AMN Healthcare Services Inc

10-Year Study

AMN.US · Healthcare · US · Common Stock

Executive Summary: AMN Healthcare Services Inc has compounded at -5.9% annually over the last 10 years, with a maximum drawdown of 87.4% and an annualized volatility of 118.0%.

1Y CAGR
-3.4%
3Y CAGR
-40.9%
5Y CAGR
-25.8%
10Y CAGR
-5.9%

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 →
87.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +79.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -68.1%
% 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.
202635.2-8.5-5.911.5————————29.8%
202515.1-8.0-3.4-16.53.3-2.1-11.313.3-6.81.7-15.4-5.3-34.1%
2024-1.2-24.011.1-4.0-6.7-8.432.0-21.6-20.1-10.5-31.4-8.1-68.1%
2023-6.8-6.1-7.84.110.014.9-1.8-17.5-3.6-10.9-10.610.4-27.2%
2022-17.24.7-1.7-6.3-0.913.22.5-8.73.218.4-1.4-16.9-15.9%
20215.71.01.17.611.99.33.712.91.1-14.015.57.379.2%
20208.19.2-21.5-18.7-5.62.021.4-2.08.611.7-0.24.79.5%
201914.3-22.8-5.810.6-7.012.0-1.69.4-1.42.11.24.810.0%
20188.93.72.017.8-15.53.73.2-3.6-6.2-7.525.8-11.115.0%
2017-6.814.8-1.30.6-11.37.7-5.51.222.4-3.914.4-1.928.1%
2016———5.75.27.05.8-14.3-12.02.91.515.514.4%

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 118.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.7% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110565.307944064267
2016-05-0111109.788753347219
2016-06-0111892.293960130914
2016-07-0112585.540017851828
2016-08-0110779.529901814934
2016-09-019482.296935435883
2016-10-019759.000297530496
2016-11-019907.765545968461
2016-12-0111440.047604879503
2017-01-0110666.468313002084
2017-02-0112243.379946444511
2017-03-0112079.73817316275
2017-04-0112154.120797381733
2017-05-0110785.480511752454
2017-06-0111618.565903005057
2017-07-0110978.87533472181
2017-08-0111112.764058315977
2017-09-0113597.143707229992
2017-10-0113061.588812853317
2017-11-0114936.030943171676
2017-12-0114653.376971139542
2018-01-0115962.511157393634
2018-02-0116557.57215114549
2018-03-0116884.855697709016
2018-04-0119889.913716155905
2018-05-0116810.473073490033
2018-06-0117435.287116929485
2018-07-0118000.59506099375
2018-08-0117346.027967866707
2018-09-0116274.91817911336
2018-10-0115060.993751859565
2018-11-0118952.692650996727
2018-12-0116858.07795299018
2019-01-0119277.000892591495
2019-02-0114879.500148765248
2019-03-0114010.711097887533
2019-04-0115489.437667360906
2019-05-0114412.377268670038
2019-06-0116141.029455519192
2019-07-0115882.177923237134
2019-08-0117375.781017554298
2019-09-0117125.85540017852
2019-10-0117482.891996429636
2019-11-0117694.138649211545
2019-12-0118539.125260339188
2020-01-0120047.604879500148
2020-02-0121898.244570068433
2020-03-0117200.238024397502
2020-04-0113977.982743231181
2020-05-0113198.452841416247
2020-06-0113460.279678667064
2020-07-0116346.325498363582
2020-08-0116019.041951800062
2020-09-0117393.632847366855
2020-10-0119422.790836060696
2020-11-0119387.087176435583
2020-12-0120306.45641178221
2021-01-0121457.899434692055
2021-02-0121681.047307349007
2021-03-0121927.997619756025
2021-04-0123594.16840226123
2021-05-0126390.955072894973
2021-06-0128854.507587027674
2021-07-0129919.6667658435
2021-08-0133775.662005355545
2021-09-0134141.624516512944
2021-10-0129366.26004165427
2021-11-0133921.45194882475
2021-12-0136396.90568283249
2022-01-0130151.740553406726
2022-02-0131579.88693841119
2022-03-0131041.35673906575
2022-04-0129083.60606962214
2022-05-0128830.7051472776
2022-06-0132642.070812258255
2022-07-0133454.329068729545
2022-08-0130538.530199345434
2022-09-0131526.331448973517
2022-10-0137340.077357929185
2022-11-0136804.522463552516
2022-12-0130592.085688783096
2023-01-0128515.32282058911
2023-02-0126780.72002380244
2023-03-0124683.13002082713
2023-04-0125691.758405236535
2023-05-0128253.495983338293
2023-06-0132466.527819101462
2023-07-0131880.39274025588
2023-08-0126295.745313894673
2023-09-0125343.6477238917
2023-10-0122570.663493008033
2023-11-0120172.56768818804
2023-12-0122279.083606069624
2024-01-0122020.232073787563
2024-02-0116742.04105920857
2024-03-0118598.63135971437
2024-04-0117845.879202618267
2024-05-0116643.85599523951
2024-06-0115242.487354953882
2024-07-0120119.012198750373
2024-08-0115778.042249330558
2024-09-0112612.317762570665
2024-10-0111288.307051472775
2024-11-017744.718833680453
2024-12-017116.9294852722405
2025-01-018188.039274025588
2025-02-017533.472180898542
2025-03-017277.5959535852435
2025-04-016078.548051175246
2025-05-016280.868789050877
2025-06-016149.9553704254695
2025-07-015456.709312704552
2025-08-016182.683725081821
2025-09-015760.190419518001
2025-10-015858.375483487058
2025-11-014953.8827729842305
2025-12-014689.0806307646535
2026-01-016337.399583457305
2026-02-015795.894079143112
2026-03-015456.709312704552
2026-04-016084.498661112764
Annual Return Matrix
YearAnnual Return
20170.28088426527958377
20180.15045685279187815
20190.09971761383692201
20200.09532980259990365
20210.7923809523809524
2022-0.159486634513202
2023-0.2717370161447189
2024-0.6805555555555556
2025-0.3411371237458195
20260.2975888324873097
Total Factor Risk
1.1796401824311888
VTI.US Exposure
0.0196233534371739
VEA.US Exposure
0.00044783787361304456
VWO.US Exposure
-0.0011147681548715129
QQQ.US Exposure
0.051453353351199875
VTV.US Exposure
0.027364046072195246
IJR.US Exposure
0.0184967630247414
QUAL.US Exposure
-0.005038963855672501
SHV.US Exposure
0.7768389746804032
TLT.US Exposure
0.0012969095231715624
LQD.US Exposure
-0.0007291121863786895
HYG.US Exposure
0.01430567780809444
GLD.US Exposure
-0.00023771384684281104
USO.US Exposure
0.0012563461770779753
VNQ.US Exposure
0.006948521825036258
BTC-USD.CC Exposure
0.0020336187766987097
CPER.US Exposure
0.0014721197519745597
VIX.INDX Exposure
-0.0022769118818638714
UUP.US Exposure
0.005105518464070202
TIP.US Exposure
0.0077399566957640645
Idiosyncratic Exposure
0.07501447246441506
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
118.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$703.5M
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 →
+6.5%
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 →
+8.8%
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 →
10.9% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AMN Healthcare Services Inc a high-risk investment?

AMN Healthcare Services Inc (AMN.US) has an annualized volatility of 118.0% and experienced a maximum drawdown of 87.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMN.US has generated a Compound Annual Growth Rate (CAGR) of -5.9%. 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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