ARB Corporation Ltd

10-Year Study

ARB.AU · Consumer Cyclical · AU · Common Stock

Executive Summary: ARB Corporation Ltd has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 58.0% and an annualized volatility of 38.7%.

1Y CAGR
-33.8%
3Y CAGR
-8.6%
5Y CAGR
-11.9%
10Y CAGR
+4.4%

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 →
58.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +73.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.1%
% 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.
2026-17.9-0.4-20.11.1————————-34.0%
2025-3.0-2.2-16.8-0.7-1.75.62.920.4-3.6-5.5-5.0-8.3-20.0%
2024-5.722.2-0.2-5.8-0.6-2.011.91.111.6-12.02.3-4.414.8%
202324.00.4-1.12.0-10.50.09.08.4-7.5-5.88.014.242.9%
2022-12.1-10.10.1-2.5-20.1-11.817.3-8.5-8.45.6-2.4-9.3-50.1%
202114.1-4.62.814.58.71.58.110.9-5.50.110.0-1.773.4%
2020-0.9-7.8-16.78.011.95.37.037.15.112.8-9.811.068.5%
20194.48.01.76.52.8-2.31.91.51.2-3.94.9-1.227.8%
2018-2.08.3-0.45.83.46.3-7.9-5.7-3.4-8.7-2.5-11.1-18.3%
2017-8.2-10.91.96.41.20.3-2.410.81.96.49.2-5.88.4%
2016———8.23.00.88.4-5.05.3-5.20.92.619.6%

