Canadian Tire Corporation Limited

10-Year Study

CTC-A.TO · Consumer Cyclical · CA · Common Stock

Executive Summary: Canadian Tire Corporation Limited has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 50.0% and an annualized volatility of 26.5%.

1Y CAGR
+20.5%
3Y CAGR
+12.0%
5Y CAGR
+3.6%
10Y CAGR
+6.8%

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 →
50.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +24.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.2%
% 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.
2026-2.714.2-2.27.3————————16.6%
20259.4-12.84.72.215.66.31.1-7.7-3.3-1.85.72.320.1%
20242.8-3.4-2.2-0.32.3-0.25.78.45.5-7.54.2-2.012.8%
202313.07.53.71.7-8.211.10.9-11.5-8.9-7.25.5-0.33.8%
20221.91.81.0-5.6-1.8-6.52.3-6.1-4.84.9-0.2-7.1-19.2%
2021-0.2-0.88.410.54.3-4.0-1.50.0-7.7-0.2-3.97.511.3%
20202.4-7.0-35.616.320.40.05.910.5-1.711.811.60.824.1%
20195.4-2.8-0.83.1-8.35.51.7-6.710.6-3.89.0-9.70.7%
20185.31.6-2.93.8-5.73.93.8-7.8-7.3-1.50.1-3.8-11.0%
2017-0.210.13.75.9-7.7-4.0-3.13.95.12.33.00.519.7%
2016———1.54.8-1.7-2.1-2.1-2.2-0.37.3-0.54.3%

