Alphabet CDR (CAD Hedged)

10-Year Study

GOOG.TO · Communication Services · Unknown · Common Stock

Executive Summary: Alphabet CDR (CAD Hedged) has compounded at 17.5% annually over the last 10 years, with a maximum drawdown of 41.2% and an annualized volatility of 26.9%.

1Y CAGR
+99.9%
3Y CAGR
+38.1%
5Y CAGR
+17.5%
10Y CAGR
+17.5%

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 →
41.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +61.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.7%
% 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.
20267.7-8.2-8.115.9————————5.3%
20257.7-16.5-9.32.97.02.68.310.513.915.613.4-2.261.0%
20240.6-1.78.88.05.75.5-5.7-5.01.13.3-1.111.333.6%
202312.2-9.615.13.814.1-2.19.83.1-4.4-4.96.85.356.6%
2022-6.5-0.83.7-17.9-1.3-4.36.8-5.6-12.8-1.76.5-12.3-39.7%
2021————————-8.210.8-3.91.6-0.7%

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 26.9%. The dominant macroeconomic risk driver is QQQ.US, accounting for 35.3% of variance. Idiosyncratic stock-specific factors contribute 29.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-08-0110000
2021-09-019180.483390161513
2021-10-0110173.38218307539
2021-11-019779.38228627907
2021-12-019933.036688908382
2022-01-019286.862568422055
2022-02-019215.929885007283
2022-03-019558.724878834908
2022-04-017844.789603420011
2022-05-017746.269782359315
2022-06-017415.30351805469
2022-07-017919.651965434704
2022-08-017474.407471946462
2022-09-016520.884852478277
2022-10-016410.575995617812
2022-11-016824.263979136978
2022-12-015985.019588852414
2023-01-016713.955122276514
2023-02-016067.781001790187
2023-03-016981.887754089446
2023-04-017249.820385902376
2023-05-018270.306316462176
2023-06-018096.924133386787
2023-07-018892.862671625735
2023-08-019168.654660638513
2023-09-018762.826034319192
2023-10-018337.269627553795
2023-11-018904.651707425504
2023-12-019373.553659959749
2024-01-019432.657613851521
2024-02-019271.104160299132
2024-03-0110090.620770137617
2024-04-0110894.418665576413
2024-05-0111513.005648416814
2024-06-0112149.137256925562
2024-07-0111458.863409928988
2024-08-0110882.947179562494
2024-09-0111007.66485795601
2024-10-0111371.060894140808
2024-11-0111248.60575797149
2024-12-0112518.646126488018
2025-01-0113483.441763353958
2025-02-0111257.298683359199
2025-03-0110213.155293753398
2025-04-0110513.994022125282
2025-05-0111246.343215747293
2025-06-0111541.029417018284
2025-07-0112504.118223785272
2025-08-0113811.98671054146
2025-09-0115732.289653037164
2025-10-0118179.80462749425
2025-11-0120615.41148498188
2025-12-0120156.472656978753
2026-01-0121712.46660765533
2026-02-0119934.187806882095
2026-03-0118314.683899035044
2026-04-0121232.17255655363
Annual Return Matrix
YearAnnual Return
2022-0.3974632555686096
20230.5661692532166069
20240.335528293816987
20250.6101160184031378
20260.053367467506892474
Total Factor Risk
0.2691524066575068
VTI.US Exposure
-0.10868378515521146
VEA.US Exposure
-0.02549452256933264
VWO.US Exposure
0.04726294606278644
QQQ.US Exposure
0.3534841549150547
VTV.US Exposure
0.000037303978478637685
IJR.US Exposure
0.05107258079530677
QUAL.US Exposure
0.13396922547067544
SHV.US Exposure
0.09102576038326764
TLT.US Exposure
-0.037241172728436814
LQD.US Exposure
0.1406260901054615
HYG.US Exposure
0.042982814771910606
GLD.US Exposure
0.029254241304596255
USO.US Exposure
-0.002019623960817572
VNQ.US Exposure
-0.009189234269565347
BTC-USD.CC Exposure
-0.009751245560905477
CPER.US Exposure
-0.0018539743553824507
VIX.INDX Exposure
-0.005485867755050836
UUP.US Exposure
0.0009800958382545878
TIP.US Exposure
0.013456478992803259
Idiosyncratic Exposure
0.29556773373610673
Value Score
39.6
Growth Score
50
Profit Score
62.5
Health Score
37
Yield Score
21.6
Moat Score
100

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.9%

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 →25.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.80%
Market Cap$4.8T
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
3.0/ 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
1.85
Grey Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$106
Avg Yield on Cost
0.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2024$39.30.39%Solid
2025$53.590.54%Solid
2026$13.50.13%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 →
+8.1%
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 →
+21.1%
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 →
4.2% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Alphabet CDR (CAD Hedged) (GOOG.TO) has an annualized volatility of 26.9% and experienced a maximum drawdown of 41.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, GOOG.TO has generated a Compound Annual Growth Rate (CAGR) of 17.5%. 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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