Arkema SA

10-Year Study

AKE.PA · Basic Materials · FR · Common Stock

Executive Summary: Arkema SA has compounded at 1.3% annually over the last 10 years, with a maximum drawdown of 54.3% and an annualized volatility of 47.2%.

1Y CAGR
-2.9%
3Y CAGR
-6.4%
5Y CAGR
-7.9%
10Y CAGR
+1.3%

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 →
54.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +35.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.4%
% 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.
2026-2.521.8-5.95.1————————17.4%
20254.73.1-11.3-5.3-0.1-0.6-4.21.2-11.6-3.91.8-0.6-25.0%
2024-1.7-5.51.9-0.50.2-13.43.00.71.6-6.0-6.7-1.9-26.0%
202310.63.7-5.6-1.3-5.45.913.5-1.3-3.2-5.55.510.427.8%
20225.3-8.9-8.50.46.0-24.58.7-8.6-11.06.75.0-0.3-30.4%
2021-2.10.013.00.66.0-1.81.44.81.93.2-2.27.135.6%
2020-12.32.5-25.920.26.78.72.96.0-2.5-7.216.2-4.31.8%
201910.66.9-4.37.8-15.18.9-0.1-2.47.27.22.60.730.5%
20181.34.4-1.32.4-1.8-2.75.80.6-1.1-13.0-9.7-10.5-24.6%
2017-1.70.11.15.1-2.20.42.9-5.113.74.5-5.2-1.211.7%
2016———5.65.8-3.910.64.83.04.84.62.844.6%

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 47.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.3% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110560.771161646388
2016-05-0111176.108783828711
2016-06-0110745.60309861028
2016-07-0111881.316909368976
2016-08-0112450.711483476292
2016-09-0112819.440288583017
2016-10-0113438.622082585278
2016-11-0114060.920772657757
2016-12-0114459.19775251014
2017-01-0114219.612341246095
2017-02-0114235.176042290046
2017-03-0114387.633818737948
2017-04-0115123.512201609148
2017-05-0114788.632887824988
2017-06-0114853.817574306802
2017-07-0115291.014196422635
2017-08-0114511.997971939623
2017-09-0116494.530886362125
2017-10-0117241.754770928917
2017-11-0116343.486102799387
2017-12-0116144.752809362324
2018-01-0116359.382272757499
2018-02-0117082.772292040692
2018-03-0116852.246658687414
2018-04-0117249.692466254404
2018-05-0116934.491156326883
2018-06-0116471.52819336392
2018-07-0117421.807467251812
2018-08-0117527.40790611078
2018-09-0117332.47722587938
2018-10-0115071.293802779439
2018-11-0113612.565662610545
2018-12-0112176.59086375424
2019-01-0113469.624808830375
2019-02-0114398.792306669326
2019-03-0113784.76378083649
2019-04-0114856.872132455615
2019-05-0112606.847197287054
2019-06-0113724.54534875989
2019-07-0113711.121916350821
2019-08-0113385.551732163041
2019-09-0114352.205100073143
2019-10-0115379.284693131192
2019-11-0115785.416251080524
2019-12-0115892.824489660217
2020-01-0113932.650109714741
2020-02-0114275.009974067425
2020-03-0110572.843939091694
2020-04-0112704.198251213513
2020-05-0113557.978422767472
2020-06-0114731.053427754503
2020-07-0115160.14612008777
2020-08-0116073.7083582685
2020-09-0115679.21321231465
2020-10-0114547.655262982911
2020-11-0116907.665070815878
2020-12-0116177.521776713877
2021-01-0115831.463195691202
2021-02-0115831.463195691202
2021-03-0117881.778209987366
2021-04-0117994.23582020081
2021-05-0119080.702673050073
2021-06-0118735.39214708425
2021-07-0118992.16204534876
2021-08-0119904.145056187248
2021-09-0120276.01153667132
2021-10-0120931.224649245298
2021-11-0120470.796761752776
2021-12-0121931.74828778509
2022-01-0123100.48041758095
2022-02-0121055.173216304276
2022-03-0119257.78392845269
2022-04-0119328.620586475165
2022-05-0120480.001994813483
2022-06-0115452.344737017087
2022-07-0116795.249019216706
2022-08-0115354.100172883836
2022-09-0113661.833399827115
2022-10-0114578.928120220759
2022-11-0115306.785690537934
2022-12-0115263.107586940621
2023-01-0116878.94806835561
2023-02-0117497.631158986635
2023-03-0116522.292040694196
2023-04-0116307.579460070483
2023-05-0115433.019981381742
2023-06-0116341.969213378548
2023-07-0118549.93683090631
2023-08-0118299.982545382005
2023-09-0117716.728173415784
2023-10-0116735.84098011836
2023-11-0117659.938327016425
2023-12-0119504.30962829975
2024-01-0119182.396602167693
2024-02-0118133.332502161047
2024-03-0118470.393643194362
2024-04-0118377.614036837556
2024-05-0118407.453121883103
2024-06-0115933.489593722985
2024-07-0116414.53055389321
2024-08-0116522.52061307268
2024-09-0116787.602234191105
2024-10-0115776.418811091162
2024-11-0114725.962497506482
2024-12-0114441.265210452822
2025-01-0115118.649843739611
2025-02-0115589.882970942215
2025-03-0113822.76913358601
2025-04-0113086.475164572113
2025-05-0113070.184187778443
2025-06-0112997.456612806702
2025-07-0112446.804973734956
2025-08-0112592.260123678436
2025-09-0111137.708624243634
2025-10-0110701.343174413192
2025-11-0110898.746592193631
2025-12-0110836.408670789282
2026-01-0110566.277678037104
2026-02-0112872.780769998004
2026-03-0112114.336059578427
2026-04-0112727.325620054524
Annual Return Matrix
YearAnnual Return
20170.11657320729011889
2018-0.24578647889281724
20190.3051949160062526
20200.017913573967854646
20210.3556927068615614
2022-0.3040633429373515
20230.27787277375860064
2024-0.2595859332801358
2025-0.249621933198366
20260.17449664429530198
Total Factor Risk
0.47161492248709863
VTI.US Exposure
-0.10092686528369921
VEA.US Exposure
0.23347021781577332
VWO.US Exposure
0.013302365438830248
QQQ.US Exposure
0.05851938126086081
VTV.US Exposure
0.08215161717768137
IJR.US Exposure
0.0956400522575002
QUAL.US Exposure
0.04601271427908866
SHV.US Exposure
0.45279747977212126
TLT.US Exposure
0.010515982294549382
LQD.US Exposure
-0.011894530376188074
HYG.US Exposure
0.06528556660520027
GLD.US Exposure
-0.007073123085754994
USO.US Exposure
0.0026480485977468295
VNQ.US Exposure
-0.030186503398368265
BTC-USD.CC Exposure
-0.0018876273628996418
CPER.US Exposure
0.024057058858669694
VIX.INDX Exposure
-0.022214181782301813
UUP.US Exposure
-0.007164438956599155
TIP.US Exposure
0.0029825244905856644
Idiosyncratic Exposure
0.09396426139720343
Value Score
4.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
73.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.2%

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 →113.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.10%
Market Cap$4.4B
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 →
+5.2%
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 →
+9.2%
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 →
7.7% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arkema SA a high-risk investment?

Arkema SA (AKE.PA) has an annualized volatility of 47.2% and experienced a maximum drawdown of 54.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AKE.PA?

Over the past 10 years, AKE.PA has generated a Compound Annual Growth Rate (CAGR) of 1.3%. 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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