America Movil SAB de CV ADR

10-Year Study

AMX.US · Communication Services · US · Common Stock

Executive Summary: America Movil SAB de CV ADR has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 35.5% and an annualized volatility of 66.4%.

1Y CAGR
+65.7%
3Y CAGR
+10.3%
5Y CAGR
+14.7%
10Y CAGR
+10.9%

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 →
35.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +48.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -20.4%
% 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.
20260.125.7-2.12.4————————26.3%
2025-2.11.6-0.121.2-2.06.22.310.65.18.42.6-10.448.6%
2024-2.53.7-0.32.1-2.7-8.3-0.2-1.0-1.2-3.8-4.4-3.5-20.4%
202315.0-1.72.32.1-1.11.8-2.1-8.4-9.7-4.210.71.94.2%
2022-10.7-3.916.7-8.19.8-4.3-7.3-8.0-1.514.23.5-6.5-10.3%
2021-9.1-3.96.92.710.3-2.412.417.5-9.70.6-0.921.248.7%
20204.3-4.8-25.82.210.1-3.1-0.4-3.72.6-3.224.9-2.4-6.6%
201912.6-10.4-0.73.4-5.03.8-2.74.51.66.4-2.24.615.0%
20189.0-1.84.0-3.1-16.17.43.7-2.0-4.2-10.4-5.65.9-15.3%
20170.30.811.58.64.8-0.211.15.7-5.0-2.7-0.10.339.1%
2016———-8.8-13.50.1-4.83.8-4.416.2-6.93.8-16.3%

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 66.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.8% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019117.840462661652
2016-05-017887.9259471581045
2016-06-017894.3330691800575
2016-07-017512.940700399602
2016-08-017799.659410881991
2016-09-017454.264951356455
2016-10-018659.731238092027
2016-11-018065.386366318771
2016-12-018371.747964052674
2017-01-018398.388102986055
2017-02-018464.988450319514
2017-03-019437.437825625115
2017-04-0110249.962063093291
2017-05-0110742.80463336087
2017-06-0110717.260449510193
2017-07-0111902.072198148679
2017-08-0112575.241531639378
2017-09-0111949.198266704883
2017-10-0111627.156080864625
2017-11-0111613.58309868654
2017-12-0111647.557706250316
2018-01-0112700.26471530459
2018-02-0112469.355409802896
2018-03-0112965.14862837006
2018-04-0112557.621946079009
2018-05-0110533.730125276095
2018-06-0111314.724578057294
2018-07-0111731.187509484227
2018-08-0111498.086293817127
2018-09-0111011.229324385842
2018-10-019866.2934799103
2018-11-019316.37694110506
2018-12-019870.508691766847
2019-01-0111117.284054696587
2019-02-019960.54561702271
2019-03-019891.247534101063
2019-04-0110230.656392790303
2019-05-019718.086631034075
2019-06-0110085.231583739398
2019-07-019816.891196951558
2019-08-0110258.982616466303
2019-09-0110427.422482253958
2019-10-0111094.016085248444
2019-11-0110849.702406042927
2019-12-0111353.504527137533
2020-01-0111836.061980475139
2020-02-0111268.357247635266
2020-03-018359.0180242459
2020-04-018543.475695088435
2020-05-019409.195906186244
2020-06-019122.0556745182
2020-07-019086.142069500413
2020-08-018748.250687079533
2020-09-018978.316950209917
2020-10-018691.935456676052
2020-11-0110857.627004333237
2020-12-0110602.438078537825
2021-01-019632.602134583283
2021-02-019260.736144598626
2021-03-019902.37569340235
2021-04-0110164.899087828155
2021-05-0111207.658196900977
2021-06-0110937.884638081909
2021-07-0112295.688681313122
2021-08-0114444.603685781247
2021-09-0113048.947040078234
2021-10-0113130.132020435345
2021-11-0113007.30074693554
2021-12-0115762.616129086646
2022-01-0114082.516987303781
2022-02-0113529.98701714748
2022-03-0115792.459829031008
2022-04-0114508.169080577989
2022-05-0115934.343860122408
2022-06-0115254.851708846885
2022-07-0114134.785614324976
2022-08-0112999.207540170968
2022-09-0112798.310543087897
2022-10-0114616.668633765532
2022-11-0115121.735318417104
2022-12-0114142.625908378155
2023-01-0116264.057731541589
2023-02-0115992.007958319984
2023-03-0116357.298217808424
2023-04-0116699.15189937446
2023-05-0116520.42691665683
2023-06-0116815.744659326578
2023-07-0116459.47495321115
2023-08-0115082.618152388339
2023-09-0113627.105498322346
2023-10-0113060.581024802306
2023-11-0114462.138967104485
2023-12-0114740.68016658517
2024-01-0114366.62226643511
2024-02-0114891.921967998112
2024-03-0114852.130368072298
2024-04-0115170.463167478798
2024-05-0114756.613667402924
2024-06-0113530.830059518792
2024-07-0113497.867102800585
2024-08-0113368.713011515958
2024-09-0113207.270397410173
2024-10-0112706.756141563674
2024-11-0112153.551737510326
2024-12-0111727.393818813332
2025-01-0111481.562663339457
2025-02-0111661.805122325448
2025-03-0111653.627611323745
2025-04-0114128.547100777285
2025-05-0113849.921597059467
2025-06-0114702.237434453453
2025-07-0115045.187071102193
2025-08-0116643.848319816552
2025-09-0117484.783085197865
2025-10-0118958.50545448414
2025-11-0119457.41792982515
2025-12-0117425.68581496906
2026-01-0117450.977086108345
2026-02-0121935.962501475322
2026-03-0121480.71962096815
2026-04-0122003.405891180093
Annual Return Matrix
YearAnnual Return
20170.3912934020784662
2018-0.15256838036783182
20190.15024512734664586
2020-0.06615282944613998
20210.48669730606532857
2022-0.1027741973440014
20230.04228735611628709
2024-0.20441976311259302
20250.48589585070592656
20260.262699564586357
Total Factor Risk
0.6643782949239029
VTI.US Exposure
-0.016375488615534315
VEA.US Exposure
0.03837798534505914
VWO.US Exposure
0.0033639315764076795
QQQ.US Exposure
0.03159929794427743
VTV.US Exposure
0.0029855541184869673
IJR.US Exposure
0.009062520431806472
QUAL.US Exposure
0.015344607946467533
SHV.US Exposure
0.80823314957996
TLT.US Exposure
-0.004818733356454522
LQD.US Exposure
0.007840175500478146
HYG.US Exposure
-0.0014081196661180897
GLD.US Exposure
0.015222652374757487
USO.US Exposure
-0.0006009747382157701
VNQ.US Exposure
0.029289063883302314
BTC-USD.CC Exposure
0.0013066319762583207
CPER.US Exposure
-0.005108172466193043
VIX.INDX Exposure
0.005764288326012605
UUP.US Exposure
0.000026927886588040127
TIP.US Exposure
-0.00020164552182122027
Idiosyncratic Exposure
0.06009634747447485
Value Score
43.3
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
66.4%

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 →16.7x
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$77.0B
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 →
+6.7%
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 →
+21.9%
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 →
4.0% 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 →
0.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is America Movil SAB de CV ADR a high-risk investment?

America Movil SAB de CV ADR (AMX.US) has an annualized volatility of 66.4% and experienced a maximum drawdown of 35.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMX.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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