American Superconductor Corporation

10-Year Study

AMSC.US · Industrials · US · Common Stock

Executive Summary: American Superconductor Corporation has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 85.1% and an annualized volatility of 131.2%.

1Y CAGR
+38.0%
3Y CAGR
+104.7%
5Y CAGR
+20.8%
10Y CAGR
+14.7%

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 →
85.1%
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 →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +207.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.2%
% 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.
20264.08.93.912.2————————31.9%
20256.7-13.6-20.19.442.429.854.9-12.219.0-0.3-47.5-7.416.8%
2024-1.322.30.4-8.655.321.93.3-16.316.73.938.9-27.7121.1%
202347.6-1.3-8.4-17.515.833.561.0-8.2-18.4-17.050.917.8202.7%
2022-24.63.5-10.4-30.00.2-3.018.5-13.0-18.03.2-16.8-2.1-66.2%
20215.6-3.8-20.3-13.1-9.116.2-19.26.0-2.126.1-30.4-15.0-53.5%
2020-20.09.1-20.04.926.112.114.435.115.3-3.942.917.8198.3%
201917.213.5-13.3-14.2-11.9-4.6-4.2-13.72.2-0.16.6-6.0-29.6%
201843.5-9.223.01.418.00.6-26.017.813.9-13.866.911.5207.2%
2017-5.2-12.612.3-24.1-20.912.1-31.021.617.0-7.5-20.79.0-50.7%
2016———31.1-1.9-13.68.8-22.9-1.0-8.620.7-4.8-3.0%

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 131.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.6% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113105.263157894738
2016-05-0112855.263157894737
2016-06-0111105.263157894737
2016-07-0112078.947368421053
2016-08-019315.78947368421
2016-09-019223.684210526317
2016-10-018434.21052631579
2016-11-0110184.210526315792
2016-12-019697.368421052632
2017-01-019197.368421052632
2017-02-018039.473684210528
2017-03-019026.315789473685
2017-04-016855.263157894738
2017-05-015421.0526315789475
2017-06-016078.9473684210525
2017-07-014197.368421052632
2017-08-015105.263157894738
2017-09-015973.684210526317
2017-10-015526.315789473685
2017-11-014381.578947368422
2017-12-014776.315789473684
2018-01-016855.263157894738
2018-02-016223.684210526317
2018-03-017657.894736842106
2018-04-017763.1578947368425
2018-05-019157.894736842107
2018-06-019210.526315789475
2018-07-016815.789473684211
2018-08-018026.315789473683
2018-09-019144.736842105263
2018-10-017881.578947368422
2018-11-0113157.894736842107
2018-12-0114671.052631578948
2019-01-0117197.368421052633
2019-02-0119513.157894736843
2019-03-0116921.052631578947
2019-04-0114526.315789473683
2019-05-0112802.63157894737
2019-06-0112210.526315789473
2019-07-0111697.368421052632
2019-08-0110092.105263157895
2019-09-0110315.789473684212
2019-10-0110302.63157894737
2019-11-0110986.842105263157
2019-12-0110328.947368421053
2020-01-018263.157894736843
2020-02-019013.157894736842
2020-03-017210.526315789475
2020-04-017565.789473684211
2020-05-019539.473684210527
2020-06-0110697.368421052633
2020-07-0112236.84210526316
2020-08-0116526.315789473687
2020-09-0119052.63157894737
2020-10-0118302.63157894737
2020-11-0126157.894736842103
2020-12-0130815.789473684214
2021-01-0132526.315789473683
2021-02-0131302.63157894737
2021-03-0124947.368421052633
2021-04-0121671.05263157895
2021-05-0119697.368421052633
2021-06-0122881.578947368424
2021-07-0118486.84210526316
2021-08-0119605.26315789474
2021-09-0119184.21052631579
2021-10-0124184.21052631579
2021-11-0116842.105263157897
2021-12-0114315.789473684214
2022-01-0110789.473684210527
2022-02-0111171.052631578948
2022-03-0110013.157894736843
2022-04-017013.1578947368425
2022-05-017026.315789473684
2022-06-016815.789473684211
2022-07-018078.9473684210525
2022-08-017026.315789473684
2022-09-015763.1578947368425
2022-10-015947.368421052631
2022-11-014947.368421052632
2022-12-014842.105263157895
2023-01-017144.736842105262
2023-02-017052.631578947369
2023-03-016460.526315789474
2023-04-015328.947368421053
2023-05-016171.052631578948
2023-06-018236.842105263158
2023-07-0113263.157894736843
2023-08-0112171.052631578947
2023-09-019934.21052631579
2023-10-018250
2023-11-0112447.368421052633
2023-12-0114657.894736842107
2024-01-0114473.684210526317
2024-02-0117697.36842105263
2024-03-0117776.315789473683
2024-04-0116250
2024-05-0125236.842105263157
2024-06-0130776.315789473683
2024-07-0131789.473684210527
2024-08-0126605.263157894737
2024-09-0131052.63157894737
2024-10-0132263.157894736843
2024-11-0144815.78947368422
2024-12-0132407.894736842103
2025-01-0134565.789473684206
2025-02-0129881.578947368427
2025-03-0123868.42105263158
2025-04-0126118.421052631584
2025-05-0137184.210526315794
2025-06-0148276.31578947369
2025-07-0174802.63157894737
2025-08-0165657.8947368421
2025-09-0178144.73684210527
2025-10-0177934.21052631579
2025-11-0140907.89473684211
2025-12-0137868.42105263158
2026-01-0139368.42105263158
2026-02-0142868.42105263158
2026-03-0144539.473684210534
2026-04-0149960.52631578947
Annual Return Matrix
YearAnnual Return
2017-0.5074626865671642
20182.071625344352617
2019-0.2959641255605382
20201.98343949044586
2021-0.5354397950469685
2022-0.661764705882353
20232.0271739130434785
20241.2109515260323156
20250.16849370686155107
20260.3193189715079916
Total Factor Risk
1.312376438520382
VTI.US Exposure
0.4556774551411522
VEA.US Exposure
0.006652225194905968
VWO.US Exposure
0.01194091674220849
QQQ.US Exposure
-0.09376168265427816
VTV.US Exposure
-0.03392083722394775
IJR.US Exposure
0.039185334231482336
QUAL.US Exposure
0.0021088982658109103
SHV.US Exposure
0.4660802155039523
TLT.US Exposure
-0.0013776057544284347
LQD.US Exposure
0.007635675902770911
HYG.US Exposure
-0.0107691960123472
GLD.US Exposure
0.001019129740749301
USO.US Exposure
0.0030755447714604293
VNQ.US Exposure
-0.005750983749211481
BTC-USD.CC Exposure
0.009323319975536426
CPER.US Exposure
-0.006454907346120886
VIX.INDX Exposure
0.00789624995697211
UUP.US Exposure
-0.0005657432661936511
TIP.US Exposure
0.01534296545181854
Idiosyncratic Exposure
0.1266630251277076
Value Score
45.8
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
131.2%

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 →10.6x
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$1.5B
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 →
+16.9%
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 →
-8.3%
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 →
43.1% 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 →
2.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Superconductor Corporation a high-risk investment?

American Superconductor Corporation (AMSC.US) has an annualized volatility of 131.2% and experienced a maximum drawdown of 85.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMSC.US has generated a Compound Annual Growth Rate (CAGR) of 14.7%. 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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