Ameren Corp

10-Year Study

AEE.US · Utilities · US · Common Stock

Executive Summary: Ameren Corp has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 23.1% and an annualized volatility of 25.7%.

1Y CAGR
+20.3%
3Y CAGR
+15.2%
5Y CAGR
+9.1%
10Y CAGR
+11.8%

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 →
23.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +27.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -16.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.49.7-3.02.1————————12.4%
20255.77.8-0.4-1.2-2.4-0.15.3-1.35.4-2.34.2-5.415.3%
2024-3.82.34.8-0.1-0.7-2.211.54.16.8-0.48.4-4.927.5%
2023-2.3-4.85.23.0-8.91.54.9-7.5-4.81.22.5-6.0-16.1%
2022-0.3-3.19.8-0.92.5-4.53.1-0.5-12.51.29.60.22.5%
2021-6.8-3.416.64.3-0.8-4.34.84.5-7.14.1-3.29.817.1%
20206.8-3.7-7.2-0.12.7-5.214.0-1.40.62.6-4.11.04.3%
20196.32.73.9-1.10.83.10.81.94.4-2.9-4.34.020.8%
2018-4.0-4.15.23.51.03.72.01.90.72.26.3-4.314.0%
20170.43.90.60.23.8-2.92.66.9-2.97.23.2-7.115.9%
2016———-4.23.29.1-2.1-5.80.41.6-1.77.87.5%

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 25.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.6% of variance. Idiosyncratic stock-specific factors contribute 11.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019580.841502292087
2016-05-019890.239985559989
2016-06-0110786.290483129873
2016-07-0110556.816402154323
2016-08-019948.849444298454
2016-09-019985.692709121364
2016-10-0110142.011143229522
2016-11-019973.50894935644
2016-12-0110746.872436831587
2017-01-0110785.812688629288
2017-02-0111203.723611807896
2017-03-0111274.888448256184
2017-04-0111295.539788337037
2017-05-0111721.015791108244
2017-06-0111380.374856329847
2017-07-0111678.04083019449
2017-08-0112487.822876269805
2017-09-0112127.857808356626
2017-10-0112998.02777047814
2017-11-0113411.107660373053
2017-12-0112458.62432345626
2018-01-0111960.20502692903
2018-02-0111468.103235465092
2018-03-0112061.736358303406
2018-04-0112485.593168600408
2018-05-0112607.006060026917
2018-06-0113067.918488258201
2018-07-0113327.759064159838
2018-08-0113579.02588318986
2018-09-0113671.903825275862
2018-10-0113966.012884525035
2018-11-0114839.713217123093
2018-12-0114201.990279536329
2019-01-0115096.819746715828
2019-02-0115510.51015180593
2019-03-0116118.954904162385
2019-04-0115948.010649508535
2019-05-0116072.927367272669
2019-06-0116564.471731819256
2019-07-0116692.361393142586
2019-08-0117014.368342398157
2019-09-0117766.1514449302
2019-10-0117244.61220340243
2019-11-0116496.67800101399
2019-12-0117158.18448707433
2020-01-0118331.090353594474
2020-02-0117649.702307482
2020-03-0116370.540252859466
2020-04-0116352.543326670755
2020-05-0116797.60890396596
2020-06-0115917.378713193233
2020-07-0118152.50138693126
2020-08-0117896.854784979205
2020-09-0118005.2345041953
2020-10-0118469.703847042056
2020-11-0117709.24081108271
2020-12-0117890.802721305125
2021-01-0116666.90556391696
2021-02-0116105.39084917355
2021-03-0118786.428512652266
2021-04-0119589.97268608105
2021-05-0119442.174920566664
2021-06-0118600.407187091056
2021-07-0119502.058497973354
2021-08-0120385.1554557496
2021-09-0118944.445771651393
2021-10-0119713.933814844015
2021-11-0119082.44874990378
2021-12-0120951.925909999445
2022-01-0120888.3792414216
2022-02-0120231.650700367107
2022-03-0122216.38251165951
2022-04-0122012.603157159883
2022-05-0122555.218444991253
2022-06-0121547.231313589804
2022-07-0122205.36669400713
2022-08-0122086.130421972175
2022-09-0119331.61858195901
2022-10-0119564.41068029974
2022-11-0121436.356445315094
2022-12-0121485.648911292144
2023-01-0120990.308734879796
2023-02-0119985.135282204013
2023-03-0121033.389872349235
2023-04-0121661.5569199243
2023-05-0119738.142069540336
2023-06-0120035.33024890439
2023-07-0121016.61397655091
2023-08-0119446.5547034887
2023-09-0118504.39703661233
2023-10-0118722.005887490013
2023-11-0119186.89993655951
2023-12-0118033.981806647185
2024-01-0117343.43603260682
2024-02-0117747.278562157084
2024-03-0118607.09631009925
2024-04-0118584.454159599292
2024-05-0118458.661485250752
2024-06-0118059.38454759497
2024-07-0120131.738561466937
2024-08-0120954.580323891587
2024-09-0122388.3619877313
2024-10-0122298.775518871556
2024-11-0124162.33333598775
2024-12-0122987.22430593713
2025-01-0124292.081087035578
2025-02-0126190.066652332833
2025-03-0126077.46641502823
2025-04-0125776.190438270278
2025-05-0125163.206638158263
2025-06-0125131.03514178552
2025-07-0126462.940400444884
2025-08-0126109.690999678813
2025-09-0127508.69984153149
2025-10-0126886.74412246404
2025-11-0128027.87665469526
2025-12-0126506.977126915495
2026-01-0127414.78667802756
2026-02-0130069.200570168105
2026-03-0129177.317502408885
2026-04-0129803.75918095405
Annual Return Matrix
YearAnnual Return
20170.15927907367339467
20180.1399324605043093
20190.20815351576444807
20200.042697887692179304
20210.17110038249144677
20220.025473696479519248
2023-0.16064988862546659
20240.2746616111958269
20250.15311778290993083
20260.12437412377328272
Total Factor Risk
0.25743958744899814
VTI.US Exposure
0.00948420025732751
VEA.US Exposure
-0.007067115188304107
VWO.US Exposure
0.01748128141753485
QQQ.US Exposure
-0.0059933265066876296
VTV.US Exposure
0.2366039353959344
IJR.US Exposure
-0.056755355003935345
QUAL.US Exposure
-0.022836099850446736
SHV.US Exposure
0.4357716004526965
TLT.US Exposure
-0.025806836495172163
LQD.US Exposure
0.09080385491711876
HYG.US Exposure
-0.008073978834959982
GLD.US Exposure
0.02049146831075956
USO.US Exposure
0.002393125841285216
VNQ.US Exposure
0.11729902699671718
BTC-USD.CC Exposure
0.011907867092098182
CPER.US Exposure
-0.015783608218256896
VIX.INDX Exposure
0.006552359160060948
UUP.US Exposure
-0.007848355265709397
TIP.US Exposure
0.08436168368311989
Idiosyncratic Exposure
0.11701427183881934
Value Score
41.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.7%

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 →20.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.56%
Market Cap$30.9B
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
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$199.081.99%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 →
+2.0%
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 →
+9.1%
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 →
1.8% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ameren Corp a high-risk investment?

Ameren Corp (AEE.US) has an annualized volatility of 25.7% and experienced a maximum drawdown of 23.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AEE.US?

Over the past 10 years, AEE.US has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 90% 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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