Archrock Inc

10-Year Study

AROC.US · Energy · US · Common Stock

Executive Summary: Archrock Inc has compounded at 23.3% annually over the last 10 years, with a maximum drawdown of 69.8% and an annualized volatility of 81.3%.

1Y CAGR
+54.4%
3Y CAGR
+66.6%
5Y CAGR
+38.6%
10Y CAGR
+23.3%

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 →
69.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +81.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.720.2-1.54.0————————40.0%
202512.9-2.8-3.2-10.36.7-0.3-5.97.06.3-4.0-2.16.08.0%
20246.113.07.7-2.46.3-0.12.5-1.50.0-1.129.1-2.867.6%
202310.413.4-11.75.3-11.213.913.811.0-1.50.615.66.381.0%
202212.80.710.5-5.617.1-17.52.1-10.8-13.117.018.13.128.8%
20212.418.0-8.0-1.60.0-3.2-3.4-9.27.4-0.7-8.21.2-7.8%
2020-16.8-14.1-46.727.936.42.22.60.5-18.010.233.711.5-5.6%
201926.04.80.23.4-11.119.53.6-10.22.7-3.3-11.519.441.8%
2018-11.43.4-7.923.48.23.913.7-6.4-3.6-15.90.6-26.6-25.3%
201710.6-5.8-9.2-4.8-10.08.6-3.9-5.823.0-4.4-20.010.5-17.1%
2016———23.1-21.423.5-5.424.918.7-11.317.2-1.971.0%

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 81.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.8% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112312.353317687219
2016-05-019679.112438660124
2016-06-0111949.861318540645
2016-07-0111302.75229357798
2016-08-0114121.612972050352
2016-09-0116761.467889908254
2016-10-0114864.945594196715
2016-11-0117423.9385534457
2016-12-0117100.06400682739
2017-01-0118913.590783016854
2017-02-0117821.8476637508
2017-03-0116189.886921271602
2017-04-0115406.443353957755
2017-05-0113862.385321100915
2017-06-0115050.565393641988
2017-07-0114456.582035417112
2017-08-0113620.652869639429
2017-09-0116758.694260721142
2017-10-0116024.109238318753
2017-11-0112823.767868572648
2017-12-0114173.671858331556
2018-01-0112553.872413057392
2018-02-0112984.425005333902
2018-03-0111959.462342649882
2018-04-0114761.254533816938
2018-05-0115970.77021548965
2018-06-0116592.916577768294
2018-07-0118874.333262214634
2018-08-0117670.36483891615
2018-09-0117041.817793898015
2018-10-0114331.982078088327
2018-11-0114420.098143802004
2018-12-0110588.862812033283
2019-01-0113345.850224023896
2019-02-0113990.612331982078
2019-03-0114019.415404309791
2019-04-0114492.425858758266
2019-05-0112883.934286323874
2019-06-0115396.842329848518
2019-07-0115948.794538084061
2019-08-0114316.620439513548
2019-09-0114700.02133560913
2019-10-0114213.356091316407
2019-11-0112580.75528056326
2019-12-0115019.202048218476
2020-01-0112491.145722210369
2020-02-0110725.410710475784
2020-03-015720.29016428419
2020-04-017317.68721997013
2020-05-019983.784937059952
2020-06-0110203.755067207168
2020-07-0110471.090249626626
2020-08-0110525.496052912311
2020-09-018632.174098570513
2020-10-019514.614892255175
2020-11-0112723.91721783657
2020-12-0114181.352677618946
2021-01-0114525.282696820994
2021-02-0117141.24173245146
2021-03-0115777.89630893962
2021-04-0115528.48303819074
2021-05-0115529.123106464689
2021-06-0115039.684232984851
2021-07-0114533.1768721997
2021-08-0113197.354384467677
2021-09-0114176.8721997013
2021-10-0114073.821207595476
2021-11-0112913.80413910817
2021-12-0113071.047578408363
2022-01-0114748.666524429273
2022-02-0114847.877106891401
2022-03-0116412.844036697246
2022-04-0115488.158736931939
2022-05-0118129.93385961169
2022-06-0114948.581181992746
2022-07-0115256.027309579687
2022-08-0113614.678899082568
2022-09-0111827.608278216341
2022-10-0113835.715809686366
2022-11-0116333.262214636228
2022-12-0116839.55621933006
2023-01-0118583.528909750374
2023-02-0121081.9287390655
2023-03-0118606.14465542991
2023-04-0119596.543631320674
2023-05-0117402.81630040538
2023-06-0119819.927458928953
2023-07-0122546.404949861317
2023-08-0125033.71026242799
2023-09-0124661.83059526349
2023-10-0124798.805205888628
2023-11-0128672.71175592063
2023-12-0130473.4371666311
2024-01-0132333.475570727544
2024-02-0136523.36249199914
2024-03-0139322.16769788777
2024-04-0138362.49199914657
2024-05-0140794.5380840623
2024-06-0140754.2137828035
2024-07-0141782.16343076595
2024-08-0141155.32323447834
2024-09-0141175.592063153395
2024-10-0140728.1843396629
2024-11-0152568.38062726691
2024-12-0151070.620866225734
2025-01-0157636.44122039683
2025-02-0156024.749306592705
2025-03-0154206.74205248559
2025-04-0148608.491572434395
2025-05-0151850.65073607851
2025-06-0151704.928525709416
2025-07-0148643.69532750159
2025-08-0152038.190740345635
2025-09-0155295.71154256454
2025-10-0153110.09174311927
2025-11-0152001.493492639216
2025-12-0155137.61467889908
2026-01-0162702.79496479624
2026-02-0175378.70706208661
2026-03-0174247.91977810966
2026-04-0177213.56944740772
Annual Return Matrix
YearAnnual Return
2017-0.17113340320407233
2018-0.25292027938342965
20190.41839613137215403
2020-0.0557852120178991
2021-0.0782933140759462
20220.2883096108644554
20230.8096342189618255
20240.6759061535122421
20250.07963470472243572
20260.40037921293967416
Total Factor Risk
0.8131035490892531
VTI.US Exposure
-0.00018597048431951736
VEA.US Exposure
0.009797822424908677
VWO.US Exposure
-0.0030724062616031625
QQQ.US Exposure
-0.006842595884367033
VTV.US Exposure
0.02238415043483762
IJR.US Exposure
0.039176251930393396
QUAL.US Exposure
0.007776932876016874
SHV.US Exposure
0.8581240211649239
TLT.US Exposure
-0.0001598699973948781
LQD.US Exposure
0.0006580779883622143
HYG.US Exposure
-0.0030393988442554533
GLD.US Exposure
0.0020213224460677148
USO.US Exposure
0.016726625746886884
VNQ.US Exposure
-0.005848970790171174
BTC-USD.CC Exposure
0.0013416173865404867
CPER.US Exposure
0.00003837435810391453
VIX.INDX Exposure
0.006165002161036454
UUP.US Exposure
0.002246884411074959
TIP.US Exposure
-0.00042122728906076186
Idiosyncratic Exposure
0.05311335622201862
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
81.3%

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 →18.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.43%
Market Cap$6.1B
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
$469
Avg Yield on Cost
4.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$469.384.69%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 →
+4.1%
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 →
+33.4%
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 →
2.3% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Archrock Inc a high-risk investment?

Archrock Inc (AROC.US) has an annualized volatility of 81.3% and experienced a maximum drawdown of 69.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AROC.US has generated a Compound Annual Growth Rate (CAGR) of 23.3%. It has had a positive return in 60% 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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