Ares Commercial Real Estate

10-Year Study

ACRE.US · Real Estate · US · Common Stock

Executive Summary: Ares Commercial Real Estate has compounded at 1.7% annually over the last 10 years, with a maximum drawdown of 61.8% and an annualized volatility of 43.7%.

1Y CAGR
+25.0%
3Y CAGR
-6.8%
5Y CAGR
-10.5%
10Y CAGR
+1.7%

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 →
61.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +32.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -34.0%
% 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.
20269.0-3.6-4.47.3————————7.7%
2025-3.9-13.6-2.2-12.113.36.7-6.35.6-1.3-1.118.8-7.0-7.9%
2024-8.2-20.72.2-8.92.5-0.716.2-8.72.7-9.313.7-14.9-34.0%
202319.3-7.9-16.6-5.36.714.15.0-2.9-4.8-3.79.66.215.1%
20221.0-0.38.2-2.9-2.5-14.512.0-3.7-18.218.11.0-17.3-23.1%
2021-5.022.01.87.62.8-1.02.74.6-4.33.6-5.81.030.9%
20203.2-6.6-52.410.9-3.927.00.19.1-5.01.919.79.8-13.8%
201910.46.01.70.1-3.43.52.1-1.23.81.80.93.432.3%
2018-1.8-2.82.5-1.013.02.02.23.5-2.43.6-1.3-6.510.3%
2017-1.80.31.03.4-4.31.0-2.23.03.0-2.53.9-2.31.9%
2016———9.6-0.24.93.3-1.02.34.13.13.433.4%

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 43.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110958.938596712065
2016-05-0110940.560408851741
2016-06-0111473.276100803101
2016-07-0111856.1969738929
2016-08-0111734.850582815136
2016-09-0112008.761108733415
2016-10-0112504.468668966038
2016-11-0112895.193977996523
2016-12-0113336.270486644344
2017-01-0113093.577704488807
2017-02-0113132.348128194155
2017-03-0113263.764759195388
2017-04-0113709.87638780494
2017-05-0113115.228720324261
2017-06-0113242.869011354194
2017-07-0112949.321517585156
2017-08-0113343.823166586943
2017-09-0113742.352911558115
2017-10-0113401.727046146874
2017-11-0113918.078598222603
2017-12-0113594.320384683166
2018-01-0113351.879358525715
2018-02-0112983.056821328766
2018-03-0113313.108934820373
2018-04-0113183.70635180383
2018-05-0114897.661186777776
2018-06-0115193.977996525764
2018-07-0115535.107373933184
2018-08-0116085.194229752522
2018-09-0115694.468920722036
2018-10-0116256.13655245336
2018-11-0116042.64746607588
2018-12-0114998.11183001435
2019-01-0116562.271846126736
2019-02-0117551.421162609196
2019-03-0117853.02484831701
2019-04-0117864.857380227084
2019-05-0117253.593816872686
2019-06-0117860.8292842577
2019-07-0118233.428161425945
2019-08-0118016.918003071423
2019-09-0118696.65919790539
2019-10-0119028.221847385514
2019-11-0119199.91943808061
2019-12-0119846.932353163313
2020-01-0120473.301276402908
2020-02-0119120.11278668714
2020-03-019099.720550842123
2020-04-0110089.121623322677
2020-05-019698.648070290274
2020-06-0112317.413962387653
2020-07-0112331.008786284332
2020-08-0113451.82648976612
2020-09-0112775.106366909191
2020-10-0113012.764029102993
2020-11-0115570.604969663402
2020-12-0117100.27441403791
2021-01-0116253.367236474409
2021-02-0119828.302409304903
2021-03-0120177.236222653002
2021-04-0121706.65391102943
2021-05-0122309.609526446966
2021-06-0122085.79844414793
2021-07-0122672.138163691747
2021-08-0123724.478235693965
2021-09-0122701.3418594698
2021-10-0123514.261977291608
2021-11-0122159.311195589235
2021-12-0122383.877545882533
2022-01-0122614.73779612799
2022-02-0122553.057576596762
2022-03-0124404.471186526018
2022-04-0123696.78507590443
2022-05-0123114.976964326175
2022-06-0119772.160821731577
2022-07-0122148.737443669594
2022-08-0121324.2365499358
2022-09-0117441.907303441505
2022-10-0120596.409959467284
2022-11-0120796.80773394426
2022-12-0117208.78124921326
2023-01-0120536.74378792075
2023-02-0118914.428136250346
2023-03-0115770.499232144204
2023-04-0114937.942146471642
2023-05-0115944.210870823996
2023-06-0118186.098033785653
2023-07-0119099.972306840213
2023-08-0118544.598575061053
2023-09-0117658.165705797943
2023-10-0117008.886986732457
2023-11-0118641.272878326326
2023-12-0119801.11276151154
2024-01-0118176.53130585836
2024-02-0114411.268598474358
2024-03-0114730.243448050149
2024-04-0113425.39210996702
2024-05-0113761.486367412703
2024-06-0113660.532212179955
2024-07-0115879.006067319551
2024-08-0114502.656025779814
2024-09-0114888.597970846655
2024-10-0113506.205785352833
2024-11-0115356.612371289746
2024-12-0113069.660884670575
2025-01-0112559.351476548927
2025-02-0110850.683517534804
2025-03-0110612.52234334483
2025-04-019328.818509100978
2025-05-0110566.702751693058
2025-06-0111276.402910299337
2025-07-0110567.206263689233
2025-08-0111158.329347196695
2025-09-0111009.541552327484
2025-10-0110887.439893255458
2025-11-0112937.992497671255
2025-12-0112033.936708542082
2026-01-0113116.487500314695
2026-02-0112638.151103950051
2026-03-0112084.287908159411
2026-04-0112965.433901462702
Annual Return Matrix
YearAnnual Return
20170.019349479923734814
20180.10326308381791915
20190.3232953973209789
2020-0.13839206433772233
20210.30897768093751843
2022-0.23119748962445597
20230.15064004096262162
2024-0.339953211615725
2025-0.07924644604538267
20260.07740585774058584
Total Factor Risk
0.4366048779541411
VTI.US Exposure
-0.05183721827327616
VEA.US Exposure
0.04904030235020618
VWO.US Exposure
-0.0030550016279877333
QQQ.US Exposure
0.16287746169122172
VTV.US Exposure
0.06544118398402601
IJR.US Exposure
0.1561541883288431
QUAL.US Exposure
-0.10885039563436534
SHV.US Exposure
0.3579501992669193
TLT.US Exposure
-0.012087202637850465
LQD.US Exposure
0.04645816930830673
HYG.US Exposure
0.007543871954194987
GLD.US Exposure
0.002140604723976348
USO.US Exposure
-0.00048374488059323124
VNQ.US Exposure
0.1033025225297673
BTC-USD.CC Exposure
-0.001798690145821512
CPER.US Exposure
0.001777012759000932
VIX.INDX Exposure
-0.01881806302120243
UUP.US Exposure
0.0292381891830229
TIP.US Exposure
0.027438464980069573
Idiosyncratic Exposure
0.18756814516154185
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →12.71%
Market Cap$263.6M
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
$378
Avg Yield on Cost
3.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$377.633.78%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 →
+2.5%
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 →
+9.4%
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 →
9.8% 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 →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ares Commercial Real Estate a high-risk investment?

Ares Commercial Real Estate (ACRE.US) has an annualized volatility of 43.7% and experienced a maximum drawdown of 61.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACRE.US has generated a Compound Annual Growth Rate (CAGR) of 1.7%. 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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