Alexandria Real Estate Equities Inc

10-Year Study

ARE.US · Real Estate · US · Common Stock

Executive Summary: Alexandria Real Estate Equities Inc has compounded at -3.6% annually over the last 10 years, with a maximum drawdown of 75.0% and an annualized volatility of 35.8%.

1Y CAGR
-30.4%
3Y CAGR
-21.8%
5Y CAGR
-20.3%
10Y CAGR
-3.6%

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 →
75.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -46.6%
% 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.
202611.6-1.1-14.13.3————————-2.0%
2025-0.25.0-8.3-21.5-3.45.45.27.92.7-30.1-7.8-7.5-46.6%
2024-4.63.24.4-10.12.7-0.60.31.90.4-6.1-1.2-10.3-19.4%
202310.3-6.8-15.3-1.1-8.61.110.7-7.4-12.9-7.017.517.0-9.1%
2022-12.6-2.86.9-9.5-8.9-11.914.3-7.5-7.83.67.1-5.6-32.6%
2021-6.2-4.43.610.2-1.62.710.72.5-6.96.8-2.012.028.1%
20201.0-6.9-9.114.6-2.16.29.4-5.2-4.3-5.38.19.513.3%
201914.33.25.6-0.12.8-2.93.72.43.53.12.40.144.0%
2018-0.7-6.53.7-0.30.31.81.00.7-1.2-2.81.9-6.6-9.0%
2017-0.37.7-6.71.83.74.00.60.0-1.24.22.53.521.0%
2016———2.34.27.78.5-2.0-0.5-0.91.72.225.1%

