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CAE Inc. (CAE.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA1247651088
CUSIP124765108
SectorIndustrials
IndustryAerospace & Defense

Highlights

Market CapCA$8.29B
EPSCA$0.86
PE Ratio30.27
PEG Ratio1.77
Revenue (TTM)CA$4.55B
Gross Profit (TTM)CA$1.17B
EBITDA (TTM)CA$799.80M
Year RangeCA$24.75 - CA$33.87
Target PriceCA$32.83
Short %1.04%
Short Ratio9.00

Share Price Chart


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Compare to other instruments

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CAE Inc.

Popular comparisons: CAE.TO vs. BWXT, CAE.TO vs. HEI, CAE.TO vs. LDOS

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in CAE Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2024FebruaryMarchAprilMay
859.82%
1,628.35%
CAE.TO (CAE Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

CAE Inc. had a return of -5.10% year-to-date (YTD) and -9.59% in the last 12 months. Over the past 10 years, CAE Inc. had an annualized return of 7.49%, while the S&P 500 had an annualized return of 10.33%, indicating that CAE Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-5.10%5.21%
1 month-1.17%-4.30%
6 months-6.09%18.42%
1 year-9.59%21.82%
5 years (annualized)-2.78%11.27%
10 years (annualized)7.49%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.87%-5.87%10.38%-5.04%
2023-8.67%-6.84%6.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CAE.TO is 29, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CAE.TO is 2929
CAE Inc.(CAE.TO)
The Sharpe Ratio Rank of CAE.TO is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of CAE.TO is 2626Sortino Ratio Rank
The Omega Ratio Rank of CAE.TO is 2626Omega Ratio Rank
The Calmar Ratio Rank of CAE.TO is 3333Calmar Ratio Rank
The Martin Ratio Rank of CAE.TO is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for CAE Inc. (CAE.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CAE.TO
Sharpe ratio
The chart of Sharpe ratio for CAE.TO, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.003.004.00-0.42
Sortino ratio
The chart of Sortino ratio for CAE.TO, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.006.00-0.40
Omega ratio
The chart of Omega ratio for CAE.TO, currently valued at 0.95, compared to the broader market0.501.001.500.95
Calmar ratio
The chart of Calmar ratio for CAE.TO, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27
Martin ratio
The chart of Martin ratio for CAE.TO, currently valued at -0.80, compared to the broader market-10.000.0010.0020.0030.00-0.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current CAE Inc. Sharpe ratio is -0.42. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of CAE Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.42
2.17
CAE.TO (CAE Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

CAE Inc. granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.00CA$0.00CA$0.00CA$0.00CA$0.11CA$0.42CA$0.38CA$0.34CA$0.31CA$0.29CA$0.26CA$0.21

Dividend yield

0.00%0.00%0.00%0.00%0.31%1.22%1.51%1.46%1.65%1.89%1.72%1.55%

Monthly Dividends

The table displays the monthly dividend distributions for CAE Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.00CA$0.00
2023CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2021CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2020CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2019CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11
2018CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10
2017CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09
2016CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08
2015CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08
2014CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.07
2013CA$0.05CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-35.93%
-3.20%
CAE.TO (CAE Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CAE Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CAE Inc. was 80.68%, occurring on Mar 28, 2003. Recovery took 1060 trading sessions.

The current CAE Inc. drawdown is 35.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.68%Jul 17, 2001428Mar 28, 20031060Jun 13, 20071488
-64.91%Feb 10, 202030Mar 23, 2020408Nov 5, 2021438
-62.17%Jul 16, 2007323Oct 27, 20081307Jan 13, 20141630
-59.78%Jan 8, 1990186Oct 3, 19901139May 10, 19951325
-50.05%Nov 10, 2021219Sep 23, 2022

Volatility

Volatility Chart

The current CAE Inc. volatility is 5.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.89%
3.53%
CAE.TO (CAE Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of CAE Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items