Applied Materials Inc

10-Year Study

AP2.XETRA · Technology · DE · Common Stock

Executive Summary: Applied Materials Inc has compounded at 35.4% annually over the last 10 years, with a maximum drawdown of 41.4% and an annualized volatility of 58.2%.

1Y CAGR
+198.1%
3Y CAGR
+48.5%
5Y CAGR
+31.4%
10Y CAGR
+35.4%

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 →
41.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +108.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202624.513.2-9.316.215.710.5——————90.0%
202513.0-15.1-12.1-1.96.213.40.6-12.828.414.67.44.043.8%
20241.622.33.6-0.13.014.0-13.4-8.53.0-8.20.9-5.67.6%
202313.98.32.9-10.122.76.54.32.3-6.3-5.59.39.067.4%
2022-15.00.80.0-11.01.0-19.016.0-9.5-7.33.713.0-11.4-36.9%
202117.022.814.2-1.22.24.6-2.9-1.2-2.05.311.18.8108.0%
2020-4.3-0.7-17.511.53.78.80.5-3.9-1.5-0.235.20.727.4%
201923.7-1.11.614.5-9.412.413.3-3.25.85.69.43.7101.5%
2018-0.810.9-5.6-8.25.9-8.34.9-10.9-9.9-12.611.9-14.8-35.0%
20174.69.24.83.48.4-9.74.4-0.715.310.1-6.8-3.243.9%
2016—————-5.911.815.4-0.0-1.916.6-1.337.0%

