American Express Company

10-Year Study

AXP.US · Financial Services · US · Common Stock

Executive Summary: American Express Company has compounded at 19.1% annually over the last 10 years, with a maximum drawdown of 34.1% and an annualized volatility of 35.7%.

1Y CAGR
+12.7%
3Y CAGR
+29.4%
5Y CAGR
+16.9%
10Y CAGR
+19.1%

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 →
34.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +60.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -11.7%
% 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.
2026-4.6-12.3-2.48.0————————-11.7%
20257.2-5.2-10.6-0.710.48.5-5.910.70.38.91.31.326.0%
20247.59.33.83.12.6-3.59.62.24.9-0.212.8-2.660.3%
202318.8-0.5-5.2-1.8-1.79.9-2.7-6.4-5.6-1.716.99.728.7%
202210.28.2-3.9-6.3-3.4-17.611.1-1.3-11.210.56.2-6.2-8.5%
2021-3.516.34.98.44.43.23.5-2.70.94.0-12.47.436.9%
20204.7-15.4-22.17.24.20.1-1.58.9-1.3-8.630.02.0-1.1%
20198.24.91.47.6-2.17.61.1-3.2-1.7-0.52.43.632.5%
20180.4-1.9-4.36.3-0.5-0.31.96.50.5-3.29.3-15.1-2.6%
20173.54.8-1.20.6-2.99.51.61.05.16.02.31.636.2%
2016———7.10.5-7.16.11.7-2.34.28.52.822.5%

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 35.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 91.3% of variance. Idiosyncratic stock-specific factors contribute 12.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110707.9317248354
2016-05-0110761.950686823238
2016-06-019993.714361838858
2016-07-0110602.29547753025
2016-08-0110786.51158339916
2016-09-0110533.209747054661
2016-10-0110979.640161287598
2016-11-0111908.676244603263
2016-12-0112245.88665962425
2017-01-0112679.952191623777
2017-02-0113290.878694688729
2017-03-0113133.156084591556
2017-04-0113210.422526226122
2017-05-0112825.366208784508
2017-06-0114042.209467484488
2017-07-0114260.87462309625
2017-08-0114406.438745048887
2017-09-0115135.96679682003
2017-10-0116044.307181951399
2017-11-0116412.157737620575
2017-12-0116680.92036753158
2018-01-0116754.940793041143
2018-02-0116436.362135315718
2018-03-0115723.345610654438
2018-04-0116707.864177679043
2018-05-0116631.723521983786
2018-06-0116580.96933921994
2018-07-0116898.591078896952
2018-08-0117995.500608862563
2018-09-0118082.11107379339
2018-10-0117506.609301618693
2018-11-0119132.356776574645
2018-12-0116243.83397659491
2019-01-0117573.12448753286
2019-02-0118435.532806340423
2019-03-0118702.45665255056
2019-04-0120130.384774870956
2019-05-0119697.651422899613
2019-06-0121196.747979683318
2019-07-0121423.23734757327
2019-08-0120734.218826518263
2019-09-0120374.21124622627
2019-10-0120279.213676047588
2019-11-0120770.281502774127
2019-12-0121525.90902523824
2020-01-0122534.012807691364
2020-02-0119074.191169710353
2020-03-0114854.370207200902
2020-04-0115920.939806102135
2020-05-0116587.42384527198
2020-06-0116610.108431949055
2020-07-0116355.981019249064
2020-08-0117805.430416109244
2020-09-0117570.572706070423
2020-10-0116058.210638301864
2020-11-0120871.808631400796
2020-12-0121280.112428489138
2021-01-0120533.472430440503
2021-02-0123889.19639523342
2021-03-0125055.773311743258
2021-04-0127165.589977503045
2021-05-0128366.65346995371
2021-06-0129270.11544934807
2021-07-0130287.807175384314
2021-08-0129476.134276241602
2021-09-0129754.991453408413
2021-10-0130941.77622752884
2021-11-0127117.237471409728
2021-12-0129129.20457594458
2022-01-0132097.5643621203
2022-02-0134725.05492897229
2022-03-0133379.17783852852
2022-04-0131273.958132020914
2022-05-0130219.62207366017
2022-06-0124906.531622388877
2022-07-0127673.525830220224
2022-08-0127310.57244338704
2022-09-0124239.935004625106
2022-10-0126774.548231484103
2022-11-0128423.055345513087
2022-12-0126648.310101489602
2023-01-0131659.858788917012
2023-02-0131489.73377038845
2023-03-0129853.629064790857
2023-04-0129308.44846058154
2023-05-0128803.439651306566
2023-06-0131644.548100142412
2023-07-0130783.340619670107
2023-08-0128798.31732528271
2023-09-0127194.25999275744
2023-10-0126727.62172091391
2023-11-0131255.739162903104
2023-12-0134288.51266790628
2024-01-0136859.78899018877
2024-02-0140289.81482697608
2024-03-0141808.34995431185
2024-04-0143105.63061837545
2024-05-0144205.2420345954
2024-06-0142648.84297350087
2024-07-0146745.87821622971
2024-08-0147782.25798885847
2024-09-0150100.70155227118
2024-10-0150024.16687149717
2024-11-0156432.77838340891
2024-12-0154971.39565559205
2025-01-0158936.28239214501
2025-02-0155874.820108788444
2025-03-0149950.559234165354
2025-04-0149624.62544163643
2025-05-0154773.18227787774
2025-06-0159416.93669893294
2025-07-0155893.73331256883
2025-08-0161863.86996421877
2025-09-0162028.19718515989
2025-10-0167534.09724163682
2025-11-0168384.06562581501
2025-12-0169260.22729618114
2026-01-0166078.00570773472
2026-02-0157959.21277541883
2026-03-0156575.77196080013
2026-04-0161122.67126487679
Annual Return Matrix
YearAnnual Return
20170.36216517686138827
2018-0.0262027742658274
20190.32517415877643563
2020-0.011418639578050782
20210.3688463664763033
2022-0.08516863095203575
20230.2867049556733281
20240.6032015208126758
20250.2599321241562027
2026-0.11749248232330078
Total Factor Risk
0.35726739156387244
VTI.US Exposure
0.9128798916986701
VEA.US Exposure
-0.026393597536376424
VWO.US Exposure
-0.020264651681877088
QQQ.US Exposure
-0.07264938052537444
VTV.US Exposure
-0.013035056155510871
IJR.US Exposure
0.02438795287908898
QUAL.US Exposure
-0.14690754494075778
SHV.US Exposure
0.11141636313266026
TLT.US Exposure
0.020400124832976072
LQD.US Exposure
-0.012798289616672308
HYG.US Exposure
0.042613726520776225
GLD.US Exposure
-0.0005154489842896057
USO.US Exposure
0.000839584040758627
VNQ.US Exposure
-0.023220997574805526
BTC-USD.CC Exposure
-0.012926626387044329
CPER.US Exposure
0.0486278148669712
VIX.INDX Exposure
-0.00890480225685511
UUP.US Exposure
0.009781684368872366
TIP.US Exposure
0.03745355240404971
Idiosyncratic Exposure
0.12921570091474002
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.7%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.09%
Market Cap$206.1B
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
$178
Avg Yield on Cost
1.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$178.251.78%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 →
+2.4%
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 →
-2.8%
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 →
15.2% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Express Company a high-risk investment?

American Express Company (AXP.US) has an annualized volatility of 35.7% and experienced a maximum drawdown of 34.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AXP.US has generated a Compound Annual Growth Rate (CAGR) of 19.1%. 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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