Amplitude Inc

10-Year Study

AMPL.US · Technology · US · Common Stock

Executive Summary: Amplitude Inc has compounded at -36.5% annually over the last 10 years, with a maximum drawdown of 90.9% and an annualized volatility of 150.8%.

1Y CAGR
-48.1%
3Y CAGR
-11.6%
5Y CAGR
-36.5%
10Y CAGR
-36.5%

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 →
90.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +9.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -77.2%
% 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.
2026-20.8-20.4-6.6-0.4————————-41.4%
202515.53.4-19.1-9.834.80.1-1.4-6.5-6.2-6.32.312.69.8%
20241.9-8.5-8.3-10.0-8.9-0.2-3.82.91.80.215.02.0-17.1%
202319.0-8.2-5.8-8.8-14.212.95.30.9-0.9-13.96.919.45.3%
2022-25.7-45.5-14.0-5.37.9-24.23.42.52.18.6-14.8-15.6-77.2%
2021—————————36.7-12.5-18.6-2.6%

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 150.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.0% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0113671.32867132867
2021-11-0111961.722488038278
2021-12-019742.362900257636
2022-01-017234.0817077659185
2022-02-013945.5281560544718
2022-03-013391.6083916083912
2022-04-013213.1026867868973
2022-05-013467.0592565329407
2022-06-012629.7386823702614
2022-07-012719.9116672800883
2022-08-012788.001472211998
2022-09-012846.88995215311
2022-10-013091.6451969083546
2022-11-012635.25947736474
2022-12-012223.04011777696
2023-01-012646.301067353699
2023-02-012429.14979757085
2023-03-012289.28965771071
2023-04-012088.7007729112993
2023-05-011792.4181082075818
2023-06-012024.2914979757084
2023-07-012131.026867868973
2023-08-012149.4295178505704
2023-09-012129.186602870813
2023-10-011832.9039381670962
2023-11-011959.8822230401179
2023-12-012340.817077659183
2024-01-012384.9834376150166
2024-02-012182.5542878174456
2024-03-012002.2083179977917
2024-04-011801.6194331983804
2024-05-011641.5163783584835
2024-06-011637.8358483621641
2024-07-011575.2668384247331
2024-08-011621.2734633787265
2024-09-011650.7177033492824
2024-10-011654.3982333456017
2024-11-011902.834008097166
2024-12-011941.4795730585204
2025-01-012241.4427677585572
2025-02-012316.8936326831063
2025-03-011875.2300331247698
2025-04-011691.2035333087963
2025-05-012280.0883327199117
2025-06-012281.9285977180716
2025-07-012250.644092749356
2025-08-012103.422892896577
2025-09-011972.7640780272359
2025-10-011849.4663231505338
2025-11-011891.7924181082074
2025-12-012131.026867868973
2026-01-011687.523003312477
2026-02-011343.3934486566066
2026-03-011255.060728744939
2026-04-011249.53993375046
Annual Return Matrix
YearAnnual Return
2022-0.7718171514922554
20230.052980132450331174
2024-0.1705974842767295
20250.09763033175355451
2026-0.41364421416234887
Total Factor Risk
1.5080136647863114
VTI.US Exposure
0.19529987980636207
VEA.US Exposure
0.0133090229693957
VWO.US Exposure
-0.0011734872259578746
QQQ.US Exposure
-0.03419092251620748
VTV.US Exposure
0.0021239232062874543
IJR.US Exposure
-0.0022484864189601023
QUAL.US Exposure
0.006538420895305906
SHV.US Exposure
0.7500936794346428
TLT.US Exposure
0.0007128405138427549
LQD.US Exposure
0.0015416417609938706
HYG.US Exposure
0.0061576155174144255
GLD.US Exposure
0.0027499269566085885
USO.US Exposure
0.00027899381865563086
VNQ.US Exposure
0.003223573491568317
BTC-USD.CC Exposure
-0.0029668282532145933
CPER.US Exposure
0.00017637015902214855
VIX.INDX Exposure
-0.002727360377566602
UUP.US Exposure
0.002444177452253493
TIP.US Exposure
0.0007426479147198018
Idiosyncratic Exposure
0.05791437089483365
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
150.8%

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$914.7M
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 →
-2.6%
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 →
-32.3%
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 →
48.9% 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 →
1.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amplitude Inc a high-risk investment?

Amplitude Inc (AMPL.US) has an annualized volatility of 150.8% and experienced a maximum drawdown of 90.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMPL.US has generated a Compound Annual Growth Rate (CAGR) of -36.5%. 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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