Applied Materials CDR (CAD Hedged)

10-Year Study

AMAT.TO · Technology · CA · Common Stock

Executive Summary: Applied Materials CDR (CAD Hedged) has compounded at -8.3% annually over the last 10 years, with a maximum drawdown of 97.6% and an annualized volatility of 156.5%.

1Y CAGR
+164.5%
3Y CAGR
+67.4%
5Y CAGR
-18.7%
10Y CAGR
-8.3%

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 →
97.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
158.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +677.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -80.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202624.115.5-8.313.9————————49.7%
20253.1360.2-8.01.28.016.2-2.5-10.127.213.78.42.1677.4%
2024-18.553.4-20.5-17.74.5-5.7-8.7-3.69.0-7.6-15.7-21.1-52.4%
202328.118.5-14.0-20.0-19.924.227.1-26.5-19.3-36.810.624.1-32.0%
2022-4.3-26.24.1-15.6-30.3-9.332.3-21.5-38.77.0-21.5-7.3-80.5%
202150.8-21.1-8.0-1.49.59.8-21.4-2.5-10.5-3.9-28.5-4.6-41.8%
202052.2-21.3-23.653.221.75.2-11.44.629.1-11.9-6.6-12.753.9%
2019——————————-1.6-11.8-13.2%

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 156.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.9% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-019843.869853044818
2019-12-018684.157566237243
2020-01-0113213.064847871858
2020-02-0110395.979985377555
2020-03-017939.074173973564
2020-04-0112159.26846243505
2020-05-0114797.629662401985
2020-06-0115564.21797267096
2020-07-0113792.31754585686
2020-08-0114425.080728918143
2020-09-0118617.653788239673
2020-10-0116396.157075894167
2020-11-0115313.718745121025
2020-12-0113361.433558712793
2021-01-0120148.300829470416
2021-02-0115897.465589136425
2021-03-0114620.434328966698
2021-04-0114413.702613312975
2021-05-0115790.174091757246
2021-06-0117335.434594502647
2021-07-0113624.716445539776
2021-08-0113289.757819235105
2021-09-0111890.38835730677
2021-10-0111421.315109714264
2021-11-018160.698862667602
2021-12-017781.907338734827
2022-01-017443.677429324513
2022-02-015496.074560098771
2022-03-015719.489619940192
2022-04-014825.829380574508
2022-05-013365.944924649682
2022-06-013054.5376400203004
2022-07-014040.1152445985394
2022-08-013170.00709559973
2022-09-011944.0702927563789
2022-10-012080.932487385046
2022-11-011633.448260819392
2022-12-011514.2499467929845
2023-01-011940.0141313041331
2023-02-012299.4407473499314
2023-03-011977.173691257159
2023-04-011581.634310878309
2023-05-011266.6289392657393
2023-06-011572.6060885995635
2023-07-011999.4170687306862
2023-08-011470.5483197563938
2023-09-011186.094805717528
2023-10-01749.9939979891142
2023-11-01829.6121697721062
2023-12-011029.7370565200256
2024-01-01839.0328936151183
2024-02-011287.367571432165
2024-03-011022.933196945019
2024-04-01842.3694376707266
2024-05-01880.1831668975299
2024-06-01829.8084517497222
2024-07-01757.5829230836191
2024-08-01730.3674847835922
2024-09-01796.3125516846759
2024-10-01735.8629434200791
2024-11-01620.5899569911622
2024-12-01489.68120188159173
2025-01-01505.0552716572518
2025-02-012324.130963128836
2025-03-012137.3782665413923
2025-04-012162.0160671210992
2025-05-012335.828357562324
2025-06-012714.2927132543164
2025-07-012646.672876081759
2025-08-012379.0066591624477
2025-09-013025.9353761366638
2025-10-013439.3872404585745
2025-11-013726.9678134492165
2025-12-013806.690659403626
2026-01-014724.059472066617
2026-02-015456.167202197441
2026-03-015003.4492520870535
2026-04-015699.5358112163185
Annual Return Matrix
YearAnnual Return
20200.5385987019236185
2021-0.41758440031606037
2022-0.805414035289815
2023-0.31996890031206815
2024-0.5244599591895247
20256.773814156591026
20260.4972416519153764
Total Factor Risk
1.5650090324369232
VTI.US Exposure
0.004554999032130246
VEA.US Exposure
0.0204897291956323
VWO.US Exposure
0.01065668577728905
QQQ.US Exposure
0.13378007374753323
VTV.US Exposure
0.03532422828912439
IJR.US Exposure
0.008198694681143924
QUAL.US Exposure
-0.011621501321538136
SHV.US Exposure
0.4486037167125577
TLT.US Exposure
0.08185066213107144
LQD.US Exposure
0.007653714230853873
HYG.US Exposure
0.03332045025396637
GLD.US Exposure
-0.0019105824233700617
USO.US Exposure
-0.000895584932576083
VNQ.US Exposure
0.023219051296182767
BTC-USD.CC Exposure
-0.0009421932655090918
CPER.US Exposure
0.008912072713145902
VIX.INDX Exposure
0.0035549466929507344
UUP.US Exposure
-0.0016778361231043913
TIP.US Exposure
0.001372282253796751
Idiosyncratic Exposure
0.19555639105871914
Value Score
35.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
156.5%

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 →35.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.64%
Market Cap$206.8B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$6.80.07%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 →
+10.9%
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 →
+51.1%
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 →
2.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Applied Materials CDR (CAD Hedged) a high-risk investment?

Applied Materials CDR (CAD Hedged) (AMAT.TO) has an annualized volatility of 156.5% and experienced a maximum drawdown of 97.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AMAT.TO?

Over the past 10 years, AMAT.TO has generated a Compound Annual Growth Rate (CAGR) of -8.3%. It has had a positive return in 43% 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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