Alarm.com Holdings Inc

10-Year Study

ALRM.US · Technology · US · Common Stock

Executive Summary: Alarm.com Holdings Inc has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 58.3% and an annualized volatility of 27.1%.

1Y CAGR
-22.2%
3Y CAGR
-3.3%
5Y CAGR
-11.2%
10Y CAGR
+8.0%

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 →
58.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
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 →
37.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +140.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.4-1.9-9.75.6————————-10.6%
2025-0.2-4.3-4.2-3.77.1-1.4-3.47.3-9.5-7.35.6-1.8-16.1%
2024-5.924.4-4.3-8.2-1.6-2.911.0-15.6-8.2-2.522.1-6.7-5.9%
20238.3-5.2-1.1-5.25.32.96.86.14.4-16.46.618.630.6%
2022-12.1-11.71.0-8.13.5-2.214.4-5.9-2.6-9.3-15.2-0.8-41.7%
2021-10.2-5.4-1.73.9-8.83.4-1.71.3-7.37.8-5.36.3-18.0%
20202.29.8-19.415.05.737.08.1-14.5-7.75.630.136.3140.7%
201921.34.3-1.19.2-17.7-8.2-6.7-4.6-2.05.9-11.7-1.5-17.2%
20181.7-5.84.47.010.0-9.16.231.32.0-22.514.32.037.4%
2017-2.75.47.76.1-0.215.61.118.10.63.3-12.2-7.935.6%
2016———-3.8-7.120.912.1-4.55.21.11.5-6.017.4%

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 27.1%. The dominant macroeconomic risk driver is IJR.US, accounting for 22.0% of variance. Idiosyncratic stock-specific factors contribute 31.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019624.472573839663
2016-05-018945.147679324895
2016-06-0110814.34599156118
2016-07-0112122.362869198314
2016-08-0111573.839662447259
2016-09-0112177.215189873417
2016-10-0112312.236286919831
2016-11-0112497.890295358651
2016-12-0111742.616033755274
2017-01-0111430.379746835444
2017-02-0112042.194092827003
2017-03-0112970.464135021095
2017-04-0113759.493670886077
2017-05-0113734.177215189873
2017-06-0115877.63713080169
2017-07-0116046.413502109706
2017-08-0118953.586497890297
2017-09-0119063.291139240504
2017-10-0119696.20253164557
2017-11-0117295.35864978903
2017-12-0115928.270042194092
2018-01-0116194.09282700422
2018-02-0115246.835443037973
2018-03-0115924.050632911392
2018-04-0117037.974683544307
2018-05-0118746.835443037973
2018-06-0117037.974683544307
2018-07-0118088.607594936708
2018-08-0123751.054852320674
2018-09-0124219.409282700424
2018-10-0118767.932489451476
2018-11-0121455.69620253165
2018-12-0121886.07594936709
2019-01-0126552.742616033756
2019-02-0127691.983122362868
2019-03-0127383.966244725743
2019-04-0129907.172995780587
2019-05-0124603.37552742616
2019-06-0122573.83966244726
2019-07-0121059.071729957806
2019-08-0120084.38818565401
2019-09-0119679.324894514768
2019-10-0120843.881856540083
2019-11-0118405.063291139242
2019-12-0118130.801687763713
2020-01-0118535.864978902955
2020-02-0120358.649789029536
2020-03-0116417.72151898734
2020-04-0118873.417721518985
2020-05-0119953.586497890297
2020-06-0127345.991561181436
2020-07-0129552.74261603376
2020-08-0125261.603375527426
2020-09-0123312.236286919833
2020-10-0124611.81434599156
2020-11-0132029.5358649789
2020-12-0143649.78902953587
2021-01-0139206.75105485232
2021-02-0137080.168776371305
2021-03-0136447.257383966244
2021-04-0137873.41772151899
2021-05-0134548.52320675105
2021-06-0135738.396624472574
2021-07-0135113.924050632915
2021-08-0135582.278481012654
2021-09-0132991.5611814346
2021-10-0135552.742616033756
2021-11-0133666.66666666667
2021-12-0135784.810126582284
2022-01-0131464.135021097045
2022-02-0127776.371308016875
2022-03-0128042.194092827005
2022-04-0125772.151898734177
2022-05-0126679.324894514768
2022-06-0126101.26582278481
2022-07-0129860.759493670885
2022-08-0128101.265822784808
2022-09-0127367.088607594935
2022-10-0124827.004219409282
2022-11-0121054.852320675105
2022-12-0120877.637130801686
2023-01-0122616.03375527426
2023-02-0121447.257383966244
2023-03-0121215.189873417723
2023-04-0120122.36286919831
2023-05-0121189.87341772152
2023-06-0121805.90717299578
2023-07-0123295.358649789032
2023-08-0124713.08016877637
2023-09-0125797.46835443038
2023-10-0121573.83966244726
2023-11-0122987.341772151896
2023-12-0127265.82278481013
2024-01-0125662.447257383967
2024-02-0131936.708860759496
2024-03-0130578.05907172996
2024-04-0128059.071729957806
2024-05-0127599.15611814346
2024-06-0126810.12658227848
2024-07-0129767.93248945148
2024-08-0125122.36286919831
2024-09-0123067.510548523205
2024-10-0122502.10970464135
2024-11-0127485.23206751055
2024-12-0125654.008438818564
2025-01-0125599.15611814346
2025-02-0124510.548523206755
2025-03-0123481.01265822785
2025-04-0122616.03375527426
2025-05-0124219.409282700424
2025-06-0123869.198312236287
2025-07-0123050.632911392408
2025-08-0124738.396624472574
2025-09-0122396.62447257384
2025-10-0120767.932489451476
2025-11-0121924.050632911392
2025-12-0121527.426160337556
2026-01-0120582.27848101266
2026-02-0120189.87341772152
2026-03-0118223.628691983122
2026-04-0119240.506329113923
Annual Return Matrix
YearAnnual Return
20170.3564498742364355
20180.37403973509933763
2019-0.17158280316175056
20201.4074936001861764
2021-0.18018366360560656
2022-0.41657823369885627
20230.30598221503637846
2024-0.05911482513153832
2025-0.16085526315789467
2026-0.1062328498627989
Total Factor Risk
0.2710260184258526
VTI.US Exposure
-0.1367539618532044
VEA.US Exposure
-0.02083217177501431
VWO.US Exposure
0.032219460945376935
QQQ.US Exposure
0.15604821260425528
VTV.US Exposure
-0.023586889340836772
IJR.US Exposure
0.2197653553682557
QUAL.US Exposure
0.010406273774022826
SHV.US Exposure
0.18891167421212318
TLT.US Exposure
0.016512919738467198
LQD.US Exposure
-0.0032924638929827063
HYG.US Exposure
0.13051629569169795
GLD.US Exposure
0.016338631060722718
USO.US Exposure
0.00012637896368592358
VNQ.US Exposure
0.0011334328678999305
BTC-USD.CC Exposure
0.04099881903430596
CPER.US Exposure
-0.0025153696022294078
VIX.INDX Exposure
0.05153525492122793
UUP.US Exposure
0.004716668871627726
TIP.US Exposure
0.0026402021129609235
Idiosyncratic Exposure
0.31511127629763747
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

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 →17.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.2B
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 →
-0.6%
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 →
-10.9%
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 →
24.9% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alarm.com Holdings Inc a high-risk investment?

Alarm.com Holdings Inc (ALRM.US) has an annualized volatility of 27.1% and experienced a maximum drawdown of 58.3% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ALRM.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 40% 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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