American Express Company (AXP)

New York Stock Exchange
USD
US0258161092
1 June 1972  –  19 May 2022

Performance

Annualized Return
9.11%
Sharpe Ratio
0.42
Maximum Drawdown
-83.89%

Metrics

Metric American Express Company
Initial Balance $10,000
Final Balance $781,284
Returns   [View more details]
Month-To-Date -11.85%
Year-To-Date -5.36%
3M -21.99%
6M -14.42%
Annual Return (3Y) 10.47%
Annual Return (5Y) 16.59%
Annual Return (All) 9.11%
Risk   [View more details]
Annual Volatility 35.16%
Max Drawdown -83.89%
Sharpe Ratio 0.42
Sortino Ratio 0.62
Adjusted Sortino (S/√2) 0.44

  • 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 June 1972.
  • Final balance: The amount of capital we've accrued over time as of May 2022.
  • 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 50 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
American Express Company 0.4% 10.47% 16.59% 12.35% 8.85% 9.11%

Annual Returns

Year American Express Company
1972 12.84%
1973 -30.69%
1974 -42.07%
1975 41.35%
1976 10.2%
1977 -11.43%
1978 -18.79%
1979 2.54%
1980 34.75%
1981 9.64%
1982 45.59%
1983 1.57%
1984 15.32%
1985 40.85%
1986 6.85%
1987 -18.81%
1988 20.85%
1989 34.39%
1990 -38.18%
1991 3.41%
1992 25.44%
1993 28.42%
1994 12.52%
1995 42.81%
1996 39.79%
1997 59.89%
1998 15.68%
1999 63.43%
2000 -0.4%
2001 -34.5%
2002 0.17%
2003 37.66%
2004 17.6%
2005 5.13%
2006 19.09%
2007 -13.39%
2008 -63.72%
2009 126.07%
2010 7.83%
2011 11.62%
2012 23.57%
2013 59.84%
2014 3.67%
2015 -24.22%
2016 8.57%
2017 36.2%
2018 -2.63%
2019 32.52%
2020 -1.15%
2021 36.89%
2022 -5.36%

