Alpha Metallurgical Resources Inc

10-Year Study

AMR.US · Basic Materials · US · Common Stock

Executive Summary: Alpha Metallurgical Resources Inc has compounded at 30.9% annually over the last 10 years, with a maximum drawdown of 97.0% and an annualized volatility of 147.2%.

1Y CAGR
+77.4%
3Y CAGR
+12.6%
5Y CAGR
+59.9%
10Y CAGR
+30.9%

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 →
97.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.89
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 →
88.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +436.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -86.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.0-22.526.2-7.7————————-5.2%
2025-8.5-24.9-8.9-3.1-7.70.45.026.410.05.6-8.125.5-0.1%
202417.8-5.5-12.2-1.2-3.6-11.15.3-19.0-1.2-11.817.9-18.5-41.0%
20239.94.2-6.7-6.1-7.922.25.417.128.3-15.327.820.8133.9%
20223.649.939.217.34.5-20.05.914.9-12.723.41.4-11.3150.1%
2021-0.332.3-15.8-4.364.329.18.740.327.324.1-24.631.0436.9%
2020-36.0-1.7-58.762.60.5-20.830.64.376.8-11.914.753.625.6%
2019-2.1-4.3-6.0-2.7-6.6-1.4-31.0-19.6-2.9-18.0-70.935.7-86.2%
201814.50.0-1.5-0.11.86.7-5.411.93.0-7.9-12.02.410.7%
2017-5.3-1.0-0.33.28.00.86.0-9.9-5.2-0.30.7-0.2-4.8%
2016————————147.458.74.22.9320.7%

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 147.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.6% of variance. Idiosyncratic stock-specific factors contribute 7.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-08-0110000
2016-09-0124740.72442243052
2016-10-0139259.23293940406
2016-11-0140888.8636218279
2016-12-0142073.99142972875
2017-01-0139851.83237515901
2017-02-0139460.6982710224
2017-03-0139348.13351430866
2017-04-0140592.528372145905
2017-05-0143851.78973699358
2017-06-0144187.06784442755
2017-07-0146818.055841783986
2017-08-0142163.24732267853
2017-09-0139990.97492165237
2017-10-0139869.598277418125
2017-11-0140139.42680092952
2017-12-0140058.485350237
2018-01-0145873.620477689576
2018-02-0145873.620477689576
2018-03-0145199.01363710658
2018-04-0145165.258422814266
2018-05-0145974.81505695749
2018-06-0149044.26552206881
2018-07-0146379.59337402909
2018-08-0151911.39789225336
2018-09-0153463.00073195517
2018-10-0149212.97052992133
2018-11-0143310.07184530874
2018-12-0144348.95074581257
2019-01-0143431.51955315203
2019-02-0141556.07984707111
2019-03-0139073.54372899182
2019-04-0138014.41169991259
2019-05-0135518.30243250734
2019-06-0135012.329536167825
2019-07-0124171.362786830494
2019-08-0119428.790710565027
2019-09-0118862.12949210839
2019-10-0115475.593203476432
2019-11-014499.676660578884
2019-12-016105.216779539366
2020-01-013906.011270688394
2020-02-013838.5719057128035
2020-03-011585.3580539941304
2020-04-012577.0507180977693
2020-05-012590.4817402056583
2020-06-012050.824693182868
2020-07-012678.1742337566357
2020-08-012792.8708987414634
2020-09-014938.139128333772
2020-10-014351.224781301744
2020-11-014992.147471201472
2020-12-017670.321704958108
2021-01-017650.0685763827205
2021-02-0110119.173672354125
2021-03-018520.31353264307
2021-04-018156.041472722234
2021-05-0113397.764338859715
2021-06-0117290.27352383118
2021-07-0118801.44116999126
2021-08-0126384.070381398393
2021-09-0133588.92544716776
2021-10-0141684.27859777287
2021-11-0131430.15513185853
2021-12-0141185.05674429182
2022-01-0142655.718133301125
2022-02-0163939.695421371674
2022-03-0189021.8094216133
2022-04-01104389.45700296336
2022-05-01109111.70488704438
2022-06-0187336.67806053198
2022-07-0192497.1752215408
2022-08-01106287.92131837207
2022-09-0192817.6720982952
2022-10-01114529.87869441937
2022-11-01116144.23070090039
2022-12-01102985.45327923023
2023-01-01113214.34916393665
2023-02-01118005.17343073785
2023-03-01110048.3232541448
2023-04-01103388.9524513392
2023-05-0195212.94210447773
2023-06-01116332.97564650117
2023-07-01122604.05488953163
2023-08-01143568.8855094195
2023-09-01184238.2336429338
2023-10-01156027.54425486253
2023-11-01199376.06151266
2023-12-01240848.78374633135
2024-01-01283714.3527171171
2024-02-01268087.4650900021
2024-03-01235341.35404600663
2024-04-01232463.27788003042
2024-05-01224141.72926186232
2024-06-01199354.74242994902
2024-07-01209929.00745457262
2024-08-01169948.62101066665
2024-09-01167838.03182228413
2024-10-01148025.4976229223
2024-11-01174510.90471080664
2024-12-01142212.4944037408
2025-01-01130167.21267206276
2025-02-0197726.67514692403
2025-03-0189007.17031815178
2025-04-0186235.6895657303
2025-05-0179619.66756443694
2025-06-0179932.34744419731
2025-07-0183904.80318933477
2025-08-01106019.79832147754
2025-09-01116608.27606790839
2025-10-01123124.80901655072
2025-11-01113140.3719469297
2025-12-01142041.9417420533
2026-01-01149091.45175846902
2026-02-01115584.96009778354
2026-03-01145872.2702691179
2026-04-01134708.17728949184
Annual Return Matrix
YearAnnual Return
2017-0.047903847745418116
20180.10710503300520324
2019-0.8623368382595653
20200.25635534034826324
20214.3694040913133705
20221.500553876097399
20231.3386679970549293
2024-0.4095361737283135
2025-0.001199280431741001
2026-0.051630978587152265
Total Factor Risk
1.4723156080374562
VTI.US Exposure
-0.002400329503576162
VEA.US Exposure
-0.000592172526428468
VWO.US Exposure
-0.000017884166651966803
QQQ.US Exposure
0.0015856767161143341
VTV.US Exposure
-0.003727447551883627
IJR.US Exposure
0.04966777395877199
QUAL.US Exposure
0.006239368667413284
SHV.US Exposure
0.8260945734978963
TLT.US Exposure
0.008354777645813407
LQD.US Exposure
0.011078218690629532
HYG.US Exposure
-0.0004387049616586715
GLD.US Exposure
0.0018861832060000135
USO.US Exposure
0.007787455252645839
VNQ.US Exposure
-0.001490661831709823
BTC-USD.CC Exposure
0.0030145174817578077
CPER.US Exposure
0.000598247882380229
VIX.INDX Exposure
0.008215327302204315
UUP.US Exposure
0.000881558349827973
TIP.US Exposure
0.00943146424359965
Idiosyncratic Exposure
0.07383205764685404
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
147.2%

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 →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$2.6B
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 →
-0.8%
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 →
+10.0%
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 →
24.1% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alpha Metallurgical Resources Inc a high-risk investment?

Alpha Metallurgical Resources Inc (AMR.US) has an annualized volatility of 147.2% and experienced a maximum drawdown of 97.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMR.US has generated a Compound Annual Growth Rate (CAGR) of 30.9%. It has had a positive return in 50% 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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