Amalgamated Bank

10-Year Study

AMAL.US · Financial Services · US · Common Stock

Executive Summary: Amalgamated Bank has compounded at 18.0% annually over the last 10 years, with a maximum drawdown of 48.9% and an annualized volatility of 36.2%.

1Y CAGR
+45.4%
3Y CAGR
+47.4%
5Y CAGR
+23.5%
10Y CAGR
+18.0%

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 →
48.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +39.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -27.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.3-0.51.08.1————————31.7%
20254.4-6.8-11.4-2.17.83.2-7.10.1-6.00.48.29.1-2.5%
2024-1.4-12.84.02.33.58.416.14.2-4.95.77.8-6.126.3%
2023-0.43.1-24.9-8.0-12.113.224.1-9.8-3.95.915.728.319.4%
20221.41.44.7-2.124.0-9.016.7-2.10.22.016.5-13.639.8%
20216.720.4-5.5-2.71.2-3.9-1.71.81.716.1-7.4-0.924.4%
2020-11.4-6.7-32.4-1.15.812.6-8.62.6-10.14.915.38.0-27.6%
2019-8.0-1.0-11.68.3-2.35.8-1.7-6.1-0.213.75.41.71.2%
2018———————31.610.60.610.4-8.747.6%

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 36.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 59.5% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-08-0113162.25884314168
2018-09-0114558.494104572213
2018-10-0114641.498949415665
2018-11-0116169.70844114123
2018-12-0114761.664959105354
2019-01-0113580.756073419348
2019-02-0113449.997395245455
2019-03-0111885.581815340267
2019-04-0112872.870613159219
2019-05-0112573.237015298591
2019-06-0113297.098303436538
2019-07-0113076.128292843872
2019-08-0112277.771024710437
2019-09-0112254.849184711828
2019-10-0113930.140483095143
2019-11-0114688.210880927987
2019-12-0114941.740323336862
2020-01-0113243.961310712486
2020-02-0112352.961605918003
2020-03-018348.498793130393
2020-04-018255.856356469341
2020-05-018736.08626947054
2020-06-019832.94840849497
2020-07-018985.013978849393
2020-08-019215.968881865698
2020-09-018284.161355861566
2020-10-018691.371316442946
2020-11-0110019.796134544255
2020-12-0110823.276086616772
2021-01-0111547.918801118309
2021-02-0113899.14390400611
2021-03-0113131.349089204161
2021-04-0112783.093406497994
2021-05-0112942.070258912601
2021-06-0112433.01439561012
2021-07-0112218.208970774653
2021-08-0112433.53534651918
2021-09-0112649.469498324273
2021-10-0114680.396617292097
2021-11-0113588.223036449199
2021-12-0113467.709726153471
2022-01-0113660.461562505427
2022-02-0113855.297202493619
2022-03-0114500.842203969645
2022-04-0114194.175768836714
2022-05-0117606.14374772084
2022-06-0116026.273290846893
2022-07-0118699.967006442424
2022-08-0118306.3885946481
2022-09-0118347.109590706234
2022-10-0118705.08969038151
2022-11-0121790.42144928543
2022-12-0118824.561098859118
2023-01-0118751.02019553024
2023-02-0119325.28174761665
2023-03-0114516.557556392934
2023-04-0113359.43876222064
2023-05-0111746.574747772935
2023-06-0113291.367843436885
2023-07-0116488.183096879504
2023-08-0114878.965738795216
2023-09-0114297.758174588016
2023-10-0115144.650702415474
2023-11-0117526.26460833174
2023-12-0122483.720284091894
2024-01-0122166.634830777777
2024-02-0119337.697744282563
2024-03-0120108.53143938736
2024-04-0120560.977303905394
2024-05-0121281.539236285964
2024-06-0123066.23022557174
2024-07-0126778.70005383159
2024-08-0127891.972146491396
2024-09-0126522.30538142289
2024-10-0128039.922204664246
2024-11-0130234.080608470664
2024-12-0128401.201660096893
2025-01-0129648.531786687963
2025-02-0127645.47554135482
2025-03-0124493.288415788287
2025-04-0123990.65761369754
2025-05-0125868.077864795872
2025-06-0126706.982478684426
2025-07-0124815.236077586957
2025-08-0124850.052963342423
2025-09-0123353.361001614947
2025-10-0123448.000416760726
2025-11-0125375.43195512876
2025-12-0127692.447948321667
2026-01-0133580.23512251029
2026-02-0133419.000816156426
2026-03-0133748.936391894
2026-04-0136466.56363415354
Annual Return Matrix
YearAnnual Return
20190.012198851872764926
2020-0.2756348422337149
20210.24432839173405219
20220.3977551849296965
20230.19438217794382173
20240.2631896012419195
2025-0.02495506071389264
20260.3168414616940225
Total Factor Risk
0.3615493013004938
VTI.US Exposure
-0.18639645591134
VEA.US Exposure
-0.08171769493678825
VWO.US Exposure
0.03344858956474621
QQQ.US Exposure
0.14327163890220873
VTV.US Exposure
0.15422706282071905
IJR.US Exposure
0.5953368319580173
QUAL.US Exposure
-0.0438871235757106
SHV.US Exposure
0.08388191014861773
TLT.US Exposure
0.005775224348060652
LQD.US Exposure
-0.0068988788724667575
HYG.US Exposure
0.0463677875111049
GLD.US Exposure
-0.0015261983927846666
USO.US Exposure
-0.0017769880643530803
VNQ.US Exposure
-0.050196141637246124
BTC-USD.CC Exposure
-0.009470037714975597
CPER.US Exposure
0.02179893053341858
VIX.INDX Exposure
0.03489340679785729
UUP.US Exposure
0.0018849956300534408
TIP.US Exposure
0.000026674524214776455
Idiosyncratic Exposure
0.26095646636664627
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.2%

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 →11.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.51%
Market Cap$1.2B
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 →
+6.3%
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 →
+29.4%
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 →
0.6% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amalgamated Bank a high-risk investment?

Amalgamated Bank (AMAL.US) has an annualized volatility of 36.2% and experienced a maximum drawdown of 48.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AMAL.US has generated a Compound Annual Growth Rate (CAGR) of 18.0%. It has had a positive return in 75% 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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