ArcBest Corp

10-Year Study

ARCB.US · Industrials · US · Common Stock

Executive Summary: ArcBest Corp has compounded at 22.0% annually over the last 10 years, with a maximum drawdown of 63.3% and an annualized volatility of 77.7%.

1Y CAGR
+93.2%
3Y CAGR
+11.7%
5Y CAGR
+8.6%
10Y CAGR
+22.0%

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 →
63.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +182.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.613.9-4.216.1————————54.1%
20252.5-17.5-10.4-17.17.322.8-5.01.0-5.36.4-13.515.6-20.0%
2024-0.920.0-0.3-22.2-4.81.517.7-15.62.0-3.910.8-19.0-22.1%
202319.115.4-3.92.1-11.117.917.7-9.1-3.77.19.60.972.4%
2022-26.24.9-13.1-10.45.0-7.025.9-9.0-9.79.24.4-15.4-41.2%
20218.627.519.33.47.1-25.21.613.022.59.914.816.3182.1%
2020-19.2-10.9-11.616.310.418.414.611.6-8.2-1.737.61.856.5%
20199.8-7.2-11.6-0.7-17.712.16.5-0.82.8-5.1-0.1-4.1-18.6%
2018-0.6-6.7-3.20.248.1-3.71.93.50.9-23.58.7-14.9-3.4%
201714.3-6.9-11.41.7-28.69.635.07.212.6-2.516.4-5.530.9%
2016———-11.6-9.3-5.715.1-1.73.94.653.5-9.229.7%

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 77.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.8% of variance. Idiosyncratic stock-specific factors contribute 11.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018842.077225005904
2016-05-018018.916759223428
2016-06-017562.833895374842
2016-07-018707.740090563231
2016-08-018558.979178498017
2016-09-018890.87683501108
2016-10-019302.230911110328
2016-11-0114278.434190886383
2016-12-0112965.468370716213
2017-01-0114817.692497122784
2017-02-0113797.775622308107
2017-03-0112222.920237012318
2017-04-0112434.452223121267
2017-05-018877.357684556508
2017-06-019727.305165923699
2017-07-0113127.14534845736
2017-08-0114069.415058021781
2017-09-0115845.85153057891
2017-10-0115443.191926705098
2017-11-0117975.444398096264
2017-12-0116978.14320248069
2018-01-0116883.157349844456
2018-02-0115755.288299652724
2018-03-0115255.481789352538
2018-04-0115279.303638108928
2018-05-0122623.971614809754
2018-06-0121789.603823557492
2018-07-0122194.87679480543
2018-08-0122972.353588605718
2018-09-0123187.25279806209
2018-10-0117728.380667112277
2018-11-0119265.1411972238
2018-12-0116394.055594365174
2019-01-0118001.87961422677
2019-02-0116702.684229835606
2019-03-0114765.274378445749
2019-04-0114655.0103780839
2019-05-0112055.916010393159
2019-06-0113517.843770888094
2019-07-0114393.070555893395
2019-08-0114280.14293109254
2019-09-0114685.26513114581
2019-10-0113932.916869788969
2019-11-0113915.477668273217
2019-12-0113344.90921061228
2020-01-0110787.126150258573
2020-02-019611.663659618951
2020-03-018500.580469099443
2020-04-019883.4036094624
2020-05-0110909.15030380396
2020-06-0112916.517989516376
2020-07-0114806.987742301873
2020-08-0116520.803912009927
2020-09-0115172.55763228916
2020-10-0114908.808555762726
2020-11-0120516.79339823196
2020-12-0120888.84644958965
2021-01-0122690.411454590227
2021-02-0128921.4833875272
2021-03-0134500.8217030109
2021-04-0135672.61542791378
2021-05-0138197.982681415444
2021-06-0128555.260155696385
2021-07-0129006.719369575378
2021-08-0132785.497821356235
2021-09-0140174.894585806396
2021-10-0144144.75039828724
2021-11-0150681.13400041211
2021-12-0158926.35832282122
2022-01-0143483.11613905125
2022-02-0145607.984842469225
2022-03-0139614.17651286329
2022-04-0135510.08408006955
2022-05-0137275.413741286684
2022-06-0134682.95330616101
2022-07-0143667.911366640365
2022-08-0139744.39256798525
2022-09-0135894.80191177874
2022-10-0139201.51575307699
2022-11-0140914.42729561709
2022-12-0134621.79045819365
2023-01-0141250.54654558064
2023-02-0147609.72373691431
2023-03-0145739.005010629364
2023-04-0146718.91726179408
2023-05-0141519.87415630952
2023-06-0148963.498293772645
2023-07-0157646.109851892434
2023-08-0152384.29567236414
2023-09-0150429.59739065319
2023-10-0154016.49436869589
2023-11-0159191.41408303472
2023-12-0159697.95504002975
2024-01-0159161.61164355679
2024-02-0171006.3977243601
2024-03-0170827.48257336275
2024-04-0155126.17036139855
2024-05-0152502.1987465888
2024-06-0153278.368856702036
2024-07-0162717.047698980285
2024-08-0152951.94922026163
2024-09-0154022.927273001405
2024-10-0151895.89751579328
2024-11-0157484.23184589173
2024-12-0146533.921005945405
2025-01-0147675.81177724058
2025-02-0139329.47024027903
2025-03-0135240.25389869181
2025-04-0129218.753926333193
2025-05-0131361.011574202046
2025-06-0138524.70386024515
2025-07-0136583.67550018343
2025-08-0136960.754258029825
2025-09-0135011.48373932666
2025-10-0137241.38970835825
2025-11-0132214.326278916662
2025-12-0137244.55590344612
2026-01-0145291.86790433065
2026-02-0151593.902812887914
2026-03-0149432.849022751376
2026-04-0157378.4909813697
Annual Return Matrix
YearAnnual Return
20170.3094893849594742
2018-0.03440232545748423
2019-0.18599097497271633
20200.5653045007588511
20211.8209484168992396
2022-0.4124566417540655
20230.7242884972143757
2024-0.22051063600515886
2025-0.19962566879572496
20260.5405873312094092
Total Factor Risk
0.7766909575384011
VTI.US Exposure
-0.02739758714252244
VEA.US Exposure
0.02476213024296499
VWO.US Exposure
-0.011474542876484254
QQQ.US Exposure
-0.00013763556563525716
VTV.US Exposure
0.009610982328868723
IJR.US Exposure
0.1678038363724553
QUAL.US Exposure
0.03403733708739012
SHV.US Exposure
0.6976673558252572
TLT.US Exposure
-0.0019274539261102202
LQD.US Exposure
0.022944253622059877
HYG.US Exposure
-0.005929896528861962
GLD.US Exposure
0.002733325198054182
USO.US Exposure
-0.00008576232536200154
VNQ.US Exposure
-0.026287236539308673
BTC-USD.CC Exposure
0.004122391752325429
CPER.US Exposure
0.004350301297495666
VIX.INDX Exposure
-0.015660519950963167
UUP.US Exposure
0.0006624092663755597
TIP.US Exposure
0.0019049330264383861
Idiosyncratic Exposure
0.11830137883556252
Value Score
34.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
77.7%

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 →38.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.48%
Market Cap$2.3B
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
$60
Avg Yield on Cost
0.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$60.310.60%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 →
+14.1%
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 →
+40.2%
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 →
0.0% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ArcBest Corp a high-risk investment?

ArcBest Corp (ARCB.US) has an annualized volatility of 77.7% and experienced a maximum drawdown of 63.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARCB.US has generated a Compound Annual Growth Rate (CAGR) of 22.0%. It has had a positive return in 50% 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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