Camtek Ltd

10-Year Study

CAMT.US · Technology · US · Common Stock

Executive Summary: Camtek Ltd has compounded at 59.4% annually over the last 10 years, with a maximum drawdown of 53.2% and an annualized volatility of 56.2%.

1Y CAGR
+197.1%
3Y CAGR
+88.4%
5Y CAGR
+38.9%
10Y CAGR
+59.4%

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 →
53.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +215.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -52.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202637.814.2-9.419.1————————69.9%
202517.0-21.2-21.311.41.827.111.3-12.227.017.9-15.01.031.7%
202412.22.25.3-1.826.522.3-16.2-13.3-12.3-0.4-6.48.418.3%
202318.44.34.5-7.19.623.333.626.73.3-15.520.79.3215.9%
2022-19.3-11.6-7.2-2.5-0.6-15.817.3-7.4-14.2-0.66.0-10.0-52.3%
20217.816.88.313.97.13.4-0.810.5-2.0-4.018.7-0.2110.1%
20204.6-7.7-19.525.122.4-2.419.52.7-0.414.76.916.2102.3%
20195.621.52.611.9-19.24.816.2-6.13.815.0-2.22.763.1%
201818.2-2.82.71.919.3-8.912.023.1-15.4-7.06.0-19.920.4%
20170.96.97.3-2.470.2-23.78.9-15.615.312.37.2-5.177.7%
2016———11.6-13.69.931.0-10.221.9-3.72.810.466.2%

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 56.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.1% of variance. Idiosyncratic stock-specific factors contribute 35.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111161.803135888502
2016-05-019646.6681184669
2016-06-0110605.94512195122
2016-07-0113888.828397212543
2016-08-0112474.95644599303
2016-09-0115201.981707317074
2016-10-0114646.6681184669
2016-11-0115050.631533101045
2016-12-0116616.398083623695
2017-01-0116767.74825783972
2017-02-0117929.551393728223
2017-03-0119242.704703832755
2017-04-0118788.10975609756
2017-05-0131970.274390243903
2017-06-0124394.05487804878
2017-07-0126565.766550522647
2017-08-0122424.324912891985
2017-09-0125859.102787456446
2017-10-0129040.722996515684
2017-11-0131131.85975609756
2017-12-0129531.25
2018-01-0134900.370209059234
2018-02-0133919.8606271777
2018-03-0134849.19425087108
2018-04-0135519.925958188156
2018-05-0142386.75958188153
2018-06-0138605.18292682927
2018-07-0143226.8074912892
2018-08-0153206.6637630662
2018-09-0145013.066202090595
2018-10-0141861.389372822305
2018-11-0144382.62195121952
2018-12-0135558.580139372825
2019-01-0137554.4425087108
2019-02-0145642.96602787456
2019-03-0146851.045296167256
2019-04-0152418.88066202091
2019-05-0142333.95034843205
2019-06-0144382.62195121952
2019-07-0151578.28832752614
2019-08-0148420.07839721255
2019-09-0150241.180313588855
2019-10-0157793.44512195123
2019-11-0156508.0574912892
2019-12-0158007.40418118467
2020-01-0160685.43118466899
2020-02-0156025.6968641115
2020-03-0145099.08536585366
2020-04-0156400.805749128915
2020-05-0169041.26742160278
2020-06-0167380.77090592335
2020-07-0180503.5932055749
2020-08-0182699.80400696864
2020-09-0182378.0487804878
2020-10-0194483.3405923345
2020-11-01100964.1768292683
2020-12-01117354.09407665503
2021-01-01126513.50174216027
2021-02-01147831.01045296167
2021-03-01160150.2613240418
2021-04-01182431.94686411147
2021-05-01195340.2656794425
2021-06-01201982.25174216027
2021-07-01200321.7552264808
2021-08-01221371.40679442507
2021-09-01216979.52961672473
2021-10-01208195.23083623697
2021-11-01247027.43902439025
2021-12-01246598.97648083622
2022-01-01199089.72125435542
2022-02-01175897.212543554
2022-03-01163149.49912891985
2022-04-01159078.83275261323
2022-05-01158168.55400696862
2022-06-01133154.94337979093
2022-07-01156132.9486062718
2022-08-01144617.26916376306
2022-09-01124102.787456446
2022-10-01123299.76045296167
2022-11-01130637.52177700348
2022-12-01117621.95121951221
2023-01-01139207.31707317074
2023-02-01145260.23519163762
2023-03-01151848.32317073172
2023-04-01141135.6707317073
2023-05-01154740.3092334495
2023-06-01190841.1367595819
2023-07-01255008.16637630665
2023-08-01322978.54965156794
2023-09-01333476.69860627176
2023-10-01281735.62717770034
2023-11-01340011.43292682926
2023-12-01371612.587108014
2024-01-01416926.1759581882
2024-02-01426299.54268292687
2024-03-01448688.47996515676
2024-04-01440820.9930313589
2024-05-01557545.731707317
2024-06-01681837.9790940766
2024-07-01571646.3414634146
2024-08-01495535.71428571426
2024-09-01434723.43205574906
2024-10-01433144.5993031359
2024-11-01405596.6898954704
2024-12-01439732.14285714284
2025-01-01514699.4773519164
2025-02-01405705.57491289196
2025-03-01319196.4285714286
2025-04-01355727.3519163763
2025-05-01362260.4529616725
2025-06-01460365.8536585366
2025-07-01512576.21951219515
2025-08-01450293.9895470383
2025-09-01571918.5540069686
2025-10-01674107.1428571427
2025-11-01573252.3954703833
2025-12-01578968.8588850175
2026-01-01797746.0801393728
2026-02-01911313.1533101044
2026-03-01825402.8745644599
2026-04-01983395.0348432056
Annual Return Matrix
YearAnnual Return
20170.7772353461551063
20180.20410006821156657
20190.6313194720886794
20201.023088185606487
20211.101324017888623
2022-0.5230233600395626
20232.1593812486114197
20240.18330798824456673
20250.3166398415253189
20260.6985283746297428
Total Factor Risk
0.5616453568659111
VTI.US Exposure
-0.1293122520697053
VEA.US Exposure
0.06038962962747041
VWO.US Exposure
0.008577330234141346
QQQ.US Exposure
0.16354614038619317
VTV.US Exposure
-0.033208475510357036
IJR.US Exposure
0.08890931170785066
QUAL.US Exposure
0.14198180168079272
SHV.US Exposure
0.2805632356874006
TLT.US Exposure
0.0032008061456655188
LQD.US Exposure
-0.010310125172513026
HYG.US Exposure
0.0591499788026433
GLD.US Exposure
-0.000085213627162838
USO.US Exposure
0.0021268934488660675
VNQ.US Exposure
0.00279844813741502
BTC-USD.CC Exposure
-0.005319988067508963
CPER.US Exposure
0.00875087322472912
VIX.INDX Exposure
-0.020485025149196603
UUP.US Exposure
0.02759363209271315
TIP.US Exposure
-0.0017672996786436673
Idiosyncratic Exposure
0.3529002980992064
Value Score
0
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
56.2%

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 →153.0x
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$7.4B
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 →
+12.2%
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 →
+50.3%
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 →
0.1% 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 →
1.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Camtek Ltd a high-risk investment?

Camtek Ltd (CAMT.US) has an annualized volatility of 56.2% and experienced a maximum drawdown of 53.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAMT.US has generated a Compound Annual Growth Rate (CAGR) of 59.4%. It has had a positive return in 90% 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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