Alliance Resource Partners LP

10-Year Study

ARLP.US · Energy · US · Common Stock

Executive Summary: Alliance Resource Partners LP has compounded at 15.9% annually over the last 10 years, with a maximum drawdown of 84.3% and an annualized volatility of 85.9%.

1Y CAGR
+6.0%
3Y CAGR
+27.5%
5Y CAGR
+48.2%
10Y CAGR
+15.9%

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 →
84.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +195.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -56.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.514.04.4-7.6————————12.7%
20259.2-6.24.0-3.01.00.41.3-11.19.9-3.22.0-4.7-2.5%
2024-0.8-6.55.511.913.2-0.71.4-0.64.54.710.7-6.939.9%
202312.8-6.6-2.83.6-15.38.17.76.210.30.9-4.91.018.8%
20226.6-0.817.616.112.8-8.220.222.3-13.16.0-0.2-14.373.3%
202112.318.9-3.0-5.510.621.010.110.525.59.1-12.323.6195.8%
2020-16.5-22.2-54.025.2-18.32.80.61.5-16.816.239.8-0.4-56.8%
201912.22.44.9-5.4-8.1-1.33.2-8.93.5-28.8-3.83.0-28.9%
20184.1-10.9-0.80.012.3-4.711.01.31.5-5.95.2-11.8-1.9%
20176.0-2.2-5.3-1.83.1-12.16.9-4.02.41.8-4.97.9-4.0%
2016———34.3-3.77.622.18.58.812.7-3.4-5.3106.8%

