Ares Capital Corporation

10-Year Study

ARCC.US · Financial Services · US · Common Stock

Executive Summary: Ares Capital Corporation has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 41.1% and an annualized volatility of 18.8%.

1Y CAGR
-9.7%
3Y CAGR
+9.2%
5Y CAGR
+8.6%
10Y CAGR
+12.4%

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 →
41.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +36.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.7-6.4-3.24.2————————-7.2%
20258.1-1.2-3.0-6.86.71.83.1-1.0-6.9-0.31.30.41.1%
20241.00.05.4-1.04.7-1.20.50.71.71.04.81.019.8%
20234.9-0.1-3.01.11.42.94.3-0.62.4-2.64.53.520.0%
20224.3-1.2-1.9-3.2-4.4-5.18.11.3-12.015.11.1-3.4-3.8%
20212.46.04.22.91.12.71.9-0.44.35.5-5.56.736.1%
20200.9-8.7-35.519.114.90.7-2.44.3-2.5-0.919.25.00.9%
20194.66.31.45.0-2.44.63.51.61.0-1.82.41.831.3%
20181.5-1.03.01.15.2-0.32.43.60.7-0.2-0.7-6.48.8%
20172.55.00.11.3-5.40.60.1-2.04.5-1.90.9-0.84.5%
2016———2.4-2.3-1.76.66.7-1.7-1.34.85.219.6%

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 18.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 17.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110235.893788525367
2016-05-0110000
2016-06-019826.424168529431
2016-07-0110476.867845288898
2016-08-0111182.686445844342
2016-09-0110989.128225970333
2016-10-0110847.388742125584
2016-11-0111372.011108853216
2016-12-0111960.644855381697
2017-01-0112258.009889588837
2017-02-0112874.415769152612
2017-03-0112883.3909097067
2017-04-0113046.467520151733
2017-05-0112342.173000067738
2017-06-0112422.271895956108
2017-07-0112429.722956038746
2017-08-0112179.604416446524
2017-09-0112730.98286256181
2017-10-0112490.178148072886
2017-11-0112599.065230644179
2017-12-0112498.306577253947
2018-01-0112681.196233827814
2018-02-0112553.850843324528
2018-03-0112924.371740161216
2018-04-0113062.724378513853
2018-05-0113746.867167919801
2018-06-0113705.039626092257
2018-07-0114038.305222515748
2018-08-0114546.501388606652
2018-09-0114650.308202939783
2018-10-0114624.737519474362
2018-11-0114522.45478561268
2018-12-0113599.370046738468
2019-01-0114227.799227799227
2019-02-0115118.200907674593
2019-03-0115330.72546230441
2019-04-0116099.878073562286
2019-05-0115706.326627379261
2019-06-0116428.910113120637
2019-07-0117005.859242701346
2019-08-0117271.387929282668
2019-09-0117447.165210323103
2019-10-0117133.543317753843
2019-11-0117536.239246765563
2019-12-0117855.61877667141
2020-01-0118018.356702567227
2020-02-0116457.698299803564
2020-03-0110618.946013682855
2020-04-0112648.005148005148
2020-05-0114529.56716114611
2020-06-0114632.188579557
2020-07-0114277.75519880783
2020-08-0114895.515816568448
2020-09-0114524.656235182552
2020-10-0114399.681636523743
2020-11-0117158.775316670053
2020-12-0118010.058931111565
2021-01-0118447.131341868182
2021-02-0119545.48533495902
2021-03-0120374.415769152612
2021-04-0120962.541488857278
2021-05-0121202.16080742397
2021-06-0121768.94940052835
2021-07-0122191.2890333943
2021-08-0122113.560929350406
2021-09-0123054.934633882003
2021-10-0124313.655761024183
2021-11-0122975.513107092058
2021-12-0124517.88254419834
2022-01-0125570.852807694915
2022-02-0125270.100927995663
2022-03-0124792.047686784532
2022-04-0123987.333197859516
2022-05-0122934.024249813723
2022-06-0121759.46623315044
2022-07-0123531.294452347083
2022-08-0123834.586466165412
2022-09-0120976.766239924134
2022-10-0124145.668224615594
2022-11-0124418.98665582876
2022-12-0123576.67818194134
2023-01-0124725.49617286459
2023-02-0124712.62615999458
2023-03-0123974.63252726411
2023-04-0124243.548059337532
2023-05-0124584.603400392876
2023-06-0125287.37384000542
2023-07-0126377.43006164059
2023-08-0126229.42491363544
2023-09-0126855.144618302515
2023-10-0126151.696809591547
2023-11-0127337.939443202602
2023-12-0128299.634220686854
2024-01-0128582.26647700332
2024-02-0128582.26647700332
2024-03-0130111.42721669038
2024-04-0129807.62717604823
2024-05-0131196.064485538172
2024-06-0130836.212152001626
2024-07-0130984.217300006778
2024-08-0131191.32290184922
2024-09-0131720.517509991194
2024-10-0132023.47083926031
2024-11-0133553.478290320396
2024-12-0133896.3963963964
2025-01-0136652.780600149024
2025-02-0136203.68488789542
2025-03-0135100.41996884102
2025-04-0132724.3785138522
2025-05-0134926.166768272036
2025-06-0135549.346338820025
2025-07-0136633.98360766782
2025-08-0136261.76928808508
2025-09-0133767.018898597846
2025-10-0133667.784325679066
2025-11-0134114.50924608819
2025-12-0134257.942152678996
2026-01-0133682.17841902053
2026-02-0131531.531531531535
2026-03-0130515.477883898937
2026-04-0131802.479170900227
Annual Return Matrix
YearAnnual Return
20170.04495256972957673
20180.08809701239753398
20190.31297396241921627
20200.008649386860898556
20210.36134382669036125
2022-0.03838848483592694
20230.20032321781289286
20240.19776800406905415
20250.01066620038468269
2026-0.07167572911517539
Total Factor Risk
0.18765844652488908
VTI.US Exposure
0.14794134910701218
VEA.US Exposure
0.008638909474595165
VWO.US Exposure
0.022548048803018486
QQQ.US Exposure
0.045881054039490235
VTV.US Exposure
0.12374144999901518
IJR.US Exposure
-0.07430825845632219
QUAL.US Exposure
-0.11159758904577088
SHV.US Exposure
0.3579920644851636
TLT.US Exposure
0.012803654653052571
LQD.US Exposure
0.007711725911747272
HYG.US Exposure
0.1160122922925847
GLD.US Exposure
0.0379798409964642
USO.US Exposure
0.0005228907024277526
VNQ.US Exposure
0.07904366723143194
BTC-USD.CC Exposure
0.022483384901476302
CPER.US Exposure
0.017591499444409634
VIX.INDX Exposure
-0.010622892210370258
UUP.US Exposure
0.006843269431177403
TIP.US Exposure
0.013747823664374596
Idiosyncratic Exposure
0.17504581457502216
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.8%

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 →9.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.61%
Market Cap$13.1B
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
$813
Avg Yield on Cost
8.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$812.848.13%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 →
+1.0%
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 →
-6.4%
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 →
15.5% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ares Capital Corporation a high-risk investment?

Ares Capital Corporation (ARCC.US) has an annualized volatility of 18.8% and experienced a maximum drawdown of 41.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARCC.US has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 80% 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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