ARC Resources Ltd.

10-Year Study

AETUF.US · Energy · US · Common Stock

Executive Summary: ARC Resources Ltd. has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 80.8% and an annualized volatility of 52.8%.

1Y CAGR
-8.6%
3Y CAGR
+20.0%
5Y CAGR
+24.2%
10Y CAGR
+5.7%

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 →
80.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +99.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -47.0%
% 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.
2026-1.2-0.312.1-9.7————————-0.2%
2025-5.47.39.9-8.213.11.9-7.3-1.4-4.71.3-3.46.36.9%
20244.49.75.61.53.9-4.7-3.06.2-7.4-1.711.1-1.025.3%
2023-13.7-5.94.310.2-3.712.412.51.75.40.4-0.6-5.814.6%
202228.95.68.83.49.2-16.511.9-1.7-11.518.03.8-7.653.9%
2021-2.329.13.52.421.012.3-11.4-5.232.22.2-9.06.299.2%
2020-15.3-18.5-32.948.4-3.6-16.726.019.4-11.19.42.5-3.4-20.2%
201923.04.4-6.9-8.4-14.0-8.24.4-17.014.0-9.919.826.416.2%
2018-6.2-11.312.43.2-7.4-0.216.1-10.15.4-15.4-27.9-11.4-47.0%
2017-9.5-3.6-4.0-7.3-4.65.55.8-5.15.5-11.60.8-3.6-28.9%
2016———16.8-2.13.62.10.25.0-6.74.6-2.820.9%

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 52.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.4% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111682.01181805689
2016-05-0111438.885424044143
2016-06-0111856.322871851247
2016-07-0112105.263157894737
2016-08-0112127.884483250706
2016-09-0112739.823046268008
2016-10-0111890.466274140865
2016-11-0112432.426718533632
2016-12-0112090.147038614814
2017-01-0110947.241572499233
2017-02-0110547.880043551337
2017-03-0110122.831682540353
2017-04-019384.573101764252
2017-05-018951.490999038064
2017-06-019445.037578883943
2017-07-019988.266508810688
2017-08-019475.90406021078
2017-09-0110000.739949894822
2017-10-018839.6528577922
2017-11-018914.070675785668
2017-12-018591.346814515702
2018-01-018057.31440471031
2018-02-017146.224669929493
2018-03-018034.587372226508
2018-04-018294.73261382015
2018-05-017683.005465058509
2018-06-017666.092324605448
2018-07-018898.53172799442
2018-08-018000.443969936892
2018-09-018432.574708512593
2018-10-017134.702592995845
2018-11-015144.131668798426
2018-12-014557.668523588545
2019-01-015604.0633819938475
2019-02-015849.198211435397
2019-03-015447.194004291709
2019-04-014988.319362374605
2019-05-014288.855297512711
2019-06-013936.9562689612158
2019-07-014110.210251477257
2019-08-013409.4777010813837
2019-09-013885.1597763237173
2019-10-013499.1173454826057
2019-11-014190.759082884959
2019-12-015295.292861597658
2020-01-014485.047726768215
2020-02-013656.409551696071
2020-03-012452.193951438145
2020-04-013638.4393399646938
2020-05-013509.265229754442
2020-06-012923.119205928055
2020-07-013682.9420407818097
2020-08-014396.570860773142
2020-09-013906.9354446570333
2020-10-014272.470692698808
2020-11-014378.177820530438
2020-12-014227.545163370366
2021-01-014129.6603629982765
2021-02-015331.233285060412
2021-03-015516.749294404921
2021-04-015651.314468134585
2021-05-016835.34000697667
2021-06-017676.134501749453
2021-07-016803.627868627181
2021-08-016451.728840075685
2021-09-018528.556780583714
2021-10-018712.064354499424
2021-11-017931.5229225906705
2021-12-018422.638238496422
2022-01-0110856.86197820319
2022-02-0111467.743469942177
2022-03-0112476.400883711587
2022-04-0112904.726165685352
2022-05-0114096.468324859145
2022-06-0111765.520449043877
2022-07-0113162.440143338865
2022-08-0112937.389668185324
2022-09-0111448.716186932485
2022-10-0113509.476644010103
2022-11-0114024.693185061467
2022-12-0112959.271043646471
2023-01-0111179.37442521749
2023-02-0110525.153011067534
2023-03-0110981.596389044513
2023-04-0112103.994672360755
2023-05-0111652.096700880538
2023-06-0113095.844652804937
2023-07-0114738.42771218063
2023-08-0114993.604718766186
2023-09-0115806.598238919249
2023-10-0115863.997209331823
2023-11-0115774.991807697592
2023-12-0114853.437067261446
2024-01-0115501.84458938066
2024-02-0117008.171160981383
2024-03-0117952.347226773498
2024-04-0118226.12868785742
2024-05-0118939.546093593093
2024-06-0118048.32929884462
2024-07-0117501.929155082926
2024-08-0118584.475851206644
2024-09-0117211.234553545943
2024-10-0116915.57171700088
2024-11-0118796.84147102039
2024-12-0118605.828691028633
2025-01-0117604.465069079608
2025-02-0118893.4577858585
2025-03-0120762.04268453822
2025-04-0119055.929641335715
2025-05-0121558.123064238225
2025-06-0121962.135706810706
2025-07-0120348.83352184438
2025-08-0120057.398970412574
2025-09-0119117.87401824505
2025-10-0119367.448547055526
2025-11-0118705.82763395736
2025-12-0119885.62488768618
2026-01-0119650.955063899957
2026-02-0119598.101499984143
2026-03-0121976.511876195807
2026-04-0119851.798606780056
Annual Return Matrix
YearAnnual Return
2017-0.289392694143774
2018-0.46950476776376493
20190.16184247147230724
2020-0.20164091507965032
20210.9923236566399121
20220.5386237277074262
20230.14616300694965578
20240.2526278333274026
20250.06878469203979276
2026-0.0017010418881564515
Total Factor Risk
0.5282313700991458
VTI.US Exposure
0.014086040252981756
VEA.US Exposure
-0.0035039585394562706
VWO.US Exposure
-0.0007225358805734287
QQQ.US Exposure
-0.000008061716826769552
VTV.US Exposure
-0.0013553427704117832
IJR.US Exposure
-0.007940220708188365
QUAL.US Exposure
0.008933927811254797
SHV.US Exposure
0.5735347711445955
TLT.US Exposure
0.0658295818573069
LQD.US Exposure
0.03752183502553384
HYG.US Exposure
0.028272440334782326
GLD.US Exposure
0.0019361385554147801
USO.US Exposure
0.07461137872900801
VNQ.US Exposure
-0.0013048138476537885
BTC-USD.CC Exposure
-0.00013632920030540283
CPER.US Exposure
0.004973353830750361
VIX.INDX Exposure
0.002452926628158847
UUP.US Exposure
0.0023447525747848494
TIP.US Exposure
0.006195660468454554
Idiosyncratic Exposure
0.1942784554503893
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.8%

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 →12.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.75%
Market Cap$11.5B
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
$160
Avg Yield on Cost
1.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$159.621.60%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 →
+0.7%
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 →
16.2% 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 →
0.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARC Resources Ltd. a high-risk investment?

ARC Resources Ltd. (AETUF.US) has an annualized volatility of 52.8% and experienced a maximum drawdown of 80.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AETUF.US has generated a Compound Annual Growth Rate (CAGR) of 5.7%. 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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