Applied Materials, Inc. (AMAT)

Nasdaq Stock Exchange
USD
US0382221051
17 March 1980  –  22 July 2024

Performance

Annualized Return
19.93%
Sharpe Ratio
0.62
Maximum Drawdown
-85.22%

Metrics

Metric Applied Materials, Inc.
Initial Balance $10,000
Final Balance $31,851,482
Returns   [View more details]
Month-To-Date -5.31%
Year-To-Date 38.37%
3M 17.97%
6M 33.53%
Annual Return (3Y) 18.66%
Annual Return (5Y) 35.72%
Annual Return (All) 19.93%
Risk   [View more details]
Annual Volatility 48%
Max Drawdown -85.22%
Sharpe Ratio 0.62
Sortino Ratio 0.93
Adjusted Sortino (S/√2) 0.66

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on March 1980.
  • Final balance: The amount of capital we've accrued over time as of July 2024.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 44 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Applied Materials, Inc. 65.35% 18.66% 35.72% 27.9% 15.79% 19.93%

Annual Returns

Year Applied Materials, Inc.
1980 126.36%
1981 -49.4%
1982 62.5%
1983 69.23%
1984 -29.87%
1985 -23.15%
1986 -8.43%
1987 105.26%
1988 14.1%
1989 28.09%
1990 -24.56%
1991 63.95%
1992 91.49%
1993 129.63%
1994 9.03%
1995 86.39%
1996 -8.73%
1997 67.65%
1998 41.7%
1999 196.78%
2000 -39.71%
2001 5.01%
2002 -35.01%
2003 72.22%
2004 -23.8%
2005 5.47%
2006 3.91%
2007 -2.6%
2008 -42.11%
2009 40.43%
2010 3.06%
2011 -21.87%
2012 10.19%
2013 58.55%
2014 43.7%
2015 -23.52%
2016 75.7%
2017 59.86%
2018 -34.92%
2019 89.86%
2020 43.29%
2021 83.64%
2022 -37.54%
2023 67.97%
2024 38.37%