American Express Company had 37 positive years and 14 negative years. That's a positive ratio of 73%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1972 0% 0% 0% 0% 0% -2.8% -0.9% 8.1% 3.1% -0.2% -0.8% 6.1% 14.8%
1973 -2.9% -3.6% -3.5% -16.9% 5.2% 10.8% 8.8% -5.1% 5.1% -0.4% -28% 1.7% -28.1%
1974 -2% 4.8% -9.5% -7.8% -1.3% -8.6% -16.5% -7.8% -29.9% 48.6% -3.6% -3.2% -36.8%
1975 19.7% 15.6% 5.6% -7.9% 13.6% 9.4% -10.3% -12.5% -5.8% 5% 14.8% -5.2% 42.4%
1976 10.2% -9% -1% -13% 7.5% 7% 6.2% 4.5% -2.5% 1.9% 2.2% -1.5% 13.1%
1977 -13% 2.1% 0.7% 1.7% -3.4% 13.7% -0.9% 2.2% -7.3% -3.3% 6.8% -8.6% -10.4%
1978 -5.9% -4.8% 0% 16.7% -0.7% -6% 9.3% -5.9% -3.1% -12.2% 2.4% -7.1% -17.4%
1979 1.3% -3.4% 10.9% -5.5% 9.6% 4.2% 1.8% 1.1% -3.5% -11.5% 5% -5.2% 5%
1980 -1.7% -4.7% 5.4% 14.4% 0.7% 2.6% 7.2% -6.4% 3.2% -7.6% 3.7% 16.2% 34.3%
1981 8.1% 1.7% 3.1% -3.8% 11.7% -1.3% -4.1% -9.4% -1.8% 9.7% 3.6% -5.9% 14%
1982 0.8% 2.8% 2.7% 3.2% -12.4% -5.3% -6.5% 22.9% 4.6% 20.9% 17.3% -6.4% 44.3%
1983 1.6% 19.8% 5.7% 8.3% 4.1% 2.3% -11.2% 0.4% -13.2% -10.2% 3.8% -5.1% 7.9%
1984 -8.1% -4.2% 10% -5.9% -12.6% 10.6% -3.9% 18.6% 5.3% 7.2% -4.4% 6.4% 20.1%
1985 14% -0.3% -3.2% 4.2% 6.7% 3.3% -6.8% -6.8% 0.6% 9.6% 7.4% 8.4% 37.4%
1986 6.1% 16.9% 4.6% -12.5% 3.9% -0% -4% 9.8% -14.6% 4.2% -1.9% -1.5% 10.4%
1987 20.1% 8.8% 0.5% -8.4% -0.9% 1.5% 7.7% 0.7% -3.4% -32.4% -7.3% 2.2% -6.1%
1988 15.7% -1% -6.3% -0.7% 5.2% 8.9% 3% 1.8% -2.2% -2.5% -0.4% -0.6% 23.7%
1989 15.5% -4.1% 7.2% 3.5% -0.4% 3.3% 12% -0.3% -2.7% 1.3% -2.4% -1.1% 33.1%
1990 -14.2% -2.1% -11.6% 6.3% 7.8% 5.9% -5.3% -17.2% -12.4% -9.7% 8.6% 1.8% -40.7%
1991 10.3% 5.5% 20.3% -12.7% 2.5% -11.3% 12.8% 4.4% -2.3% -25.9% -0% 9.2% 11.4%
1992 0.6% 1.8% 10.1% -1.7% 1.1% 3.3% -1.1% -9.2% 6% -2.3% 7% 8.7% 26.4%
1993 -5.6% 5.4% 11.7% 3.2% 2.7% 11.3% 2.8% -0.4% 10.4% -9.5% -2.7% -1.6% 28.8%
1994 6.6% -10.4% -5.1% 7.8% 5.4% -6.8% 3.8% 6.2% 8% 2% -3.6% 0.3% 14.9%
1995 6.8% 6.8% 3.7% 0.3% 2.2% -0.7% 9.9% 4.9% 9.9% -8% 4.6% -2.6% 38.2%
1996 5.7% 5.5% 5.4% 0.2% -2.8% -3.2% -3.4% 4% 1.9% -0.6% 14.8% 8% 37.8%
1997 10% 5.6% -8.8% 10.2% 5.7% 7.2% 12.8% -7.2% 5.3% -4.5% 1.1% 13.4% 51.7%
1998 -6.2% 7.6% 1.9% 11.6% 0.4% 11.1% -3% -29.3% -0.5% 13.8% 13.6% 2.4% 23.9%
1999 0.6% 5.4% 8.8% 11% -7.3% 7.6% 1.3% 4.3% -1.8% 14.2% -1.8% 9.9% 56.8%
2000 -0.8% -18.6% 11% 0.5% 3.2% 1.3% 8.9% 4.1% 2.9% -1.1% -8.4% 0% 9.3%
2001 -14.1% -6.8% -5.9% 3% -0.8% -7.9% 4.2% -9.7% -20.2% 1.5% 11.8% 8.4% -32.1%
2002 0.7% 1.7% 12.4% 0.3% 3.7% -14.6% -2.7% 2.3% -13.5% 16.9% 7% -9% 9.9%
2003 0.5% -5.5% -1% 14.2% 10% 0.4% 5.9% 2% 0% 4.4% -2.6% 5.7% 35.3%
2004 7.5% 3% -2.8% -5.6% 3.6% 1.5% -2.2% -0.5% 2.9% 3.4% 5% 1.2% 17.1%
2005 -5.1% 1.5% -4.9% 2.6% 2.2% -0.9% 3.3% 0.4% 4% -0.9% 3.3% 0.1% 6.5%
2006 2.2% 2.7% -2.5% 2.6% 1% -2.1% -1.9% 0.9% 6.7% 3.4% 1.6% 3.3% 18.7%
2007 -3.8% -2.3% -0.8% 7.9% 7.1% -5.8% -4.1% 0.1% 1.3% 2.9% -3.2% -11.8% -10.1%
2008 -5.2% -13.9% 3.4% 10.3% -3.5% -18.7% -1% 6.9% -10.7% -22% -15.2% -20.4% -74.7%
2009 -9% -27.9% 13% 87.3% -1.5% -5.8% 21.9% 19.4% 0.8% 2.8% 20.1% -3.1% 109.1%
2010 -6.7% 1.4% 8.5% 11.8% -13.6% 0% 12.4% -10.7% 5.4% -0.9% 4.2% -0.7% 12.9%
2011 1.5% 0.4% 3.7% 9% 5.1% 0.5% -3.2% -0.7% -9.7% 13.2% -5.1% -1.8% 15.6%
2012 6.7% 5.5% 9.4% 4.4% -7.3% 4.3% -0.5% 1% -2.5% -1.2% -0.1% 2.8% 23.2%
2013 2.7% 5.7% 8.5% 1.7% 10.7% -1.3% -1% -2.5% 5% 8.6% 4.9% 5.7% 48.5%
2014 -6.1% 7.4% -1.4% -2.6% 4.7% 3.7% -7% 1.8% -2.2% 3.1% 2.7% 0.7% 5.2%
2015 -13% 1.1% -3.9% -0.9% 2.9% -2.1% -2.1% 0.9% -3.4% -0.8% -2.2% -2.9% -25.4%
2016 -22.7% 3.9% 10.5% 7.1% 0.5% -7.2% 6.1% 1.7% -2.3% 4.2% 8.5% 2.8% 11.3%
2017 3.5% 4.8% -1.2% 0.6% -2.9% 9.5% 1.6% 1% 5.1% 6% 2.3% 1.6% 31.8%
2018 0.4% -1.9% -4.3% 6.3% -0.5% -0.3% 1.9% 6.5% 0.5% -3.2% 9.3% -15.1% 0.2%
2019 8.2% 4.9% 1.4% 7.6% -2.1% 7.6% 1.1% -3.2% -1.7% -0.5% 2.4% 3.6% 29.6%
2020 4.7% -15.4% -22.1% 7.2% 4.2% 0.1% -1.5% 8.9% -1.3% -8.6% 30% 2% 18.9%
2021 -3.5% 16.3% 4.9% 8.4% 4.4% 3.2% 3.5% -2.7% 0.9% 4% -12.4% 7.4% 35.3%
2022 10.2% 8.2% -3.9% -6.3% -11.9% 0% 0% 0% 0% 0% 0% 0% -2.5%
Pos 60% 62% 60% 68% 64% 58% 50% 60% 48% 50% 60% 56% 78.4%
Avg 1.1% 0.9% 2% 3.7% 1.5% 0.9% 1.3% 0.1% -1.5% 0.7% 2.5% 0.4% 14.6%

