Ambarella Inc

10-Year Study

AMBA.US · Technology · US · Common Stock

Executive Summary: Ambarella Inc has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 77.8% and an annualized volatility of 71.6%.

1Y CAGR
+9.7%
3Y CAGR
-7.7%
5Y CAGR
-10.8%
10Y CAGR
+3.4%

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 →
77.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +121.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -59.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.6-5.8-14.711.3————————-19.1%
20255.5-19.9-18.1-4.69.725.50.024.80.03.3-13.0-4.5-2.6%
2024-14.26.3-9.1-9.526.7-7.4-2.413.4-5.5-0.427.31.718.7%
20239.35.0-17.9-19.916.715.7-0.3-25.5-14.7-15.230.54.4-25.5%
2022-30.9-0.3-24.9-21.83.8-23.232.2-21.6-17.2-2.635.610.8-59.5%
20212.819.2-10.8-2.93.06.2-7.65.250.419.3-3.413.0121.0%
2020-2.30.5-18.38.37.9-19.3-1.116.4-1.04.842.917.551.6%
20198.66.27.016.0-24.416.413.211.912.5-16.24.010.673.1%
2018-14.2-4.61.9-4.94.9-21.01.5-2.21.0-10.115.0-12.5-40.5%
2017-8.418.8-7.22.84.1-17.13.18.7-9.915.2-3.88.38.5%
2016———-8.10.622.914.124.22.2-16.60.2-12.021.1%

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 71.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 80.3% of variance. Idiosyncratic stock-specific factors contribute 17.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019194.630872483222
2016-05-019248.322147651006
2016-06-0111366.8903803132
2016-07-0112970.917225950781
2016-08-0116116.331096196867
2016-09-0116467.561521252796
2016-10-0113729.306487695747
2016-11-0113762.863534675616
2016-12-0112109.619686800894
2017-01-0111098.434004474271
2017-02-0113187.919463087248
2017-03-0112239.37360178971
2017-04-0112577.18120805369
2017-05-0113096.196868008947
2017-06-0110861.297539149888
2017-07-0111196.868008948544
2017-08-0112170.022371364652
2017-09-0110964.205816554808
2017-10-0112626.398210290825
2017-11-0112140.939597315437
2017-12-0113143.17673378076
2018-01-0111275.167785234898
2018-02-0110756.152125279641
2018-03-0110959.73154362416
2018-04-0110422.818791946309
2018-05-0110930.648769574944
2018-06-018637.58389261745
2018-07-018765.100671140939
2018-08-018570.469798657718
2018-09-018653.243847874719
2018-10-017780.76062639821
2018-11-018946.308724832215
2018-12-017825.503355704697
2019-01-018501.118568232661
2019-02-019031.31991051454
2019-03-019664.429530201343
2019-04-0111212.527964205816
2019-05-018480.98434004474
2019-06-019872.48322147651
2019-07-0111174.496644295303
2019-08-0112498.881431767337
2019-09-0114057.04697986577
2019-10-0111774.049217002235
2019-11-0112246.085011185682
2019-12-0113548.098434004474
2020-01-0113230.425055928412
2020-02-0113299.776286353466
2020-03-0110863.534675615212
2020-04-0111762.863534675615
2020-05-0112693.512304250558
2020-06-0110246.085011185682
2020-07-0110129.753914988814
2020-08-0111789.709172259509
2020-09-0111673.37807606264
2020-10-0112230.425055928412
2020-11-0117478.747203579416
2020-12-0120541.3870246085
2021-01-0121109.619686800892
2021-02-0125165.548098434
2021-03-0122458.612975391497
2021-04-0121809.843400447426
2021-05-0122456.37583892617
2021-06-0123854.586129753912
2021-07-0122033.557046979862
2021-08-0123170.022371364652
2021-09-0134841.16331096197
2021-10-0141572.70693512304
2021-11-0140161.07382550335
2021-12-0145389.26174496644
2022-01-0131353.46756152125
2022-02-0131255.03355704698
2022-03-0123472.035794183445
2022-04-0118362.41610738255
2022-05-0119064.876957494405
2022-06-0114644.295302013421
2022-07-0119362.41610738255
2022-08-0115185.682326621922
2022-09-0112568.232662192393
2022-10-0112243.847874720357
2022-11-0116599.552572706936
2022-12-0118395.973154362415
2023-01-0120098.43400447427
2023-02-0121098.434004474275
2023-03-0117319.910514541385
2023-04-0113865.771812080537
2023-05-0116178.970917225948
2023-06-0118718.120805369126
2023-07-0118662.192393736015
2023-08-0113903.80313199105
2023-09-0111863.534675615212
2023-10-0110064.876957494407
2023-11-0113134.228187919463
2023-12-0113711.409395973153
2024-01-0111758.389261744966
2024-02-0112494.40715883669
2024-03-0111357.941834451902
2024-04-0110284.116331096197
2024-05-0113033.557046979864
2024-06-0112069.351230425056
2024-07-0111776.28635346756
2024-08-0113355.704697986577
2024-09-0112618.568232662194
2024-10-0112570.469798657718
2024-11-0116006.71140939597
2024-12-0116272.930648769572
2025-01-0117163.31096196868
2025-02-0113742.729306487696
2025-03-0111259.507829977629
2025-04-0110736.017897091722
2025-05-0111776.28635346756
2025-06-0114779.642058165547
2025-07-0114785.234899328858
2025-08-0118451.901565995526
2025-09-0118460.85011185682
2025-10-0119067.11409395973
2025-11-0116595.078299776287
2025-12-0115847.874720357942
2026-01-0114326.621923937362
2026-02-0113498.881431767339
2026-03-0111516.778523489933
2026-04-0112823.266219239373
Annual Return Matrix
YearAnnual Return
20170.0853500831331977
2018-0.40459574468085113
20190.7312750142938824
20200.5161822985468956
20211.2096493138749729
2022-0.5947064912021292
2023-0.2546515870120395
20240.18681677271985642
2025-0.026120428924938044
2026-0.19085262563523442
Total Factor Risk
0.7161718591395434
VTI.US Exposure
0.8034548385664481
VEA.US Exposure
0.02499649734475385
VWO.US Exposure
0.055817030175528574
QQQ.US Exposure
-0.11840626914534683
VTV.US Exposure
-0.0743672896104994
IJR.US Exposure
0.07810808411468646
QUAL.US Exposure
-0.06482988428156401
SHV.US Exposure
0.13261342009114588
TLT.US Exposure
-0.005800068517363954
LQD.US Exposure
0.05998567009672538
HYG.US Exposure
-0.019712522920913078
GLD.US Exposure
-0.0014000627926770137
USO.US Exposure
0.004680605251963501
VNQ.US Exposure
-0.03737779126225237
BTC-USD.CC Exposure
-0.005923601154993535
CPER.US Exposure
-0.004262697321838568
VIX.INDX Exposure
-0.02356870223973318
UUP.US Exposure
0.012991830141441934
TIP.US Exposure
0.004187864947827584
Idiosyncratic Exposure
0.17881304851666077
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
71.6%

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 →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$2.2B
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 →
-0.9%
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 →
-19.3%
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 →
40.0% 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 →
2.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ambarella Inc a high-risk investment?

Ambarella Inc (AMBA.US) has an annualized volatility of 71.6% and experienced a maximum drawdown of 77.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMBA.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 50% 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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