Arko Corp

10-Year Study

ARKO.US · Consumer Cyclical · US · Common Stock

Executive Summary: Arko Corp has compounded at -4.0% annually over the last 10 years, with a maximum drawdown of 64.9% and an annualized volatility of 66.3%.

1Y CAGR
+54.6%
3Y CAGR
-3.0%
5Y CAGR
-8.5%
10Y CAGR
-4.0%

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 →
64.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +38.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -29.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.021.1-13.513.3————————38.8%
20257.3-36.2-11.81.97.0-1.2-1.420.6-8.6-3.68.8-4.6-29.3%
2024-5.5-16.3-12.3-24.640.34.54.5-4.012.1-5.38.2-8.0-18.6%
2023-3.1-4.46.2-1.5-12.99.74.9-9.4-5.05.6-0.510.3-3.3%
2022-6.31.69.21.9-2.4-9.611.94.6-1.59.2-7.7-8.2-0.3%
20212.80.27.25.8-0.3-12.4-9.724.6-2.3-5.0-1.7-7.0-2.6%
20201.31.4-5.11.10.63.9-1.4-1.0-1.00.20.7-10.8-10.5%
20191.40.815.8———-16.10.0-0.4-0.10.90.70.4%
20180.0-0.10.40.5-0.11.3-0.10.5-0.41.41.5-0.44.7%
2017———————————0.60.6%

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 66.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 24.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110063.149570718482
2018-01-0110067.329417080886
2018-02-0110052.643470402169
2018-03-0110094.66787166742
2018-04-0110147.31134206959
2018-05-0110136.805241753278
2018-06-0110273.610483506553
2018-07-0110263.104383190239
2018-08-0110315.74785359241
2018-09-0110273.158608224128
2018-10-0110421.034794396746
2018-11-0110578.965205603252
2018-12-0110536.827835517397
2019-01-0110684.139177586985
2019-02-0110768.413917758697
2019-03-0112473.678264798915
2019-07-0110462.042476276547
2019-08-0110463.172164482603
2019-09-0110421.034794396746
2019-10-0110410.528694080434
2019-11-0110505.196565747854
2019-12-0110579.981924988702
2020-01-0110715.77044735653
2020-02-0110863.081789426116
2020-03-0110305.241753276096
2020-04-0110421.034794396746
2020-05-0110484.184365115229
2020-06-0110894.713059195661
2020-07-0110736.782647989156
2020-08-0110631.495707184817
2020-09-0110526.321735201083
2020-10-0110547.333935833709
2020-11-0110620.989606868503
2020-12-019473.678264798917
2021-01-019736.782647989154
2021-02-019757.907817442387
2021-03-0110463.172164482603
2021-04-0111073.655671034794
2021-05-0111042.024401265251
2021-06-019673.633077270673
2021-07-018736.782647989154
2021-08-0110884.20695887935
2021-09-0110631.495707184817
2021-10-0110094.66787166742
2021-11-019926.2313601446
2021-12-019231.5860822413
2022-01-018652.620876638048
2022-02-018789.426118391324
2022-03-019602.123813827384
2022-04-019781.405332128332
2022-05-019549.706281066427
2022-06-018629.575237234523
2022-07-019655.445097153186
2022-08-0110098.3958427474
2022-09-019950.067781292364
2022-10-0110861.387257117034
2022-11-0110025.643922277452
2022-12-019207.071848169906
2023-01-018920.018075011296
2023-02-018526.6606416629
2023-03-019057.840036150023
2023-04-018919.114324446453
2023-05-017767.058291911431
2023-06-018517.058291911433
2023-07-018934.816990510617
2023-08-018096.588341617713
2023-09-017687.980117487573
2023-10-018118.052417532761
2023-11-018075.802078626299
2023-12-018907.139629462268
2024-01-018421.260732037957
2024-02-017050.158156348848
2024-03-016182.8965205603245
2024-04-014664.256665160416
2024-05-016542.363307727067
2024-06-016836.760054225034
2024-07-017142.114776321734
2024-08-016857.320379575237
2024-09-017689.900587437866
2024-10-017284.568459105286
2024-11-017879.462268413917
2024-12-017252.25937641211
2025-01-017780.501581563488
2025-02-014963.172164482602
2025-03-014378.784455490284
2025-04-014461.929507455941
2025-05-014772.141888838681
2025-06-014716.448260280162
2025-07-014649.570718481699
2025-08-015609.692724807953
2025-09-015127.202892001807
2025-10-014942.1599638499765
2025-11-015377.315860822412
2025-12-015128.784455490285
2026-01-015998.644374152733
2026-02-017263.895164934477
2026-03-016281.066425666515
2026-04-017117.0356981473105
Annual Return Matrix
YearAnnual Return
20180.04707057780172663
20190.004095548503302071
2020-0.10456574198646063
2021-0.025554190863452786
2022-0.002655473702244171
2023-0.0325762874075165
2024-0.18579255764401492
2025-0.2928018443229434
20260.38766519823788537
Total Factor Risk
0.6631568681251704
VTI.US Exposure
-0.07111775857169093
VEA.US Exposure
-0.05088127393517829
VWO.US Exposure
0.07018266198017302
QQQ.US Exposure
0.08441425369373985
VTV.US Exposure
0.06895101111352962
IJR.US Exposure
0.13025195454371438
QUAL.US Exposure
0.009481141898930063
SHV.US Exposure
0.34935080326941437
TLT.US Exposure
0.0010833337862796357
LQD.US Exposure
0.03507933302582185
HYG.US Exposure
0.026358969207568344
GLD.US Exposure
0.015604762380048168
USO.US Exposure
0.008359244829239245
VNQ.US Exposure
-0.010862835153035702
BTC-USD.CC Exposure
-0.0034386552004225545
CPER.US Exposure
-0.01129628746354794
VIX.INDX Exposure
0.03396638106644565
UUP.US Exposure
0.0316940440136292
TIP.US Exposure
0.03836060369936318
Idiosyncratic Exposure
0.24445831181597882
Value Score
34.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.3%

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 →37.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.10%
Market Cap$629.6M
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
$34
Avg Yield on Cost
0.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$33.890.34%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 →
+7.8%
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 →
+27.5%
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 →
5.4% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arko Corp a high-risk investment?

Arko Corp (ARKO.US) has an annualized volatility of 66.3% and experienced a maximum drawdown of 64.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARKO.US has generated a Compound Annual Growth Rate (CAGR) of -4.0%. It has had a positive return in 33% 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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