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 58.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 31.6% of variance. Idiosyncratic stock-specific factors contribute 10.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019414.16323970168
2016-07-0110523.902458453236
2016-08-0112139.521452966772
2016-09-0112135.040675502096
2016-10-0111905.77422855948
2016-11-0113880.20392516106
2016-12-0113703.960011550449
2017-01-0114338.886178295113
2017-02-0115657.678558981968
2017-03-0116403.180356271598
2017-04-0116958.348684145018
2017-05-0118391.102171683477
2017-06-0116601.47965229167
2017-07-0117328.21197064593
2017-08-0117213.60364038276
2017-09-0119851.83562516803
2017-10-0121866.393173286604
2017-11-0120376.03680211891
2017-12-0119726.17471049199
2018-01-0119559.68893447112
2018-02-0121694.23174581047
2018-03-0120483.426102022328
2018-04-0118797.409114897095
2018-05-0119913.32184926665
2018-06-0118261.90642145197
2018-07-0119151.83861235301
2018-08-0117071.513208336237
2018-09-0115375.88744287009
2018-10-0113431.429168865567
2018-11-0115036.144938215059
2018-12-0112816.616714295673
2019-01-0115851.696223202463
2019-02-0115673.709785022256
2019-03-0115925.180973623157
2019-04-0118241.74292286093
2019-05-0116526.351950133925
2019-06-0118571.080066514653
2019-07-0121041.631401288476
2019-08-0120362.295751227233
2019-09-0121551.095799022194
2019-10-0122768.12474484462
2019-11-0124903.36456601181
2019-12-0125827.30087922811
2020-01-0124705.413774905654
2020-02-0124530.66345378327
2020-03-0120242.858138585467
2020-04-0122580.579314739767
2020-05-0123422.517400352488
2020-06-0125484.123111850164
2020-07-0125602.71435541527
2020-08-0124594.19092094913
2020-09-0124213.324836451622
2020-10-0124170.508518455827
2020-11-0132670.991446693686
2020-12-0132909.76709914467
2021-01-0138515.66778520149
2021-02-0147294.506566828306
2021-03-0154016.6684921686
2021-04-0153375.56880980593
2021-05-0154566.06159575422
2021-06-0157096.90428063608
2021-07-0155467.19573031695
2021-08-0154800.25689790798
2021-09-0153724.62137430424
2021-10-0156586.59351382568
2021-11-0162879.49695804997
2021-12-0168439.29542263689
2022-01-0158195.04326439574
2022-02-0158681.954415557266
2022-03-0158701.22175865537
2022-04-0152264.53514423125
2022-05-0152786.6950781149
2022-06-0142743.13196387498
2022-07-0149561.18252695935
2022-08-0144828.336436686615
2022-09-0141571.70737535971
2022-10-0143091.13901363153
2022-11-0148707.44506068965
2022-12-0143174.28232880941
2023-01-0149172.997839269534
2023-02-0153230.540979199235
2023-03-0154785.56990510709
2023-04-0149236.02744227265
2023-05-0160427.41638371387
2023-06-0164333.80796383516
2023-07-0167071.21448983859
2023-08-0168589.35168128728
2023-09-0164275.05999263161
2023-10-0160712.3938304673
2023-11-0166330.19347001365
2023-12-0172266.82531937986
2024-01-0173391.60003584623
2024-02-0189767.2485039182
2024-03-0192960.59903016062
2024-04-0192843.05330133726
2024-05-0195619.2434456183
2024-06-01109037.37964133866
2024-07-0194451.60262473987
2024-08-0186394.21880134224
2024-09-0188950.00448077747
2024-10-0181666.10242061557
2024-11-0182391.88879706062
2024-12-0177791.57414690976
2025-01-0187918.13121707873
2025-02-0174642.98160889784
2025-03-0165611.17804618189
2025-04-0164367.4635812365
2025-05-0168389.21028786506
2025-06-0177534.17837477222
2025-07-0178019.14785569905
2025-08-0168009.73822302323
2025-09-0187354.59877127125
2025-10-01100074.13197383226
2025-11-01107529.10016031226
2025-12-01111830.24823507156
2026-01-01139178.72327714108
2026-02-01157574.0075077916
2026-03-01142936.80112318156
2026-04-01166087.48469067703
2026-05-01192225.3532346235
2026-06-01212488.42465821627
Annual Return Matrix
YearAnnual Return
20170.439450691177272
2018-0.3502735881438407
20191.015141862705491
20200.2742240179504283
20211.0796043684069594
2022-0.3691594563884254
20230.673839642984813
20240.07644930856051202
20250.4375624797600779
20260.9000979431929481
Total Factor Risk
0.5821733423073392
VTI.US Exposure
-0.10166019239697052
VEA.US Exposure
0.07811073745508182
VWO.US Exposure
0.006739011992436845
QQQ.US Exposure
0.2368789348283659
VTV.US Exposure
0.017903181660520857
IJR.US Exposure
0.09861533953444136
QUAL.US Exposure
0.3162632525740069
SHV.US Exposure
0.2212775800200327
TLT.US Exposure
0.017306634738478474
LQD.US Exposure
0.011842283478426259
HYG.US Exposure
0.005592891807027422
GLD.US Exposure
0.0013311177867964324
USO.US Exposure
0.0015176303129039183
VNQ.US Exposure
-0.03362945310098864
BTC-USD.CC Exposure
-0.0027892533011695062
CPER.US Exposure
0.01081225143003667
VIX.INDX Exposure
-0.02946908768515341
UUP.US Exposure
0.03717127555032125
TIP.US Exposure
-0.0004264560005443431
Idiosyncratic Exposure
0.10661231931594987
Value Score
35.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
58.2%

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 →35.8x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.61%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$230.9B
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
$420
Avg Yield on Cost
4.20%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$420.434.20%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+19.9%
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 →
+64.4%
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 →
1.2% 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 →
1.63
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
76
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+34.4%
50.0% retracement+51.2%
61.8% retracement+72.8%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Applied Materials Inc a high-risk investment?

Applied Materials Inc (AP2.XETRA) has an annualized volatility of 58.2% and experienced a maximum drawdown of 41.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of AP2.XETRA?

Over the past 10 years, AP2.XETRA has generated a Compound Annual Growth Rate (CAGR) of 35.4%. It has had a positive return in 80% 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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