Amcor PLC

10-Year Study

AMCR.US · Consumer Cyclical · US · Common Stock

Executive Summary: Amcor PLC has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 29.1% and an annualized volatility of 38.9%.

1Y CAGR
-8.5%
3Y CAGR
-1.2%
5Y CAGR
-3.1%
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 →
29.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -17.8%
% 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.
20266.110.9-17.91.1————————-2.4%
20253.35.4-4.2-5.20.40.91.7-7.7-3.7-3.49.5-2.1-6.2%
2024-2.2-2.65.0-6.015.2-3.87.78.60.2-1.8-3.2-11.62.6%
20231.3-6.62.2-3.6-11.13.52.8-5.1-4.7-2.98.11.7-15.0%
20220.0-2.2-2.64.711.5-5.14.2-7.3-9.77.97.8-3.63.2%
2021-7.11.06.80.61.4-2.90.911.2-8.94.1-5.36.16.2%
2020-2.3-12.0-11.810.515.10.00.97.40.9-5.69.73.913.4%
20194.210.42.53.41.43.0-7.7-7.40.5-2.49.05.723.1%
2018-0.4-3.7-3.20.9-4.00.85.7-6.9-1.4-9.59.6-5.7-17.8%
20170.01.98.70.4-5.213.0-1.03.8-3.50.0-6.24.415.7%
2016———5.16.9-4.90.64.11.90.00.0-9.23.5%

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 38.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.3% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110506.213877159882
2016-05-0111232.084568622167
2016-06-0110678.136136315994
2016-07-0110744.976492079177
2016-08-0111184.35001347588
2016-09-0111398.496690923248
2016-10-0111398.496690923248
2016-11-0111398.496690923248
2016-12-0110347.228461054712
2017-01-0110347.228461054712
2017-02-0110543.616925702992
2017-03-0111456.143503129397
2017-04-0111505.734734824664
2017-05-0110910.610008085527
2017-06-0112328.991105920402
2017-07-0112200.041924954332
2017-08-0112666.217470727399
2017-09-0112224.627916030306
2017-10-0112224.627916030306
2017-11-0111463.749887701017
2017-12-0111971.011888719191
2018-01-0111920.282693977779
2018-02-0111483.933758572155
2018-03-0111111.819842481957
2018-04-0111215.19480130566
2018-05-0110770.7004462013
2018-06-0110853.412391818645
2018-07-0111473.602251968976
2018-08-0110677.686940376725
2018-09-0110524.301500314437
2018-10-019519.480130566286
2018-11-0110429.10190758542
2018-12-019836.792142065702
2019-01-0110249.303746294132
2019-02-0111317.611475458929
2019-03-0111599.227382984458
2019-04-0111997.664181115804
2019-05-0112161.261342197467
2019-06-0112532.117509657712
2019-07-0111561.405084898031
2019-08-0110710.65792231905
2019-09-0110765.998862036951
2019-10-0110512.023477974426
2019-11-0111459.497499475938
2019-12-0112107.29793669332
2020-01-0111828.07774084389
2020-02-0110409.576857425209
2020-03-019177.102985655676
2020-04-0110137.753421375737
2020-05-0111673.434552151646
2020-06-0111673.434552151646
2020-07-0111776.330368640134
2020-08-0112645.254993561526
2020-09-0112764.441649447488
2020-10-0112048.243643877458
2020-11-0113218.608690444105
2020-12-0113731.949809840386
2021-01-0112763.603150360854
2021-02-0112896.864612343903
2021-03-0113769.233072799687
2021-04-0113851.765340041327
2021-05-0114049.561285299314
2021-06-0113644.7159584344
2021-07-0113763.782828736561
2021-08-0115299.703530680083
2021-09-0113934.058036115353
2021-10-0114511.155032491839
2021-11-0113747.402150151229
2021-12-0114585.36220165903
2022-01-0114585.36220165903
2022-02-0114267.990297367713
2022-03-0113899.949091126882
2022-04-0114550.145240020362
2022-05-0116220.585152576887
2022-06-0115390.980145539483
2022-07-0116034.857604887251
2022-08-0114870.931033450122
2022-09-0113421.944718953075
2022-10-0114485.191507202106
2022-11-0115608.480819333392
2022-12-0115052.376246518732
2023-01-0115241.966879286078
2023-02-0114233.761566795436
2023-03-0114540.412661336208
2023-04-0114016.530410565087
2023-05-0112466.475009732578
2023-06-0112906.177941484742
2023-07-0113268.259814931274
2023-08-0112595.813493846015
2023-09-0112001.46737340161
2023-10-0111647.710598029527
2023-11-0112588.656305213668
2023-12-0112801.125984487766
2024-01-0112522.265145389752
2024-02-0112197.765998862036
2024-03-0112803.61153535172
2024-04-0112036.205192705058
2024-05-0113864.282933548946
2024-06-0113332.614619830503
2024-07-0114355.044470397988
2024-08-0115595.603869074357
2024-09-0115619.68077141916
2024-10-0115343.934357500075
2024-11-0114852.274428772498
2024-12-0113135.327763303685
2025-01-0113568.05318479921
2025-02-0114303.836133321354
2025-03-0113710.20872637978
2025-04-0113003.473781930343
2025-05-0113058.365525708981
2025-06-0113173.030275806308
2025-07-0113402.359776000958
2025-08-0112370.317132333124
2025-09-0111907.106279759231
2025-10-0111499.535830862755
2025-11-0112591.920462372354
2025-12-0112325.876680741472
2026-01-0113079.627466834367
2026-02-0114503.03955918905
2026-03-0111903.692390620789
2026-04-0112032.461893211153
Annual Return Matrix
YearAnnual Return
20170.15692931046957526
2018-0.17828231786025206
20190.2308177057963956
20200.13418781644278122
20210.06214793992380341
20220.03201936560797791
2023-0.14956112079324535
20240.026107217382353776
2025-0.06162397293378452
2026-0.023804780392518876
Total Factor Risk
0.3893629740842233
VTI.US Exposure
-0.03311416228029415
VEA.US Exposure
0.0032019262973423186
VWO.US Exposure
0.03020899950009089
QQQ.US Exposure
0.023172868351948706
VTV.US Exposure
0.2763390641588038
IJR.US Exposure
0.0022112733224753014
QUAL.US Exposure
0.018625044799160363
SHV.US Exposure
0.5525638077229119
TLT.US Exposure
0.007175745329074035
LQD.US Exposure
0.00912601377809467
HYG.US Exposure
0.010165550399010306
GLD.US Exposure
-0.001871901898743563
USO.US Exposure
0.013437361735333093
VNQ.US Exposure
-0.016776862371514628
BTC-USD.CC Exposure
0.00003821155001166277
CPER.US Exposure
-0.0006514651501336334
VIX.INDX Exposure
0.0046626185338849765
UUP.US Exposure
0.0018695976388120531
TIP.US Exposure
0.004513826939466418
Idiosyncratic Exposure
0.09510248164426545
Value Score
38
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
76
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.9%

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 →30.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.33%
Market Cap$18.4B
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
$195
Avg Yield on Cost
1.95%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$194.651.95%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 →
-8.0%
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 →
-5.0%
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 →
19.5% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amcor PLC a high-risk investment?

Amcor PLC (AMCR.US) has an annualized volatility of 38.9% and experienced a maximum drawdown of 29.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMCR.US 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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