Aramark Holdings

10-Year Study

ARMK.US · Industrials · US · Common Stock

Executive Summary: Aramark Holdings has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 55.3% and an annualized volatility of 33.8%.

1Y CAGR
+11.4%
3Y CAGR
+17.6%
5Y CAGR
+11.9%
10Y CAGR
+7.6%

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 →
55.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +51.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.5%
% 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.
20264.49.1-3.19.3————————20.6%
20254.3-4.5-6.8-3.221.53.41.6-7.9-1.8-1.4-1.9-0.5-0.1%
20243.54.67.2-3.12.35.80.77.25.7-2.37.6-8.134.3%
20237.7-17.1-2.7-3.114.19.0-6.2-7.6-6.77.54.40.3-4.7%
2022-6.98.11.7-3.6-4.6-11.19.07.2-12.617.014.3-0.613.5%
2021-10.98.61.82.9-3.6-0.3-5.7-0.6-5.511.0-8.210.3-3.0%
20201.7-21.1-42.536.8-4.8-12.8-6.431.1-4.04.926.69.9-10.0%
201913.7-7.7-2.55.212.33.70.413.26.70.4-0.0-0.651.7%
20187.2-8.7-5.2-5.54.1-4.48.42.44.7-16.56.3-23.9-31.5%
2017-5.35.93.2-0.92.310.0-2.72.4-0.27.6-2.20.321.0%
2016———1.2-0.40.47.36.10.3-2.1-7.33.88.8%

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 33.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.3% of variance. Idiosyncratic stock-specific factors contribute 22.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110117.721906736728
2016-05-0110080.209241499564
2016-06-0110119.60696529136
2016-07-0110855.392445627842
2016-08-0111514.2204104715
2016-09-0111544.569853201065
2016-10-0111301.727184900681
2016-11-0110476.354296755344
2016-12-0110875.18556045147
2017-01-0110302.78753033766
2017-02-0110912.933858007966
2017-03-0111257.946699969369
2017-04-0111151.06387992177
2017-05-0111408.93989019534
2017-06-0112547.986521831335
2017-07-0112205.047244280026
2017-08-0112491.906029831052
2017-09-0112467.353142156979
2017-10-0113412.898513160066
2017-11-0113111.807535521573
2017-12-0113154.881123494899
2018-01-0114099.81385046773
2018-02-0112870.991305167416
2018-03-0112207.544946864913
2018-04-0111537.925021795989
2018-05-0112012.252880605103
2018-06-0111480.006597704942
2018-07-0112442.376116308114
2018-08-0112744.598129079382
2018-09-0113346.45019910931
2018-10-0111143.759278022573
2018-11-0111842.927495935342
2018-12-019014.491387638727
2019-01-0110252.880605103795
2019-02-019462.098541435942
2019-03-019227.832889559133
2019-04-019705.648106694314
2019-05-0110902.189024246567
2019-06-0111300.172011593111
2019-07-0111340.936402837015
2019-08-0112841.631518179036
2019-09-0113696.458446240486
2019-10-0113753.057329343292
2019-11-0113749.52284455336
2019-12-0113673.884870048776
2020-01-0113907.01948679281
2020-02-0110974.43389335281
2020-03-016308.584085393153
2020-04-018627.300360517447
2020-05-018216.357595607813
2020-06-017162.751242960485
2020-07-016702.608449774972
2020-08-018786.11654374514
2020-09-018432.291053040835
2020-10-018843.516576733664
2020-11-0111192.063903485001
2020-12-0112304.861094747754
2021-01-0110965.008600579655
2021-02-0111906.312589834823
2021-03-0112118.051791983788
2021-04-0112467.68302740404
2021-05-0112015.41035368411
2021-06-0111983.222978863781
2021-07-0111301.255920262023
2021-08-0111228.492660053253
2021-09-0110605.575060675323
2021-10-0111773.934352835835
2021-11-0110813.874030962088
2021-12-0111930.865477508896
2022-01-0111102.005231037489
2022-02-0112003.20459954287
2022-03-0112211.03230519098
2022-04-0111772.614811847592
2022-05-0111231.273121421335
2022-06-019980.065505784773
2022-07-0110882.631541742267
2022-08-0111669.69061476472
2022-09-0110195.857583826199
2022-10-0111927.849383821485
2022-11-0113631.37679964184
2022-12-0113546.219279436367
2023-01-0114591.484247979452
2023-02-0112093.263271990387
2023-03-0111764.650439454274
2023-04-0111403.190461603714
2023-05-0113011.852305662243
2023-06-0114188.411602535401
2023-07-0113305.167416762884
2023-08-0112289.262235208183
2023-09-0111469.544522726737
2023-10-0112328.282947289052
2023-11-0112866.278658780839
2023-12-0112907.60856759113
2024-01-0113357.760550437099
2024-02-0113974.787341831805
2024-03-0114983.812059662103
2024-04-0114518.485355451354
2024-05-0114857.230377718606
2024-06-0115721.388345625486
2024-07-0115836.94243502439
2024-08-0116972.54883479818
2024-09-0117945.56893423502
2024-10-0117528.593981950566
2024-11-0118853.743019392543
2024-12-0117332.35938641344
2025-01-0118075.637974504585
2025-02-0117259.171988029877
2025-03-0116080.58625321049
2025-04-0115572.845731520538
2025-05-0118916.79822804496
2025-06-0119556.68135441457
2025-07-0119878.979240792665
2025-08-0118316.171446075543
2025-09-0117983.647117038574
2025-10-0117740.14467824407
2025-11-0117407.620349207096
2025-12-0117317.750182615047
2026-01-0118083.555220434035
2026-02-0119722.425127830535
2026-03-0119105.068451188763
2026-04-0120881.736138928816
Annual Return Matrix
YearAnnual Return
20170.20962360139708625
2018-0.31474170667048795
20190.5168781334462551
2020-0.10011959207728338
2021-0.030394135647617948
20220.13539284345906055
2023-0.04714309569864039
20240.3428017510487673
2025-0.000842886041807156
20260.20579959398488068
Total Factor Risk
0.33849071291356964
VTI.US Exposure
0.08351934854044582
VEA.US Exposure
0.013612583931881821
VWO.US Exposure
0.06803330392630622
QQQ.US Exposure
-0.05826825812782009
VTV.US Exposure
-0.04010673994199305
IJR.US Exposure
0.0071344533742519565
QUAL.US Exposure
0.08123599748555399
SHV.US Exposure
0.5432999044224218
TLT.US Exposure
-0.004129971074438167
LQD.US Exposure
-0.008625839200262593
HYG.US Exposure
0.01754558301742885
GLD.US Exposure
0.009581572353517184
USO.US Exposure
-0.00014518755647568714
VNQ.US Exposure
0.013192795196048667
BTC-USD.CC Exposure
0.03930651236847088
CPER.US Exposure
-0.008357110651064408
VIX.INDX Exposure
0.025315996182144505
UUP.US Exposure
-0.0015390129423950242
TIP.US Exposure
-0.0004141447606168285
Idiosyncratic Exposure
0.21980821345659415
Value Score
35.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.8%

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 →35.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.07%
Market Cap$11.2B
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
$57
Avg Yield on Cost
0.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$56.550.57%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 →
+8.4%
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 →
+12.3%
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 →
0.0% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aramark Holdings a high-risk investment?

Aramark Holdings (ARMK.US) has an annualized volatility of 33.8% and experienced a maximum drawdown of 55.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARMK.US has generated a Compound Annual Growth Rate (CAGR) of 7.6%. 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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