Applied Materials Inc

10-Year Study

AMAT.US · Technology · US · Common Stock

Executive Summary: Applied Materials Inc has compounded at 33.7% annually over the last 10 years, with a maximum drawdown of 47.6% and an annualized volatility of 45.6%.

1Y CAGR
+171.9%
3Y CAGR
+45.6%
5Y CAGR
+24.5%
10Y CAGR
+33.7%

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 →
47.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +89.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202625.415.7-8.214.1————————51.9%
202510.9-12.2-8.23.94.316.8-1.6-10.527.413.98.41.959.6%
20241.422.92.3-3.78.59.7-10.1-6.92.4-10.1-3.6-6.91.1%
202314.54.45.8-8.018.28.44.91.0-9.4-4.413.48.268.0%
2022-12.2-2.7-1.8-16.36.5-22.416.5-11.0-12.97.824.4-11.1-37.5%
202112.022.513.0-0.74.33.1-1.7-3.3-4.76.27.96.983.6%
2020-5.00.5-21.28.413.57.66.4-3.9-3.5-0.439.74.643.3%
201919.4-1.43.411.1-11.816.19.9-2.33.98.77.15.489.9%
20184.97.6-3.4-10.72.6-9.05.3-11.1-10.2-14.914.0-12.2-34.9%
20176.16.17.44.413.2-10.07.32.115.48.3-6.3-3.159.9%
2016———-3.419.8-1.89.713.91.0-3.511.10.254.0%

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 45.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 39.1% of variance. Idiosyncratic stock-specific factors contribute 16.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019664.7546005789
2016-05-0111580.306775686124
2016-06-0111366.915974731146
2016-07-0112467.093448268575
2016-08-0114199.256301366968
2016-09-0114346.728359848725
2016-10-0113837.601149352433
2016-11-0115371.268301958547
2016-12-0115404.70304874184
2017-01-0116349.855274555786
2017-02-0117339.58716274746
2017-03-0118622.57294373666
2017-04-0119441.16963512286
2017-05-0122013.321079208126
2017-06-0119820.62496038537
2017-07-0121260.00929623291
2017-08-0121698.78092582029
2017-09-0125050.706724979398
2017-10-0127137.869472438782
2017-11-0125420.971456339397
2017-12-0124626.090722782104
2018-01-0125835.287655025244
2018-02-0127793.41235131309
2018-03-0126837.85468297733
2018-04-0123971.181677970042
2018-05-0124604.804462191794
2018-06-0122380.78637679322
2018-07-0123563.045361391054
2018-08-0120940.504109357506
2018-09-0118813.35699647166
2018-10-0116004.732627664742
2018-11-0118248.50520800321
2018-12-0116026.177346770613
2019-01-0119129.58737402548
2019-02-0118863.377067883626
2019-03-0119512.79288415626
2019-04-0121682.565337727912
2019-05-0119132.915002852253
2019-06-0122208.85888740994
2019-07-0124414.39014599311
2019-08-0123853.975195960364
2019-09-0124787.87686716951
2019-10-0126953.74067735733
2019-11-0128861.369926686526
2019-12-0130426.517504384017
2020-01-0128906.213686590185
2020-02-0129062.295324417402
2020-03-0122911.83368194207
2020-04-0124841.964040480863
2020-05-0128204.08400414105
2020-06-0130347.76362215038
2020-07-0132295.641334431977
2020-08-0131027.867570936593
2020-09-0129944.90925609009
2020-10-0129834.09393420802
2020-11-0141668.35689083264
2020-12-0143598.17033234032
2021-01-0148842.090807293316
2021-02-0159822.103906530596
2021-03-0167621.90741797129
2021-04-0167171.46267773763
2021-05-0170037.026473136
2021-06-0172202.09799074601
2021-07-0170949.69470326001
2021-08-0168641.27104857282
2021-09-0165390.28332382582
2021-10-0169413.38657539456
2021-11-0174888.02264900382
2021-12-0180062.32701612051
2022-01-0170303.87061334008
2022-02-0168401.99869007626
2022-03-0167178.69894994823
2022-04-0156245.58957131689
2022-05-0159929.11622403921
2022-06-0146486.07677843273
2022-07-0154150.292620058724
2022-08-0148187.81559654349
2022-09-0141969.058333861525
2022-10-0145226.965413788006
2022-11-0156279.86943018318
2022-12-0150004.85939447719
2023-01-0157250.37501848682
2023-02-0159782.96465318712
2023-03-0163221.19752382159
2023-04-0158177.09323699055
2023-05-0168786.94724387821
2023-06-0174587.16274745938
2023-07-0178225.15898671061
2023-08-0178999.9154887917
2023-09-0171599.48025606896
2023-10-0168444.88812828802
2023-11-0177625.23504679809
2023-12-0183994.68635777819
2024-01-0185150.4299507722
2024-02-01104669.03298049903
2024-03-01107062.28476051637
2024-04-01103127.17880458894
2024-05-01111860.19733367137
2024-06-01122735.20525659714
2024-07-01110362.39462508714
2024-08-01102788.86987386702
2024-09-01105284.8555914728
2024-10-0194618.32625551963
2024-11-0191252.56174600156
2024-12-0184943.06057340854
2025-01-0194198.35836977878
2025-02-0182751.5264836999
2025-03-0175972.03735395407
2025-04-0178898.44921932773
2025-05-0182293.79265175042
2025-06-0196111.79776467853
2025-07-0194531.59662800278
2025-08-0184640.9330037396
2025-09-01107796.6343411295
2025-10-01122728.33872092285
2025-11-01133071.24294859605
2025-12-01135571.7711436479
2026-01-01170035.7588050115
2026-02-01196647.01781073713
2026-03-01180531.78677822146
2026-04-01205943.2507236272
Annual Return Matrix
YearAnnual Return
20170.5986085966644723
2018-0.3492195928627655
20190.8985511545281366
20200.43290044041545217
20210.8363689669961161
2022-0.3754258556036132
20230.6797304776954343
20240.01129088346839846
20250.5960311557938931
20260.5190717727322136
Total Factor Risk
0.45622815731113225
VTI.US Exposure
-0.1776825834488668
VEA.US Exposure
0.1291446568640332
VWO.US Exposure
-0.03555542493835799
QQQ.US Exposure
0.17007056177931995
VTV.US Exposure
-0.04117057329472451
IJR.US Exposure
0.10938946184564276
QUAL.US Exposure
0.39083559557610564
SHV.US Exposure
0.20786163823274537
TLT.US Exposure
0.05401914971551723
LQD.US Exposure
-0.020893014279847445
HYG.US Exposure
0.019243448712451823
GLD.US Exposure
0.0028019686433988864
USO.US Exposure
0.00004829579186137159
VNQ.US Exposure
-0.012936044552543234
BTC-USD.CC Exposure
-0.00820963030833396
CPER.US Exposure
0.0403387928479037
VIX.INDX Exposure
-0.025505289942293754
UUP.US Exposure
0.004867282747058001
TIP.US Exposure
0.026635346257308897
Idiosyncratic Exposure
0.1666963617516209
Value Score
35.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.6%

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 →36.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.53%
Market Cap$279.8B
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
$243
Avg Yield on Cost
2.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$242.972.43%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 →
+9.4%
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 →
+51.3%
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 →
2.4% 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 →
1.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Applied Materials Inc a high-risk investment?

Applied Materials Inc (AMAT.US) has an annualized volatility of 45.6% and experienced a maximum drawdown of 47.6% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, AMAT.US has generated a Compound Annual Growth Rate (CAGR) of 33.7%. It has had a positive return in 80% 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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