Arcutis Biotherapeutics Inc

10-Year Study

ARQT.US · Healthcare · US · Common Stock

Executive Summary: Arcutis Biotherapeutics Inc has compounded at 1.7% annually over the last 10 years, with a maximum drawdown of 94.6% and an annualized volatility of 158.0%.

1Y CAGR
+96.2%
3Y CAGR
+49.3%
5Y CAGR
-1.7%
10Y CAGR
+1.7%

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 →
94.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
86.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +331.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -78.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.66.3-12.62.7————————-16.7%
2025-5.03.414.2-4.7-12.57.54.06.421.534.321.1-5.3108.5%
202481.775.1-3.6-16.00.511.28.38.0-14.5-10.656.96.8331.3%
202312.0-2.4-32.025.8-45.726.914.5-21.7-37.8-57.6-18.275.5-78.2%
2022-27.117.88.24.83.42.113.811.1-29.1-7.5-2.5-14.1-28.6%
2021-3.025.2-15.315.8-21.33.6-14.5-9.312.8-11.3-21.825.2-26.3%
2020—21.912.1-0.312.9-9.9-11.7-6.116.9-39.252.23.729.0%

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 158.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 11.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-0112190.366972477063
2020-03-0113669.724770642202
2020-04-0113633.02752293578
2020-05-0115389.908256880732
2020-06-0113871.559633027522
2020-07-0112247.706422018347
2020-08-0111500
2020-09-0113440.366972477064
2020-10-018174.311926605505
2020-11-0112440.366972477064
2020-12-0112903.669724770642
2021-01-0112518.34862385321
2021-02-0115674.311926605504
2021-03-0113270.642201834862
2021-04-0115366.97247706422
2021-05-0112087.155963302754
2021-06-0112518.34862385321
2021-07-0110701.83486238532
2021-08-019711.009174311928
2021-09-0110958.715596330276
2021-10-019715.59633027523
2021-11-017600.917431192661
2021-12-019513.761467889908
2022-01-016931.192660550458
2022-02-018165.137614678899
2022-03-018834.862385321101
2022-04-019261.467889908257
2022-05-019577.981651376147
2022-06-019775.229357798164
2022-07-0111128.440366972478
2022-08-0112362.385321100917
2022-09-018766.055045871559
2022-10-018110.091743119266
2022-11-017903.6697247706425
2022-12-016788.9908256880735
2023-01-017600.917431192661
2023-02-017422.018348623853
2023-03-015045.871559633028
2023-04-016348.623853211008
2023-05-013444.9541284403667
2023-06-014371.559633027522
2023-07-015004.587155963302
2023-08-013917.4311926605496
2023-09-012435.779816513761
2023-10-011032.1100917431193
2023-11-01844.0366972477065
2023-12-011481.6513761467888
2024-01-012692.6605504587155
2024-02-014715.596330275229
2024-03-014545.871559633028
2024-04-013816.51376146789
2024-05-013834.8623853211006
2024-06-014266.05504587156
2024-07-014619.266055045871
2024-08-014990.825688073395
2024-09-014266.05504587156
2024-10-013811.9266055045873
2024-11-015981.651376146789
2024-12-016389.908256880734
2025-01-016073.394495412844
2025-02-016279.816513761467
2025-03-017174.311926605505
2025-04-016839.4495412844035
2025-05-015981.651376146789
2025-06-016431.192660550459
2025-07-016688.073394495413
2025-08-017119.26605504587
2025-09-018646.78899082569
2025-10-0111610.091743119265
2025-11-0114059.633027522936
2025-12-0113321.100917431193
2026-01-0111637.614678899083
2026-02-0112371.559633027522
2026-03-0110807.339449541285
2026-04-0111096.330275229358
Annual Return Matrix
YearAnnual Return
2021-0.26270885175968717
2022-0.2864030858244937
2023-0.7817567567567567
20243.3126934984520124
20251.0847092605886575
2026-0.1670110192837465
Total Factor Risk
1.5796802206125715
VTI.US Exposure
0.5727755452172195
VEA.US Exposure
0.04463226650927127
VWO.US Exposure
-0.007218390768563176
QQQ.US Exposure
-0.008793821416592755
VTV.US Exposure
-0.03192938823331385
IJR.US Exposure
-0.011844816304220714
QUAL.US Exposure
-0.011099800421974424
SHV.US Exposure
0.27875834120296533
TLT.US Exposure
0.06334757573159724
LQD.US Exposure
-0.0011505513672199726
HYG.US Exposure
-0.006021374757020985
GLD.US Exposure
-0.0014196422245298789
USO.US Exposure
0.008254655454317857
VNQ.US Exposure
-0.0013421146638683532
BTC-USD.CC Exposure
-0.0017029518533003573
CPER.US Exposure
0.0036868597697347497
VIX.INDX Exposure
-0.0029231612027522972
UUP.US Exposure
-0.001091461380752551
TIP.US Exposure
0.004392263769323401
Idiosyncratic Exposure
0.11068996693968008
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
158.0%

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$2.9B
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 →
-1.6%
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 →
+8.2%
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 →
22.5% 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 →
1.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arcutis Biotherapeutics Inc a high-risk investment?

Arcutis Biotherapeutics Inc (ARQT.US) has an annualized volatility of 158.0% and experienced a maximum drawdown of 94.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARQT.US has generated a Compound Annual Growth Rate (CAGR) of 1.7%. It has had a positive return in 33% 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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