Ampco-Pittsburgh Corporation

10-Year Study

AP.US · Industrials · US · Common Stock

Executive Summary: Ampco-Pittsburgh Corporation has compounded at -4.2% annually over the last 10 years, with a maximum drawdown of 95.9% and an annualized volatility of 83.8%.

1Y CAGR
+237.7%
3Y CAGR
+45.6%
5Y CAGR
+5.6%
10Y CAGR
-4.2%

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 →
95.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
79.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +155.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -75.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.563.6-26.236.8————————72.4%
202519.6-16.84.3-4.645.4-1.79.1-15.8-15.8-8.323.3105.8155.0%
2024-7.3-0.4-13.9-5.5-35.6-41.7105.228.5-1.5-12.523.4-3.2-23.4%
202330.7-11.0-16.123.31.73.613.8-11.0-18.30.84.9-1.88.8%
202214.26.14.1-11.1-23.5-9.813.7-3.0-13.8-17.1-0.7-17.2-49.8%
202118.217.9-11.612.1-7.1-13.72.6-23.0-2.119.6-10.7-0.4-8.8%
2020-3.7-5.9-8.449.6-12.0-6.7-4.618.1-4.932.2-2.328.982.1%
201912.313.2-16.2-2.446.0-14.3-10.2-0.82.55.4-11.9-12.0-2.9%
20189.7-25.0-12.710.710.7-6.02.9-28.4-21.9-37.115.9-27.9-75.0%
2017-9.6-3.0-3.84.27.9-6.1-2.06.613.0-4.9-13.6-13.3-25.1%
2016———38.0-24.6-21.417.6-18.22.7-1.844.07.723.0%

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 83.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 32.1% of variance. Idiosyncratic stock-specific factors contribute 37.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113798.230824649618
2016-05-0110401.07249756757
2016-06-018174.82304532862
2016-07-019615.26749307407
2016-08-017861.095225009097
2016-09-018072.178195025214
2016-10-017928.534822748236
2016-11-0111415.63737104405
2016-12-0112296.585684682745
2017-01-0111112.084908533188
2017-02-0110779.788917029984
2017-03-0110373.740149585186
2017-04-0110806.675628903959
2017-05-0111660.81150335341
2017-06-0110955.220998373426
2017-07-0110732.402944169222
2017-08-0111437.993449149206
2017-09-0112923.447143843907
2017-10-0112292.12932359866
2017-11-0110620.99391706712
2017-12-019209.812907107153
2018-01-0110101.085123923975
2018-02-017575.81384294298
2018-03-016610.268941391424
2018-04-017315.859446371408
2018-05-018095.722636086127
2018-06-017612.9501853103475
2018-07-017835.768239514553
2018-08-015607.587697472501
2018-09-014382.088399349372
2018-10-012755.516603658672
2018-11-013193.7254435936093
2018-12-012302.453226776788
2019-01-012584.6894287687815
2019-02-012926.343778548563
2019-03-012450.9985962462583
2019-04-012391.5804484584705
2019-05-013490.81618253255
2019-06-012993.189194809825
2019-07-012688.6711873974104
2019-08-012666.38938197699
2019-09-012733.234798238252
2019-10-012881.780167707722
2019-11-012540.1258179279407
2019-12-012235.6078105155266
2020-01-012153.907857307318
2020-02-012027.6442932582684
2020-03-011856.8171183683776
2020-04-012777.798409079093
2020-05-012443.571327772785
2020-06-012280.171421356368
2020-07-012176.189662727739
2020-08-012569.8348918218344
2020-09-012443.571327772785
2020-10-013230.8617859609767
2020-11-013156.589101226242
2020-12-014070.143123463484
2021-01-014812.869970810835
2021-02-015674.433113733761
2021-03-015013.406219594619
2021-04-015622.442234419448
2021-05-015221.369736851878
2021-06-014508.351963398421
2021-07-014627.188258973997
2021-08-013565.088867267285
2021-09-013490.81618253255
2021-10-014174.124882092113
2021-11-013728.4887736837018
2021-12-013713.634236736755
2022-01-014240.970298353374
2022-02-014500.924694924947
2022-03-014686.6064067617845
2022-04-014166.6976136186395
2022-05-013186.298175120136
2022-06-012874.3528992342485
2022-07-013267.998128328345
2022-08-013171.4436381731884
2022-09-012733.234798238252
2022-10-012265.3168844094203
2022-11-012250.4623474624736
2022-12-011864.2443868418509
2023-01-012436.1440592993113
2023-02-012168.762394254265
2023-03-011819.68077600101
2023-04-012243.0350789890003
2023-05-012280.171421356368
2023-06-012361.8713745645764
2023-07-012688.6711873974104
2023-08-012391.5804484584705
2023-09-011953.371608523533
2023-10-011968.2261454704803
2023-11-012064.7806356256356
2023-12-012027.6442932582684
2024-01-011879.098923788798
2024-02-011871.6716553153246
2024-03-011611.7172587437517
2024-04-011522.5900370620695
2024-05-01980.3994384985035
2024-06-01571.8996724574603
2024-07-011173.5084188088147
2024-08-011507.7355001151225
2024-09-011485.4536946947019
2024-10-011299.7719828578645
2024-11-011604.2899902702784
2024-12-011552.2991109559637
2025-01-011856.8171183683776
2025-02-011544.8718424824904
2025-03-011611.7172587437517
2025-04-011537.4445740090164
2025-05-012235.6078105155266
2025-06-012198.471468148159
2025-07-012399.007716931944
2025-08-012020.217024784795
2025-09-011700.8444804254339
2025-10-011559.7263794294372
2025-11-011923.6625346296391
2025-12-013958.734096361381
2026-01-014136.988539724745
2026-02-016766.241579334368
2026-03-014991.124414174199
2026-04-016825.659727122155
Annual Return Matrix
YearAnnual Return
2017-0.2510268180719981
2018-0.75
2019-0.02903225806451626
20200.8205980066445187
2021-0.08759124087591252
2022-0.498
20230.08764940239043839
2024-0.2344322344322345
20251.5502392344497609
20260.724202626641651
Total Factor Risk
0.8380313453914957
VTI.US Exposure
0.3013286349270613
VEA.US Exposure
0.32116675235608766
VWO.US Exposure
-0.0349745011927072
QQQ.US Exposure
-0.01879190395788567
VTV.US Exposure
-0.037849308992038325
IJR.US Exposure
0.03252068678061533
QUAL.US Exposure
-0.003667000161877251
SHV.US Exposure
0.01531218320447267
TLT.US Exposure
0.0075473820311428245
LQD.US Exposure
0.006007514678982795
HYG.US Exposure
0.0019885260158188584
GLD.US Exposure
0.027581961628166167
USO.US Exposure
-0.0008412693883102258
VNQ.US Exposure
-0.004291433606866857
BTC-USD.CC Exposure
0.0034264749426694383
CPER.US Exposure
-0.004017352612141117
VIX.INDX Exposure
-0.01668131944381097
UUP.US Exposure
0.028939375903557548
TIP.US Exposure
-0.001018622093060856
Idiosyncratic Exposure
0.37631321898012393
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
83.8%

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$145.7M
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 →
+14.3%
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 →
+105.7%
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 →
8.0% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ampco-Pittsburgh Corporation a high-risk investment?

Ampco-Pittsburgh Corporation (AP.US) has an annualized volatility of 83.8% and experienced a maximum drawdown of 95.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AP.US has generated a Compound Annual Growth Rate (CAGR) of -4.2%. It has had a positive return in 40% 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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