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 85.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.3% of variance. Idiosyncratic stock-specific factors contribute 6.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113433.399166118059
2016-05-0112941.408821593152
2016-06-0113922.097871406624
2016-07-0117005.047180162386
2016-08-0118442.396313364054
2016-09-0120061.443932411672
2016-10-0122612.025455343424
2016-11-0121835.63748079877
2016-12-0120684.002633311393
2017-01-0121927.80337941628
2017-02-0121447.224050910685
2017-03-0120320.82510423524
2017-04-0119945.35878867676
2017-05-0120571.86745666008
2017-06-0118084.046521834538
2017-07-0119327.847267939433
2017-08-0118553.87316216809
2017-09-0118995.61114768488
2017-10-0119339.038841342986
2017-11-0118388.193987272327
2017-12-0119849.242922975638
2018-01-0120655.255650647352
2018-02-0118410.35769146368
2018-03-0118255.211762124203
2018-04-0118255.211762124203
2018-05-0120499.670836076366
2018-06-0119541.36493307
2018-07-0121697.827518104015
2018-08-0121976.300197498353
2018-09-0122304.36690805354
2018-10-0120981.34737766074
2018-11-0122066.710555189813
2018-12-0119472.67939433838
2019-01-0121853.412332675005
2019-02-0122382.48847926267
2019-03-0123490.0153609831
2019-04-0122232.38973008558
2019-05-0120420.45205178846
2019-06-0120147.465437788018
2019-07-0120800.087777046298
2019-08-0118955.014263770023
2019-09-0119616.6337502743
2019-10-0113968.180820715383
2019-11-0113435.813034891375
2019-12-0113845.292955892035
2020-01-0111567.698046960719
2020-02-018998.683344305462
2020-03-014138.9071757735355
2020-04-015180.162387535658
2020-05-014232.389730085582
2020-06-014352.424840904103
2020-07-014379.196840026332
2020-08-014445.907395216151
2020-09-013698.2664033355272
2020-10-014299.1002852754
2020-11-016008.11937678297
2020-12-015981.347377660741
2021-01-016715.602369980249
2021-02-017983.980689049813
2021-03-017743.6910247970145
2021-04-017316.436251920122
2021-05-018093.921439543559
2021-06-019791.529515031818
2021-07-0110782.971253017335
2021-08-0111915.95347816546
2021-09-0114956.76980469607
2021-10-0116319.069563309195
2021-11-0114317.09457976739
2021-12-0117689.9275839368
2022-01-0118865.48167654158
2022-02-0118707.482993197278
2022-03-0122001.316655694533
2022-04-0125537.41496598639
2022-05-0128818.08207153829
2022-06-0126466.0961158657
2022-07-0131808.646039060786
2022-08-0138911.34518323458
2022-09-0133829.4930875576
2022-10-0135868.114987930654
2022-11-0135778.801843317975
2022-12-0130663.15558481457
2023-01-0134601.71165240289
2023-02-0132326.31116962914
2023-03-0131422.646477946015
2023-04-0132544.43712969059
2023-05-0127575.597981127932
2023-06-0129817.204301075268
2023-07-0132123.326750054857
2023-08-0134105.55189817862
2023-09-0137629.80030721966
2023-10-0137955.45314900153
2023-11-0136093.701996927804
2023-12-0136437.78801843317
2024-01-0136145.27101163045
2024-02-0133803.37941628264
2024-03-0135671.4944042133
2024-04-0139905.85911784068
2024-05-0145170.72635505815
2024-06-0144840.90410357691
2024-07-0145464.12113232389
2024-08-0145207.812157120905
2024-09-0147249.06736888304
2024-10-0149460.17116524029
2024-11-0154742.59381171823
2024-12-0150980.469607197716
2025-01-0155653.93899495281
2025-02-0152189.15953478165
2025-03-0154257.62563089751
2025-04-0152606.978275181034
2025-05-0153149.0015360983
2025-06-0153373.491332016674
2025-07-0154067.80776826859
2025-08-0148077.024358130344
2025-09-0152830.37085802062
2025-10-0151127.49615975422
2025-11-0152170.72635505815
2025-12-0149730.08558262014
2026-01-0150993.19727891156
2026-02-0158130.348913759044
2026-03-0160675.88325652841
2026-04-0156067.58832565283
Annual Return Matrix
YearAnnual Return
2017-0.04035774531334557
2018-0.018971178402042987
2019-0.2889888096284525
2020-0.5679869399140951
20211.957515500605349
20220.7333680671851937
20230.18832479317550743
20240.39910989057315094
2025-0.024526726297574908
20260.1274380019415764
Total Factor Risk
0.8585820211685986
VTI.US Exposure
0.029598995736227398
VEA.US Exposure
-0.0011679564726130845
VWO.US Exposure
0.004563081367077741
QQQ.US Exposure
-0.0036875268760324237
VTV.US Exposure
0.015065997937813358
IJR.US Exposure
0.00006125754560990346
QUAL.US Exposure
0.0004057840004612859
SHV.US Exposure
0.8026836617842669
TLT.US Exposure
0.02638625964247305
LQD.US Exposure
0.019733100679904334
HYG.US Exposure
0.0016459137659794508
GLD.US Exposure
0.000045813979573374974
USO.US Exposure
0.005591009739929907
VNQ.US Exposure
0.00027567317471602034
BTC-USD.CC Exposure
0.0010670903886921537
CPER.US Exposure
0.00009768337382060282
VIX.INDX Exposure
0.00021855176461489835
UUP.US Exposure
0.01784741224834376
TIP.US Exposure
0.011534749031196525
Idiosyncratic Exposure
0.06803344718794475
Value Score
45.3
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
85.9%

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 →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.07%
Market Cap$3.6B
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
$1,317
Avg Yield on Cost
13.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,316.6613.17%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 →
-4.5%
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 →
+5.0%
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 →
11.9% 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 →
0.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alliance Resource Partners LP a high-risk investment?

Alliance Resource Partners LP (ARLP.US) has an annualized volatility of 85.9% and experienced a maximum drawdown of 84.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARLP.US has generated a Compound Annual Growth Rate (CAGR) of 15.9%. It has had a positive return in 50% 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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