Arq Inc

10-Year Study

ARQ.US · Industrials · US · Common Stock

Executive Summary: Arq Inc has compounded at -8.9% annually over the last 10 years, with a maximum drawdown of 89.9% and an annualized volatility of 94.2%.

1Y CAGR
-57.2%
3Y CAGR
+16.9%
5Y CAGR
-22.5%
10Y CAGR
-8.9%

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 →
89.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
63.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +154.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -63.3%
% 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.
20268.9-1.4-27.1-11.3————————-30.6%
2025-17.6-16.3-20.1-9.130.38.7-0.444.3-7.3-7.3-44.0-12.1-56.8%
202412.82.787.819.8-10.3-12.87.74.3-13.9-0.231.6-1.8154.0%
202327.6-9.0-29.8-6.6-22.229.226.9-20.3-5.3-4.558.810.422.6%
2022-5.7-1.41.1-2.7-17.0-6.64.3-23.5-27.05.1-2.8-12.9-63.3%
2021-7.812.4-3.5-14.568.9-6.71.5-9.4-6.26.3-5.73.420.4%
20208.5-20.4-26.113.1-32.2-3.8-14.2-7.04.99.627.0-2.7-46.5%
20197.46.6-2.2-2.27.06.50.71.317.6-6.8-24.73.28.3%
2018-16.623.018.5-3.52.82.4-0.12.94.7-17.211.6-2.020.4%
20173.512.7-11.4-1.5-0.20.417.4-1.05.79.5-23.47.512.8%
2016———11.32.0-6.0-1.67.00.58.011.12.438.9%

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 94.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 25.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111127.971875186207
2016-05-0111353.407352970386
2016-06-0110676.902298051522
2016-07-0110511.251911732576
2016-08-0111248.13792281566
2016-09-0111308.320257413548
2016-10-0112210.65803324925
2016-11-0113564.065386219638
2016-12-0113894.96891572487
2017-01-0114376.030349375334
2017-02-0116195.602518521462
2017-03-0114346.038492859556
2017-04-0114135.499632550102
2017-05-0114105.309154467994
2017-06-0114162.710787137266
2017-07-0116621.248535165945
2017-08-0116457.78298607663
2017-09-0117393.091941923052
2017-10-0119042.04818559199
2017-11-0114583.391264623513
2017-12-0115670.248475579478
2018-01-0113074.860468349654
2018-02-0116079.60752378493
2018-03-0119048.602697280872
2018-04-0118381.432855979503
2018-05-0118903.60895386021
2018-06-0119363.81512304606
2018-07-0119346.733668341712
2018-08-0119901.285081534155
2018-09-0120842.354062804137
2018-10-0117252.467872961646
2018-11-0119256.36085566171
2018-12-0118863.090154328955
2019-01-0120257.612171529585
2019-02-0121592.34909726498
2019-03-0121117.444932170732
2019-04-0120642.445090132103
2019-05-0122097.51111647956
2019-06-0123530.964288138173
2019-07-0123698.508425744083
2019-08-0123998.31906679946
2019-09-0128219.894896217127
2019-10-0126299.269795524335
2019-11-0119795.493951541728
2019-12-0120437.825719850916
2020-01-0122170.17463258114
2020-02-0117657.45792862088
2020-03-0113049.437248815972
2020-04-0114757.58203733812
2020-05-0110010.526867247358
2020-06-019633.145777568809
2020-07-018262.6568562419
2020-08-017686.654389653965
2020-09-018064.035479332514
2020-10-018838.659322829835
2020-11-0111222.118687046759
2020-12-0110924.186148131965
2021-01-0110070.11375387089
2021-02-0111321.428901950736
2021-03-0110924.186148131965
2021-04-019335.213238654014
2021-05-0115770.552480228134
2021-06-0114717.857761956244
2021-07-0114936.341750107282
2021-08-0113526.128553398497
2021-09-0112691.917823277645
2021-10-0113486.40427801662
2021-11-0112711.7804345193
2021-12-0113148.747463719947
2022-01-0112393.985284362849
2022-02-0112215.226518695119
2022-03-0112354.261008980973
2022-04-0112016.605141785734
2022-05-019970.80259186548
2022-06-019315.351574513792
2022-07-019712.594328332563
2022-08-017428.4465996717645
2022-09-015422.368798684105
2022-10-015700.438726357245
2022-11-015541.541624829737
2022-12-014826.504194405232
2023-01-016157.268366799548
2023-02-015601.128037902552
2023-03-013932.7070512115642
2023-04-013674.499024454005
2023-05-012860.1506687994497
2023-06-013694.3611621449436
2023-07-014687.468757017946
2023-08-013734.0854375268204
2023-09-013535.463823842077
2023-10-013376.5667223145683
2023-11-015362.782385611289
2023-12-015918.922714508286
2024-01-016673.684420314667
2024-02-016852.444133083831
2024-03-0112870.67753604681
2024-04-0115413.034001791242
2024-05-0113824.061092313292
2024-06-0112056.32941716761
2024-07-0112989.85036219244
2024-08-0113545.991164640152
2024-09-0111659.085716247408
2024-10-0111639.224052107184
2024-11-0115313.722839785833
2024-12-0115035.652912112691
2025-01-0112393.985284362849
2025-02-0110368.045345684252
2025-03-018282.519467483555
2025-04-017527.757288126458
2025-05-019811.905490337973
2025-06-0110665.977884599048
2025-07-0110626.253609217169
2025-08-0115333.584503926055
2025-09-0114221.303846132063
2025-10-0113188.471739101826
2025-11-017388.722324289887
2025-12-016494.92518109622
2026-01-017070.927647684154
2026-02-016971.61697817149
2026-03-015084.712098039606
2026-04-014508.709555683556
Annual Return Matrix
YearAnnual Return
20170.1277641980073474
20180.20375182204195452
20190.08348237497876587
2020-0.4654917652262057
20210.20363634282892407
2022-0.6329304971654119
20230.22633742271877821
20241.5402684977213426
2025-0.5680317164102717
2026-0.30581039350439876
Total Factor Risk
0.9419775351044265
VTI.US Exposure
0.40634681213139157
VEA.US Exposure
0.07075400838549606
VWO.US Exposure
-0.0161071764910381
QQQ.US Exposure
-0.08373942003556355
VTV.US Exposure
-0.09240199728321531
IJR.US Exposure
0.06819482919052973
QUAL.US Exposure
0.07116623792440085
SHV.US Exposure
0.13823013835331194
TLT.US Exposure
0.007175244085867217
LQD.US Exposure
0.11232375983373324
HYG.US Exposure
-0.013730744818394626
GLD.US Exposure
0.026257155711893913
USO.US Exposure
0.004138688007826764
VNQ.US Exposure
0.026876108976846516
BTC-USD.CC Exposure
0.006089837697562785
CPER.US Exposure
0.00025277018668403984
VIX.INDX Exposure
-0.0010668941983005185
UUP.US Exposure
0.016572187820406113
TIP.US Exposure
-0.0014102590075903156
Idiosyncratic Exposure
0.25407871352815165
Value Score
50
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
94.2%

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 →N/A
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$105.8M
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 →
-19.3%
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 →
-52.5%
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 →
70.6% 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 →
3.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arq Inc a high-risk investment?

Arq Inc (ARQ.US) has an annualized volatility of 94.2% and experienced a maximum drawdown of 89.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARQ.US has generated a Compound Annual Growth Rate (CAGR) of -8.9%. 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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