American Homes 4 Rent

10-Year Study

AMH.US · Real Estate · US · Common Stock

Executive Summary: American Homes 4 Rent has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 29.5% and an annualized volatility of 22.1%.

1Y CAGR
-20.2%
3Y CAGR
-1.8%
5Y CAGR
-2.5%
10Y CAGR
+6.8%

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 →
29.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +46.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.5%
% 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.
2026-2.4-4.2-6.97.3————————-6.7%
2025-7.56.93.1-1.11.2-3.9-3.83.3-6.4-5.01.60.9-11.1%
2024-2.55.60.1-2.70.73.9-2.910.2-2.8-8.28.7-1.67.0%
202313.8-9.52.15.83.14.15.7-3.8-5.9-2.810.8-0.322.4%
2022-10.3-2.95.8-1.0-6.7-3.66.9-6.1-7.3-2.73.5-8.4-29.5%
20210.83.07.411.12.82.38.1-0.1-8.96.5-1.39.046.9%
20204.3-5.3-10.24.14.66.87.8-1.2-0.4-0.71.64.615.3%
201911.4-1.24.35.51.8-0.2-0.45.71.42.20.9-1.733.1%
2018-4.8-7.74.90.6-1.411.6-0.24.8-5.4-3.7-1.1-4.5-8.2%
20176.26.7-3.20.4-2.50.71.9-3.7-1.8-2.00.91.95.1%
2016———-0.515.912.06.00.8-0.8-2.4-0.2-0.232.9%

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 22.1%. The dominant macroeconomic risk driver is VNQ.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 20.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019949.652148840374
2016-05-0111534.537442979765
2016-06-0112916.2569588715
2016-07-0113685.669715139104
2016-08-0113792.87145402524
2016-09-0113679.01581410479
2016-10-0113344.028863144042
2016-11-0113318.744039213658
2016-12-0113293.90280868556
2017-01-0114117.655756733378
2017-02-0115061.770381268529
2017-03-0114581.210862123777
2017-04-0114638.360478785145
2017-05-0114270.03009041912
2017-06-0114366.363790949215
2017-07-0114646.419092260034
2017-08-0114105.383005936761
2017-09-0113850.68646079004
2017-10-0113576.323941475244
2017-11-0113703.930976866603
2017-12-0113965.503219748778
2018-01-0113294.124605386703
2018-02-0112270.976423010668
2018-03-0112872.710873213613
2018-04-0112949.600396276772
2018-05-0112770.09293281778
2018-06-0114252.951744431055
2018-07-0114227.223327098382
2018-08-0114908.360996310781
2018-09-0114098.063714799015
2018-10-0113569.96576937579
2018-11-0113415.373468678608
2018-12-0112816.596307824248
2019-01-0114275.796804648859
2019-02-0114101.464597549884
2019-03-0114702.090064247112
2019-04-0115517.414737651468
2019-05-0115795.695665353138
2019-06-0115762.869753583864
2019-07-0115698.031184616182
2019-08-0116586.400904930542
2019-09-0116821.57934037661
2019-10-0117198.41193561981
2019-11-0117354.33501652385
2019-12-0117062.22876111756
2020-01-0117791.274517777005
2020-02-0116853.887726509878
2020-03-0115130.675223090515
2020-04-0115743.721305051788
2020-05-0116461.159701018045
2020-06-0117576.944972238445
2020-07-0118949.127229981
2020-08-0118713.874862301214
2020-09-0118641.864866663214
2020-10-0118504.350911954105
2020-11-0118798.97086330669
2020-12-0119669.67077976327
2021-01-0119820.41860430729
2021-02-0120417.05173038393
2021-03-0121929.631299950466
2021-04-0124363.332569366918
2021-05-0125040.847559127305
2021-06-0125619.145491242725
2021-07-0127696.345529687485
2021-08-0127656.791784650188
2021-09-0125199.506132678787
2021-10-0126838.953415299537
2021-11-0126501.822429561063
2021-12-0128897.22680191337
2022-01-0125928.699753805664
2022-02-0125186.49405954502
2022-03-0126649.539032522793
2022-04-0126369.92732461426
2022-05-0124605.75636371702
2022-06-0123720.935390620954
2022-07-0125354.098433375966
2022-08-0123801.225796434985
2022-09-0122069.067492736158
2022-10-0121483.89386288528
2022-11-0122243.917225471134
2022-12-0120384.891208718087
2023-01-0123191.654529458297
2023-02-0120980.045690120438
2023-03-0121428.222890898203
2023-04-0122661.412549257348
2023-05-0123356.449478408093
2023-06-0124307.14407174384
2023-07-0125699.066235888185
2023-08-0124711.701254630003
2023-09-0123242.07631285164
2023-10-0122586.66706097191
2023-11-0125021.92090729637
2023-12-0124958.191321834405
2024-01-0124326.662181444488
2024-02-0125687.01528179271
2024-03-0125708.751358504796
2024-04-0125023.769213139232
2024-05-0125191.52145143761
2024-06-0126166.465817431737
2024-07-0125413.022423646482
2024-08-0128004.34721534242
2024-09-0127206.84021026327
2024-10-0124974.456413251613
2024-11-0127135.939198130993
2024-12-0126702.25271516128
2025-01-0124711.405525695147
2025-02-0126409.7028663527
2025-03-0127216.15567171131
2025-04-0126913.8467680524
2025-05-0127244.915310626282
2025-06-0126178.147110358645
2025-07-0125176.58714022727
2025-08-0125996.717408823075
2025-09-0124345.514901041704
2025-10-0123137.388269911797
2025-11-0123518.13927354187
2025-12-0123732.247022379288
2026-01-0123155.575599405583
2026-02-0122179.670114373166
2026-03-0120641.87965310996
2026-04-0122150.097220887335
Annual Return Matrix
YearAnnual Return
20170.05051943140613524
2018-0.08226749110621723
20190.33126052746948464
20200.1528195439852329
20210.4691261041157677
2022-0.29457275092680013
20230.22434753594173906
20240.06987931821009408
2025-0.11122678391458907
2026-0.06666666666666665
Total Factor Risk
0.221090055212423
VTI.US Exposure
0.05155050868694344
VEA.US Exposure
0.02451280971822474
VWO.US Exposure
0.002524806620967505
QQQ.US Exposure
-0.030526544389145892
VTV.US Exposure
-0.05433632586475356
IJR.US Exposure
-0.07138148138064246
QUAL.US Exposure
0.03737487688568077
SHV.US Exposure
0.3667027031703781
TLT.US Exposure
-0.033272994119517355
LQD.US Exposure
0.010402139836591783
HYG.US Exposure
0.010022538821310557
GLD.US Exposure
0.010639944940568712
USO.US Exposure
0.007293143956314104
VNQ.US Exposure
0.4039891365359019
BTC-USD.CC Exposure
0.0030538749241421095
CPER.US Exposure
0.00627746359955478
VIX.INDX Exposure
0.03246208059951455
UUP.US Exposure
-0.004336170251708486
TIP.US Exposure
0.023653639917538473
Idiosyncratic Exposure
0.20339384779213607
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.1%

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 →24.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.26%
Market Cap$12.1B
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
$244
Avg Yield on Cost
2.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$243.982.44%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 →
+1.5%
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 →
-6.3%
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 →
21.7% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Homes 4 Rent a high-risk investment?

American Homes 4 Rent (AMH.US) has an annualized volatility of 22.1% and experienced a maximum drawdown of 29.5% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, AMH.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. 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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