Alpha and Omega Semiconductor Ltd

10-Year Study

AOSL.US · Technology · US · Common Stock

Executive Summary: Alpha and Omega Semiconductor Ltd has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 70.5% and an annualized volatility of 87.5%.

1Y CAGR
+52.3%
3Y CAGR
+4.2%
5Y CAGR
-0.6%
10Y CAGR
+8.7%

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 →
70.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +156.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -52.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.6-4.95.540.8————————57.5%
20253.8-21.2-17.9-24.312.720.9-0.713.0-2.80.4-27.7-2.3-46.5%
2024-1.5-14.70.6-0.834.027.510.81.0-11.2-11.025.5-10.742.1%
202315.4-19.00.9-11.416.018.50.2-4.0-5.4-20.5-9.821.8-8.8%
2022-25.619.41.6-21.52.4-24.126.0-8.0-20.46.57.1-18.6-52.8%
202121.622.4-7.1-4.93.6-5.7-14.511.88.010.541.823.3156.2%
2020-10.5-11.1-40.987.7-12.63.40.124.4-5.423.756.6-4.873.6%
201916.9-9.77.07.7-31.19.48.716.14.26.4-9.014.633.7%
20182.6-8.50.5-1.92.4-8.3-6.26.4-18.2-20.318.9-7.5-37.7%
2017-4.3-5.4-10.7-3.712.5-10.56.2-10.33.811.8-4.4-7.1-23.1%
2016———9.65.41.82.647.43.1-2.72.9-2.279.5%

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 87.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110962.025316455696
2016-05-0111552.742616033755
2016-06-0111755.274261603377
2016-07-0112059.071729957806
2016-08-0117780.59071729958
2016-09-0118329.113924050635
2016-10-0117831.223628691983
2016-11-0118354.430379746835
2016-12-0117949.367088607596
2017-01-0117172.995780590718
2017-02-0116253.164556962027
2017-03-0114506.329113924052
2017-04-0113966.244725738397
2017-05-0115713.080168776372
2017-06-0114067.510548523207
2017-07-0114936.708860759494
2017-08-0113400.843881856541
2017-09-0113915.611814345992
2017-10-0115552.742616033755
2017-11-0114860.759493670885
2017-12-0113805.907172995781
2018-01-0114168.776371308017
2018-02-0112970.464135021095
2018-03-0113037.974683544304
2018-04-0112793.24894514768
2018-05-0113105.48523206751
2018-06-0112016.877637130803
2018-07-0111274.261603375528
2018-08-0111991.5611814346
2018-09-019814.345991561182
2018-10-017822.784810126582
2018-11-019299.57805907173
2018-12-018599.156118143459
2019-01-0110050.632911392406
2019-02-019080.168776371307
2019-03-019713.08016877637
2019-04-0110464.135021097047
2019-05-017206.7510548523205
2019-06-017881.856540084389
2019-07-018565.400843881858
2019-08-019940.928270042194
2019-09-0110362.869198312237
2019-10-0111021.097046413504
2019-11-0110033.755274261604
2019-12-0111493.670886075948
2020-01-0110286.91983122363
2020-02-019147.679324894516
2020-03-015409.282700421942
2020-04-0110151.898734177215
2020-05-018877.637130801688
2020-06-019181.434599156119
2020-07-019189.873417721521
2020-08-0111434.599156118144
2020-09-0110818.565400843883
2020-10-0113383.966244725738
2020-11-0120962.025316455696
2020-12-0119949.367088607596
2021-01-0124253.164556962027
2021-02-0129696.20253164557
2021-03-0127594.936708860765
2021-04-0126244.725738396628
2021-05-0127181.434599156117
2021-06-0125645.56962025317
2021-07-0121932.489451476795
2021-08-0124514.767932489453
2021-09-0126472.573839662447
2021-10-0129240.506329113923
2021-11-0141451.47679324895
2021-12-0151105.48523206751
2022-01-0138000
2022-02-0145375.52742616034
2022-03-0146118.14345991561
2022-04-0136202.53164556962
2022-05-0137071.72995780591
2022-06-0128135.021097046414
2022-07-0135451.47679324895
2022-08-0132624.47257383966
2022-09-0125957.805907173
2022-10-0127637.130801687767
2022-11-0129603.37552742616
2022-12-0124109.704641350214
2023-01-0127814.345991561186
2023-02-0122540.084388185656
2023-03-0122742.616033755276
2023-04-0120151.898734177215
2023-05-0123367.08860759494
2023-06-0127679.324894514768
2023-07-0127746.835443037977
2023-08-0126624.472573839663
2023-09-0125181.43459915612
2023-10-0120016.877637130805
2023-11-0118050.632911392408
2023-12-0121991.561181434598
2024-01-0121654.008438818568
2024-02-0118481.012658227846
2024-03-0118599.15611814346
2024-04-0118455.696202531646
2024-05-0124734.177215189873
2024-06-0131535.864978902955
2024-07-0134936.70886075949
2024-08-0135282.70042194093
2024-09-0131324.89451476793
2024-10-0127881.856540084387
2024-11-0134995.780590717295
2024-12-0131248.945147679326
2025-01-0132421.940928270044
2025-02-0125552.742616033756
2025-03-0120978.9029535865
2025-04-0115890.295358649788
2025-05-0117907.172995780587
2025-06-0121654.008438818568
2025-07-0121493.67088607595
2025-08-0124278.481012658227
2025-09-0123594.93670886076
2025-10-0123679.324894514768
2025-11-0117113.924050632915
2025-12-0116717.29957805907
2026-01-0118649.789029535867
2026-02-0117729.957805907175
2026-03-0118700.42194092827
2026-04-0126337.552742616033
Annual Return Matrix
YearAnnual Return
2017-0.23084156088387398
2018-0.3771393643031785
20190.336604514229637
20200.7356828193832601
20211.5617597292724197
2022-0.5282364597093792
2023-0.08785439271963602
20240.4209516500383732
2025-0.46502835538752363
20260.5754669358909643
Total Factor Risk
0.8745426613790509
VTI.US Exposure
-0.10490448024443898
VEA.US Exposure
-0.01791223310497304
VWO.US Exposure
0.009658396035366008
QQQ.US Exposure
0.20357520713281005
VTV.US Exposure
0.05563850348203981
IJR.US Exposure
0.18928283535669177
QUAL.US Exposure
-0.050736639790710414
SHV.US Exposure
0.4904700361408303
TLT.US Exposure
-0.007679220761898178
LQD.US Exposure
0.10269898588011518
HYG.US Exposure
-0.01115755779049002
GLD.US Exposure
-0.00014050078064694466
USO.US Exposure
0.003664008305047334
VNQ.US Exposure
-0.008217335310748796
BTC-USD.CC Exposure
0.0017224150733221786
CPER.US Exposure
0.002480169364103908
VIX.INDX Exposure
-0.005223766502284387
UUP.US Exposure
-0.00023883817913975038
TIP.US Exposure
0.0006893798638258582
Idiosyncratic Exposure
0.14633063583117806
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
87.5%

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$675.9M
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 →
+38.5%
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 →
+27.3%
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 →
2.3% 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 →
1.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alpha and Omega Semiconductor Ltd a high-risk investment?

Alpha and Omega Semiconductor Ltd (AOSL.US) has an annualized volatility of 87.5% and experienced a maximum drawdown of 70.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AOSL.US has generated a Compound Annual Growth Rate (CAGR) of 8.7%. It has had a positive return in 50% 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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