Amtech Systems Inc

10-Year Study

ASYS.US · Technology · US · Common Stock

Executive Summary: Amtech Systems Inc has compounded at 9.0% annually over the last 10 years, with a maximum drawdown of 77.0% and an annualized volatility of 111.0%.

1Y CAGR
+364.4%
3Y CAGR
+23.3%
5Y CAGR
+9.6%
10Y CAGR
+9.0%

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 →
77.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
63.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +136.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -55.0%
% 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.
202633.9-22.4-10.540.4————————30.7%
2025-7.3-2.2-2.2-28.616.210.76.134.446.3-14.4-1.059.9130.3%
2024-2.917.912.5-10.933.2-8.7-2.010.8-8.8-4.11.4-3.429.8%
202342.5-11.5-0.4-9.53.17.412.4-20.2-11.2-5.97.9-45.7-44.7%
2022-9.115.8-3.3-9.4-1.1-19.07.141.9-23.48.518.7-30.5-23.1%
20219.637.223.3-10.8-0.9-7.77.5-0.210.531.4-34.1-0.254.9%
2020-28.4-2.9-12.714.05.6-7.15.710.3-13.98.816.03.4-10.9%
201911.0-5.011.524.2-18.92.46.9-13.84.57.94.519.758.1%
2018-0.4-24.3-3.6-5.342.3-38.6-6.4-3.0-2.7-12.217.3-17.6-55.0%
201727.116.3-12.428.014.64.64.625.18.421.5-32.11.9136.9%
2016———-3.712.0-14.72.0-12.0-7.5-9.1-3.8-2.1-34.5%

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 111.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 50.1% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019630.20030816641
2016-05-0110785.82434514638
2016-06-019198.767334360553
2016-07-019383.667180277349
2016-08-018258.859784283513
2016-09-017642.526964560863
2016-10-016949.152542372881
2016-11-016687.211093990754
2016-12-016548.536209553158
2017-01-018320.493066255778
2017-02-019676.42526964561
2017-03-018474.57627118644
2017-04-0110847.457627118643
2017-05-0112434.514637904467
2017-06-0113004.62249614792
2017-07-0113605.546995377505
2017-08-0117026.194144838213
2017-09-0118459.167950693372
2017-10-0122434.514637904467
2017-11-0115223.420647149462
2017-12-0115516.178736517719
2018-01-0115454.545454545454
2018-02-0111694.915254237289
2018-03-0111278.890600924498
2018-04-0110677.966101694914
2018-05-0115192.604006163327
2018-06-019322.033898305084
2018-07-018721.1093990755
2018-08-018459.167950693374
2018-09-018228.04314329738
2018-10-017226.502311248074
2018-11-018474.57627118644
2018-12-016979.969183359014
2019-01-017750.385208012327
2019-02-017365.17719568567
2019-03-018212.634822804315
2019-04-0110200.30816640986
2019-05-018274.268104776578
2019-06-018474.57627118644
2019-07-019060.092449922959
2019-08-017812.018489984593
2019-09-018166.409861325114
2019-10-018813.559322033898
2019-11-019214.175654853621
2019-12-0111032.35747303544
2020-01-017904.468412942989
2020-02-017673.3436055469965
2020-03-016702.61941448382
2020-04-017642.526964560863
2020-05-018073.959938366718
2020-06-017503.852080123266
2020-07-017935.285053929122
2020-08-018751.926040061633
2020-09-017534.668721109399
2020-10-018197.226502311249
2020-11-019506.933744221878
2020-12-019830.50847457627
2021-01-0110770.416024653314
2021-02-0114776.579352850538
2021-03-0118212.634822804313
2021-04-0116240.36979969183
2021-05-0116086.28659476117
2021-06-0114853.620955315871
2021-07-0115963.020030816639
2021-08-0115932.203389830509
2021-09-0117611.71032357473
2021-10-0123143.297380585514
2021-11-0115254.237288135593
2021-12-0115223.420647149462
2022-01-0113836.671802773497
2022-02-0116024.653312788905
2022-03-0115500.770416024654
2022-04-0114036.979969183358
2022-05-0113882.896764252695
2022-06-0111248.073959938365
2022-07-0112049.306625577812
2022-08-0117103.23574730354
2022-09-0113097.072419106316
2022-10-0114206.471494607089
2022-11-0116856.702619414482
2022-12-0111710.323574730353
2023-01-0116687.211093990754
2023-02-0114761.171032357472
2023-03-0114699.537750385205
2023-04-0113297.380585516179
2023-05-0113713.40523882897
2023-06-0114730.35439137134
2023-07-0116563.944530046225
2023-08-0113220.338983050848
2023-09-0111741.140215716485
2023-10-0111047.765793528506
2023-11-0111926.040061633283
2023-12-016471.494607087828
2024-01-016286.594761171033
2024-02-017411.402157164868
2024-03-018335.901386748845
2024-04-017426.810477657936
2024-05-019892.141756548535
2024-06-019029.275808936827
2024-07-018844.375963020031
2024-08-019799.69183359014
2024-09-018936.825885978427
2024-10-018567.026194144837
2024-11-018690.292758089367
2024-12-018397.53466872111
2025-01-017781.201848998459
2025-02-017611.710323574731
2025-03-017442.2187981510015
2025-04-015315.870570107858
2025-05-016178.736517719569
2025-06-016841.294298921418
2025-07-017257.318952234206
2025-08-019753.46687211094
2025-09-0114268.104776579352
2025-10-0112218.79815100154
2025-11-0112095.531587057008
2025-12-0119337.44221879815
2026-01-0125901.386748844372
2026-02-0120107.858243451465
2026-03-0117996.918335901388
2026-04-0125269.645608628656
Annual Return Matrix
YearAnnual Return
20171.3694117647058826
2018-0.5501489572989076
20190.5805739514348784
2020-0.1089385474860336
20210.5485893416927901
2022-0.23076923076923084
2023-0.4473684210526315
20240.29761904761904767
20251.3027522935779818
20260.3067729083665336
Total Factor Risk
1.1099240793815919
VTI.US Exposure
0.5014386951053166
VEA.US Exposure
0.08281512669937657
VWO.US Exposure
-0.00684633654389418
QQQ.US Exposure
-0.04913213353135666
VTV.US Exposure
0.014766068857462894
IJR.US Exposure
0.004057753070030457
QUAL.US Exposure
0.03319479294598557
SHV.US Exposure
0.06447470112390935
TLT.US Exposure
0.0009202172215721719
LQD.US Exposure
0.06753653750171942
HYG.US Exposure
0.08883868553208463
GLD.US Exposure
0.008199289797163514
USO.US Exposure
0.0020583080513279207
VNQ.US Exposure
-0.002792511973265507
BTC-USD.CC Exposure
0.0009670380047451379
CPER.US Exposure
0.007197777800690509
VIX.INDX Exposure
0.007879179368759794
UUP.US Exposure
0.02093204818101619
TIP.US Exposure
0.010665361648938054
Idiosyncratic Exposure
0.14282940113841766
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
111.0%

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$176.8M
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 →
+28.5%
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 →
+68.7%
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 →
10.3% 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 →
1.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amtech Systems Inc a high-risk investment?

Amtech Systems Inc (ASYS.US) has an annualized volatility of 111.0% and experienced a maximum drawdown of 77.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ASYS.US has generated a Compound Annual Growth Rate (CAGR) of 9.0%. 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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