45.011.3-0.0-7.55.5-4.4-4.60.6-4.015.3%
2017-3.76.15.0-4.511.9-2.7-1.03.4-1.87.83.01.025.8%
2016———-7.88.7-6.06.37.73.66.2-0.3-2.415.5%

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 24.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.9% of variance. Idiosyncratic stock-specific factors contribute 32.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019220.555856177294
2016-05-0110022.752896391705
2016-06-019426.132850232005
2016-07-0110019.96830525263
2016-08-0110786.674425779565
2016-09-0111176.267032854665
2016-10-0111874.146135518526
2016-11-0111838.051778034953
2016-12-0111554.84196293268
2017-01-0111130.805126456424
2017-02-0111808.239756588555
2017-03-0112402.002799073645
2017-04-0111848.419936531509
2017-05-0113257.712703045847
2017-06-0112899.37378517
2017-07-0112770.839340282302
2017-08-0113202.650649891533
2017-09-0112966.787661430582
2017-10-0113980.907666995374
2017-11-0114394.25158572481
2017-12-0114538.960357867141
2018-01-0115170.301117654571
2018-02-0115847.24202595353
2018-03-0116702.633753633243
2018-04-0117533.418385147794
2018-05-0119512.742631366214
2018-06-0119505.27536292943
2018-07-0118041.35062983546
2018-08-0119037.3236151322
2018-09-0118197.217515407414
2018-10-0117356.964396292304
2018-11-0117457.73411960181
2018-12-0116765.384701469447
2019-01-0118813.621544002028
2019-02-0121559.250350323073
2019-03-0122286.662795887496
2019-04-0123262.16058818289
2019-05-0123031.717568290507
2019-06-0124316.081156458913
2019-07-0124738.47225349127
2019-08-0125546.611510257782
2019-09-0126094.25435056708
2019-10-0125654.076101625073
2019-11-0128004.461928780296
2019-12-0124897.46384968738
2020-01-0127461.716809056048
2020-02-0126995.417383660482
2020-03-0125278.71365494154
2020-04-0126454.877554791055
2020-05-0130933.428303470842
2020-06-0130323.70158837994
2020-07-0131342.08076762554
2020-08-0129870.690960414042
2020-09-0129296.09968529073
2020-10-0127691.538836598258
2020-11-0131843.32033857469
2020-12-0135187.71084665176
2021-01-0133162.349782389356
2021-02-0135077.011828697396
2021-03-0137389.078258640904
2021-04-0138430.62286629881
2021-05-0136573.14039122957
2021-06-0140023.34755691077
2021-07-0142603.29867625496
2021-08-0145582.756337084305
2021-09-0144261.65765020884
2021-10-0146394.08832837198
2021-11-0146366.35871590192
2021-12-0150091.28148683562
2022-01-0146727.80040120934
2022-02-0145592.55397257365
2022-03-0145638.97699080712
2022-04-0143180.19618091899
2022-05-0142515.365720607864
2022-06-0140839.008940095526
2022-07-0146555.78990885237
2022-08-0142252.76275766245
2022-09-0141106.95726475472
2022-10-0142129.235749322725
2022-11-0146377.2557053398
2022-12-0145239.639411904885
2023-01-0150307.47459746311
2023-02-0151247.35419955403
2023-03-0155501.29442893061
2023-04-0157954.18349160958
2023-05-0160493.45632053914
2023-06-0160014.47811846779
2023-07-0160915.320780949456
2023-08-0160685.73793420641
2023-09-0161340.22876217134
2023-10-0160813.90592777794
2023-11-0169723.54868821401
2023-12-0171896.12224289271
2024-01-0181319.32128827606
2024-02-0182687.75144155804
2024-03-0181001.64091194152
2024-04-0177592.5662607615
2024-05-0182995.37525273072
2024-06-0186328.3618836212
2024-07-0195404.06633690436
2024-08-0196376.43941857564
2024-09-0196391.09308258409
2024-10-0191988.6501030672
2024-11-01103711.55936664925
2024-12-0197406.57795472768
2025-01-01104158.55755984678
2025-02-01109285.38043571281
2025-03-0199901.65280515191
2025-04-01108910.7048109572
2025-05-01109073.13929406994
2025-06-01109486.33838772832
2025-07-01104817.62134914649
2025-08-0199775.70765698928
2025-09-0182866.57968385126
2025-10-0180960.50620312111
2025-11-0174186.59876565152
2025-12-0172443.25600113402
2026-01-0155142.36523917422
2026-02-0155311.32782208108
2026-03-0153585.05686139494
2026-04-0157743.2918563107
Annual Return Matrix
YearAnnual Return
20170.25825696314214874
20180.15313504465245842
20190.4850517475751792
20200.4133050281381807
20210.42354476269097785
2022-0.09685601827147883
20230.5892284549017235
20240.3548238057353197
2025-0.25627963201002735
2026-0.20291694432664942
Total Factor Risk
0.24189105727573762
VTI.US Exposure
0.3387538166344042
VEA.US Exposure
0.004821219887777018
VWO.US Exposure
-0.013248200888197491
QQQ.US Exposure
-0.08784560751817772
VTV.US Exposure
-0.02557251091186053
IJR.US Exposure
-0.04232860350020934
QUAL.US Exposure
0.10109885307654004
SHV.US Exposure
0.20945991661792904
TLT.US Exposure
-0.023700672740090405
LQD.US Exposure
0.0408893621301447
HYG.US Exposure
0.016162290014261674
GLD.US Exposure
0.004454508597567579
USO.US Exposure
0.004171055253905288
VNQ.US Exposure
0.006793201265714687
BTC-USD.CC Exposure
0.05301276450418428
CPER.US Exposure
-0.002027958248594538
VIX.INDX Exposure
0.023304245419361564
UUP.US Exposure
0.030361878257846017
TIP.US Exposure
0.034646357791656826
Idiosyncratic Exposure
0.3267940843558372
Value Score
21
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.2%

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 →72.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.16%
Market Cap$51.7B
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
$61
Avg Yield on Cost
0.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$30.250.30%Solid
2026$30.460.30%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 →
+5.0%
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 →
-25.4%
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 →
49.2% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Constellation Software Inc. a high-risk investment?

Constellation Software Inc. (CSU.TO) has an annualized volatility of 24.2% and experienced a maximum drawdown of 51.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CSU.TO has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 70% 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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