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 38.7%. The dominant macroeconomic risk driver is QUAL.US, accounting for 35.2% of variance. Idiosyncratic stock-specific factors contribute 26.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110821.03495674648
2016-05-0111143.193435012718
2016-06-0111237.190620035723
2016-07-0112183.664902504672
2016-08-0111579.514869169418
2016-09-0112190.414262550104
2016-10-0111559.760644646192
2016-11-0111661.412591671948
2016-12-0111959.53676343493
2017-01-0110983.760381256534
2017-02-019784.432024890322
2017-03-019974.154889582116
2017-04-0110612.216341682237
2017-05-0110735.515626414688
2017-06-0110762.924612940664
2017-07-0110502.580395578347
2017-08-0111633.015893919814
2017-09-0111852.287786127596
2017-10-0112608.051492678589
2017-11-0113771.246080021072
2017-12-0112968.072234614341
2018-01-0112711.925789963208
2018-02-0113771.246080021072
2018-03-0113722.765920670327
2018-04-0114517.544220654685
2018-05-0115006.543586873318
2018-06-0115949.725498588396
2018-07-0114692.122179878677
2018-08-0113860.79856452635
2018-09-0113385.709464742824
2018-10-0112219.222506646473
2018-11-0111908.587326018782
2018-12-0110588.593581523215
2019-01-0111054.464043195903
2019-02-0111943.898002354046
2019-03-0112141.522556855127
2019-04-0112932.18539339715
2019-05-0113288.913764579029
2019-06-0112982.147119587135
2019-07-0113231.791131999375
2019-08-0113424.394821100803
2019-09-0113588.437193912407
2019-10-0113060.340924991562
2019-11-0113702.188603458637
2019-12-0113536.335426732403
2020-01-0113413.694616150726
2020-02-0112368.037664721425
2020-03-0110305.53200595919
2020-04-0111130.764735416853
2020-05-0112453.63930432206
2020-06-0113118.69819660392
2020-07-0114032.248771534163
2020-08-0119235.92305729548
2020-09-0120207.913213106927
2020-10-0122787.814935839928
2020-11-0120543.817339270576
2020-12-0122810.03843842855
2021-01-0126031.54091182208
2021-02-0124824.393174915425
2021-03-0125513.157136625156
2021-04-0129223.823594775004
2021-05-0131778.044825627814
2021-06-0132256.014749820977
2021-07-0134877.400344052745
2021-08-0138693.75190340184
2021-09-0136550.33623336324
2021-10-0136598.81639271398
2021-11-0140244.376219206046
2021-12-0139551.414484785135
2022-01-0134760.93272863457
2022-02-0131250.936267933135
2022-03-0131288.63391306495
2022-04-0130491.0570979398
2022-05-0124354.81879614463
2022-06-0121473.006675281704
2022-07-0125183.673133431555
2022-08-0123054.579276172288
2022-09-0121115.61982994905
2022-10-0122297.498621319748
2022-11-0121759.442930868445
2022-12-0119730.272525989152
2023-01-0124464.948597861603
2023-02-0124572.526812244323
2023-03-0124311.277192924696
2023-04-0124802.91045574642
2023-05-0122202.266797264037
2023-06-0122202.266797264037
2023-07-0124197.361164840775
2023-08-0126239.042578584773
2023-09-0124282.798185903714
2023-10-0122877.77896668944
2023-11-0124705.127044356464
2023-12-0128203.106351806277
2024-01-0126587.45771361313
2024-02-0132501.049443177795
2024-03-0132430.428090507274
2024-04-0130547.850493444068
2024-05-0130373.848699102004
2024-06-0129764.760109635947
2024-07-0133292.61768167713
2024-08-0133672.22802959841
2024-09-0137571.79425975159
2024-10-0133074.251191426665
2024-11-0133839.39815462619
2024-12-0132364.992221774093
2025-01-0131392.672828887262
2025-02-0130715.267546278385
2025-03-0125542.870782678838
2025-04-0125376.194513264138
2025-05-0124941.190027408986
2025-06-0126342.916875869396
2025-07-0127100.162149259628
2025-08-0132625.830294749492
2025-09-0131451.359337575
2025-10-0129713.646053682107
2025-11-0128232.079214440335
2025-12-0125886.26505230754
2026-01-0121244.022289350003
2026-02-0121153.482093618564
2026-03-0116898.09289424082
2026-04-0117079.173285703702
Annual Return Matrix
YearAnnual Return
20170.08432897453544386
2018-0.18348746136220828
20190.2783884207580609
20200.6850970162413275
20210.7339477349653227
2022-0.5011487507335772
20230.42943318774013495
20240.14756835002684965
2025-0.2001770037537003
2026-0.3402225755166931
Total Factor Risk
0.3866321890309954
VTI.US Exposure
0.34837747790739504
VEA.US Exposure
0.05746880064534303
VWO.US Exposure
0.01933170184320166
QQQ.US Exposure
-0.2040882070504873
VTV.US Exposure
-0.09333121873581009
IJR.US Exposure
0.04431121083131684
QUAL.US Exposure
0.3523577042649407
SHV.US Exposure
0.02102829121086415
TLT.US Exposure
0.010024614603858934
LQD.US Exposure
-0.002931834255800244
HYG.US Exposure
-0.024562521550664546
GLD.US Exposure
-0.00472090070123967
USO.US Exposure
0.015565492812030905
VNQ.US Exposure
0.12698409609387606
BTC-USD.CC Exposure
0.057409691527708626
CPER.US Exposure
0.013525031673638615
VIX.INDX Exposure
0.00499148177210895
UUP.US Exposure
-0.006502023478239772
TIP.US Exposure
0.004628951194991944
Idiosyncratic Exposure
0.26013215939096634
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.7%

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 →19.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.36%
Market Cap$1.7B
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
$280
Avg Yield on Cost
2.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$279.852.80%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 →
-8.9%
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 →
-34.5%
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 →
48.7% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARB Corporation Ltd a high-risk investment?

ARB Corporation Ltd (ARB.AU) has an annualized volatility of 38.7% and experienced a maximum drawdown of 58.0% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of ARB.AU?

Over the past 10 years, ARB.AU has generated a Compound Annual Growth Rate (CAGR) of 4.4%. 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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