Canadian Imperial Bank of Commerce /Can/ (NYSE: CM), an SEC filer in Commercial Banks, NEC, closed at $114.33, -0.4%, on 2026-08-28, with a market cap of $106.4B as of 2026-08-27. Institutional ownership, earnings history and filed financials are on the tabs below.
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.03% | Sharpe | 2.05 |
| Sortino | 3.22 |
| Beta | 1.11 | Correlation | 0.59 |
| Up capture | 148.65% | Down capture | 15.67% |
Relative Value shows 1.03 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.35% | Ulcer Index | 4.78 |
| MTD | −3.56% | QTD | −0.58% |
| YTD | 28.07% | Window (ann., 3.0y) | 47.40% |
| Skewness | 0.25 | Excess Kurtosis | 3.36 |
| Omega (θ=0) | 1.42 | Tail Ratio | 1.16 |
| Gain/Pain | 0.42 | Hit Rate | 58.19% |
| Win/Loss | 1.02 | Upside Potential | 0.68 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.76% | -3.06% | -1.91% | -2.77% |
| CVaR (ES) | -2.67% | -3.81% | -2.44% | -3.20% |
| VaR (Cornish-Fisher) | — | — | -1.73% | -3.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.35% | 2024-12-11 | 2025-03-13 | 2025-05-16 | 61 | 45 |
| -13.88% | 2023-09-15 | 2023-10-27 | 2023-11-30 | 30 | 23 |
| -10.79% | 2026-02-26 | 2026-03-30 | 2026-04-10 | 22 | 8 |
| -8.46% | 2026-05-26 | 2026-06-01 | 2026-07-01 | 4 | 19 |
| -8.11% | 2023-12-27 | 2024-02-13 | 2024-03-01 | 32 | 12 |
| -7.95% | 2024-03-28 | 2024-04-30 | 2024-07-16 | 22 | 52 |
| -7.60% | 2026-08-14 | 2026-08-28 | ongoing | 10 | — |
| -6.31% | 2024-07-31 | 2024-08-05 | 2024-08-16 | 3 | 9 |
| -4.83% | 2025-11-14 | 2025-11-20 | 2025-12-04 | 4 | 9 |
| -4.67% | 2023-08-30 | 2023-09-08 | 2023-09-15 | 6 | 5 |
Worst depth first · lengths in trading days.
