AMA Group Ltd

10-Year Study

AMA.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: AMA Group Ltd has compounded at -23.4% annually over the last 10 years, with a maximum drawdown of 96.6% and an annualized volatility of 65.1%.

1Y CAGR
-54.1%
3Y CAGR
-20.2%
5Y CAGR
-35.4%
10Y CAGR
-23.4%

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 →
96.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +42.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -63.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.3-10.0-29.63.2————————-38.8%
2025-5.4-7.518.46.961.35.0-12.48.7-6.0-2.1-4.3-9.142.9%
20241.4-7.0-16.79.1-23.3-6.530.010.03.612.3-7.8-5.1-10.5%
2023-4.722.0-4.0-31.2-27.3-16.745.0-17.2-60.347.69.72.9-63.0%
20220.0-24.49.2-21.1-25.0-19.0-8.83.243.76.5-12.20.0-50.0%
2021-19.45.4-18.40.0-0.94.5-14.8-12.26.59.0-16.56.2-44.7%
20201.7-42.9-46.251.849.4-6.3-12.621.20.815.02.17.4-10.6%
201912.1-3.116.05.510.412.61.7-5.2-11.814.3-9.8-27.84.7%
20185.84.5-5.2-11.00.07.7-8.113.52.0-18.011.0-14.4-16.6%
20170.55.01.50.5-8.0-0.55.2-2.0-3.3-3.13.77.25.9%
2016———6.8-2.1-12.514.911.47.4-5.9-3.8-1.512.1%

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 65.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 27.5% of variance. Idiosyncratic stock-specific factors contribute 54.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110681.783824640966
2016-05-0110454.572940287226
2016-06-019147.845804988663
2016-07-0110511.413454270598
2016-08-0111704.610733182162
2016-09-0112576.41723356009
2016-10-0111836.583522297808
2016-11-0111381.40589569161
2016-12-0111210.582010582011
2017-01-0111267.573696145124
2017-02-0111836.583522297808
2017-03-0112013.000755857898
2017-04-0112069.84126984127
2017-05-0111101.889644746787
2017-06-0111045.049130763417
2017-07-0111614.361300075587
2017-08-0111386.696900982615
2017-09-0111012.54724111867
2017-10-0110670.143613000755
2017-11-0111069.690098261526
2017-12-0111868.480725623582
2018-01-0112553.287981859412
2018-02-0113123.809523809525
2018-03-0112439.002267573698
2018-04-0111075.283446712016
2018-05-0111075.283446712016
2018-06-0111931.670445956159
2018-07-0110961.148904006046
2018-08-0112445.351473922901
2018-09-0112695.389266817838
2018-10-0110408.01209372638
2018-11-0111551.77626606198
2018-12-019893.272864701437
2019-01-0111094.179894179893
2019-02-0110751.020408163266
2019-03-0112473.167044595615
2019-04-0113159.788359788357
2019-05-0114533.030990173847
2019-06-0116363.86999244142
2019-07-0116650.037792894935
2019-08-0115791.685563114133
2019-09-0113926.22826908541
2019-10-0115914.890400604685
2019-11-0114352.380952380952
2019-12-0110359.183673469388
2020-01-0110532.72864701436
2020-02-016018.745275888132
2020-03-013240.816326530612
2020-04-014919.12320483749
2020-05-017349.811035525321
2020-06-016886.772486772486
2020-07-016018.745275888132
2020-08-017291.912320483749
2020-09-017349.811035525321
2020-10-018449.433106575963
2020-11-018622.978080120938
2020-12-019259.561602418746
2021-01-017465.608465608465
2021-02-017870.597127739986
2021-03-016423.885109599394
2021-04-016423.885109599394
2021-05-016365.986394557824
2021-06-016655.328798185941
2021-07-015671.504157218444
2021-08-014977.021919879063
2021-09-015300.07558578987
2021-10-015776.568405139834
2021-11-014823.733938019652
2021-12-015121.390778533635
2022-01-015121.390778533635
2022-02-013870.899470899471
2022-03-014228.1179138321995
2022-04-013334.8450491307635
2022-05-012501.1337868480728
2022-06-012024.792139077853
2022-07-011846.1073318216177
2022-08-011905.6689342403627
2022-09-012739.3801965230537
2022-10-012918.0650037792893
2022-11-012560.6953892668175
2022-12-012560.6953892668175
2023-01-012441.572184429327
2023-02-012977.6266061980346
2023-03-012858.503401360544
2023-04-011965.230536659108
2023-05-011429.1761148904006
2023-06-011191.0808767951626
2023-07-011726.9841269841272
2023-08-011429.1761148904006
2023-09-01567.8004535147392
2023-10-01838.246409674981
2023-11-01919.2743764172336
2023-12-01946.334089191232
2024-01-01959.9395313681027
2024-02-01892.3658352229781
2024-03-01743.6130007558579
2024-04-01811.1866969009826
2024-05-01621.9198790627362
2024-06-01581.40589569161
2024-07-01755.8578987150416
2024-08-01831.4436885865457
2024-09-01861.6780045351472
2024-10-01967.4981103552533
2024-11-01891.912320483749
2024-12-01846.5608465608467
2025-01-01801.209372637944
2025-02-01740.7407407407406
2025-03-01876.7951625094482
2025-04-01937.2637944066515
2025-05-011511.7157974300833
2025-06-011587.3015873015872
2025-07-011390.7785336356765
2025-08-011511.7157974300833
2025-09-011421.012849584278
2025-10-011390.7785336356765
2025-11-011330.3099017384732
2025-12-011209.3726379440666
2026-01-011133.7868480725622
2026-02-011020.4081632653061
2026-03-01718.0650037792894
2026-04-01740.7407407407406
Annual Return Matrix
YearAnnual Return
20170.05868550931794281
2018-0.16642465927907268
20190.0470936984291912
2020-0.10614949070425816
2021-0.44690785607000594
2022-0.5
2023-0.6304386327410119
2024-0.10543130990415328
20250.4285714285714286
2026-0.38750000000000007
Total Factor Risk
0.6507330982672153
VTI.US Exposure
0.2752175016709644
VEA.US Exposure
-0.007751037141167139
VWO.US Exposure
-0.0004548846990707059
QQQ.US Exposure
-0.00841931672590393
VTV.US Exposure
0.008167460635341918
IJR.US Exposure
-0.010035238705689314
QUAL.US Exposure
-0.014061409176125748
SHV.US Exposure
0.056099695050729946
TLT.US Exposure
0.004723154539066929
LQD.US Exposure
0.0445270123523697
HYG.US Exposure
0.011914464154570226
GLD.US Exposure
0.0003881029873081968
USO.US Exposure
0.01125008992053271
VNQ.US Exposure
-0.002376727736958025
BTC-USD.CC Exposure
0.007775562089592598
CPER.US Exposure
-0.0003349589121604487
VIX.INDX Exposure
0.0015227215733686144
UUP.US Exposure
0.00418723887105592
TIP.US Exposure
0.07536045759647544
Idiosyncratic Exposure
0.5423001116556987
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.1%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$240.7M
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
$0
Avg Yield on Cost
0.00%

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 →
-21.3%
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 →
-40.4%
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 →
55.5% 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 →
0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AMA Group Ltd a high-risk investment?

AMA Group Ltd (AMA.AU) has an annualized volatility of 65.1% and experienced a maximum drawdown of 96.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMA.AU?

Over the past 10 years, AMA.AU has generated a Compound Annual Growth Rate (CAGR) of -23.4%. It has had a positive return in 30% 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.

Run a Full Backtest on AMA Group Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest