AMP Ltd

10-Year Study

AMP.AU · Financial Services · AU · Common Stock

Executive Summary: AMP Ltd has compounded at -9.7% annually over the last 10 years, with a maximum drawdown of 81.5% and an annualized volatility of 41.9%.

1Y CAGR
+20.6%
3Y CAGR
+13.3%
5Y CAGR
+8.0%
10Y CAGR
-9.7%

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 →
81.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +76.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -50.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.9-22.10.810.3————————-19.4%
202512.6-23.5-8.94.9-3.50.827.08.1-2.97.5-1.33.317.0%
20240.519.36.8-6.0-3.22.88.29.73.97.59.11.676.2%
20231.5-22.54.08.1-3.53.20.014.2-0.8-16.7-10.5-0.5-26.0%
2022-13.48.02.120.2-5.6-12.813.67.4-4.715.17.9-3.332.0%
2021-4.81.0-15.7-11.90.90.0-7.65.8-10.09.1-4.2-2.4-35.3%
2020-4.7-8.2-20.37.114.013.8-21.04.4-8.717.211.8-8.8-12.8%
2019-7.86.2-11.08.1-4.4-2.3-15.6-5.37.70.66.5-2.0-20.5%
20181.23.6-5.7-19.0-3.5-8.7-4.51.2-4.5-22.6-1.60.8-50.0%
2017-0.80.46.13.5-5.82.83.9-2.6-5.32.92.81.69.0%
2016———1.6-4.1-8.512.6-7.10.4-13.42.87.2-10.6%

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 41.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 35.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110155.487431023914
2016-05-019741.01778050276
2016-06-018911.833231146536
2016-07-0110034.580012262415
2016-08-019325.0766400981
2016-09-019360.39239730227
2016-10-018101.778050275905
2016-11-018332.311465358676
2016-12-018935.13182096873
2017-01-018864.009809932557
2017-02-018896.62783568363
2017-03-019443.531575720417
2017-04-019771.67381974249
2017-05-019206.376456161865
2017-06-019461.679950950338
2017-07-019826.36419374617
2017-08-019568.608215818516
2017-09-019061.925199264257
2017-10-019324.586143470264
2017-11-019587.247087676273
2017-12-019737.339055793993
2018-01-019849.908031882282
2018-02-0110200.613120784796
2018-03-019622.072348252606
2018-04-017790.067443286328
2018-05-017520.294297976702
2018-06-016864.500306560392
2018-07-016555.977927651748
2018-08-016632.7406499080325
2018-09-016334.7639484978545
2018-10-014904.9662783568365
2018-11-014825.5058246474555
2018-12-014865.236051502146
2019-01-014488.044144696506
2019-02-014767.381974248927
2019-03-014242.06008583691
2019-04-014585.652973635806
2019-05-014383.568362967505
2019-06-014282.526057633354
2019-07-013615.94114040466
2019-08-013423.9117106069893
2019-09-013686.5726548129983
2019-10-013706.9282648681797
2019-11-013949.2335990190068
2019-12-013868.301655426119
2020-01-013686.5726548129983
2020-02-013383.6909871244634
2020-03-012696.7504598405885
2020-04-012888.7798896382587
2020-05-013292.7038626609447
2020-06-013747.148988350705
2020-07-012959.4114040465975
2020-08-013090.619251992643
2020-09-012821.0913549969346
2020-10-013307.664009809933
2020-11-013696.62783568363
2020-12-013372.409564684243
2021-01-013210.3004291845496
2021-02-013242.673206621705
2021-03-012734.763948497854
2021-04-012410.5456774984673
2021-05-012432.1275291232373
2021-06-012432.1275291232373
2021-07-012248.191293684856
2021-08-012377.9276517473945
2021-09-012140.2820355610056
2021-10-012334.763948497854
2021-11-012237.400367872471
2021-12-012183.4457388105457
2022-01-011891.6002452483142
2022-02-012042.9184549356225
2022-03-012086.082158185163
2022-04-012507.664009809933
2022-05-012367.1367259350095
2022-06-012064.5003065603923
2022-07-012345.5548743102395
2022-08-012518.4549356223174
2022-09-012400.7357449417536
2022-10-012762.722256284488
2022-11-012981.974248927039
2022-12-012883.1391784181487
2023-01-012927.0386266094424
2023-02-012269.2826486817903
2023-03-012359.2887798896386
2023-04-012550.0919681177197
2023-05-012460.3310852237896
2023-06-012538.8105456774983
2023-07-012538.8105456774983
2023-08-012900.5518087063156
2023-09-012877.498467198038
2023-10-012396.0760269773145
2023-11-012143.7155119558556
2023-12-012132.4340895156347
2024-01-012143.7155119558556
2024-02-012556.4684242795834
2024-03-012731.575720416922
2024-04-012568.2403433476397
2024-05-012486.5726548129983
2024-06-012556.4684242795834
2024-07-012766.646229307174
2024-08-013034.457388105457
2024-09-013152.912323727775
2024-10-013390.067443286328
2024-11-013698.344573881055
2024-12-013757.4494175352547
2025-01-014231.514408338443
2025-02-013235.806253832005
2025-03-012949.1109748620474
2025-04-013092.5812385039853
2025-05-012985.162477007971
2025-06-013008.9515634580016
2025-07-013820.9687308399757
2025-08-014130.226854690374
2025-09-014009.3194359288786
2025-10-014311.465358675659
2025-11-014255.058246474557
2025-12-014395.830778663397
2026-01-014093.9301042305337
2026-02-013188.228080931944
2026-03-013212.752912323728
2026-04-013543.8381361128145
Annual Return Matrix
YearAnnual Return
20170.08978124228035034
2018-0.5003526093088857
2019-0.20490976912995262
2020-0.12819374881125967
2021-0.35255617773252856
20220.32045377962484567
2023-0.2603776794828172
20240.7620471535365152
20250.16989752627113108
2026-0.19381834411961607
Total Factor Risk
0.41944922073866653
VTI.US Exposure
0.304702173923299
VEA.US Exposure
-0.0273807973030306
VWO.US Exposure
0.057932359566723865
QQQ.US Exposure
-0.0511856969510032
VTV.US Exposure
-0.017061170540864427
IJR.US Exposure
0.041111046695219255
QUAL.US Exposure
0.01806446922452235
SHV.US Exposure
0.22226160392226063
TLT.US Exposure
0.024320250401956227
LQD.US Exposure
0.05324569278185446
HYG.US Exposure
-0.0019481201875646372
GLD.US Exposure
-0.000002739601365024555
USO.US Exposure
0.0018011845368814362
VNQ.US Exposure
-0.020466732297926754
BTC-USD.CC Exposure
0.02606908912467721
CPER.US Exposure
-0.009478597435886171
VIX.INDX Exposure
0.019519968165085423
UUP.US Exposure
-0.000003390905626889616
TIP.US Exposure
0.0076639102955351635
Idiosyncratic Exposure
0.35083549658525276
Value Score
39.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.9%

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 →26.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.05%
Market Cap$3.3B
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
$49
Avg Yield on Cost
0.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$49.050.49%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 →
+8.7%
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 →
-9.3%
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 →
23.2% 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 →
0.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AMP Ltd a high-risk investment?

AMP Ltd (AMP.AU) has an annualized volatility of 41.9% and experienced a maximum drawdown of 81.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMP.AU?

Over the past 10 years, AMP.AU has generated a Compound Annual Growth Rate (CAGR) of -9.7%. It has had a positive return in 40% 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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