Applied Materials, Inc. had 30 positive years and 15 negative years. That's a positive ratio of 67%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1980 - - -0.9% 3.2% 12% -6% 43% 8.9% 2.4% 10.3% 30.2% -8.3% 126.4%
1981 -17.5% -10.2% 13.4% 20.4% 16.1% -25.4% -17.5% -20% -6.3% 11.7% -10.5% -6.7% -49.4%
1982 17.9% -16.7% -1.8% 16.7% -1.6% -6.5% 5.2% 4.9% 4.7% 32.8% -2.3% 4.6% 62.5%
1983 30.8% 10.9% -3% 2.3% 23.7% 11.1% -5.6% -10% 9.8% -13.7% -9.7% 17.6% 69.2%
1984 -20.1% -2.4% 3.3% -2.4% -7.4% 10.7% -14.5% 33% -17.4% -17.6% 0% 12.5% -29.9%
1985 29.6% -15.7% -6.8% -16.4% 10.9% -17.7% 19.1% -12% -13.6% 5.3% 13.8% -8.8% -23.2%
1986 13.3% 23.9% -6.9% 17.1% -8.7% -20.7% -19.6% 16.2% -11.6% 7.9% -4.9% -2.6% -8.4%
1987 39.5% 24.5% 3% 35.3% 0.5% -14.6% 17.7% 31.2% -4.1% -47% -6.5% 34.5% 105.3%
1988 -5.1% 41.9% -2.9% 13.7% -1.7% 21.1% -10.9% -8.1% -3.5% -18.4% -17.4% 21.1% 14.1%
1989 16.9% -9.6% 1.1% 16.8% 13.5% -18.3% -3.9% -1% 9.2% -4.7% 2% 9.6% 28.1%
1990 -4.4% -4.6% 9.6% -4.8% 37.3% 2% -8.6% -21.6% -15.6% -23.9% 4.3% 17.8% -24.6%
1991 37.2% 0% 0.9% 5% 7.2% -14.9% 14% -8.5% -11.8% -7.6% 11.3% 30.6% 64%
1992 8.9% 13.4% -8.3% -7.2% 21.6% -11.1% 10% 6.8% 16% 8.3% 22.9% -6.9% 91.5%
1993 3.7% 15% 6.8% -0.9% 21.4% 4.4% 22.2% 8.7% -0.4% -11.9% 11.9% 9.9% 129.6%
1994 13.9% 7.7% -6.3% -0% -2% -2% 4.7% 12.9% -7.4% 11.2% -7.9% -11.8% 9%
1995 -8.9% 19.8% 19.5% 11.8% 25% 12.5% 19.5% 0.5% -1.7% -2% -3% -19% 86.4%
1996 -6% -3.4% -2.5% 14.7% -6.9% -18.1% -21.7% 1.6% 13.9% -4.3% 44.2% -5.7% -8.7%
1997 37.4% 2.5% -8.4% 18.3% 18.9% 8.5% 29.7% 2.7% 0.9% -29.9% -1.1% -8.7% 67.7%
1998 8.9% 12.2% -4.1% 2.3% -11.4% -7.8% 13.6% -26.7% 2.8% 37.4% 11.7% 10.2% 41.7%
1999 48% -12% 10.9% -13.1% 2.6% 34.3% -2.6% -1.2% 9.3% 15.6% 8.5% 30% 196.8%
2000 8.3% 33.3% 3% 8% -18% 8.5% -16.3% 13.8% -31.3% -10.4% -23.9% -5.6% -39.7%
2001 31.8% -16% 3% 25.5% -8.6% -1.7% -6.6% -6% -34% 19.9% 16.5% 0.9% 5%
2002 8.9% -0.4% 24.8% -10.4% -8.8% -14.3% -21.8% -10.2% -13.6% 30.1% 13.4% -23.6% -35%
2003 -8.1% 8.4% -3.1% 16.2% 6.4% 1.8% 22.9% 11.2% -16.2% 28.7% 3.9% -7.4% 72.2%
2004 -3.3% -2% 0.4% -14.4% 9.3% -1.8% -13.5% -6.4% 3.8% -2.4% 3.4% 2.8% -23.8%
2005 -7% 9.8% -6.9% -8.5% 10.6% -1.5% 14.2% -0.7% -7.4% -3.5% 10.9% -0.9% 5.5%
2006 6.2% -3.7% -4.4% 2.5% -5.5% -3.7% -3.2% 7.6% 4.9% -1.9% 3.9% 2.4% 3.9%
2007 -3.9% 5% -1.4% 4.9% -0.3% 4% 10.9% -2.8% -3.1% -6.2% -2.7% -5.7% -2.6%
2008 0.9% 7.3% 1.8% -4.4% 6.5% -3.6% -9.3% 3.8% -15.6% -14.7% -25.4% 5.7% -42.1%
2009 -7.5% -1.1% 16.7% 13.6% -7.3% -2.2% 25.3% -4.1% 1.5% -8.8% 1.4% 13.2% 40.4%
2010 -12.6% 1% 10.1% 2.3% -5.7% -7% -1.8% -11.6% 12.6% 5.7% 1.2% 13% 3.1%
2011 11.7% 5.2% -4.9% 0.5% -11.7% -5.6% -5.3% -7.5% -8.5% 18.9% -11.9% -0.7% -21.9%
2012 14.7% 0.4% 1.6% -3.7% -13.1% 10.8% -4.9% 8.2% -4.5% -5.1% 2.1% 6.6% 10.2%
2013 12.9% 6.9% -1.7% 7.6% 5.5% -1.8% 9.4% -7.4% 16.8% 1.9% -2.6% 2.2% 58.6%
2014 -4.9% 13.3% 7.7% -6.7% 6.5% 11.7% -7.1% 10.8% -6.5% 2.2% 9.4% 3.6% 43.7%
2015 -8.4% 10.1% -9.9% -12.3% 2.2% -4.5% -9.7% -6.8% -8.7% 14.2% 12.6% -0.5% -23.5%
2016 -5.5% 7.5% 12.2% -3.4% 19.8% -1.8% 9.7% 13.9% 1% -3.6% 11.1% 0.2% 75.7%
2017 6.1% 6.1% 7.4% 4.4% 13.2% -10% 7.3% 2.1% 15.5% 8.3% -6.3% -3.1% 59.9%
2018 4.9% 7.6% -3.4% -10.7% 2.6% -9% 5.3% -11.1% -10.2% -14.9% 14% -12.2% -34.9%
2019 19.4% -1.4% 3.4% 11.1% -11.8% 16.1% 9.9% -2.3% 3.9% 8.7% 7.1% 5.4% 89.9%
2020 -5% 0.5% -21.2% 8.4% 13.5% 7.6% 6.4% -3.9% -3.5% -0.4% 39.7% 4.6% 43.3%
2021 12% 22.5% 13% -0.7% 4.3% 3.1% -1.7% -3.3% -4.7% 6.2% 7.9% 6.9% 83.6%
2022 -12.2% -2.7% -1.8% -16.3% 6.6% -22.4% 16.5% -11% -12.9% 7.8% 24.4% -11.2% -37.5%
2023 14.5% 4.4% 5.8% -8% 18.2% 8.4% 4.9% 1% -9.4% -4.4% 13.4% 8.2% 68%
2024 1.4% 22.9% 2.3% -3.7% 8.5% 9.7% -5.3% - - - - - 38.4%
Pos 61.4% 65.1% 53.3% 56.8% 62.2% 40% 51.1% 45.5% 38.6% 47.7% 65.1% 56.8% 66.7%
Avg 7.2% 5.6% 1.6% 3.1% 4.8% -1.5% 2.9% -0.1% -3.5% 0.8% 5.1% 2.8% 30.8%

Other Return Metrics

Metric Applied Materials, Inc.
Cumulative Return 318414.82%
Enh Ann Return 28.86%
Best Year 196.78%
Worst Year -49.4%
Best Month 48.02%
Worst Month -47.01%
Best Day 25.63%
Worst Day -21.77%
Win Ratio (Yearly) 66.67%
Win Ratio (Quarterly) 58.66%
Win Ratio (Monthly) 53.57%
Win Ratio (Daily) 51.02%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Applied Materials, Inc. 35.45% 41.3% 45.73% 39.43% 36.67% 48%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Applied Materials, Inc. 1.6 0.62 0.9 0.82 0.58 0.62

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Applied Materials, Inc.

start valley end days Drawdown
2000-04-10 2008-11-20 2017-05-31 6260 -85.22%
1983-06-27 1986-10-22 1987-05-05 1408 -67.01%
1987-10-06 1987-10-27 1988-06-14 252 -65.41%
1981-06-01 1982-03-08 1983-02-15 624 -64.62%
1995-08-17 1996-07-24 1997-05-05 627 -61.95%

The Applied Materials, Inc. took approximately 61 months on average to recover from a major drawdown. The longest drawdown lasted 209 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Applied Materials, Inc.
Sharpe Ratio 0.62
Sortino Ratio 0.93
Adjusted Sortino (S/√2) 0.66
Calmar Ratio 0.23
Omega Ratio 1.12
Gain to Pain Ratio 0.12
Winckel Ratio 51.11
Ulcer Index 0.47
Kelly Criterion 5.29%
Skew 0.3
Kurtosis 4
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