Apollo Commercial Real Estate Finance Inc

10-Year Study

ARI.US · Real Estate · US · Common Stock

Executive Summary: Apollo Commercial Real Estate Finance Inc has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 58.5% and an annualized volatility of 33.7%.

1Y CAGR
+23.7%
3Y CAGR
+15.2%
5Y CAGR
+4.4%
10Y CAGR
+7.7%

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 →
58.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -29.0%
% 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.
202611.7-1.9-0.44.8————————14.4%
20252.314.3-3.0-2.14.91.0-0.610.1-1.9-3.43.5-2.023.8%
2024-4.90.42.6-13.64.90.511.3-2.8-10.9-3.34.0-3.6-16.5%
202313.1-5.6-15.88.7-0.315.74.2-7.5-4.0-1.78.212.024.5%
20223.7-4.49.4-13.65.7-15.322.4-8.8-26.035.79.8-10.1-7.1%
20210.118.97.88.92.94.1-4.62.2-2.42.1-10.6-0.229.7%
2020-0.1-11.4-52.19.81.023.5-5.2-3.94.7-3.423.96.8-29.0%
20199.2-0.22.83.0-1.92.62.3-1.45.8-4.5-0.22.621.1%
2018-1.50.51.00.23.20.84.41.8-0.5-0.81.2-9.6-0.0%
20174.85.64.82.6-4.33.0-2.80.32.6-0.23.21.422.5%
2016———-2.31.82.11.10.33.23.41.4-0.510.9%

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 33.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019773.007740922178
2016-05-019944.654276205078
2016-06-0110153.135634419057
2016-07-0110266.81874275457
2016-08-0110298.418159380724
2016-09-0110629.557608167233
2016-10-0110986.687109681761
2016-11-0111142.627426049885
2016-12-0111091.956172170074
2017-01-0111619.049399798063
2017-02-0112273.101230320483
2017-03-0112866.197973149845
2017-04-0113194.34576119068
2017-05-0112626.678134699525
2017-06-0113003.066452264311
2017-07-0112638.644777682211
2017-08-0112680.715006918215
2017-09-0113015.033095247
2017-10-0112986.23836056991
2017-11-0113403.014098201262
2017-12-0113588.310085636289
2018-01-0113382.072472981563
2018-02-0113448.449945776149
2018-03-0113584.383530907595
2018-04-0113614.487117160914
2018-05-0114045.286264537603
2018-06-0114161.587076025578
2018-07-0114789.087917430164
2018-08-0115052.541041845852
2018-09-0114976.440671627837
2018-10-0114849.482068733403
2018-11-0115031.973374219362
2018-12-0113583.82259451778
2019-01-0114839.385213716763
2019-02-0114806.850903107586
2019-03-0115217.456340450992
2019-04-0115669.010134250775
2019-05-0115367.974271717583
2019-06-0115766.239108485097
2019-07-0116134.7743165925
2019-08-0115903.29456639617
2019-09-0116828.839609588274
2019-10-0116065.031225459034
2019-11-0116038.854193934407
2019-12-0116456.190867955575
2020-01-0116447.21588571856
2020-02-0114575.745110504467
2020-03-016988.706480685089
2020-04-017676.4144945963135
2020-05-017751.766949627913
2020-06-019577.0539620807
2020-07-019079.129426723008
2020-08-018727.796267903219
2020-09-019136.15795968737
2020-10-018821.846602595264
2020-11-0110930.96742829363
2020-12-0111679.443551101305
2021-01-0111689.914363711154
2021-02-0113896.264163643844
2021-03-0114976.066714034627
2021-04-0116305.485957892373
2021-05-0116777.046482928836
2021-06-0117472.607606297443
2021-07-0116672.899293220147
2021-08-0117034.329307056578
2021-09-0116624.8457424928
2021-10-0116972.4393253805
2021-11-0115167.5330017576
2021-12-0115143.973673385435
2022-01-0115707.901723944504
2022-02-0115017.389028084213
2022-03-0116426.087281702254
2022-04-0114197.30002617703
2022-05-0115011.031748999663
2022-06-0112721.102426984779
2022-07-0115572.342096406266
2022-08-0114195.430238210987
2022-09-0110502.038068882988
2022-10-0114247.223364870422
2022-11-0115639.09352679406
2022-12-0114066.227889757301
2023-01-0115909.651845480723
2023-02-0115020.567667626492
2023-03-0112639.953629258442
2023-04-0113739.575932089301
2023-05-0113698.814554429526
2023-06-0115855.614973262032
2023-07-0116527.990725851687
2023-08-0115295.426498635057
2023-09-0114687.371452077334
2023-10-0114440.933398152649
2023-11-0115629.744586963836
2023-12-0117506.82472607606
2024-01-0116642.04779178041
2024-02-0116716.46535282899
2024-03-0117154.556673273248
2024-04-0114829.288358700123
2024-05-0115553.083280356006
2024-06-0115626.378968624958
2024-07-0117398.190045248866
2024-08-0116903.444149433453
2024-09-0115068.247260760627
2024-10-0114576.30604689428
2024-11-0115166.598107774576
2024-12-0114616.319509367637
2025-01-0114953.816237238698
2025-02-0117097.341161512282
2025-03-0116581.27968288396
2025-04-0116234.807972775887
2025-05-0117031.898582700724
2025-06-0117210.463333457985
2025-07-0117103.885419393442
2025-08-0118828.390860476422
2025-09-0118463.59522830111
2025-10-0117843.947496353914
2025-11-0118463.59522830111
2025-12-0118099.547511312216
2026-01-0120212.407912942672
2026-02-0119819.752440073295
2026-03-0119744.96092143151
2026-04-0120698.552784114283
Annual Return Matrix
YearAnnual Return
20170.22505984289133885
2018-0.0003302464464105537
20190.21145507852826606
2020-0.2902705343650225
20210.2966348616803276
2022-0.07116664403096562
20230.24459982187720164
2024-0.16510733739186156
20250.23831088255235322
20260.14359504132231415
Total Factor Risk
0.337059793094597
VTI.US Exposure
-0.18573683166517702
VEA.US Exposure
0.14087310504633485
VWO.US Exposure
-0.0066818843659951395
QQQ.US Exposure
0.3494331875113621
VTV.US Exposure
0.2312226285506807
IJR.US Exposure
0.14656095248294038
QUAL.US Exposure
-0.2155465270558591
SHV.US Exposure
0.04237926934015943
TLT.US Exposure
-0.02752762994222384
LQD.US Exposure
-0.02586581809251457
HYG.US Exposure
0.13608912060797496
GLD.US Exposure
-0.004140436151754152
USO.US Exposure
-0.0000743943020505178
VNQ.US Exposure
0.14121488772847843
BTC-USD.CC Exposure
-0.009733793930248038
CPER.US Exposure
-0.003625962699282693
VIX.INDX Exposure
-0.015970973490519364
UUP.US Exposure
-0.0028323676043393977
TIP.US Exposure
0.12964868207976996
Idiosyncratic Exposure
0.180314785952263
Value Score
44.8
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
33.7%

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 →13.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.41%
Market Cap$1.5B
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
$467
Avg Yield on Cost
4.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$467.454.67%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 →
+4.4%
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 →
+10.8%
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 →
1.3% 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 →
1.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Apollo Commercial Real Estate Finance Inc a high-risk investment?

Apollo Commercial Real Estate Finance Inc (ARI.US) has an annualized volatility of 33.7% and experienced a maximum drawdown of 58.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, ARI.US has generated a Compound Annual Growth Rate (CAGR) of 7.7%. 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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