Amgen Inc

10-Year Study

AMGN.US · Healthcare · US · Common Stock

Executive Summary: Amgen Inc has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 21.5% and an annualized volatility of 34.6%.

1Y CAGR
+26.4%
3Y CAGR
+20.5%
5Y CAGR
+11.5%
10Y CAGR
+11.6%

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 →
21.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -6.8%
% 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.
20264.514.3-9.4-0.7————————7.5%
20259.58.81.1-6.6-0.1-3.15.7-1.7-1.95.816.6-5.329.7%
20249.1-12.23.8-3.712.42.26.41.1-3.5-0.6-10.9-7.9-6.8%
2023-3.9-7.44.4-0.8-7.10.65.510.44.8-4.96.36.813.5%
20221.00.66.8-3.611.0-5.21.7-2.1-6.219.96.7-8.320.4%
20215.0-6.110.6-3.7-0.02.4-0.9-5.9-5.7-2.7-3.113.10.9%
2020-10.4-6.91.518.0-3.32.73.74.20.3-14.63.03.5-2.0%
2019-3.92.4-0.1-5.6-6.210.51.212.6-7.210.210.82.727.6%
20187.0-0.5-7.22.33.72.86.52.43.7-7.08.8-6.515.2%
20177.213.4-7.1-0.5-4.310.91.32.64.9-6.00.9-1.022.3%
2016———5.60.4-3.713.1-0.6-1.9-15.42.71.5-0.6%

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 34.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 34.8% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110558.261514441141
2016-05-0110604.275285352718
2016-06-0110214.877576434485
2016-07-0111549.555260069832
2016-08-0111483.67251842122
2016-09-0111264.207032340722
2016-10-019532.1319773711
2016-11-019793.247782136243
2016-12-019938.723124590926
2017-01-0110650.423730715742
2017-02-0112082.506955935418
2017-03-0111229.685481286087
2017-04-0111178.347580393913
2017-05-0110702.13872007197
2017-06-0111873.411402616455
2017-07-0112030.594444050397
2017-08-0112337.99336863001
2017-09-0112940.4191248495
2017-10-0112161.013182833138
2017-11-0112274.884920681237
2017-12-0112151.900211618453
2018-01-0113000.923866736937
2018-02-0112938.677335277436
2018-03-0112002.968224909926
2018-04-0112284.599437779058
2018-05-0112744.099687824622
2018-06-0113096.722293200646
2018-07-0113945.288055184204
2018-08-0114273.07669171312
2018-09-0114807.393088686715
2018-10-0113771.6118825962
2018-11-0114979.848212914922
2018-12-0114003.009525075036
2019-01-0113459.203068422701
2019-02-0113778.561084290943
2019-03-0113771.30662050625
2019-04-0112998.589509578494
2019-05-0112187.822376968155
2019-06-0113473.137384999241
2019-07-0113641.291905077855
2019-08-0115360.74347479837
2019-09-0114248.188853085436
2019-10-0115701.649402898374
2019-11-0117397.335421086605
2019-12-0117867.986715712108
2020-01-0116013.51951926608
2020-02-0114908.973538265951
2020-03-0115132.910216134538
2020-04-0117856.72793157101
2020-05-0117262.167163316117
2020-06-0117725.088144428475
2020-07-0118387.174682639656
2020-08-0119164.74905211632
2020-09-0119228.29743660649
2020-10-0116412.4432010501
2020-11-0116912.390678014035
2020-12-0117512.59879493301
2021-01-0118389.29356067578
2021-02-0117261.00896303366
2021-03-0119094.395118679615
2021-04-0118390.65826178379
2021-05-0118388.593253528248
2021-06-0118837.606852954355
2021-07-0118666.81271362735
2021-08-0117564.107283463683
2021-09-0116561.025034184866
2021-10-0116118.664352660315
2021-11-0115618.663005915798
2021-12-0117667.59113195672
2022-01-0117838.00818281967
2022-02-0117938.681824425814
2022-03-0119153.70574709754
2022-04-0118470.152101325464
2022-05-0120498.852124758818
2022-06-0119425.766095617062
2022-07-0119758.70827448808
2022-08-0119334.402947754395
2022-09-0118135.557915850015
2022-10-0121752.213374609557
2022-11-0123202.298084839516
2022-12-0121277.41410687944
2023-01-0120447.837442550124
2023-02-0118933.1269522184
2023-03-0119757.756575031177
2023-04-0119593.489657451042
2023-05-0118203.44281767683
2023-06-0118316.470595629184
2023-07-0119317.18257456251
2023-08-0121319.190121718766
2023-09-0122352.125207735342
2023-10-0121265.957800209555
2023-11-0122601.641053082385
2023-12-0124142.280864466327
2024-01-0126341.757070633164
2024-02-0123132.28532667982
2024-03-0124018.443217211036
2024-04-0123141.577863829763
2024-05-0126020.738069863717
2024-06-0126582.24074943639
2024-07-0128285.486493499262
2024-08-0128598.94576839406
2024-09-0127603.4681364737
2024-10-0127427.843673488078
2024-11-0124427.0275463123
2024-12-0122507.377915365185
2025-01-0124647.238231024145
2025-02-0126817.21175402699
2025-03-0127121.028338198073
2025-04-0125325.144528132143
2025-05-0125308.328178294607
2025-06-0124520.563441991675
2025-07-0125916.051129604406
2025-08-0125472.020484881894
2025-09-0124984.202686845092
2025-10-0126421.10725742662
2025-11-0130802.982949316618
2025-12-0129184.63597944688
2026-01-0130483.77756449335
2026-02-0134850.15671617001
2026-03-0131590.137161439652
2026-04-0131369.27106106409
Annual Return Matrix
YearAnnual Return
20170.22268223586504443
20180.1523308520659783
20190.27601046644409544
2020-0.019889645455500204
20210.008850333342219852
20220.20431891070839625
20230.13464355880823953
2024-0.06771949006307276
20250.296669744880558
20260.0748556563513667
Total Factor Risk
0.34605515116059654
VTI.US Exposure
0.1769321249677385
VEA.US Exposure
-0.015406238461057339
VWO.US Exposure
-0.0010297150446349705
QQQ.US Exposure
0.06045400071000954
VTV.US Exposure
0.3475894132501254
IJR.US Exposure
-0.008840969705014445
QUAL.US Exposure
0.035749273013124354
SHV.US Exposure
0.029730166494128067
TLT.US Exposure
0.0027379246254821037
LQD.US Exposure
0.03447018197291356
HYG.US Exposure
0.12013071622660694
GLD.US Exposure
0.005080448057178748
USO.US Exposure
0.00494753144142397
VNQ.US Exposure
-0.00025500812165036023
BTC-USD.CC Exposure
0.027793608048022646
CPER.US Exposure
0.0034599047411622056
VIX.INDX Exposure
-0.001987239422811776
UUP.US Exposure
-0.0025093054367470824
TIP.US Exposure
0.0014040724267996715
Idiosyncratic Exposure
0.17954911021720021
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.6%

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 →24.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.69%
Market Cap$187.6B
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
$226
Avg Yield on Cost
2.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$226.252.26%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 →
-3.9%
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 →
+9.5%
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 →
10.0% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amgen Inc a high-risk investment?

Amgen Inc (AMGN.US) has an annualized volatility of 34.6% and experienced a maximum drawdown of 21.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, AMGN.US has generated a Compound Annual Growth Rate (CAGR) of 11.6%. 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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