Amkor Technology Inc

10-Year Study

AMKR.US · Technology · US · Common Stock

Executive Summary: Amkor Technology Inc has compounded at 27.0% annually over the last 10 years, with a maximum drawdown of 55.3% and an annualized volatility of 63.2%.

1Y CAGR
+295.0%
3Y CAGR
+39.9%
5Y CAGR
+26.6%
10Y CAGR
+27.0%

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 →
55.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +98.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.7%
% 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.
202622.4-1.1-5.839.7————————59.3%
2025-4.2-14.3-14.0-3.43.317.07.57.217.813.712.78.755.9%
2024-4.8-2.04.20.30.723.1-18.40.7-6.7-16.83.9-1.0-20.8%
202322.0-11.71.0-14.010.820.4-2.2-3.9-19.0-7.735.018.440.3%
2022-11.23.2-4.2-13.48.7-16.919.0-0.2-15.121.934.8-14.2-2.3%
20212.954.2-0.8-14.74.412.44.111.5-9.0-12.1-1.615.265.6%
2020-13.5-7.2-25.326.87.116.410.4-10.3-8.25.824.42.616.3%
201922.09.7-2.76.1-28.515.123.7-5.24.036.6-2.77.598.2%
20180.1-0.10.8-18.39.9-5.61.00.6-15.4-3.2-4.2-4.2-34.7%
2017-10.84.418.01.6-3.7-13.86.1-15.320.29.7-8.6-4.9-4.7%
2016———-3.110.5-8.99.444.76.8-4.627.5-10.779.1%

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 63.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.9% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019694.396355353076
2016-05-0110713.075170842825
2016-06-019762.186788154899
2016-07-0110678.997722095673
2016-08-0115449.840546697038
2016-09-0116502.414578587697
2016-10-0115738.49658314351
2016-11-0120067.790432801823
2016-12-0117911.617312072893
2017-01-0115976.127562642369
2017-02-0116672.255125284737
2017-03-0119677.26651480638
2017-04-0119999.81776765376
2017-05-0119252.84738041002
2017-06-0116587.33485193622
2017-07-0117606.01366742597
2017-08-0114906.42369020501
2017-09-0117911.617312072893
2017-10-0119643.371298405465
2017-11-0117945.512528473802
2017-12-0117062.779043280185
2018-01-0117079.72665148064
2018-02-0117062.779043280185
2018-03-0117198.542141230068
2018-04-0114057.585421412303
2018-05-0115449.840546697038
2018-06-0114583.872437357631
2018-07-0114736.765375854215
2018-08-0114821.685649202735
2018-09-0112546.514806378133
2018-10-0112139.043280182234
2018-11-0111629.8861047836
2018-12-0111137.494305239179
2019-01-0113582.323462414579
2019-02-0114906.42369020501
2019-03-0114499.134396355354
2019-04-0115381.867881548975
2019-05-0111001.548974943053
2019-06-0112665.512528473804
2019-07-0115670.523917995444
2019-08-0114855.580865603644
2019-09-0115449.840546697038
2019-10-0121103.41685649203
2019-11-0120526.10478359909
2019-12-0122071.07061503417
2020-01-0119099.95444191344
2020-02-0117716.26423690205
2020-03-0113225.694760820046
2020-04-0116774.123006833714
2020-05-0117962.460136674257
2020-06-0120899.68109339408
2020-07-0123081.366742596812
2020-08-0120704.510250569474
2020-09-0119015.216400911162
2020-10-0120118.63325740319
2020-11-0125025.239179954442
2020-12-0125669.066059225515
2021-01-0126418.041002277907
2021-02-0140734.03189066059
2021-03-0140427.15261958998
2021-04-0134476.537585421414
2021-05-0135977.038724373575
2021-06-0140434.44191343964
2021-07-0142091.48063781321
2021-08-0146925.92255125285
2021-09-0142681.548974943056
2021-10-0137498.13211845103
2021-11-0136882.36902050114
2021-12-0142501.138952164016
2022-01-0137751.98177676537
2022-02-0138949.612756264236
2022-03-0137317.53986332574
2022-04-0132317.813211845103
2022-05-0135118.35990888383
2022-06-0129193.98633257403
2022-07-0134740.04555808656
2022-08-0134671.16173120729
2022-09-0129441.45785876993
2022-10-0135899.58997722096
2022-11-0148384.145785876986
2022-12-0141520
2023-01-0150662.05011389522
2023-02-0144734.76082004556
2023-03-0145186.33257403189
2023-04-0138847.74487471526
2023-05-0143032.89293849659
2023-06-0151813.21184510251
2023-07-0150663.69020501139
2023-08-0148695.580865603646
2023-09-0139466.42369020501
2023-10-0136427.88154897494
2023-11-0149193.43963553531
2023-12-0158261.321184510256
2024-01-0155441.82232346242
2024-02-0154321.09339407745
2024-03-0156585.69476082005
2024-04-0156778.67881548975
2024-05-0157200.00000000001
2024-06-0170412.75626423692
2024-07-0157463.32574031891
2024-08-0157885.55808656037
2024-09-0153982.870159453305
2024-10-0144897.494305239175
2024-11-0146644.00911161731
2024-12-0146155.808656036446
2025-01-0144215.398633257406
2025-02-0137909.248291571756
2025-03-0132586.605922551258
2025-04-0131485.922551252846
2025-05-0132514.44191343964
2025-06-0138038.99772209567
2025-07-0140884.191343963554
2025-08-0143838.17767653759
2025-09-0151647.0159453303
2025-10-0158703.052391799545
2025-11-0166177.31207289294
2025-12-0171945.33029612756
2026-01-0188072.89293849659
2026-02-0187143.50797266516
2026-03-0182059.22551252847
2026-04-01114624.145785877
Annual Return Matrix
YearAnnual Return
2017-0.04739037541967639
2018-0.34726375598086134
20190.9816908552448582
20200.1630186186682081
20210.6557337479323295
2022-0.02308500375174205
20230.4032110111876266
2024-0.20777957455060703
20250.5587492103600757
20260.5932117527862211
Total Factor Risk
0.631742833695708
VTI.US Exposure
-0.13987161528525963
VEA.US Exposure
0.08271917852717421
VWO.US Exposure
-0.020710719339733973
QQQ.US Exposure
0.16382318271529267
VTV.US Exposure
-0.029429268509598955
IJR.US Exposure
0.2516848850711518
QUAL.US Exposure
0.04894696761826035
SHV.US Exposure
0.3188147541662668
TLT.US Exposure
-0.023362310403197962
LQD.US Exposure
0.2205901639925118
HYG.US Exposure
-0.012227944121727055
GLD.US Exposure
0.0016907065834891658
USO.US Exposure
0.000353107020456005
VNQ.US Exposure
-0.0130099358770876
BTC-USD.CC Exposure
-0.003982096427974723
CPER.US Exposure
0.008460813941398259
VIX.INDX Exposure
-0.02765653101145784
UUP.US Exposure
-0.004592801292686064
TIP.US Exposure
0.013823043170987509
Idiosyncratic Exposure
0.16393641946173512
Value Score
37.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.2%

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 →31.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.71%
Market Cap$11.5B
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
$153
Avg Yield on Cost
1.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$153.081.53%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 →
+29.8%
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 →
+71.7%
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 →
0.0% 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 →
1.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amkor Technology Inc a high-risk investment?

Amkor Technology Inc (AMKR.US) has an annualized volatility of 63.2% and experienced a maximum drawdown of 55.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMKR.US has generated a Compound Annual Growth Rate (CAGR) of 27.0%. 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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