Amneal Pharmaceuticals, Inc. Class A Common Stock

10-Year Study

AMRX.US · Healthcare · US · Common Stock

Executive Summary: Amneal Pharmaceuticals, Inc. Class A Common Stock has compounded at -9.2% annually over the last 10 years, with a maximum drawdown of 95.9% and an annualized volatility of 157.4%.

1Y CAGR
+88.5%
3Y CAGR
+80.4%
5Y CAGR
+18.6%
10Y CAGR
-9.2%

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 →
95.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
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 →
53.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +205.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -64.4%
% 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.
20268.61.0-10.05.3————————3.9%
20254.35.0-3.3-8.6-4.410.5-3.322.34.78.115.70.659.1%
2024-11.93.29.8-0.210.4-4.915.418.1-3.91.8-2.4-4.230.5%
202310.6-6.4-32.538.821.232.53.227.83.2-8.311.440.8205.0%
2022-7.52.3-7.9-7.4-6.0-12.411.3-38.7-6.98.916.4-22.3-58.5%
20215.312.124.9-18.12.7-9.5-3.714.4-5.32.8-23.914.64.8%
2020-6.8-14.3-9.64.334.2-2.3-9.0-5.1-5.67.2-5.015.7-5.2%
2019-9.210.24.7-9.2-41.4-4.9-49.0-30.313.76.222.128.2-64.4%
201816.84.9-4.7-3.35.0-16.916.820.5-3.9-16.9-4.0-23.6-18.7%
2017-0.88.4-11.211.18.55.620.211.9-6.2-10.6-8.30.025.7%
2016———4.22.4-15.69.0-23.0-2.0-15.2-28.1-8.3-58.6%

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 157.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.3% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110415.365396627107
2016-05-0110665.20924422236
2016-06-019000.624609618986
2016-07-019812.61711430356
2016-08-017554.653341661461
2016-09-017401.623985009368
2016-10-016277.326670830731
2016-11-014512.804497189256
2016-12-014138.038725796377
2017-01-014106.80824484697
2017-02-014450.3435352904435
2017-03-013950.6558400999374
2017-04-014387.88257339163
2017-05-014762.648344784509
2017-06-015028.107432854466
2017-07-016043.09806371018
2017-08-016761.399125546533
2017-09-016339.7876327295435
2017-10-015668.332292317301
2017-11-015199.875078076201
2017-12-015199.875078076201
2018-01-016074.328544659587
2018-02-016371.01811367895
2018-03-016074.328544659587
2018-04-015871.330418488444
2018-05-016164.896939412866
2018-06-015124.921923797626
2018-07-015986.883198001249
2018-08-017214.241099312929
2018-09-016930.043722673329
2018-10-015762.023735165521
2018-11-015530.918176139911
2018-12-014225.484072454716
2019-01-013835.1030605871324
2019-02-014225.484072454716
2019-03-014425.359150530918
2019-04-014019.3628981886313
2019-05-012354.778263585259
2019-06-012239.2254840724545
2019-07-011143.0356027482824
2019-08-01796.3772642098687
2019-09-01905.6839475327919
2019-10-01961.8988132417239
2019-11-011174.2660836976886
2019-12-011505.309181761399
2020-01-011402.2485946283573
2020-02-011202.3735165521548
2020-03-011086.8207370393502
2020-04-011133.6664584634602
2020-05-011520.9244222361024
2020-06-011486.5708931917547
2020-07-011352.2798251093066
2020-08-011283.572767020612
2020-09-011211.7426608369767
2020-10-011299.188007495315
2020-11-011233.6039975015615
2020-12-011427.2329793878823
2021-01-011502.1861336664583
2021-02-011683.3229231730165
2021-03-012101.811367895066
2021-04-011720.7995003123044
2021-05-011767.6452217364147
2021-06-011599.0006246096189
2021-07-011539.6627108057462
2021-08-011761.399125546533
2021-09-011667.7076826983134
2021-10-011714.5534041224234
2021-11-011305.4341036851965
2021-12-011495.940037476577
2022-01-011383.510306058713
2022-02-011414.74078700812
2022-03-011302.3110555902558
2022-04-011205.4965646470955
2022-05-011133.6664584634602
2022-06-01993.1292941911304
2022-07-011105.5590256089943
2022-08-01677.7014366021236
2022-09-01630.8557151780136
2022-10-01687.0705808869457
2022-11-01799.5003123048094
2022-12-01621.4865708931917
2023-01-01687.0705808869457
2023-02-01643.3479075577764
2023-03-01434.10368519675194
2023-04-01602.7482823235478
2023-05-01730.7932542161149
2023-06-01968.1449094316051
2023-07-01999.3753903810118
2023-08-011277.3266708307308
2023-09-011317.9262960649594
2023-10-011208.619612742036
2023-11-011346.0337289194251
2023-12-011895.690193628982
2024-01-011670.8307307932541
2024-02-011723.9225484072451
2024-03-011892.567145534041
2024-04-011889.4440974391002
2024-05-012086.196127420362
2024-06-011983.1355402873203
2024-07-012289.1942535915055
2024-08-012704.559650218613
2024-09-012598.37601499063
2024-10-012645.2217364147405
2024-11-012582.760774515927
2024-12-012473.4540911930044
2025-01-012579.6377264209864
2025-02-012707.682698313554
2025-03-012617.114303560275
2025-04-012392.254840724547
2025-05-012286.0712054965647
2025-06-012526.545908806995
2025-07-012442.2236102435977
2025-08-012985.633978763273
2025-09-013126.1711430356027
2025-10-013379.1380387257964
2025-11-013910.0562148657086
2025-12-013935.0405996252334
2026-01-014272.3297938788255
2026-02-014312.929419113054
2026-03-013881.9487820112427
2026-04-014088.0699562773266
Annual Return Matrix
YearAnnual Return
20170.2566037735849056
2018-0.18738738738738736
2019-0.6437546193643755
2020-0.051867219917012486
20210.04814004376367609
2022-0.5845511482254697
20232.050251256281407
20240.30477759472817123
20250.5909090909090908
20260.03888888888888897
Total Factor Risk
1.5735359661828425
VTI.US Exposure
-0.011773471513055548
VEA.US Exposure
0.005892513969086644
VWO.US Exposure
0.0008468078675516715
QQQ.US Exposure
0.011428650719729205
VTV.US Exposure
0.013287034031530252
IJR.US Exposure
0.016751171670487407
QUAL.US Exposure
-0.0061412562867426326
SHV.US Exposure
0.8830810610446739
TLT.US Exposure
0.008050643607994838
LQD.US Exposure
0.010910108458345443
HYG.US Exposure
0.021568896493622706
GLD.US Exposure
-0.00005737363100512861
USO.US Exposure
0.00104638142844988
VNQ.US Exposure
0.011600297380693451
BTC-USD.CC Exposure
-0.0008911123536343342
CPER.US Exposure
0.0002853051869855001
VIX.INDX Exposure
-0.00006315514356967617
UUP.US Exposure
0.0009095945533510641
TIP.US Exposure
0.005312980424230366
Idiosyncratic Exposure
0.02795492209127493
Value Score
27.3
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
157.4%

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 →56.7x
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$4.0B
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 →
-1.4%
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 →
+15.5%
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 →
13.8% 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 →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amneal Pharmaceuticals, Inc. Class A Common Stock a high-risk investment?

Amneal Pharmaceuticals, Inc. Class A Common Stock (AMRX.US) has an annualized volatility of 157.4% and experienced a maximum drawdown of 95.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMRX.US has generated a Compound Annual Growth Rate (CAGR) of -9.2%. 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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