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 26.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.0% of variance. Idiosyncratic stock-specific factors contribute 27.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110152.003633227705
2016-05-0110637.059943154274
2016-06-0110455.071975669622
2016-07-0110232.659247125821
2016-08-0110019.339793538775
2016-09-019799.3049921161
2016-10-019767.881654751516
2016-11-0110482.606942934854
2016-12-0110433.915568278655
2017-01-0110415.555521536571
2017-02-0111462.45579658007
2017-03-0111889.951982201268
2017-04-0112587.654169792162
2017-05-0111617.521138547421
2017-06-0111149.069495685542
2017-07-0110801.575759431338
2017-08-0111218.274318897376
2017-09-0111790.579122208104
2017-10-0112064.693905668753
2017-11-0112425.179492674863
2017-12-0112491.48589827983
2018-01-0113148.793941898974
2018-02-0113360.245753154835
2018-03-0112977.950594226637
2018-04-0113475.498675810968
2018-05-0112713.082171159724
2018-06-0113215.20240446193
2018-07-0113714.485454332062
2018-08-0112638.509151957709
2018-09-0111715.026356209402
2018-10-0111536.671616429128
2018-11-0111553.021141098847
2018-12-0111116.135715342734
2019-01-0111720.812985727334
2019-02-0111387.4949609377
2019-03-0111292.602401400223
2019-04-0111646.103404299198
2019-05-0110677.830696237352
2019-06-0111268.581735334656
2019-07-0111462.703456625313
2019-08-0110696.721106529045
2019-09-0111825.410079358453
2019-10-0111376.764976170896
2019-11-0112399.943754556683
2019-12-0111197.290895060252
2020-01-0111462.335163312262
2020-02-0110659.574871675335
2020-03-016859.794653178165
2020-04-017977.530598450042
2020-05-019607.014384689033
2020-06-019608.648734930253
2020-07-0110180.272659365528
2020-08-0111248.671316078691
2020-09-0111056.59116998216
2020-10-0112358.926936068334
2020-11-0113786.872523623795
2020-12-0113899.847470693707
2021-01-0113870.464983460395
2021-02-0113755.86113657884
2021-03-0114917.80084437781
2021-04-0116486.563730563732
2021-05-0117196.78429289199
2021-06-0116506.761465321844
2021-07-0116251.49604636926
2021-08-0116256.572732206689
2021-09-0115006.84996285685
2021-10-0114983.114120668479
2021-11-0114391.560311157315
2021-12-0115465.561230845984
2022-01-0115759.758289656145
2022-02-0116046.564565955745
2022-03-0116208.859671662834
2022-04-0115307.8024398151
2022-05-0115033.567968658308
2022-06-0114049.092690720536
2022-07-0114375.09378476315
2022-08-0113497.787967759728
2022-09-0112849.418880306004
2022-10-0113485.118054884477
2022-11-0113454.209447368748
2022-12-0112496.852392490173
2023-01-0114122.221883029013
2023-02-0115183.62140952858
2023-03-0115744.226122618566
2023-04-0116007.511459381809
2023-05-0114696.158346871829
2023-06-0116323.854392208557
2023-07-0116476.34339646832
2023-08-0114583.174056208349
2023-09-0113286.787823325214
2023-10-0112324.949736699029
2023-11-0113005.880469096835
2023-12-0112966.262075112167
2024-01-0113324.772645701458
2024-02-0112877.195048078793
2024-03-0112597.458757577331
2024-04-0112561.698489102551
2024-05-0112849.790288150247
2024-06-0112821.454283396306
2024-07-0113557.815884623335
2024-08-0114691.936599845672
2024-09-0115499.9721286833
2024-10-0114333.749940499996
2024-11-0114933.529226880273
2024-12-0114628.801938121433
2025-01-0115999.563175788488
2025-02-0113956.837162382826
2025-03-0114612.973890620935
2025-04-0114927.856108320226
2025-05-0117253.900123094245
2025-06-0118342.224771719317
2025-07-0118537.452930214728
2025-08-0117106.03775491516
2025-09-0116548.65658160538
2025-10-0116243.013620677091
2025-11-0117169.021361876752
2025-12-0117564.869953921283
2026-01-0117096.581602192186
2026-02-0119526.557771892494
2026-03-0119092.815700442417
2026-04-0120479.76975950278
Annual Return Matrix
YearAnnual Return
20170.1972002089279532
2018-0.11010300889236024
20190.007300664709005478
20200.2413580749988109
20210.11264251377242873
2022-0.19195610130427965
20230.03756223310311979
20240.12822044266715804
20250.2007046119168996
20260.16595054863647052
Total Factor Risk
0.2652418900521333
VTI.US Exposure
0.15267463333304931
VEA.US Exposure
0.12733972042230834
VWO.US Exposure
-0.011431144526869117
QQQ.US Exposure
0.06366975620728656
VTV.US Exposure
0.0899026198642426
IJR.US Exposure
-0.04606958820599188
QUAL.US Exposure
-0.06451000309185162
SHV.US Exposure
0.31027894204599227
TLT.US Exposure
0.06817996001599418
LQD.US Exposure
-0.016621668983285962
HYG.US Exposure
0.0634647617774262
GLD.US Exposure
0.0027865419776662574
USO.US Exposure
-0.000983258626288542
VNQ.US Exposure
-0.011571439133148514
BTC-USD.CC Exposure
0.00015933899079232267
CPER.US Exposure
-0.001001615448359977
VIX.INDX Exposure
0.0007603619942150569
UUP.US Exposure
0.004286192747147447
TIP.US Exposure
-0.0014986361730234812
Idiosyncratic Exposure
0.27018452481269856
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.5%

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 →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.77%
Market Cap$10.0B
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
$184
Avg Yield on Cost
1.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$183.71.84%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 →
+7.0%
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 →
+15.1%
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 →
0.0% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian Tire Corporation Limited a high-risk investment?

Canadian Tire Corporation Limited (CTC-A.TO) has an annualized volatility of 26.5% and experienced a maximum drawdown of 50.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CTC-A.TO?

Over the past 10 years, CTC-A.TO has generated a Compound Annual Growth Rate (CAGR) of 6.8%. 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.

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