Amphenol Corporation

10-Year Study

APH.US · Technology · US · Common Stock

Executive Summary: Amphenol Corporation has compounded at 27.5% annually over the last 10 years, with a maximum drawdown of 32.4% and an annualized volatility of 28.4%.

1Y CAGR
+74.3%
3Y CAGR
+61.4%
5Y CAGR
+36.6%
10Y CAGR
+27.5%

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 →
32.4%
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 →
1.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +96.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.0%
% 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.
20266.61.4-13.517.9————————10.2%
20251.9-5.9-1.317.316.910.07.92.213.812.61.1-3.996.1%
20242.08.15.84.79.62.0-4.65.0-3.12.98.4-4.241.3%
20234.8-2.85.7-7.6-0.012.94.00.1-4.7-4.113.09.231.5%
2022-9.0-4.5-0.6-5.1-0.9-8.919.8-4.7-8.713.26.1-5.1-12.0%
2021-4.50.65.22.1-0.11.96.05.7-4.34.85.08.834.9%
2020-8.1-7.8-20.321.19.4-0.510.43.8-1.24.215.90.222.1%
20198.56.90.75.4-12.610.5-2.7-6.210.54.03.74.334.9%
20185.7-1.5-5.6-2.83.80.57.31.1-0.4-4.8-1.7-7.6-6.8%
20170.42.53.11.63.2-0.83.85.64.82.84.1-2.931.8%
2016———-3.45.2-2.13.84.74.41.63.5-1.317.0%

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 28.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 100.3% of variance. Idiosyncratic stock-specific factors contribute 20.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019655.82347588717
2016-05-0110155.595996360327
2016-06-019938.428874734605
2016-07-0110318.092205034878
2016-08-0110801.713679102213
2016-09-0111279.269032453745
2016-10-0111454.807400667272
2016-11-0111859.569305429177
2016-12-0111702.608431907795
2017-01-0111753.108886866848
2017-02-0112052.699423718532
2017-03-0112421.671216257202
2017-04-0112620.639975735518
2017-05-0113020.321504397936
2017-06-0112911.358811040338
2017-07-0113401.122232332424
2017-08-0114156.65756748559
2017-09-0114838.110403397026
2017-10-0115251.81983621474
2017-11-0115881.179860479222
2017-12-0115424.931756141948
2018-01-0116298.074006672732
2018-02-0116055.656657567482
2018-03-0115162.875341219291
2018-04-0114736.882013952076
2018-05-0115303.68516833485
2018-06-0115381.255686988172
2018-07-0116503.71549893843
2018-08-0116692.599332726717
2018-09-0116633.151349711858
2018-10-0115833.560812860174
2018-11-0115557.552320291172
2018-12-0114372.308158932363
2019-01-0115596.29966636336
2019-02-0116669.54807400667
2019-03-0116793.448589626933
2019-04-0117703.821656050954
2019-05-0115470.427661510465
2019-06-0117102.21413406127
2019-07-0116635.198665453445
2019-08-0115604.868061874431
2019-09-0117247.573551713678
2019-10-0117932.135274491964
2019-11-0118588.03457688808
2019-12-0119389.29329693661
2020-01-0117819.98786775857
2020-02-0116424.400970579314
2020-03-0113097.51289050652
2020-04-0115861.540794661812
2020-05-0117353.124052168638
2020-06-0117263.800424628447
2020-07-0119056.642402183803
2020-08-0119784.652714589018
2020-09-0119555.80831058538
2020-10-0120381.25568698817
2020-11-0123627.00940248711
2020-12-0123672.202001819835
2021-01-0122605.929632999694
2021-02-0122750.758265089473
2021-03-0123937.973915680923
2021-04-0124435.092508340913
2021-05-0124406.05095541401
2021-06-0124877.76766757658
2021-07-0126361.464968152868
2021-08-0127867.00030330603
2021-09-0126681.680315438276
2021-10-0127971.48923263573
2021-11-0129359.720958447073
2021-12-0131943.888383378828
2022-01-0129069.45708219593
2022-02-0127761.90476190476
2022-03-0127592.735820442824
2022-04-0126182.893539581437
2022-05-0125948.513800424626
2022-06-0123651.273885350314
2022-07-0128335.22899605702
2022-08-0127012.738853503186
2022-09-0124666.89414619351
2022-10-0127934.485896269336
2022-11-0129629.056718228694
2022-12-0128124.73460721868
2023-01-0129465.57476493782
2023-02-0128634.51622687291
2023-03-0130268.65332120109
2023-04-0127953.670003033054
2023-05-0127946.31483166515
2023-06-0131545.9508644222
2023-07-0132793.67606915378
2023-08-0132819.684561722774
2023-09-0131266.075219896873
2023-10-0129985.51713679102
2023-11-0133871.85319987868
2023-12-0136984.00060661207
2024-01-0137718.98695784046
2024-02-0140755.914467697905
2024-03-0143122.23233242342
2024-04-0145148.468304519265
2024-05-0149484.986351228385
2024-06-0150451.24355474674
2024-07-0148122.23233242342
2024-08-0150511.14649681528
2024-09-0148923.79435850773
2024-10-0150320.367000303304
2024-11-0154547.54322111009
2024-12-0152259.32666060054
2025-01-0153260.084925690026
2025-02-0150114.72550803761
2025-03-0149482.63572945101
2025-04-0158052.85107673643
2025-05-0167845.23809523809
2025-06-0174631.17986047921
2025-07-0180495.82954200788
2025-08-0182271.83803457688
2025-09-0193654.68607825294
2025-10-01105453.29087048832
2025-11-01106633.90961480135
2025-12-01102471.9441916894
2026-01-01109250.83409159843
2026-02-01110752.19896875948
2026-03-0195806.79405520168
2026-04-01112951.16772823778
Annual Return Matrix
YearAnnual Return
20170.3180763797996553
2018-0.06824170206072055
20190.3490730286691075
20200.22089039756595485
20210.3494261489033885
2022-0.11955819937523149
20230.31499909681350435
20240.41302524884929626
20250.9608355242920734
20260.10226431848453466
Total Factor Risk
0.28412108975916284
VTI.US Exposure
1.0029476690925017
VEA.US Exposure
0.15538045637530992
VWO.US Exposure
-0.038781045298416465
QQQ.US Exposure
-0.17317563935656335
VTV.US Exposure
-0.08864856313242486
IJR.US Exposure
0.012804267519148168
QUAL.US Exposure
-0.11721396190389623
SHV.US Exposure
0.002091601192591994
TLT.US Exposure
0.018086383460905783
LQD.US Exposure
0.01819227365538908
HYG.US Exposure
-0.028837473475651545
GLD.US Exposure
0.009956523232945758
USO.US Exposure
0.010205305149256568
VNQ.US Exposure
-0.05130554628170641
BTC-USD.CC Exposure
0.014297405430496747
CPER.US Exposure
-0.004434741556905534
VIX.INDX Exposure
0.014467756506179527
UUP.US Exposure
0.029588729990133646
TIP.US Exposure
0.011636864875279249
Idiosyncratic Exposure
0.2027417345254263
Value Score
34.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

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 →38.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.58%
Market Cap$157.3B
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
$190
Avg Yield on Cost
1.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$189.571.90%Solid

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 →
+8.7%
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 →
+16.2%
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 →
10.4% 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 →
1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amphenol Corporation a high-risk investment?

Amphenol Corporation (APH.US) has an annualized volatility of 28.4% and experienced a maximum drawdown of 32.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, APH.US has generated a Compound Annual Growth Rate (CAGR) of 27.5%. 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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