Argan Inc

10-Year Study

AGX.US · Industrials · US · Common Stock

Executive Summary: Argan Inc has compounded at 36.7% annually over the last 10 years, with a maximum drawdown of 50.1% and an annualized volatility of 69.3%.

1Y CAGR
+216.4%
3Y CAGR
+155.8%
5Y CAGR
+69.7%
10Y CAGR
+36.7%

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 →
50.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +198.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -35.3%
% 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.
202610.930.020.710.5————————92.3%
20250.0-4.70.617.137.34.811.3-6.818.313.629.1-20.7130.6%
2024-4.65.77.919.817.23.68.30.527.930.618.1-12.1198.3%
20236.4-0.34.10.00.5-2.6-2.911.77.21.22.00.330.2%
2022-3.44.74.4-8.88.7-6.70.3-6.9-7.08.69.5-2.8-2.0%
2021-2.815.76.7-5.6-2.1-2.7-5.43.0-5.7-5.0-4.8-1.6-11.6%
20205.5-0.9-17.29.3-1.528.1-7.0-1.3-1.0-1.111.7-0.619.2%
201912.310.17.4-3.8-4.0-11.72.10.4-4.9-3.0-3.29.68.6%
2018-3.1-8.47.5-6.3-3.35.8-5.63.68.03.0-1.2-13.0-14.3%
20174.5-6.6-4.01.1-11.71.67.4-1.76.23.8-14.2-23.7-35.3%
2016———-2.81.520.210.63.623.8-2.26.316.7104.2%

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 69.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.9% of variance. Idiosyncratic stock-specific factors contribute 15.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019721.28323119534
2016-05-019869.18340493897
2016-06-0111865.7448803786
2016-07-0113120.043036079063
2016-08-0113597.838018595656
2016-09-0116834.485566193416
2016-10-0116455.77534003591
2016-11-0117497.83729163486
2016-12-0120421.382824824253
2017-01-0121347.63992177902
2017-02-0119943.769582506415
2017-03-0119147.74751197668
2017-04-0119350.387833584136
2017-05-0117092.592996459698
2017-06-0117367.565917170086
2017-07-0118655.66774983825
2017-08-0118337.258921626355
2017-09-0119466.156340188572
2017-10-0120200.495787262193
2017-11-0117335.725034348896
2017-12-0113222.144679737423
2018-01-0112810.793913884221
2018-02-0111738.345001054093
2018-03-0112619.821313036588
2018-04-0111829.94206122464
2018-05-0111445.452496746848
2018-06-0112110.912408493808
2018-07-0111429.459359256754
2018-08-0111846.153286953233
2018-09-0112798.617320567902
2018-10-0113178.890512434664
2018-11-0113014.233892366183
2018-12-0111328.702593069156
2019-01-0112718.070064481422
2019-02-0114007.371382461342
2019-03-0115046.634534999528
2019-04-0114477.024404073885
2019-05-0113904.833562325983
2019-06-0112279.13113645781
2019-07-0112534.403419623579
2019-08-0112583.146140928618
2019-09-0111967.846524036959
2019-10-0111602.875856905037
2019-11-0111231.944111254079
2019-12-0112304.865548600963
2020-01-0112984.610239969757
2020-02-0112867.46050785481
2020-03-0110659.680573426675
2020-04-0111651.618578210077
2020-05-0111480.92818354306
2020-06-0114705.762618221997
2020-07-0113672.3515000836
2020-08-0113490.68399741202
2020-09-0113356.814167011973
2020-10-0113206.042498128076
2020-11-0114744.982153112482
2020-12-0114661.708794044738
2021-01-0114246.468787938267
2021-02-0116484.12681104108
2021-03-0117581.51047913986
2021-04-0116604.911347131052
2021-05-0116257.24234692023
2021-06-0115823.501188580898
2021-07-0114966.014582833546
2021-08-0115415.494442384723
2021-09-0114539.833816762262
2021-10-0113814.981208063447
2021-11-0113158.717350373292
2021-12-0112954.477715016828
2022-01-0112519.318983127241
2022-02-0113105.68556037773
2022-03-0113678.567014880888
2022-04-0112478.536482527497
2022-05-0113567.632797563227
2022-06-0112661.766950908337
2022-07-0112695.534279836289
2022-08-0111817.511031630063
2022-09-0110990.738519471646
2022-10-0111933.970150989759
2022-11-0113062.976613671224
2022-12-0112694.661926882283
2023-01-0113510.857159473388
2023-02-0113465.82193822287
2023-03-0114023.728000348941
2023-04-0114030.05255926548
2023-05-0114106.746923138435
2023-06-0113744.066182510775
2023-07-0113351.870833605943
2023-08-0114910.293037896465
2023-09-0115977.326092803814
2023-10-0116162.410311211914
2023-11-0116480.41931098656
2023-12-0116533.414752942375
2024-01-0115767.670599524568
2024-02-0116667.57536766042
2024-03-0117976.50462710546
2024-04-0121539.77565989866
2024-05-0125246.476057546213
2024-06-0126150.815286531593
2024-07-0128322.210833169764
2024-08-0128458.55233027283
2024-09-0136395.801074448056
2024-10-0147521.899693949505
2024-11-0156123.62695279843
2024-12-0149321.41844590322
2025-01-0149335.557833366045
2025-02-0147016.661941421495
2025-03-0147305.15633291897
2025-04-0155384.707652716286
2025-05-0176062.16241758082
2025-06-0179744.10980015848
2025-07-0188767.25623187142
2025-08-0182694.33479452452
2025-09-0197851.21293408646
2025-10-01111161.3198700194
2025-11-01143466.73063921664
2025-12-01113742.39417268227
2026-01-01126167.6807769757
2026-02-01164020.52937285093
2026-03-01197969.5984995529
2026-04-01218753.4076287266
Annual Return Matrix
YearAnnual Return
2017-0.35253431204156416
2018-0.14320234217145678
20190.08616723296531936
20200.19153750491095312
2021-0.11644148052656389
2022-0.020056060448764068
20230.30239110329760965
20241.983135618558514
20251.3061460468221804
20260.9232354762694546
Total Factor Risk
0.6925274839312168
VTI.US Exposure
0.09134894117733325
VEA.US Exposure
0.03878152612231176
VWO.US Exposure
-0.0035305333871906487
QQQ.US Exposure
-0.008890336540490932
VTV.US Exposure
-0.006818339718185323
IJR.US Exposure
0.003504404803862432
QUAL.US Exposure
-0.010360363344969823
SHV.US Exposure
0.6585980785365017
TLT.US Exposure
0.012703524030457125
LQD.US Exposure
0.005811819744377722
HYG.US Exposure
0.0008912885755937249
GLD.US Exposure
0.008544903252290771
USO.US Exposure
0.0015811209511157303
VNQ.US Exposure
-0.0010047559888636687
BTC-USD.CC Exposure
0.008739355721786628
CPER.US Exposure
-0.0027549760553109257
VIX.INDX Exposure
0.0035504275911555595
UUP.US Exposure
0.02992874437527723
TIP.US Exposure
0.014177650687505492
Idiosyncratic Exposure
0.15519751946544236
Value Score
26.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
69.3%

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 →59.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.31%
Market Cap$8.0B
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
$0
Avg Yield on Cost
0.00%

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 →
+26.8%
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 →
+81.6%
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 →
1.2% 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 →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Argan Inc a high-risk investment?

Argan Inc (AGX.US) has an annualized volatility of 69.3% and experienced a maximum drawdown of 50.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AGX.US has generated a Compound Annual Growth Rate (CAGR) of 36.7%. 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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