Admiral Group PLC ADR

10-Year Study

AMIGY.US · Financial Services · US · Common Stock

Executive Summary: Admiral Group PLC ADR has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 50.1% and an annualized volatility of 66.5%.

1Y CAGR
+4.1%
3Y CAGR
+22.4%
5Y CAGR
+8.3%
10Y CAGR
+11.4%

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 →
50.1%
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 →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.75.95.06.8————————3.7%
20251.47.81.618.37.8-0.80.98.3-2.9-4.8-2.72.541.7%
2024-6.45.36.3-4.73.1-4.37.08.4-0.1-11.7-1.21.61.2%
20235.4-1.6-5.415.31.5-8.13.515.2-6.02.215.30.139.2%
2022-1.4-5.3-15.5-6.1-7.0-2.7-14.45.8-8.88.73.96.5-33.3%
2021-0.411.0-2.61.3-1.14.28.85.1-11.8-6.1-0.69.315.8%
2020-2.7-9.42.56.31.4-1.510.912.1-1.15.37.34.138.8%
20194.56.5-2.61.6-6.68.1-5.6-1.52.90.25.810.524.9%
2018-3.0-3.41.96.1-3.8-1.73.24.03.2-5.23.4-2.02.1%
2017-1.01.89.34.63.5-1.14.8-8.70.94.81.94.026.5%
2016———-4.68.9-5.35.9-6.62.2-12.11.5-5.0-15.6%

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 66.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.1% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019544.22322453228
2016-05-0110392.39104326243
2016-06-019845.60570071259
2016-07-0110424.284074835197
2016-08-019741.119325308922
2016-09-019953.761776401825
2016-10-018752.635512023273
2016-11-018882.009127545438
2016-12-018442.245589687474
2017-01-018355.840828418159
2017-02-018506.89903653687
2017-03-019301.222343804211
2017-04-019729.3762843951
2017-05-0110068.456590781712
2017-06-019961.634951559956
2017-07-0110438.695988683978
2017-08-019526.675384984921
2017-09-019616.683124716432
2017-10-0110078.998638874804
2017-11-0110268.755504550429
2017-12-0110683.364914996399
2018-01-0110366.97002855694
2018-02-0110017.481117723984
2018-03-0110204.435666817904
2018-04-0110828.885211775068
2018-05-0110414.275801329099
2018-06-0110236.195254743921
2018-07-0110562.198083749232
2018-08-0110988.550535109023
2018-09-0111343.57735728202
2018-10-0110756.825642531157
2018-11-0111120.259414449276
2018-12-0110903.213323013691
2019-01-0111393.351837519016
2019-02-0112137.767220902613
2019-03-0111825.375643865596
2019-04-0112016.066615068457
2019-05-0111222.477247858229
2019-06-0112134.497851557286
2019-07-0111457.805118898288
2019-08-0111290.666951346446
2019-09-0111621.140142517814
2019-10-0111650.097413862126
2019-11-0112325.122100936775
2019-12-0113619.925805332407
2020-01-0113258.827297232378
2020-02-0112011.662974725774
2020-03-0112311.777736261978
2020-04-0113086.08449651712
2020-05-0113267.768021564494
2020-06-0113067.20222050228
2020-07-0114489.978382129226
2020-08-0116241.693132989938
2020-09-0116066.548346633215
2020-10-0116924.257386105848
2020-11-0118154.607809122204
2020-12-0118907.16325495743
2021-01-0118836.7050094745
2021-02-0120900.077397315115
2021-03-0120364.10099015186
2021-04-0120620.179348261227
2021-05-0120397.795510955726
2021-06-0121260.30852171128
2021-07-0123139.461955216313
2021-08-0124326.509914862956
2021-09-0121454.735915023088
2021-10-0120140.51616002562
2021-11-0120028.42349675732
2021-12-0121891.430249005847
2022-01-0121595.5189623422
2022-02-0120449.771811364062
2022-03-0117276.615335343882
2022-04-0116223.544797032215
2022-05-0115090.741679788624
2022-06-0114678.667698630867
2022-07-0112571.59251648029
2022-08-0113299.794496784007
2022-09-0112134.69801702741
2022-10-0113185.700178814486
2022-11-0113699.524940617575
2022-12-0114595.465584883503
2023-01-0115377.912407590273
2023-02-0115129.773946462408
2023-03-0114307.627638848113
2023-04-0116492.433745229388
2023-05-0116741.773199177984
2023-06-0115378.246016707144
2023-07-0115915.023085750885
2023-08-0118331.353919239904
2023-09-0117229.843337158716
2023-10-0117605.153593637406
2023-11-0120306.053003816487
2023-12-0120319.66425578478
2024-01-0119019.72297098935
2024-02-0120026.888894819716
2024-03-0121282.927219835063
2024-04-0120292.975526435188
2024-05-0120919.560169740318
2024-06-0120012.07665003069
2024-07-0121415.37003923243
2024-08-0123217.059435800256
2024-09-0123186.03378793136
2024-10-0120467.119485441297
2024-11-0120226.854199471563
2024-12-0120559.662654461023
2025-01-0120853.372120953318
2025-02-0122476.38047452561
2025-03-0122840.815073794336
2025-04-0127019.46942806053
2025-05-0129127.345272091592
2025-06-0128892.017401051537
2025-07-0129163.441778536926
2025-08-0131585.7775761296
2025-09-0130658.677840348024
2025-10-0129197.469908457653
2025-11-0128423.496757319383
2025-12-0129137.42026742107
2026-01-0125434.359070164664
2026-02-0126942.272278416825
2026-03-0128296.7252929088
2026-04-0130224.985988417087
Annual Return Matrix
YearAnnual Return
20170.26546483414869315
20180.020578573302189707
20190.2491662230055136
20200.38819869690883246
20210.15783790269362297
2022-0.3332794879609876
20230.3921902071304817
20240.011811139970381745
20250.41721295515025636
20260.03732539500801457
Total Factor Risk
0.6653137100890811
VTI.US Exposure
0.10497262000515548
VEA.US Exposure
0.052750527751109624
VWO.US Exposure
-0.006039433378843146
QQQ.US Exposure
-0.005893948082499712
VTV.US Exposure
0.002604263289867977
IJR.US Exposure
0.0006415415708654594
QUAL.US Exposure
-0.0038081795707879625
SHV.US Exposure
0.7410646123023424
TLT.US Exposure
-0.0012388357441914515
LQD.US Exposure
0.0034406779557843033
HYG.US Exposure
0.0010577589390756415
GLD.US Exposure
0.0009482276807343789
USO.US Exposure
-0.0010100531309469851
VNQ.US Exposure
0.0160663160959286
BTC-USD.CC Exposure
-0.00025942929968696794
CPER.US Exposure
-0.0002569573951620276
VIX.INDX Exposure
-0.0012637348434896192
UUP.US Exposure
0.04067784766673103
TIP.US Exposure
0.002268127340800614
Idiosyncratic Exposure
0.05327805084721233
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.5%

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 →13.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.74%
Market Cap$12.9B
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 →
+8.8%
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 →
+5.5%
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 →
5.2% 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 →
0.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Admiral Group PLC ADR a high-risk investment?

Admiral Group PLC ADR (AMIGY.US) has an annualized volatility of 66.5% and experienced a maximum drawdown of 50.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMIGY.US has generated a Compound Annual Growth Rate (CAGR) of 11.4%. It has had a positive return in 90% 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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