Arlo Technologies

10-Year Study

ARLO.US · Industrials · US · Common Stock

Executive Summary: Arlo Technologies has compounded at -3.7% annually over the last 10 years, with a maximum drawdown of 88.8% and an annualized volatility of 63.7%.

1Y CAGR
+3.8%
3Y CAGR
+15.8%
5Y CAGR
+17.5%
10Y CAGR
-3.7%

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 →
88.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
67.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +171.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.323.6-9.34.1————————5.9%
20254.622.8-31.4-0.445.718.4-4.57.5-2.614.1-25.0-3.525.0%
2024-6.717.221.5-2.114.8-8.216.3-22.63.2-16.110.4-0.317.5%
20236.81.359.56.350.212.84.1-14.05.4-17.67.14.7171.2%
2022-17.26.8-4.5-12.6-8.5-11.412.1-13.4-23.811.0-25.8-8.1-66.5%
20218.0-17.2-9.8-2.49.50.9-9.71.53.47.612.335.434.7%
20201.4-23.2-25.912.8-19.316.763.635.8-8.2-15.217.948.185.0%
2019-28.0-39.8-4.6-3.9-13.616.97.2-27.08.60.01.521.7-57.8%
2018————————-26.5-6.3-11.5-17.0-49.4%

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 63.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 33.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-017354.282818043588
2018-10-016887.987835783071
2018-11-016097.313735428282
2018-12-015058.286872782564
2019-01-013644.1966548403448
2019-02-012194.6274708565634
2019-03-012093.2589964521035
2019-04-012012.1642169285353
2019-05-011738.4693360364927
2019-06-012032.437911809427
2019-07-012179.4221996958945
2019-08-011591.4850481500252
2019-09-011728.3324885960467
2019-10-011728.3324885960467
2019-11-011753.6746071971615
2019-12-012133.8063862138874
2020-01-012164.216928535225
2020-02-011662.4429802331472
2020-03-011231.6269640141916
2020-04-011388.748099341105
2020-05-011120.1216421692852
2020-06-011307.6533198175366
2020-07-012138.8748099341105
2020-08-012904.206791687785
2020-09-012665.9908768373034
2020-10-012260.5169792194624
2020-11-012665.9908768373034
2020-12-013948.3020780537254
2021-01-014262.544348707552
2021-02-013527.6229092752155
2021-03-013182.9700963000505
2021-04-013106.9437404967052
2021-05-013400.91231626964
2021-06-013431.322858590978
2021-07-013096.80689305626
2021-08-013142.4227065382665
2021-09-013248.8596046629496
2021-10-013497.2123669538773
2021-11-013928.028383172833
2021-12-015316.776482513938
2022-01-014404.460212873796
2022-02-014703.497212366953
2022-03-014490.623416117587
2022-04-013922.9599594526103
2022-05-013588.4439939178915
2022-06-013177.9016725798274
2022-07-013563.1018753167764
2022-08-013086.6700456158137
2022-09-012351.7486061834766
2022-10-012610.2382159148506
2022-11-011936.13786112519
2022-12-011779.0167257982766
2023-01-011900.658895083629
2023-02-011926.0010136847438
2023-03-013071.4647744551444
2023-04-013264.064875823619
2023-05-014901.165737455651
2023-06-015529.650278763305
2023-07-015757.729346173339
2023-08-014951.849974657881
2023-09-015220.476431829701
2023-10-014303.091738469337
2023-11-014607.197161682717
2023-12-014825.139381652306
2024-01-014500.760263558033
2024-02-015276.2290927521535
2024-03-016411.556006082109
2024-04-016274.708565636088
2024-05-017202.2301064368985
2024-06-016609.224531170806
2024-07-017683.730359858084
2024-08-015950.329447541814
2024-09-016137.861125190065
2024-10-015149.518499746579
2024-11-015686.771414090218
2024-12-015671.566142929549
2025-01-015935.124176381146
2025-02-017288.3933096806895
2025-03-015002.534211860111
2025-04-014982.26051697922
2025-05-017257.982767359351
2025-06-018596.046629498227
2025-07-018210.846426761276
2025-08-018824.125696908262
2025-09-018590.978205778003
2025-10-019802.331474911301
2025-11-017349.214394323366
2025-12-017090.724784591992
2026-01-016431.829700963
2026-02-017952.356817029903
2026-03-017212.366953877344
2026-04-017511.403953370501
Annual Return Matrix
YearAnnual Return
2019-0.5781563126252505
20200.850356294536817
20210.34659820282413345
2022-0.665395614871306
20231.7122507122507122
20240.17542016806722693
20250.25022341376228785
20260.05932809149392426
Total Factor Risk
0.637172127433429
VTI.US Exposure
-0.08323717209492189
VEA.US Exposure
0.08616294158952494
VWO.US Exposure
-0.004791372826937308
QQQ.US Exposure
0.48224959241944293
VTV.US Exposure
0.09444881444611068
IJR.US Exposure
0.004340264201814725
QUAL.US Exposure
-0.06694929258790511
SHV.US Exposure
0.000017683361057330914
TLT.US Exposure
-0.014236937435498918
LQD.US Exposure
0.0711212471253425
HYG.US Exposure
-0.009250334207250334
GLD.US Exposure
0.009030594895341665
USO.US Exposure
0.005472131399662329
VNQ.US Exposure
0.012880654125585847
BTC-USD.CC Exposure
0.037662644647610925
CPER.US Exposure
-0.003557281978790057
VIX.INDX Exposure
-0.00961404263152915
UUP.US Exposure
0.0034355247062035697
TIP.US Exposure
0.05225413018858783
Idiosyncratic Exposure
0.3325602106565474
Value Score
9.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.7%

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 →100.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
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
$0
Avg Yield on Cost
0.00%

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 →
+10.2%
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 →
-3.2%
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 →
23.8% 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 →
1.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arlo Technologies a high-risk investment?

Arlo Technologies (ARLO.US) has an annualized volatility of 63.7% and experienced a maximum drawdown of 88.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, ARLO.US has generated a Compound Annual Growth Rate (CAGR) of -3.7%. It has had a positive return in 75% 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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