Amcor Plc

10-Year Study

AMC.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: Amcor Plc has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 27.5% and an annualized volatility of 40.3%.

1Y CAGR
-19.9%
3Y CAGR
-4.9%
5Y CAGR
-1.8%
10Y CAGR
+0.7%

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 →
27.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -15.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.410.0-17.0-0.8————————-9.8%
20254.83.7-4.5-4.8-0.6-0.83.9-10.9-5.0-1.69.9-4.1-11.2%
20242.7-5.15.6-4.38.70.38.73.1-1.02.4-0.1-9.310.7%
2023-5.1-0.51.0-1.7-7.7-0.63.0-1.4-4.4-2.94.7-0.6-15.7%
20221.8-4.7-3.510.49.5-1.62.5-3.6-5.78.70.4-1.511.5%
2021-6.30.18.1-1.62.5-1.64.111.0-4.9-3.02.41.812.0%
20202.1-9.3-8.57.97.0-2.7-0.55.12.3-3.43.80.83.1%
20193.010.34.35.32.8-1.8-4.1-6.9-0.2-2.210.72.124.1%
2018-5.6-2.81.9-3.12.42.54.6-5.1-2.1-2.81.0-1.3-10.4%
2017-4.30.07.24.3-2.45.7-5.45.0-3.84.1-2.70.07.0%
2016———7.35.7-8.30.66.5-3.6-3.0-2.24.06.0%

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 40.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.6% of variance. Idiosyncratic stock-specific factors contribute 8.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110731.702549981106
2016-05-0111344.96193053245
2016-06-0110404.192201948426
2016-07-0110466.910183854028
2016-08-0111149.83690718694
2016-09-0110746.773976380859
2016-10-0110427.559427893864
2016-11-0110200.554211529858
2016-12-0110604.898430747447
2017-01-0110143.80833662704
2017-02-0110145.589110351504
2017-03-0110874.924534284237
2017-04-0111344.28871119759
2017-05-0111077.107502269399
2017-06-0111705.351442209549
2017-07-0111077.107502269399
2017-08-0111633.143239357703
2017-09-0111189.81744897649
2017-10-0111653.29638589801
2017-11-0111344.310427950328
2017-12-0111344.310427950328
2018-01-0110711.614553699013
2018-02-0110416.288433223157
2018-03-0110618.623418477482
2018-04-0110288.897961665587
2018-05-0110536.186625086324
2018-06-0110798.459847895863
2018-07-0111293.058891490073
2018-08-0110716.023054504703
2018-09-0110490.603161090528
2018-10-0110199.20777286014
2018-11-0110298.88766792479
2018-12-0110160.855987525896
2019-01-0110467.605119941625
2019-02-0111541.194508267567
2019-03-0112041.809092370035
2019-04-0112674.157498577551
2019-05-0113029.964775427059
2019-06-0112800.679300025626
2019-07-0112278.84744849872
2019-08-0111432.849628860695
2019-09-0111408.809183580397
2019-10-0111152.616651537328
2019-11-0112345.517879402527
2019-12-0112604.577022806932
2020-01-0112863.636166211338
2020-02-0111673.601549707475
2020-03-0110683.751959936933
2020-04-0111527.621537806694
2020-05-0112336.831178307568
2020-06-0112005.194647254784
2020-07-0111947.16748394046
2020-08-0112560.687465524656
2020-09-0112848.36928903695
2020-10-0112412.535778350133
2020-11-0112887.828628760797
2020-12-0112989.441314819076
2021-01-0112176.539826352844
2021-02-0112185.81287977171
2021-03-0113169.92924681958
2021-04-0112964.55391618202
2021-05-0113282.552326515719
2021-06-0113075.157337873581
2021-07-0113610.953061410633
2021-08-0115114.621020947978
2021-09-0114377.967051342746
2021-10-0113950.472773707092
2021-11-0114289.449567185118
2021-12-0114553.742447999233
2022-01-0114818.03532881335
2022-02-0114116.280180857117
2022-03-0113626.74114065072
2022-04-0115041.935049535912
2022-05-0116464.295486824445
2022-06-0116203.82475449211
2022-07-0116608.016956440537
2022-08-0116006.2023045818
2022-09-0115094.511307913148
2022-10-0116409.829870959053
2022-11-0116481.79918953079
2022-12-0116234.163058066251
2023-01-0115399.523100109884
2023-02-0115317.672659042639
2023-03-0115465.932929980845
2023-04-0115197.209831608301
2023-05-0114020.683035307096
2023-06-0113936.291734169572
2023-07-0114358.3133901154
2023-08-0114161.364159539951
2023-09-0113532.077815468409
2023-10-0113142.73987239236
2023-11-0113759.777967920012
2023-12-0113682.748645960466
2024-01-0114058.27473429553
2024-02-0113341.62189396144
2024-03-0114093.108405686315
2024-04-0113488.014524164231
2024-05-0114667.64681610688
2024-06-0114717.052428584457
2024-07-0116001.967537798007
2024-08-0116496.153963090204
2024-09-0116335.38484257526
2024-10-0116725.287421222478
2024-11-0116709.58620899334
2024-12-0115150.974865030379
2025-01-0115879.680503133724
2025-02-0116462.471279594505
2025-03-0115724.427437814076
2025-04-0114965.88298144955
2025-05-0114871.480257300085
2025-06-0114757.16327089043
2025-07-0115328.748202938712
2025-08-0113655.580988285983
2025-09-0112971.0472252505
2025-10-0112759.960388643005
2025-11-0114027.024327106417
2025-12-0113448.359733665744
2026-01-0113392.634546141584
2026-02-0114732.64505704991
2026-03-0112224.360115880592
2026-04-0112126.634728562307
Annual Return Matrix
YearAnnual Return
20170.06972362838092439
2018-0.10432140833422665
20190.24050346135021505
20200.03053369353971691
20210.12042866935281626
20220.11546312682605087
2023-0.15716328602712093
20240.10730491782463436
2025-0.11237660589711651
2026-0.09828150282109993
Total Factor Risk
0.40253591454775706
VTI.US Exposure
0.0035625742187000353
VEA.US Exposure
0.01175405830410871
VWO.US Exposure
0.013159823165719795
QQQ.US Exposure
-0.0018316746704843557
VTV.US Exposure
0.07225356360910491
IJR.US Exposure
0.0003964944052885758
QUAL.US Exposure
0.03242963710856361
SHV.US Exposure
0.7358148880336909
TLT.US Exposure
0.0005582336254860915
LQD.US Exposure
0.012340044966166308
HYG.US Exposure
0.0073193021542914865
GLD.US Exposure
-0.0007889864658572942
USO.US Exposure
0.017452854837913128
VNQ.US Exposure
-0.0067760438437488415
BTC-USD.CC Exposure
-0.00007683746349971463
CPER.US Exposure
0.0005041836839848403
VIX.INDX Exposure
-0.0013508790303614644
UUP.US Exposure
0.0138410698492592
TIP.US Exposure
0.00018123270418116444
Idiosyncratic Exposure
0.08925646080749317
Value Score
38
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.3%

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 →29.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.57%
Market Cap$26.8B
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
$417
Avg Yield on Cost
2.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$214.782.15%Solid
2026$201.972.02%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 →
-10.5%
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 →
-11.8%
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 →
22.9% 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 →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amcor Plc a high-risk investment?

Amcor Plc (AMC.AU) has an annualized volatility of 40.3% and experienced a maximum drawdown of 27.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMC.AU has generated a Compound Annual Growth Rate (CAGR) of 0.7%. It has had a positive return in 60% 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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