Arcos Dorados Holdings Inc

10-Year Study

ARCO.US · Consumer Cyclical · US · Common Stock

Executive Summary: Arcos Dorados Holdings Inc has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 66.8% and an annualized volatility of 62.3%.

1Y CAGR
+22.0%
3Y CAGR
+3.4%
5Y CAGR
+8.3%
10Y CAGR
+8.9%

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 →
66.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +91.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -41.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.47.6-6.35.1————————18.1%
20256.5-1.36.1-5.1-3.17.3-15.75.3-2.76.25.9-2.54.1%
2024-2.4-4.2-5.7-3.1-10.4-6.27.3-8.9-0.21.0-8.2-9.3-41.0%
20231.7-2.8-6.03.06.421.910.2-12.7-3.7-4.728.59.954.9%
202210.819.75.7-10.87.9-13.37.70.60.43.4-0.712.046.3%
2021-1.86.7-3.412.612.9-7.71.7-10.1-6.2-6.83.118.515.9%
2020-5.3-16.0-48.116.01.88.011.0-3.7-7.9-2.022.62.6-36.1%
201916.1-9.6-13.5-1.9-6.912.09.2-16.51.711.23.15.64.1%
2018-1.0-6.8-3.6-0.5-18.7-6.10.7-3.6-7.416.314.4-4.2-22.6%
20177.46.929.81.94.9-13.418.1-2.316.9-0.5-0.54.091.7%
2016———10.75.19.414.9-12.09.316.7-4.1-8.544.0%

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 62.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.4% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111066.679153399515
2016-05-0111626.709121558346
2016-06-0112720.23475057751
2016-07-0114613.535618405447
2016-08-0112853.530623712306
2016-09-0114053.505650246614
2016-10-0116400.074920397077
2016-11-0115733.283386401949
2016-12-0114400.012486732847
2017-01-0115466.691640132361
2017-02-0116533.37079353187
2017-03-0121466.878941125055
2017-04-0121866.76656052944
2017-05-0122933.44571392895
2017-06-0119866.704126865206
2017-07-0123466.94137478929
2017-08-0122933.44571392895
2017-09-0126800.274708122626
2017-10-0126666.978834987825
2017-11-0126533.370793531878
2017-12-0127600.049946931387
2018-01-0127333.458200661797
2018-02-0125466.691640132358
2018-03-0124539.551726290818
2018-04-0124405.631516513706
2018-05-0119846.101017668727
2018-06-0118639.25828806893
2018-07-0118773.490666167196
2018-08-0118102.953112318162
2018-09-0116761.878004620095
2018-10-0119492.726478117
2018-11-0122304.42654679403
2018-12-0121357.93219704065
2019-01-0124791.471561465944
2019-02-0122412.436785914968
2019-03-0119384.40407067491
2019-04-0119007.616907036274
2019-05-0117700.56814634451
2019-06-0119824.561403508775
2019-07-0121649.185240681778
2019-08-0118068.30242866954
2019-09-0118368.920521945434
2019-10-0120419.242055316226
2019-11-0121047.94905412999
2019-12-0122230.754823000563
2020-01-0121050.44640069926
2020-02-0117674.658175688335
2020-03-019166.822750827247
2020-04-0110631.51651370419
2020-05-0110826.93388274958
2020-06-0111691.952300680528
2020-07-0112975.588437285385
2020-08-0112494.537054379723
2020-09-0111511.831179371919
2020-10-0111287.069988137604
2020-11-0113842.167696822127
2020-12-0114205.219454329776
2021-01-0113951.114440906538
2021-02-0114883.24904788662
2021-03-0114374.726852718986
2021-04-0116182.181432228257
2021-05-0118272.148342386216
2021-06-0116859.898857463948
2021-07-0117142.41118811263
2021-08-0115419.554223637386
2021-09-0114459.63663607417
2021-10-0113470.999562964349
2021-11-0113894.6119747768
2021-12-0116464.693762876945
2022-01-0118243.741025160765
2022-02-0121830.55503527502
2022-03-0123077.979646625463
2022-04-0120580.00874071299
2022-05-0122197.97714927889
2022-06-0119244.55266279578
2022-07-0120729.225198226886
2022-08-0120843.478803770995
2022-09-0120930.26159705313
2022-10-0121647.93656739714
2022-11-0121504.33913966411
2022-12-0124091.590185427987
2023-01-0124495.223824686273
2023-02-0123803.45882499844
2023-03-0122367.796715989265
2023-04-0123034.90041830555
2023-05-0124514.578260598115
2023-06-0129892.926265842547
2023-07-0132954.98532808891
2023-08-0128784.728725728917
2023-09-0127731.472810139225
2023-10-0126441.593307111194
2023-11-0133975.15140163576
2023-12-0137323.46881438472
2024-01-0136411.625148279956
2024-02-0134882.31254292315
2024-03-0132881.313604295436
2024-04-0131875.819441843043
2024-05-0128564.025722669663
2024-06-0126789.348816882062
2024-07-0128754.136230255357
2024-08-0126194.043828432295
2024-09-0126143.78472872573
2024-10-0126413.810326528062
2024-11-0124255.16638571518
2024-12-0122002.559780233507
2025-01-0123422.925641505903
2025-02-0123120.746706624217
2025-03-0124539.86389461198
2025-04-0123291.81494661922
2025-05-0122561.02890678654
2025-06-0124214.58450396454
2025-07-0120408.94050071799
2025-08-0121483.11169382531
2025-09-0120895.92308172567
2025-10-0122196.10413935194
2025-11-0123496.285196978213
2025-12-0122913.154773053633
2026-01-0125535.36867078729
2026-02-0127470.81226197166
2026-03-0125753.88649559843
2026-04-0127064.993444465254
Annual Return Matrix
YearAnnual Return
20170.9166684731947365
2018-0.2261632773090234
20190.040866438656493864
2020-0.3610104754683068
20210.1590594440171409
20220.4632273477049087
20230.5492322643343053
2024-0.4104899550024256
20250.04138586609537054
20260.18119891008174394
Total Factor Risk
0.6230459601278947
VTI.US Exposure
-0.021719658090631352
VEA.US Exposure
-0.020744352778363045
VWO.US Exposure
0.019156028332584032
QQQ.US Exposure
0.02406723397676864
VTV.US Exposure
0.02674236211368288
IJR.US Exposure
0.0464782549509876
QUAL.US Exposure
0.0004982593880274116
SHV.US Exposure
0.6937131951273416
TLT.US Exposure
0.012980117890095559
LQD.US Exposure
0.00780227442455598
HYG.US Exposure
0.04959236513889158
GLD.US Exposure
0.007208508816383225
USO.US Exposure
0.00009504621000577554
VNQ.US Exposure
0.001164954461455755
BTC-USD.CC Exposure
0.0004849722207945548
CPER.US Exposure
0.02067987026216891
VIX.INDX Exposure
-0.0031902266976129206
UUP.US Exposure
0.005810131541656579
TIP.US Exposure
0.0054491869397276125
Idiosyncratic Exposure
0.1237314757714795
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
62.3%

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 →8.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.35%
Market Cap$1.8B
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
$219
Avg Yield on Cost
2.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$218.522.19%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 →
+4.1%
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 →
+16.2%
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 →
3.0% 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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arcos Dorados Holdings Inc a high-risk investment?

Arcos Dorados Holdings Inc (ARCO.US) has an annualized volatility of 62.3% and experienced a maximum drawdown of 66.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARCO.US has generated a Compound Annual Growth Rate (CAGR) of 8.9%. It has had a positive return in 70% 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.

Run a Full Backtest on Arcos Dorados Holdings Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest