AP Moeller-Maersk AS

10-Year Study

AMKBY.US · Industrials · US · Common Stock

Executive Summary: AP Moeller-Maersk AS has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 50.2% and an annualized volatility of 50.0%.

1Y CAGR
+41.1%
3Y CAGR
+21.4%
5Y CAGR
+10.9%
10Y CAGR
+16.3%

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 →
50.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +64.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.6%
% 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.
20267.80.20.6-0.8————————7.8%
2025-11.019.28.8-2.05.62.77.03.7-4.85.5-3.314.952.1%
20243.1-23.7-2.612.227.8-4.2-4.5-10.112.8-6.38.2-3.00.2%
2023-3.58.17.2-0.5-7.24.617.5-11.7-0.7-8.2-4.813.810.9%
2022-0.5-11.08.2-3.7-0.7-20.116.4-11.4-23.914.51.65.5-29.6%
2021-7.04.010.46.811.04.1-3.42.2-4.56.83.519.864.4%
2020-16.9-17.1-7.211.0-1.619.110.119.83.40.628.19.259.6%
20196.21.4-5.918.4-17.716.0-8.9-5.86.112.89.73.233.0%
20182.4-8.3-6.16.4-7.5-16.615.57.5-9.2-9.612.0-11.9-27.1%
20174.4-2.03.13.910.25.48.3-5.4-7.71.1-6.4-2.710.8%
2016———10.9-8.40.94.49.9-1.74.5-13.420.426.0%

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 50.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.6% of variance. Idiosyncratic stock-specific factors contribute 24.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111089.412285883047
2016-05-0110159.111045481393
2016-06-0110247.341996455994
2016-07-0110702.894270525694
2016-08-0111767.203189604252
2016-09-0111565.268753691671
2016-10-0112082.471943295923
2016-11-0110464.781453041938
2016-12-0112602.997637330182
2017-01-0113162.655050206733
2017-02-0112893.163024217367
2017-03-0113291.863555818072
2017-04-0113812.758417011222
2017-05-0115225.191966922623
2017-06-0116039.943886591847
2017-07-0117375.59066745422
2017-08-0116445.658594211458
2017-09-0115177.200236266981
2017-10-0115344.802126402834
2017-11-0114359.12581216775
2017-12-0113964.486119314824
2018-01-0114306.334908446544
2018-02-0113117.985823981098
2018-03-0112314.308919078558
2018-04-0113103.588304784405
2018-05-0112126.40283520378
2018-06-0110107.427643236857
2018-07-0111678.603071470761
2018-08-0112555.005906674542
2018-09-0111402.466036621381
2018-10-0110308.62374483166
2018-11-0111548.656231541641
2018-12-0110173.877731836976
2019-01-0110803.676904902539
2019-02-0110949.867099822799
2019-03-0110305.301240401654
2019-04-0112204.297105729474
2019-05-0110044.300059066747
2019-06-0111647.223862965151
2019-07-0110606.541642055523
2019-08-019993.354991139988
2019-09-0110602.849970466628
2019-10-0111954.740106320143
2019-11-0113111.709982279976
2019-12-0113531.45304193739
2020-01-0111249.630832841109
2020-02-019329.961606615474
2020-03-018657.339043118724
2020-04-019606.467808623744
2020-05-019448.09509746013
2020-06-0111255.168340224453
2020-07-0112391.834022445362
2020-08-0114848.272297696396
2020-09-0115347.01712935617
2020-10-0115437.832250443
2020-11-0119779.23803898405
2020-12-0121598.12463083284
2021-01-0120080.847607796808
2021-02-0120886.739515652687
2021-03-0123057.442409923213
2021-04-0124635.63201417602
2021-05-0127354.91730655641
2021-06-0128463.8954518606
2021-07-0127489.66331955109
2021-08-0128087.714116952153
2021-09-0126829.961606615474
2021-10-0128642.20318960425
2021-11-0129636.3703484938
2021-12-0135502.06733608978
2022-01-0135311.946249261666
2022-02-0131428.307737743646
2022-03-0133991.80448907265
2022-04-0132717.80862374483
2022-05-0132478.957471943297
2022-06-0125963.8954518606
2022-07-0130234.42114589486
2022-08-0126780.493207324274
2022-09-0120379.503839338457
2022-10-0123340.224453632607
2022-11-0123706.069108092142
2022-12-0125009.229178972237
2023-01-0124127.658003544002
2023-02-0126084.613112817486
2023-03-0127970.318960425277
2023-04-0127837.787950383932
2023-05-0125846.500295333724
2023-06-0127039.279385705846
2023-07-0131770.525694034255
2023-08-0128062.610750147665
2023-09-0127865.475487300646
2023-10-0125587.714116952153
2023-11-0124358.018310691077
2023-12-0127723.715298287065
2024-01-0128577.598936798582
2024-02-0121803.012404016536
2024-03-0121231.91080921441
2024-04-0123818.665091553456
2024-05-0130442.631423508563
2024-06-0129157.19137625517
2024-07-0127838.15711754282
2024-08-0125030.640874187837
2024-09-0128243.87182516243
2024-10-0126451.1961015948
2024-11-0128615.992321323094
2024-12-0127770.599527466034
2025-01-0124726.077968103953
2025-02-0129461.75428233904
2025-03-0132043.70939161252
2025-04-0131416.125221500293
2025-05-0133188.12758417011
2025-06-0134074.128765505026
2025-07-0136473.71529828706
2025-08-0137839.633786178376
2025-09-0136030.71470761961
2025-10-0138024.21736562315
2025-11-0136769.0490253987
2025-12-0142232.72297696397
2026-01-0145518.310691080915
2026-02-0145629.060838747784
2026-03-0145887.47784997046
2026-04-0145518.310691080915
Annual Return Matrix
YearAnnual Return
20170.10802894050792355
2018-0.27144632141063263
20190.33001923146703427
20200.5961423037049163
20210.6437569438509527
2022-0.2955556942018135
20230.1085393755996753
20240.00169112359849799
20250.5207710202725158
20260.07779720279720292
Total Factor Risk
0.499692366547695
VTI.US Exposure
-0.04360311352357498
VEA.US Exposure
0.0010605393457889072
VWO.US Exposure
-0.01268334591345531
QQQ.US Exposure
0.1366936346059986
VTV.US Exposure
0.09222946393730969
IJR.US Exposure
0.0762435601994768
QUAL.US Exposure
-0.02494906881965088
SHV.US Exposure
0.2756802283552944
TLT.US Exposure
0.021004839731199824
LQD.US Exposure
-0.01708360167009213
HYG.US Exposure
0.1900647499008212
GLD.US Exposure
-0.001124222353868833
USO.US Exposure
0.004427957888992842
VNQ.US Exposure
-0.012696352466433478
BTC-USD.CC Exposure
0.0034138136166636766
CPER.US Exposure
0.0031365091344654644
VIX.INDX Exposure
0.012997332537729342
UUP.US Exposure
0.05288810059789141
TIP.US Exposure
-0.0013976098338953804
Idiosyncratic Exposure
0.2436965847293388
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.0%

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 →13.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.01%
Market Cap$35.4B
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
$1,399
Avg Yield on Cost
13.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,399.1413.99%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 →
-2.2%
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 →
+11.5%
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 →
13.2% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AP Moeller-Maersk AS a high-risk investment?

AP Moeller-Maersk AS (AMKBY.US) has an annualized volatility of 50.0% and experienced a maximum drawdown of 50.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMKBY.US has generated a Compound Annual Growth Rate (CAGR) of 16.3%. 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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