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 35.8%. The dominant macroeconomic risk driver is VNQ.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 31.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110226.647287422293
2016-05-0110661.239238631222
2016-06-0111482.24877743413
2016-07-0112456.117787791074
2016-08-0112210.984808573146
2016-09-0112150.941174283042
2016-10-0112043.699369658054
2016-11-0112242.548391295455
2016-12-0112509.297078857824
2017-01-0112474.402042878128
2017-02-0113430.064273805168
2017-03-0112534.63161874539
2017-04-0112760.33370315047
2017-05-0113233.276104647919
2017-06-0113760.435971017905
2017-07-0113849.53297673871
2017-08-0113856.381824830636
2017-09-0113689.251337229842
2017-10-0114263.423432357553
2017-11-0114620.121357869355
2017-12-0115130.066133220944
2018-01-0115026.946033556256
2018-02-0114054.889953576587
2018-03-0114577.215338940503
2018-04-0114539.872072194916
2018-05-0114580.717238643616
2018-06-0114837.161663805231
2018-07-0114986.519235656157
2018-08-0115093.528613309696
2018-09-0114905.712125250246
2018-10-0114483.857172076536
2018-11-0114752.852653696207
2018-12-0113772.243261167341
2019-01-0115740.574311551312
2019-02-0116240.121853713563
2019-03-0117153.668317414667
2019-04-0117133.21474392746
2019-05-0117616.92626176855
2019-06-0117099.900211353593
2019-07-0117738.609528886023
2019-08-0118160.387006402587
2019-09-0118790.465535728676
2019-10-0119365.009514010697
2019-11-0119824.889519712906
2019-12-0119837.611022616693
2020-01-0120036.506529648384
2020-02-0118646.717201455303
2020-03-0116948.90015557112
2020-04-0119425.827904872287
2020-05-0119009.08634507038
2020-06-0120196.19935416292
2020-07-0122100.674967925075
2020-08-0120959.241606287305
2020-09-0120047.833470723497
2020-10-0118985.301318325783
2020-11-0120515.19762490625
2020-12-0122470.60573567785
2021-01-0121069.830359301108
2021-02-0120134.280808969823
2021-03-0120849.892463787877
2021-04-0122981.821111806665
2021-05-0122621.435345014597
2021-06-0123229.54177797336
2021-07-0125706.48502240596
2021-08-0126348.696239641504
2021-09-0124538.67894707483
2021-10-0126217.235544591887
2021-11-0125694.538276073654
2021-12-0128782.29960146522
2022-01-0125152.23966629685
2022-02-0124449.9848147712
2022-03-0126127.999082688217
2022-04-0123649.568305638368
2022-05-0121545.050545118727
2022-06-0118984.061707811405
2022-07-0121700.187800992924
2022-08-0120079.67596581154
2022-09-0118505.13818558209
2022-10-0119179.656751848568
2022-11-0120540.578650188112
2022-12-0119392.079508618393
2023-01-0121398.2496699537
2023-02-0119939.212599401268
2023-03-0116885.029223817877
2023-04-0116695.44629077544
2023-05-0115254.197631104307
2023-06-0115428.23894732275
2023-07-0117085.39676833539
2023-08-0115815.679213591091
2023-09-0113780.750088322251
2023-10-0112821.19857940635
2023-11-0115061.081808095898
2023-12-0117625.572545106326
2024-01-0116809.428477572346
2024-02-0117341.934164285583
2024-03-0118108.292374535922
2024-04-0116276.519917441941
2024-05-0116716.209766891243
2024-06-0116616.638052323957
2024-07-0116662.10076793871
2024-08-0116985.995500213834
2024-09-0117052.68654588728
2024-10-0116018.7584061088
2024-11-0115829.206463329221
2024-12-0114199.986364284341
2025-01-0114170.871012327925
2025-02-0114885.614939785919
2025-03-0113654.883135718756
2025-04-0110724.92422880731
2025-05-0110360.354776529213
2025-06-0110916.908907221352
2025-07-0111488.074946851699
2025-08-0112391.441109203488
2025-09-0112725.68658927365
2025-10-018889.975269770239
2025-11-018195.204566725135
2025-12-017583.317321697523
2026-01-018466.539813190695
2026-02-018373.569024612467
2026-03-017192.840009668963
2026-04-017429.915520543445
Annual Return Matrix
YearAnnual Return
20170.20950570106713085
2018-0.08974335340625128
20190.44040521550700884
20200.13272740906449387
20210.2808866810281814
2022-0.32624982099654043
2023-0.09109425127547455
2024-0.19435318609114272
2025-0.4659630560793352
2026-0.02022885165508781
Total Factor Risk
0.35800638231207094
VTI.US Exposure
0.039105690729482744
VEA.US Exposure
-0.059884773586539014
VWO.US Exposure
0.0011922697473663517
QQQ.US Exposure
-0.07089072828717945
VTV.US Exposure
0.07825337144492715
IJR.US Exposure
0.04326993950308012
QUAL.US Exposure
0.06717387049347183
SHV.US Exposure
0.12755648621576576
TLT.US Exposure
-0.016668566316435294
LQD.US Exposure
0.18476949838989637
HYG.US Exposure
-0.032883238005615587
GLD.US Exposure
-0.006862586802216734
USO.US Exposure
-0.00010889815543694553
VNQ.US Exposure
0.3270715903942662
BTC-USD.CC Exposure
0.02565573550136028
CPER.US Exposure
0.04437657336800067
VIX.INDX Exposure
-0.03856427802729816
UUP.US Exposure
-0.012371821625565764
TIP.US Exposure
-0.009894425367233294
Idiosyncratic Exposure
0.3097042903859026
Value Score
50
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
35.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.81%
Market Cap$7.5B
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
$112
Avg Yield on Cost
1.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$111.561.12%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 →
-3.9%
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 →
-22.6%
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 →
43.5% 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 →
1.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alexandria Real Estate Equities Inc a high-risk investment?

Alexandria Real Estate Equities Inc (ARE.US) has an annualized volatility of 35.8% and experienced a maximum drawdown of 75.0% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, ARE.US has generated a Compound Annual Growth Rate (CAGR) of -3.6%. 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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