Other Return Metrics

Metric American Express Company
Cumulative Return 7712.84%
Enh Ann Return 12.79%
Best Year 126.07%
Worst Year -63.72%
Best Month 87.34%
Worst Month -32.43%
Best Day 21.88%
Worst Day -26.23%
Win Ratio (Yearly) 72.55%
Win Ratio (Quarterly) 61.19%
Win Ratio (Monthly) 58%
Win Ratio (Daily) 50.53%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
American Express Company 32.76% 43.53% 35.92% 29.19% 35.63% 35.16%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
American Express Company 0.18 0.44 0.6 0.54 0.42 0.42

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.

American Express Company

start valley end Drawdown days
2007-07-20 2009-03-06 2012-04-27 -83.89% 1743
1973-01-22 1974-10-03 1982-11-11 -74.68% 3580
2000-10-03 2001-09-21 2005-11-28 -59.07% 1882
1989-10-10 1990-10-17 1993-07-26 -53.61% 1385
2020-02-20 2020-03-23 2021-02-22 -49.64% 368

The American Express Company took approximately 60 months on average to recover from a major drawdown. The longest drawdown lasted 119 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 American Express Company
Sharpe Ratio 0.42
Sortino Ratio 0.62
Adjusted Sortino (S/√2) 0.44
Calmar Ratio 0.11
Omega Ratio 0.11
Gain to Pain Ratio 0.08
Winckel Ratio 58.82
Ulcer Index 0.29
Kelly Criterion 3.82%
Skew 0.27
Kurtosis 9.81
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