AMC Networks Inc

10-Year Study

AMCX.US · Communication Services · US · Common Stock

Executive Summary: AMC Networks Inc has compounded at -18.7% annually over the last 10 years, with a maximum drawdown of 91.0% and an annualized volatility of 56.3%.

1Y CAGR
+27.0%
3Y CAGR
-10.3%
5Y CAGR
-31.7%
10Y CAGR
-18.7%

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 →
91.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +19.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -54.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-19.06.0-16.921.2————————-13.6%
2025-2.7-24.2-5.8-7.03.3-5.1-4.517.916.7-8.017.76.7-3.8%
2024-3.7-28.5-6.3-12.463.3-44.315.2-11.5-11.8-6.816.35.1-47.3%
202318.120.8-21.40.6-36.15.75.6-7.81.20.229.223.319.9%
202223.8-2.8-2.0-19.720.3-25.84.8-12.2-24.210.9-11.3-21.5-54.5%
202138.232.7-19.0-5.46.824.4-25.1-5.0-2.0-14.6-3.0-10.8-3.7%
2020-7.4-15.3-21.6-1.918.5-17.3-1.25.21.7-14.055.28.5-9.4%
201914.74.4-13.62.9-9.73.3-2.0-9.11.4-11.4-11.82.8-28.0%
2018-4.61.9-1.70.69.98.8-3.14.25.6-11.72.2-8.31.5%
20179.64.3-1.91.7-11.20.819.7-5.0-3.8-13.01.34.93.3%
2016———0.4-2.0-5.5-8.4-1.8-4.6-5.612.9-5.3-19.4%

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 56.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 29.7% of variance. Idiosyncratic stock-specific factors contribute 49.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110044.656606097937
2016-05-019846.011703110564
2016-06-019303.972898059748
2016-07-018524.792115799199
2016-08-018367.724052971975
2016-09-017985.833076686172
2016-10-017534.647366800124
2016-11-018507.853403141362
2016-12-018059.747459193101
2017-01-018831.228826609178
2017-02-019210.040036957193
2017-03-019036.033261472128
2017-04-019190.021558361565
2017-05-018158.29996920234
2017-06-018224.514936864798
2017-07-019847.551586079459
2017-08-019359.408684939945
2017-09-019003.695719125346
2017-10-017834.924545734525
2017-11-017936.556821681552
2017-12-018327.68709578072
2018-01-017944.256236526025
2018-02-018095.164767477671
2018-03-017961.194949183863
2018-04-018007.391438250693
2018-05-018803.51093316908
2018-06-019578.072066522946
2018-07-019283.95441946412
2018-08-019672.004927625501
2018-09-0110215.583615645211
2018-10-019020.634431783184
2018-11-019217.739451801663
2018-12-018450.877733292271
2019-01-019692.023406221128
2019-02-0110118.570988604864
2019-03-018740.37573144441
2019-04-018994.456421311981
2019-05-018125.96242685556
2019-06-018390.82229750539
2019-07-018219.895287958116
2019-08-017468.432399137666
2019-09-017570.064675084694
2019-10-016706.190329534956
2019-11-015917.77024946104
2019-12-016082.537727132739
2020-01-015634.431783184479
2020-02-014773.637203572529
2020-03-013743.4554973821987
2020-04-013672.620880813058
2020-05-014353.249153064367
2020-06-013601.7862642439172
2020-07-013557.129658145981
2020-08-013740.37573144441
2020-09-013805.0508161379735
2020-10-013272.2513089005233
2020-11-015076.994148444718
2020-12-015508.16137973514
2021-01-017610.101632275947
2021-02-0110100.092392978135
2021-03-018186.017862642439
2021-04-017742.531567600863
2021-05-018266.091777024947
2021-06-0110286.418232214352
2021-07-017705.574376347398
2021-08-017319.063751154913
2021-09-017174.314752078843
2021-10-016127.194333230675
2021-11-015945.488142901139
2021-12-015303.356944872189
2022-01-016564.521096396675
2022-02-016382.814906067139
2022-03-016256.544502617801
2022-04-015024.6381275023095
2022-05-016045.580535879273
2022-06-014484.139205420388
2022-07-014699.7228210655985
2022-08-014125.346473668002
2022-09-013125.962426855559
2022-10-013466.276562981214
2022-11-013073.606405913151
2022-12-012412.9966122574688
2023-01-012850.323375423468
2023-02-013443.178318447798
2023-03-012707.1142593162917
2023-04-012724.0529719741303
2023-05-011741.6076378195257
2023-06-011840.1601478287648
2023-07-011943.3323067446872
2023-08-011792.4237757930398
2023-09-011813.9821373575608
2023-10-011817.0619032953498
2023-11-012346.781644595011
2023-12-012893.44009855251
2024-01-012785.6482907299046
2024-02-011992.608561749307
2024-03-011867.8780412688636
2024-04-011635.3557129658145
2024-05-012670.1570680628274
2024-06-011487.5269479519557
2024-07-011713.8897443794274
2024-08-011516.7847243609485
2024-09-011338.1582999692023
2024-10-011247.3052048044349
2024-11-011450.569756698491
2024-12-011524.4841392054204
2025-01-011482.9072990452728
2025-02-011124.1145672928858
2025-03-011059.4394825993224
2025-04-01985.5251000923931
2025-05-011017.8626424391747
2025-06-01965.5066214967662
2025-07-01922.3898983677241
2025-08-011087.157376039421
2025-09-011268.863566368956
2025-10-011167.231290421928
2025-11-011373.5756082537728
2025-12-011465.9685863874345
2026-01-011187.2497690175546
2026-02-011258.0843855866956
2026-03-011045.5805358792732
2026-04-011267.3236834000618
Annual Return Matrix
YearAnnual Return
20170.03324417271685132
20180.01479289940828421
2019-0.28024781341107874
2020-0.09443037974683532
2021-0.03718199608610584
2022-0.5450058072009292
20230.1991065730695596
2024-0.4731240021287919
2025-0.03838383838383841
2026-0.13550420168067223
Total Factor Risk
0.5625155289056993
VTI.US Exposure
0.29677159101937345
VEA.US Exposure
0.19198717436565235
VWO.US Exposure
-0.038983515005744235
QQQ.US Exposure
-0.08315131243086127
VTV.US Exposure
-0.08711182521756047
IJR.US Exposure
0.21690857928854784
QUAL.US Exposure
-0.04808536911036014
SHV.US Exposure
0.000939523390260577
TLT.US Exposure
0.001153816583809863
LQD.US Exposure
0.026599238096959413
HYG.US Exposure
-0.019398301162457457
GLD.US Exposure
-0.0015510505082526739
USO.US Exposure
-0.0000058273190020065215
VNQ.US Exposure
-0.03244913788851526
BTC-USD.CC Exposure
0.004821533909937821
CPER.US Exposure
-0.0013493832523792278
VIX.INDX Exposure
0.07593006333028879
UUP.US Exposure
-0.0032736617369812336
TIP.US Exposure
0.007625367490502008
Idiosyncratic Exposure
0.4926224961567818
Value Score
48.3
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
56.3%

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 →4.3x
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$312.1M
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 →
+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 →
+6.8%
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 →
17.8% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AMC Networks Inc a high-risk investment?

AMC Networks Inc (AMCX.US) has an annualized volatility of 56.3% and experienced a maximum drawdown of 91.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMCX.US has generated a Compound Annual Growth Rate (CAGR) of -18.7%. It has had a positive return in 30% 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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