Ameresco Inc

10-Year Study

AMRC.US · Industrials · US · Common Stock

Executive Summary: Ameresco Inc has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 88.2% and an annualized volatility of 135.0%.

1Y CAGR
+91.5%
3Y CAGR
-17.0%
5Y CAGR
-14.4%
10Y CAGR
+18.4%

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 →
88.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
63.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +198.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -44.6%
% 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.
20267.0-2.8-16.3-1.9————————-14.6%
2025-3.6-47.92.4-12.029.610.211.450.332.017.7-12.2-15.624.7%
2024-35.52.615.1-13.374.5-21.19.6-3.524.6-18.9-8.4-16.6-25.9%
202312.8-31.812.0-15.53.612.919.7-25.3-11.3-32.214.65.7-44.6%
2022-37.927.023.7-36.616.4-22.425.620.3-3.4-9.08.3-12.8-29.8%
20217.41.8-14.98.61.816.79.30.9-15.540.610.0-9.855.9%
20209.717.5-24.46.018.829.5-0.423.3-2.214.916.017.3198.5%
20195.99.6-1.2-6.9-3.71.6-3.31.111.6-8.310.97.024.1%
20181.2-6.359.5-8.80.80.411.77.1-4.919.9-4.0-10.364.0%
2017-5.5-2.929.7-1.57.011.6-14.910.77.6-1.310.41.256.4%
2016———-6.34.7-6.613.3-3.410.0-8.724.0-7.615.3%

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 135.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.1% of variance. Idiosyncratic stock-specific factors contribute 11.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019371.069182389938
2016-05-019811.32075471698
2016-06-019161.425576519918
2016-07-0110377.35849056604
2016-08-0110020.964360587004
2016-09-0111027.253668763104
2016-10-0110062.893081761007
2016-11-0112473.794549266247
2016-12-0111530.398322851153
2017-01-0110901.467505241091
2017-02-0110587.00209643606
2017-03-0113731.656184486374
2017-04-0113522.012578616353
2017-05-0114465.408805031448
2017-06-0116142.557651991616
2017-07-0113731.656184486374
2017-08-0115199.161425576522
2017-09-0116352.201257861636
2017-10-0116142.557651991616
2017-11-0117819.706498951782
2017-12-0118029.350104821806
2018-01-0118238.993710691826
2018-02-0117085.95387840671
2018-03-0127253.66876310273
2018-04-0124842.767295597485
2018-05-0125052.41090146751
2018-06-0125157.23270440252
2018-07-0128092.24318658281
2018-08-0130083.85744234801
2018-09-0128616.352201257865
2018-10-0134318.65828092244
2018-11-0132955.974842767304
2018-12-0129559.74842767296
2019-01-0131299.790356394133
2019-02-0134318.65828092244
2019-03-0133920.335429769395
2019-04-0131572.327044025158
2019-05-0130398.322851153043
2019-06-0130880.503144654092
2019-07-0129874.213836477993
2019-08-0130188.67924528302
2019-09-0133689.727463312374
2019-10-0130901.467505241093
2019-11-0134276.72955974843
2019-12-0136687.63102725367
2020-01-0140230.607966457035
2020-02-0147253.66876310272
2020-03-0135702.30607966457
2020-04-0137861.63522012578
2020-05-0144989.51781970651
2020-06-0158238.99371069183
2020-07-0158029.35010482181
2020-08-0171572.32704402517
2020-09-0170020.96436058701
2020-10-0180482.18029350105
2020-11-0193396.22641509434
2020-12-01109517.81970649897
2021-01-01117589.09853249477
2021-02-01119748.42767295598
2021-03-01101949.68553459122
2021-04-01110670.85953878408
2021-05-01112704.40251572328
2021-06-01131488.46960167718
2021-07-01143668.76310272538
2021-08-01144968.55345911952
2021-09-01122494.75890985326
2021-10-01172180.2935010482
2021-11-01189371.06918238997
2021-12-01170733.75262054507
2022-01-01106100.62893081762
2022-02-01134696.01677148847
2022-03-01166666.6666666667
2022-04-01105744.23480083859
2022-05-01123102.72536687633
2022-06-0195513.62683438158
2022-07-01119958.071278826
2022-08-01144339.62264150943
2022-09-01139371.06918238997
2022-10-01126792.45283018869
2022-11-01137358.49056603774
2022-12-01119790.35639412998
2023-01-01135157.23270440253
2023-02-0192138.36477987423
2023-03-01103186.58280922433
2023-04-0187211.74004192873
2023-05-0190314.46540880504
2023-06-01101949.68553459122
2023-07-01122033.54297693922
2023-08-0191174.00419287213
2023-09-0180838.5744234801
2023-10-0154821.80293501049
2023-11-0162809.224318658285
2023-12-0166394.12997903566
2024-01-0142830.188679245286
2024-02-0143941.299790356396
2024-03-0150587.00209643607
2024-04-0143878.406708595394
2024-05-0176561.84486373168
2024-06-0160398.32285115305
2024-07-0166184.48637316562
2024-08-0163836.47798742139
2024-09-0179538.78406708596
2024-10-0164507.33752620546
2024-11-0159056.60377358491
2024-12-0149224.31865828092
2025-01-0147442.34800838574
2025-02-0124737.94549266248
2025-03-0125324.947589098534
2025-04-0122285.11530398323
2025-05-0128888.888888888887
2025-06-0131844.863731656187
2025-07-0135471.69811320755
2025-08-0153312.368972746335
2025-09-0170398.32285115305
2025-10-0182851.1530398323
2025-11-0172767.29559748429
2025-12-0161404.61215932915
2026-01-0165702.30607966457
2026-02-0163857.44234800839
2026-03-0153459.11949685535
2026-04-0152431.865828092254
Annual Return Matrix
YearAnnual Return
20170.5636363636363635
20180.6395348837209303
20190.24113475177304977
20201.9851428571428573
20210.5589586523736598
2022-0.2983791748526522
2023-0.4457472873643682
2024-0.25860435743605936
20250.2474446337308347
2026-0.14612495732331843
Total Factor Risk
1.3503348462700058
VTI.US Exposure
0.1532681332338005
VEA.US Exposure
-0.00781145551102306
VWO.US Exposure
-0.0057979327958240495
QQQ.US Exposure
-0.0310410951120527
VTV.US Exposure
-0.031405285154520304
IJR.US Exposure
0.09136891138345933
QUAL.US Exposure
0.0002977818891923907
SHV.US Exposure
0.6305967516702354
TLT.US Exposure
-0.012715397988650767
LQD.US Exposure
0.08312775616402958
HYG.US Exposure
-0.0027188161425450866
GLD.US Exposure
0.0063072434126937825
USO.US Exposure
0.00032851357443003295
VNQ.US Exposure
-0.011972030092390772
BTC-USD.CC Exposure
-0.0002800197165239947
CPER.US Exposure
0.0057374428252969486
VIX.INDX Exposure
-0.0020328166065067105
UUP.US Exposure
0.0012886280976739369
TIP.US Exposure
0.01694924269975604
Idiosyncratic Exposure
0.11650444416946945
Value Score
38.1
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
135.0%

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 →29.6x
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$1.3B
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
$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 →
-11.5%
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 →
-14.0%
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 →
42.1% 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 →
2.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ameresco Inc a high-risk investment?

Ameresco Inc (AMRC.US) has an annualized volatility of 135.0% and experienced a maximum drawdown of 88.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMRC.US has generated a Compound Annual Growth Rate (CAGR) of 18.4%. 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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