Amundi SA

10-Year Study

AMUN.PA · Financial Services · FR · Common Stock

Executive Summary: Amundi SA has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 42.0% and an annualized volatility of 25.1%.

1Y CAGR
+14.8%
3Y CAGR
+18.6%
5Y CAGR
+6.8%
10Y CAGR
+11.0%

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 →
42.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +59.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -32.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.28.1-9.54.8————————8.9%
20255.91.24.7-3.73.61.4-5.3-2.96.7-4.67.32.316.6%
20242.1-3.34.63.37.5-9.512.10.7-1.4-0.8-7.34.110.6%
202313.24.0-7.02.2-5.12.83.2-1.3-3.1-7.714.89.024.5%
2022-5.4-9.1-0.3-7.21.5-3.61.3-4.2-15.311.212.0-0.9-21.0%
2021-8.12.68.38.72.12.34.82.9-9.05.7-4.7-1.213.0%
20204.8-11.7-16.712.510.54.1-7.71.2-7.5-6.518.70.0-4.4%
20198.817.1-4.514.2-4.75.71.6-6.810.10.07.31.759.2%
20187.6-11.6-2.88.0-8.0-5.1-0.55.23.9-18.5-3.8-8.8-32.3%
20172.27.74.19.24.54.03.1-1.08.73.53.0-5.851.6%
2016———-4.012.5-12.94.411.17.1-4.03.87.325.0%

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 25.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 46.8% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019604.47432966284
2016-05-0110805.79142776763
2016-06-019411.070122398196
2016-07-019824.466167141492
2016-08-0110911.30984693291
2016-09-0111685.322914891847
2016-10-0111219.147848620889
2016-11-0111647.64059546782
2016-12-0112495.750337793663
2017-01-0112765.906020057613
2017-02-0113750.995550237149
2017-03-0114309.930143081869
2017-04-0115626.790504530993
2017-05-0116327.578623703805
2017-06-0116981.65017652443
2017-07-0117504.36853387644
2017-08-0117335.49151454395
2017-09-0118850.035463381584
2017-10-0119509.45624135704
2017-11-0120099.178596759553
2017-12-0118938.475985941444
2018-01-0120372.623061896476
2018-02-0118002.95594219667
2018-03-0117493.630459676748
2018-04-0118892.908512400296
2018-05-0117372.103988937008
2018-06-0116483.22126376435
2018-07-0116399.892223019102
2018-08-0117249.864288176625
2018-09-0117927.63092723865
2018-10-0114605.445114968716
2018-11-0114055.465521272086
2018-12-0112822.132320018385
2019-01-0113944.360133611757
2019-02-0116322.110526878863
2019-03-0115583.204225491634
2019-04-0117791.522864965744
2019-05-0116962.036350956718
2019-06-0117925.45161328668
2019-07-0118217.40043507031
2019-08-0116976.617942489884
2019-09-0118684.526474702125
2019-10-0118684.526474702125
2019-11-0120056.662162751167
2019-12-0120406.9769745575
2020-01-0121385.013452310664
2020-02-0118874.28528408348
2020-03-0115721.253858376293
2020-04-0117691.908405415794
2020-05-0119545.751724629816
2020-06-0120348.610984534793
2020-07-0118772.095271681203
2020-08-0119005.63847955209
2020-09-0117575.13680148035
2020-10-0116436.5443213022
2020-11-0119501.967326140275
2020-12-0119501.967326140275
2021-01-0117925.45161328668
2021-02-0118392.5776529185
2021-03-0119910.68775185935
2021-04-0121633.177875604757
2021-05-0122081.08632856922
2021-06-0122582.24928974177
2021-07-0123660.494585395427
2021-08-0124343.887816842525
2021-09-0122141.82975199407
2021-10-0123402.30531792228
2021-11-0122308.88407238492
2021-12-0122035.518855028073
2022-01-0120851.002286298455
2022-02-0118952.70096246429
2022-03-0118891.957539039435
2022-04-0117525.17107614523
2022-05-0117788.868064333346
2022-06-0117148.268634124885
2022-07-0117378.20606800252
2022-08-0116655.505937639922
2022-09-0114112.840914043894
2022-10-0115696.251183763714
2022-11-0117575.334920930527
2022-12-0117411.054272842182
2023-01-0119710.666354958732
2023-02-0120499.062895000654
2023-03-0119070.06692475027
2023-04-0119497.13321155591
2023-05-0118509.62662408419
2023-06-0119019.903079964974
2023-07-0119635.697955011034
2023-08-0119371.80284737274
2023-09-0118773.561355612524
2023-10-0117320.23631688017
2023-11-0119882.039679363483
2023-12-0121676.684906864044
2024-01-0122134.14271732713
2024-02-0121412.78979922575
2024-03-0122398.07744885546
2024-04-0123137.062998022768
2024-05-0124861.336196819782
2024-06-0122507.835624254574
2024-07-0125234.910232077127
2024-08-0125403.03439749894
2024-09-0125048.123214448453
2024-10-0124842.673344612933
2024-11-0123030.83134883684
2024-12-0123983.429289187035
2025-01-0125403.03439749894
2025-02-0125701.877776148795
2025-03-0126897.33053852829
2025-04-0125907.32764598432
2025-05-0126841.262734127657
2025-06-0127221.612454581114
2025-07-0125775.340468275128
2025-08-0125022.486557595304
2025-09-0126706.501884115973
2025-10-0125478.16129300678
2025-11-0127340.484124688457
2025-12-0127974.466365260938
2026-01-0129698.105581817388
2026-02-0132115.16287399999
2026-03-0129064.1233412449
2026-04-0130470.771437515108
Annual Return Matrix
YearAnnual Return
20170.5155933396541719
2018-0.32295859869946186
20190.5915431587535074
2020-0.04434805064687186
20210.12991261273891297
2022-0.20986411132909077
20230.24499553945308228
20240.10641592071085326
20250.16640810736241418
20260.08923512747875373
Total Factor Risk
0.2509489321009183
VTI.US Exposure
-0.31334328267355094
VEA.US Exposure
0.46831999480774944
VWO.US Exposure
0.010310374079479679
QQQ.US Exposure
0.1624661587946252
VTV.US Exposure
0.14073787335674084
IJR.US Exposure
0.1711090065499964
QUAL.US Exposure
0.05921089366552121
SHV.US Exposure
0.015017570321869938
TLT.US Exposure
-0.02599215419632856
LQD.US Exposure
0.06840132480985706
HYG.US Exposure
-0.023439804996306605
GLD.US Exposure
-0.025659821672530756
USO.US Exposure
0.01570504012756817
VNQ.US Exposure
0.09669581850990532
BTC-USD.CC Exposure
0.008596512698376345
CPER.US Exposure
0.05727322702051208
VIX.INDX Exposure
-0.051912293630962184
UUP.US Exposure
-0.029091699709310154
TIP.US Exposure
-0.008241540265824063
Idiosyncratic Exposure
0.20383680240261154
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.1%

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 →9.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.60%
Market Cap$15.1B
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 →
+1.1%
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 →
+9.9%
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 →
5.5% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amundi SA a high-risk investment?

Amundi SA (AMUN.PA) has an annualized volatility of 25.1% and experienced a maximum drawdown of 42.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of AMUN.PA?

Over the past 10 years, AMUN.PA has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 70% 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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