Ametek Inc

10-Year Study

AME.US · Industrials · US · Common Stock

Executive Summary: Ametek Inc has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 27.6% and an annualized volatility of 19.9%.

1Y CAGR
+32.5%
3Y CAGR
+17.9%
5Y CAGR
+12.2%
10Y CAGR
+17.9%

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 →
27.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +50.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.16.8-10.47.4————————12.1%
20252.42.6-8.9-1.55.41.42.1-0.01.97.5-2.13.914.7%
2024-1.711.21.7-4.5-2.9-1.54.1-1.40.66.86.0-7.110.0%
20233.7-2.32.8-5.15.211.8-2.00.6-7.2-4.710.36.418.8%
2022-7.0-5.12.8-5.2-3.8-9.412.4-2.7-5.514.39.8-1.7-4.3%
2021-6.44.28.55.60.1-1.04.2-2.2-8.76.83.17.922.3%
2020-2.6-11.5-16.116.59.3-2.44.38.0-1.1-1.220.72.222.2%
20197.79.24.46.3-7.111.1-1.4-4.17.0-0.28.00.948.3%
20185.3-0.70.5-8.14.6-1.07.8-1.13.0-15.29.5-7.6-5.9%
20175.15.60.45.86.7-0.61.72.74.62.27.7-0.250.0%
2016———-3.8-0.6-3.11.73.7-1.8-7.77.42.8-2.2%

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 19.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 26.0% of variance. Idiosyncratic stock-specific factors contribute 21.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019621.852778270259
2016-05-019567.83174659458
2016-06-019267.351773252647
2016-07-019427.727378559483
2016-08-019772.509297213934
2016-09-019596.09185925054
2016-10-018857.014083062943
2016-11-019509.730834709313
2016-12-019779.109731689134
2017-01-0110282.152553342832
2017-02-0110859.637168349527
2017-03-0110900.11556100489
2017-04-0111528.972489645435
2017-05-0112298.91637527208
2017-06-0112225.948465345582
2017-07-0112429.81431204889
2017-08-0112766.885043500923
2017-09-0113348.513620605318
2017-10-0113641.581455556006
2017-11-0114692.652584315743
2017-12-0114666.57125585548
2018-01-0115441.68441378957
2018-02-0115328.366274983926
2018-03-0115402.48765889638
2018-04-0114151.545121125451
2018-05-0114806.419296338147
2018-06-0114657.258021450343
2018-07-0115802.871295799861
2018-08-0115632.242588395626
2018-09-0116099.250028302831
2018-10-0113649.378085275905
2018-11-0114941.461195212656
2018-12-0113802.555158485187
2019-01-0114862.72591535637
2019-02-0116224.63692270229
2019-03-0116945.0241481915
2019-04-0118007.031919188466
2019-05-0116724.47564995055
2019-06-0118582.74360195749
2019-07-0118331.13674861316
2019-08-0117578.32408774092
2019-09-0118812.54125271547
2019-10-0118777.723426843047
2019-11-0120285.677057188812
2019-12-0120464.871376970248
2020-01-0119933.440278884376
2020-02-0117645.67415214322
2020-03-0114811.738093051174
2020-04-0117248.815019085723
2020-05-0118861.20076641938
2020-06-0118415.532595252385
2020-07-0119215.06095255591
2020-08-0120750.20666408915
2020-09-0120519.960440114406
2020-10-0120272.241221315348
2020-11-0124469.13495859242
2020-12-0125005.991656538168
2021-01-0123418.042469203312
2021-02-0124391.894922792002
2021-03-0126453.30246010368
2021-04-0127944.44527513559
2021-05-0127979.64759233666
2021-06-0127688.908065987256
2021-07-0128840.011022084756
2021-08-0128201.200040157986
2021-09-0125760.107315801954
2021-10-0127502.921066066294
2021-11-0128354.612080290335
2021-12-0130587.737717104093
2022-01-0128451.333010075807
2022-02-0126999.322868048985
2022-03-0127751.921922627524
2022-04-0126309.929915775036
2022-05-0125311.8117872225
2022-06-0122940.226550835097
2022-07-0125781.403863283424
2022-08-0125084.150199401476
2022-09-0123716.194133943965
2022-10-0127114.37121783356
2022-11-0129782.719678052596
2022-12-0129263.421417448648
2023-01-0130352.514466486235
2023-02-0129648.788531905302
2023-03-0130492.554752633234
2023-04-0128939.914685646294
2023-05-0130437.999705223312
2023-06-0134021.54433078216
2023-07-0133332.21546039632
2023-08-0133523.45717514221
2023-09-0131105.284406099738
2023-10-0129633.814730717222
2023-11-0132677.81121902976
2023-12-0134766.92349263379
2024-01-0134168.09960888688
2024-02-0137990.79784086758
2024-03-0138624.26866545196
2024-04-0136884.16771511755
2024-05-0135811.39418691832
2024-06-0135262.08424205011
2024-07-0136694.058113728264
2024-08-0136180.078649837335
2024-09-0136380.48407458277
2024-10-0138844.539475511105
2024-11-0141183.613833998
2024-12-0138247.189475190695
2025-01-0139159.566037453726
2025-02-0140165.28855006184
2025-03-0136589.90368492217
2025-04-0136045.7630123614
2025-05-0137992.80574002832
2025-06-0138531.05087888309
2025-07-0139359.33064331808
2025-08-0139348.69304989202
2025-09-0140095.50337391141
2025-10-0143104.78883949837
2025-11-0142204.78008164032
2025-12-0143855.50815869239
2026-01-0147843.53766199367
2026-02-0151098.89757791824
2026-03-0145788.64511663972
2026-04-0149180.71306052962
Annual Return Matrix
YearAnnual Return
20170.49978593739761035
2018-0.05891057168698122
20190.4826871649478155
20200.22189830543856615
20210.2232163449957203
2022-0.043295660238217515
20230.18806762191872806
20240.10010278830953467
20250.14663348498167594
20260.12142613608689312
Total Factor Risk
0.19854677490549272
VTI.US Exposure
0.2159773709022628
VEA.US Exposure
0.2597869483240722
VWO.US Exposure
-0.07550758990120533
QQQ.US Exposure
-0.09470633337688524
VTV.US Exposure
-0.003419543727947785
IJR.US Exposure
0.08654202640945616
QUAL.US Exposure
0.15084878283854222
SHV.US Exposure
0.25269353443954784
TLT.US Exposure
0.0025515547848003043
LQD.US Exposure
0.011517579377138279
HYG.US Exposure
-0.0013603097835978917
GLD.US Exposure
0.016742445488451604
USO.US Exposure
0.0229268741622058
VNQ.US Exposure
0.00341146272208085
BTC-USD.CC Exposure
-0.0009339973313399423
CPER.US Exposure
-0.01510694633295281
VIX.INDX Exposure
-0.030697684550153665
UUP.US Exposure
-0.007701806783366509
TIP.US Exposure
-0.006926205178629501
Idiosyncratic Exposure
0.21336183751752055
Value Score
36.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.9%

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 →34.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.57%
Market Cap$50.0B
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
$73
Avg Yield on Cost
0.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.630.73%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 →
+2.1%
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 →
+14.4%
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 →
4.6% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ametek Inc a high-risk investment?

Ametek Inc (AME.US) has an annualized volatility of 19.9% and experienced a maximum drawdown of 27.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AME.US has generated a Compound Annual Growth Rate (CAGR) of 17.9%. It has had a positive return in 80% 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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