AMC Entertainment Holdings Inc

10-Year Study

AMC.US · Communication Services · US · Common Stock

Executive Summary: AMC Entertainment Holdings Inc has compounded at -39.1% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 360.8%.

1Y CAGR
-57.9%
3Y CAGR
-68.1%
5Y CAGR
-64.5%
10Y CAGR
-39.1%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
195.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +1183.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -85.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.9-16.5-15.564.3————————3.2%
2025-21.96.1-13.0-7.033.3-12.9-6.5-3.13.2-10.7-5.4-36.3-60.8%
2024-33.86.7-13.9-21.247.815.06.6-9.2-5.6-3.512.8-19.6-35.0%
202331.433.5-29.89.8-18.2-2.213.0-74.7-36.333.7-37.7-8.0-85.0%
2022-41.017.430.6-37.9-6.3-5.57.5-37.4-23.6-4.48.6-43.7-85.0%
2021525.5-39.627.5-1.8160.4117.0-34.727.3-19.2-7.1-4.0-19.91183.0%
2020-9.9-4.0-49.255.74.3-16.4-5.845.5-19.9-49.980.9-50.4-70.5%
201919.3-4.27.32.1-21.0-20.726.8-6.1-2.1-12.4-10.6-11.5-36.6%
2018-15.217.2-5.124.2-15.28.92.516.917.2-6.0-29.1-8.8-7.8%
20170.3-7.11.0-3.7-25.72.0-10.3-34.311.3-5.42.57.5-53.1%
2016———0.72.0-3.36.63.42.91.27.9-0.322.6%

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 360.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.1% of variance. Idiosyncratic stock-specific factors contribute 6.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110067.877680894977
2016-05-0110267.949283599053
2016-06-019932.90284466513
2016-07-0110584.0668092489
2016-08-0110940.224828751756
2016-09-0111258.908273757888
2016-10-0111389.279411324818
2016-11-0112294.623627770634
2016-12-0112258.195985761717
2017-01-0112294.623627770634
2017-02-0111420.341524333702
2017-03-0111534.840417576499
2017-04-0111113.057491549758
2017-05-018252.267730549489
2017-06-018418.795429391881
2017-07-017549.163762675361
2017-08-014958.763011875206
2017-09-015519.834696838264
2017-10-015219.435179922825
2017-11-015350.862597589064
2017-12-015750.748743681014
2018-01-014874.802765397385
2018-02-015712.661900631151
2018-03-015420.57708414346
2018-04-016732.318058089797
2018-05-015709.9323980736435
2018-06-016219.222989141814
2018-07-016375.683310400525
2018-08-017451.336334539798
2018-09-018734.660569531274
2018-10-018206.319546229546
2018-11-015816.004419550715
2018-12-015304.792894319643
2019-01-016328.599391283539
2019-02-016060.771626633962
2019-03-016502.876260058029
2019-04-016638.626948042235
2019-05-015246.089894110256
2019-06-014160.677963566749
2019-07-015275.544217941431
2019-08-014954.4631105859835
2019-09-014852.363823995693
2019-10-014249.218539678741
2019-11-013799.710597948012
2019-12-013363.069643444707
2020-01-013028.621451646675
2020-02-012907.845637282762
2020-03-011476.8665310639826
2020-04-012299.423626275014
2020-05-012397.5688732015196
2020-06-012004.983211689749
2020-07-011888.1427417666239
2020-08-012748.0902829708953
2020-09-012201.2783793485087
2020-10-011102.976092548832
2020-11-011995.6356001914392
2020-12-01990.8094283748617
2021-01-016197.223385480542
2021-02-013743.573517094912
2021-03-014771.7687176572645
2021-04-014687.644887978224
2021-05-0112207.499214800635
2021-06-0126490.08872752834
2021-07-0117301.751181538093
2021-08-0122026.781841703803
2021-09-0117787.808284227212
2021-10-0116530.601275762016
2021-11-0115862.27509646735
2021-12-0112712.251540486375
2022-01-017505.837583380695
2022-02-018814.451781280846
2022-03-0111515.80400676019
2022-04-017150.642367862163
2022-05-016701.975711166281
2022-06-016332.759078400286
2022-07-016804.794763841943
2022-08-014262.510843229338
2022-09-013257.642607161018
2022-10-013112.754628937214
2022-11-013379.161556639047
2022-12-011902.238939906075
2023-01-012500.486075797912
2023-02-013337.097304896653
2023-03-012341.576680326643
2023-04-012570.5931620352367
2023-05-012103.212587119739
2023-06-012056.474529628189
2023-07-012322.881457330023
2023-08-01586.5626215189495
2023-09-01373.43707935748256
2023-10-01499.1624540097514
2023-11-01310.8080823188059
2023-12-01286.0369118482845
2024-01-01189.2891328407765
2024-02-01201.90840836349494
2024-03-01173.8655738685651
2024-04-01136.9425084502408
2024-05-01202.37578893841047
2024-06-01232.75552630791782
2024-07-01248.1790852801292
2024-08-01225.27743710926984
2024-09-01212.6581615865514
2024-10-01205.18007238790344
2024-11-01231.3533845831713
2024-12-01186.01746881636805
2025-01-01145.35535879871975
2025-02-01154.23558972211418
2025-03-01134.1382250007478
2025-04-01124.79061350243785
2025-05-01166.38748466991714
2025-06-01144.88797822380425
2025-07-01135.5403667254943
2025-08-01131.3339415512548
2025-09-01135.5403667254943
2025-10-01121.05156890311386
2025-11-01114.50824085429691
2025-12-0172.91136968681762
2026-01-0164.96589991325415
2026-02-0154.21614669019772
2026-03-0145.803296341718756
2026-04-0175.24827256139511
Annual Return Matrix
YearAnnual Return
2017-0.5308650024554435
2018-0.07754744107911038
2019-0.3660318677010235
2020-0.7053853968483386
202111.830168119551681
2022-0.8503617605545513
2023-0.8496314496314497
2024-0.34967320261437906
2025-0.6080402010050251
20260.03205128205128216
Total Factor Risk
3.6075027522378025
VTI.US Exposure
-0.008931430832869286
VEA.US Exposure
-0.006330118310180478
VWO.US Exposure
0.008374614291526037
QQQ.US Exposure
-0.0019579834494647137
VTV.US Exposure
0.00032843785897458374
IJR.US Exposure
0.022018044180681918
QUAL.US Exposure
0.03081155622862551
SHV.US Exposure
0.8608695891972766
TLT.US Exposure
-0.001281166368252627
LQD.US Exposure
-0.00019864347245898838
HYG.US Exposure
0.015734513911023915
GLD.US Exposure
-0.000024880935236282033
USO.US Exposure
0.0009369191996654206
VNQ.US Exposure
0.005886983867439039
BTC-USD.CC Exposure
-0.00003444837240617687
CPER.US Exposure
-0.0003459412194661433
VIX.INDX Exposure
-0.000383724441789938
UUP.US Exposure
0.00971562895748012
TIP.US Exposure
0.0023125594471102248
Idiosyncratic Exposure
0.06249949026232121
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
360.8%

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$652.7M
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 →
+34.5%
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 →
-26.2%
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 →
59.9% 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 →
2.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AMC Entertainment Holdings Inc a high-risk investment?

AMC Entertainment Holdings Inc (AMC.US) has an annualized volatility of 360.8% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMC.US has generated a Compound Annual Growth Rate (CAGR) of -39.1%. It has had a positive return in 20% 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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