Aemetis Inc

10-Year Study

AMTX.US · Basic Materials · US · Common Stock

Executive Summary: Aemetis Inc has compounded at -0.8% annually over the last 10 years, with a maximum drawdown of 94.9% and an annualized volatility of 115.1%.

1Y CAGR
+46.0%
3Y CAGR
-20.7%
5Y CAGR
-29.6%
10Y CAGR
-0.8%

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 →
94.9%
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 →
2.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
141.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +394.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -67.8%
% 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.
202610.1-7.2124.6-24.1————————74.1%
2025-14.1-22.1-3.3-27.635.745.09.7-6.6-11.4-5.3-18.8-19.7-48.3%
2024-30.5-0.365.0-34.9-11.5-12.86.6-23.4-6.516.153.2-34.2-48.7%
202317.9-23.6-35.0-4.3114.953.70.7-32.1-17.214.2-6.318.032.3%
2022-25.439.8-1.2-27.9-11.2-39.549.724.1-32.920.9-25.5-28.1-67.8%
2021171.945.2149.4-25.7-25.6-17.7-21.526.864.48.9-5.7-34.4394.0%
2020-4.8-6.3-29.711.537.91.038.748.292.815.3-40.713.7200.0%
201971.5-10.7-10.5-3.428.1-17.511.8-16.838.0-8.52.3-18.636.9%
201825.4-15.9193.11.2-7.6-5.0-16.6-1.6-17.7-13.3-17.0-17.410.3%
201718.0-29.912.2-10.139.7-17.9-9.0-28.70.8-6.9-18.5-16.7-60.4%
2016———35.8-5.4-13.0-16.2-18.8-30.365.7-4.7-18.5-31.9%

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 115.1%. The dominant macroeconomic risk driver is QQQ.US, accounting for 26.3% of variance. Idiosyncratic stock-specific factors contribute 25.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113578.431372549021
2016-05-0112843.137254901962
2016-06-0111176.470588235292
2016-07-019362.745098039215
2016-08-017598.0392156862745
2016-09-015294.117647058823
2016-10-018774.509803921568
2016-11-018359.803921568628
2016-12-016813.725490196078
2017-01-018039.215686274509
2017-02-015637.254901960784
2017-03-016323.529411764705
2017-04-015686.274509803921
2017-05-017941.176470588236
2017-06-016519.607843137255
2017-07-015931.3725490196075
2017-08-014230.882352941177
2017-09-014264.705882352941
2017-10-013970.588235294118
2017-11-013235.294117647059
2017-12-012696.0784313725494
2018-01-013381.862745098039
2018-02-012843.1372549019607
2018-03-018333.333333333332
2018-04-018432.35294117647
2018-05-017794.117647058823
2018-06-017401.9607843137255
2018-07-016176.470588235295
2018-08-016078.431372549019
2018-09-015000
2018-10-014337.254901960784
2018-11-013599.509803921568
2018-12-012973.0392156862745
2019-01-015098.0392156862745
2019-02-014554.411764705882
2019-03-014078.4313725490197
2019-04-013941.1764705882356
2019-05-015049.019607843137
2019-06-014166.666666666666
2019-07-014656.862745098038
2019-08-013872.549019607843
2019-09-015343.137254901961
2019-10-014889.705882352941
2019-11-015000
2019-12-014068.627450980392
2020-01-013872.549019607843
2020-02-013626.960784313725
2020-03-012549.0196078431372
2020-04-012843.1372549019607
2020-05-013921.5686274509803
2020-06-013959.3137254901962
2020-07-015490.196078431373
2020-08-018137.254901960784
2020-09-0115686.274509803921
2020-10-0118088.235294117647
2020-11-0110735.294117647058
2020-12-0112205.882352941178
2021-01-0133186.274509803916
2021-02-0148186.274509803916
2021-03-01120196.07843137255
2021-04-0189362.7450980392
2021-05-0166519.60784313726
2021-06-0154754.901960784315
2021-07-0142990.19607843137
2021-08-0154509.80392156862
2021-09-0189607.84313725491
2021-10-0197549.01960784313
2021-11-0191960.7843137255
2021-12-0160294.117647058825
2022-01-0144950.98039215686
2022-02-0162843.13725490196
2022-03-0162107.8431372549
2022-04-0144754.901960784315
2022-05-0139754.90196078431
2022-06-0124068.62745098039
2022-07-0136029.41176470588
2022-08-0144705.88235294117
2022-09-0130000
2022-10-0136274.509803921566
2022-11-0127009.803921568626
2022-12-0119411.764705882353
2023-01-0122892.156862745098
2023-02-0117500
2023-03-0111372.549019607843
2023-04-0110882.352941176472
2023-05-0123382.35294117647
2023-06-0135931.37254901961
2023-07-0136176.470588235294
2023-08-0124558.823529411762
2023-09-0120343.137254901965
2023-10-0123235.29411764706
2023-11-0121764.705882352944
2023-12-0125686.274509803923
2024-01-0117843.13725490196
2024-02-0117794.11764705882
2024-03-0129362.745098039217
2024-04-0119117.647058823528
2024-05-0116911.764705882353
2024-06-0114754.901960784313
2024-07-0115735.294117647058
2024-08-0112058.823529411764
2024-09-0111274.509803921568
2024-10-0113088.235294117647
2024-11-0120049.019607843136
2024-12-0113186.274509803921
2025-01-0111323.529411764706
2025-02-018823.529411764706
2025-03-018529.411764705883
2025-04-016176.470588235295
2025-05-018382.35294117647
2025-06-0112156.862745098038
2025-07-0113333.333333333334
2025-08-0112450.980392156864
2025-09-0111029.411764705883
2025-10-0110441.176470588234
2025-11-018480.392156862745
2025-12-016813.725490196078
2026-01-017500
2026-02-016960.7843137254895
2026-03-0115637.254901960785
2026-04-0111862.745098039215
Annual Return Matrix
YearAnnual Return
2017-0.60431654676259
20180.10272727272727278
20190.36850783182192903
20202.0000000000000004
20213.9397590361445785
2022-0.6780487804878049
20230.3232323232323233
2024-0.48664122137404586
2025-0.483271375464684
20260.7410071942446044
Total Factor Risk
1.1513101474017893
VTI.US Exposure
-0.06707006064477532
VEA.US Exposure
0.01828611310517835
VWO.US Exposure
-0.00006401121696653586
QQQ.US Exposure
0.26293377675051066
VTV.US Exposure
0.015041929742791976
IJR.US Exposure
0.1879790821580626
QUAL.US Exposure
-0.029507672507028807
SHV.US Exposure
0.2364814173088324
TLT.US Exposure
0.011054917381495574
LQD.US Exposure
0.0004301096046994363
HYG.US Exposure
0.018625820421913228
GLD.US Exposure
-0.0015519908621264946
USO.US Exposure
0.052087817606529876
VNQ.US Exposure
0.026966387729383427
BTC-USD.CC Exposure
0.01900091874019453
CPER.US Exposure
0.0039927614100240165
VIX.INDX Exposure
-0.010856578415837592
UUP.US Exposure
-0.0021616865422449225
TIP.US Exposure
0.00022991364817170974
Idiosyncratic Exposure
0.25810103458119193
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
115.1%

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$207.2M
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 →
+14.9%
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 →
+10.3%
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 →
30.7% 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 →
1.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aemetis Inc a high-risk investment?

Aemetis Inc (AMTX.US) has an annualized volatility of 115.1% and experienced a maximum drawdown of 94.9% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, AMTX.US has generated a Compound Annual Growth Rate (CAGR) of -0.8%. 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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