Arm Holdings plc American Depositary Shares

10-Year Study

ARM.US · Technology · US · Common Stock

Executive Summary: Arm Holdings plc American Depositary Shares has compounded at 53.7% annually over the last 10 years, with a maximum drawdown of 38.0% and an annualized volatility of 192.7%.

1Y CAGR
+33.5%
3Y CAGR
+53.7%
5Y CAGR
+53.7%
10Y CAGR
+53.7%

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 →
38.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
83.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +64.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -11.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.621.018.77.3————————48.5%
202529.3-17.5-18.96.89.229.9-12.6-2.22.320.0-20.2-19.4-11.4%
2024-6.099.6-11.4-19.019.135.8-11.9-7.87.6-1.2-5.0-8.164.2%
2023—————————-7.924.822.240.4%

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 192.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.5% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019209.64125560538
2023-11-0111491.031390134529
2023-12-0114040.545590433481
2024-01-0113204.40956651719
2024-02-0126352.765321375184
2024-03-0123353.886397608367
2024-04-0118910.687593423016
2024-05-0122518.684603886395
2024-06-0130571.74887892377
2024-07-0126937.59342301943
2024-08-0124828.101644245144
2024-09-0126720.852017937217
2024-10-0126401.34529147982
2024-11-0125091.554559043347
2024-12-0123049.32735426009
2025-01-0129811.285500747388
2025-02-0124605.75485799701
2025-03-0119953.288490284005
2025-04-0121309.79073243647
2025-05-0123269.80568011958
2025-06-0130220.47832585949
2025-07-0126415.35874439462
2025-08-0125842.67563527653
2025-09-0126436.846038863976
2025-10-0131730.194319880415
2025-11-0125328.849028400597
2025-12-0120424.140508221226
2026-01-0119686.09865470852
2026-02-0123813.527653213754
2026-03-0128266.0687593423
2026-04-0130330.71748878924
Annual Return Matrix
YearAnnual Return
20240.6416261893672235
2025-0.11389429312581056
20260.4850425395663709
Total Factor Risk
1.9271962173851276
VTI.US Exposure
0.11640845731688919
VEA.US Exposure
0.017282601766196514
VWO.US Exposure
0.014747717365885168
QQQ.US Exposure
-0.021147480114550025
VTV.US Exposure
-0.0318009974572868
IJR.US Exposure
-0.010387727734682908
QUAL.US Exposure
0.04239638009591586
SHV.US Exposure
0.7851467765644589
TLT.US Exposure
0.014450337193681946
LQD.US Exposure
-0.009901967999279223
HYG.US Exposure
0.02359532871122344
GLD.US Exposure
0.0013606977086158005
USO.US Exposure
0.014926686873141892
VNQ.US Exposure
0.004931646330228104
BTC-USD.CC Exposure
-0.0004644715206950584
CPER.US Exposure
-0.005346144018815918
VIX.INDX Exposure
-0.0038707978523013853
UUP.US Exposure
0.01670502720344456
TIP.US Exposure
-0.0016089542552291552
Idiosyncratic Exposure
0.03257688382315898
Value Score
0
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
192.7%

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 →198.8x
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$158.4B
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 →
+22.2%
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 →
+17.1%
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 →
9.1% 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 →
3.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arm Holdings plc American Depositary Shares a high-risk investment?

Arm Holdings plc American Depositary Shares (ARM.US) has an annualized volatility of 192.7% and experienced a maximum drawdown of 38.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARM.US has generated a Compound Annual Growth Rate (CAGR) of 53.7%. It has had a positive return in 67% 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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