Arcosa Inc

10-Year Study

ACA.US · Industrials · US · Common Stock

Executive Summary: Arcosa Inc has compounded at 23.1% annually over the last 10 years, with a maximum drawdown of 29.0% and an annualized volatility of 34.3%.

1Y CAGR
+31.6%
3Y CAGR
+19.9%
5Y CAGR
+12.3%
10Y CAGR
+23.1%

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 →
29.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +61.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -3.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.7-6.1-1.24.4————————4.3%
20254.8-17.2-8.13.97.70.5-0.915.2-5.38.94.5-0.210.2%
2024-5.26.03.4-11.415.6-5.111.5-1.53.6-1.116.0-11.017.3%
20239.22.24.17.1-2.815.41.91.3-8.1-3.97.411.452.5%
2022-11.412.98.7-6.4-1.2-12.211.213.4-2.212.4-4.8-11.13.5%
20211.61.714.7-7.35.3-7.5-6.7-7.2-1.33.2-1.13.0-3.7%
2020-1.7-1.8-7.5-6.12.410.60.29.6-4.84.812.45.923.9%
20196.513.8-8.82.18.911.0-0.2-13.45.312.42.113.661.9%
2018——————————13.91.315.4%

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 34.3%. The dominant macroeconomic risk driver is IJR.US, accounting for 45.1% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0111391.674081171719
2018-12-0111537.497433440558
2019-01-0112283.467935117378
2019-02-0113978.038806378756
2019-03-0112750.923961398945
2019-04-0113014.081856135788
2019-05-0114167.921429060298
2019-06-0115731.46944083225
2019-07-0115698.48915200876
2019-08-0113601.182328382723
2019-09-0114321.230579700225
2019-10-0116103.70611183355
2019-11-0116439.112654849087
2019-12-0118677.965231674763
2020-01-0118362.57785230306
2020-02-0118030.978372459103
2020-03-0116679.513722537813
2020-04-0115662.129559920608
2020-05-0116040.35486961878
2020-06-0117733.899117103552
2020-07-0117764.526726438984
2020-08-0119477.02073780029
2020-09-0118551.348299226607
2020-10-0119446.991992334544
2020-11-0121856.264116076927
2020-12-0123136.763397440285
2021-01-0123517.811922524124
2021-02-0123914.045924303606
2021-03-0127438.145917459446
2021-04-0125435.074601327768
2021-05-0126789.276914653343
2021-06-0124781.158031620012
2021-07-0123122.946752446784
2021-08-0121459.260146464992
2021-09-0121184.766614194785
2021-10-0121864.733762233933
2021-11-0121628.054205735407
2021-12-0122274.74163301622
2022-01-0119741.59024022996
2022-02-0122284.366230921907
2022-03-0124222.118609266992
2022-04-0122668.70850728903
2022-05-0122389.210184107862
2022-06-0119662.026897542946
2022-07-0121858.87345150914
2022-08-0124779.917527889946
2022-09-0124241.49613305044
2022-10-0127240.90582437889
2022-11-0125925.501334610908
2022-12-0123057.157278762574
2023-01-0125170.80453083293
2023-02-0125735.618711929368
2023-03-0126801.596399972626
2023-04-0128706.4540414756
2023-05-0127907.398535350076
2023-06-0132204.460680309356
2023-07-0132825.22585723085
2023-08-0133267.572376976255
2023-09-0130579.614673875843
2023-10-0129396.430771336665
2023-11-0131579.802888234888
2023-12-0135171.87393060023
2024-01-0133337.4255697762
2024-02-0135347.554924372045
2024-03-0136565.51570734378
2024-04-0132394.642734925743
2024-05-0137461.37328040517
2024-06-0135543.76839367599
2024-07-0139614.887755800424
2024-08-0139009.43638354664
2024-09-0140403.67702415987
2024-10-0139947.25720347683
2024-11-0146346.33153103825
2024-12-0141269.71973170899
2025-01-0143237.543631510496
2025-02-0135802.22092943672
2025-03-0132916.852029293
2025-04-0134197.95017452604
2025-05-0136845.95510232017
2025-06-0137033.87002942988
2025-07-0136699.91787009787
2025-08-0142285.26452672644
2025-09-0140045.98418999384
2025-10-0143612.09020600917
2025-11-0145553.2646636096
2025-12-0145459.20026007802
2026-01-0148965.67654506878
2026-02-0145975.63479570187
2026-03-0145402.43652042981
2026-04-0147391.520087605226
Annual Return Matrix
YearAnnual Return
20190.618892254531568
20200.2387196951306092
2021-0.03725766433344058
20220.035125688936684885
20230.5254210874900977
20240.173372786822243
20250.10151463483649747
20260.04250668327801965
Total Factor Risk
0.3433934240730444
VTI.US Exposure
-0.003505469118905381
VEA.US Exposure
-0.047375197836172805
VWO.US Exposure
-0.010697849317260585
QQQ.US Exposure
0.11037616668389191
VTV.US Exposure
-0.003837403534507298
IJR.US Exposure
0.45085111776398495
QUAL.US Exposure
-0.07398592080359274
SHV.US Exposure
0.18318915696960758
TLT.US Exposure
-0.0015229168541523843
LQD.US Exposure
0.013918679251058198
HYG.US Exposure
0.029367035303919726
GLD.US Exposure
0.016129963800446956
USO.US Exposure
0.0049521501525445115
VNQ.US Exposure
-0.046884166650156496
BTC-USD.CC Exposure
-0.003679496807499665
CPER.US Exposure
0.008422748547029466
VIX.INDX Exposure
0.03269214553032436
UUP.US Exposure
0.0024661609004012473
TIP.US Exposure
0.13851825975731413
Idiosyncratic Exposure
0.20060483626172426
Value Score
39.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.3%

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 →25.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.19%
Market Cap$5.3B
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
$21
Avg Yield on Cost
0.21%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$21.390.21%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 →
-2.2%
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 →
+7.8%
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 →
13.6% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arcosa Inc a high-risk investment?

Arcosa Inc (ACA.US) has an annualized volatility of 34.3% and experienced a maximum drawdown of 29.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ACA.US has generated a Compound Annual Growth Rate (CAGR) of 23.1%. It has had a positive return in 88% 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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