ArcelorMittal SA

10-Year Study

ARRD.XETRA · Basic Materials · DE · Common Stock

Executive Summary: ArcelorMittal SA has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 70.4% and an annualized volatility of 47.0%.

1Y CAGR
+104.8%
3Y CAGR
+32.9%
5Y CAGR
+16.1%
10Y CAGR
+15.7%

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 →
70.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +78.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.4%
% 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.
202618.020.9-21.216.7————————31.3%
20258.713.6-3.6-2.24.00.42.63.27.68.612.75.078.3%
2024-1.3-5.86.0-8.54.4-11.4-2.31.011.4-3.76.2-6.8-12.7%
202314.60.2-2.2-7.7-8.77.35.1-6.8-3.2-11.711.312.26.3%
2022-8.05.85.5-4.07.9-28.311.5-0.9-12.99.713.9-4.1-12.1%
2021-5.06.827.8-1.610.0-1.013.6-3.3-7.211.2-18.519.253.0%
2020-14.8-4.0-33.516.7-14.59.40.313.67.21.632.223.920.7%
201911.70.1-10.77.2-30.618.6-8.0-10.0-0.71.917.51.7-11.8%
20187.5-3.4-9.19.3-1.3-9.39.5-5.83.5-17.8-9.2-9.5-33.4%
20171.115.3-4.5-8.7-11.02.811.91.1-2.715.11.07.327.6%
2016———23.7-10.5-7.841.4-7.92.812.416.5-0.677.8%

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 47.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 12.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112373.685808107286
2016-05-0111073.061250770348
2016-06-0110205.119714488073
2016-07-0114429.757995529677
2016-08-0113284.214980177892
2016-09-0113661.892804253244
2016-10-0115352.704728791265
2016-11-0117889.014597533045
2016-12-0117778.91222163967
2017-01-0117979.06491165135
2017-02-0120727.945031595795
2017-03-0119792.488755208477
2017-04-0118066.631713531464
2017-05-0116083.133272625255
2017-06-0116533.292861282043
2017-07-0118496.83122234793
2017-08-0118696.891930424863
2017-09-0118192.463000266747
2017-10-0120939.687445385724
2017-11-0121143.97932246107
2017-12-0122682.285199186877
2018-01-0124387.262341676098
2018-02-0123561.816459247402
2018-03-0121427.467645354453
2018-04-0123415.93311073705
2018-05-0123121.22299180441
2018-06-0120976.756165089173
2018-07-0122979.110902618722
2018-08-0121653.927168704064
2018-09-0122402.20020787917
2018-10-0118410.000275945804
2018-11-0116709.43826632449
2018-12-0115114.287553924409
2019-01-0116875.833586283654
2019-02-0116900.944654469862
2019-03-0115094.235492149342
2019-04-0116186.061057608285
2019-05-0111236.789094621816
2019-06-0113328.274326922192
2019-07-0112259.720190954495
2019-08-0111033.876946567694
2019-09-0110956.15221170562
2019-10-0111159.064359759743
2019-11-0113111.84083446011
2019-12-0113329.930001747656
2020-01-0111353.4221878823
2020-02-0110896.915845727899
2020-03-017244.865108492691
2020-04-018453.783676885858
2020-05-017228.860251846537
2020-06-017908.514767699623
2020-07-017935.557456515539
2020-08-019011.74609306732
2020-09-019659.29891369335
2020-10-019818.243696937921
2020-11-0112983.342071617135
2020-12-0116090.951737078838
2021-01-0115292.916471205055
2021-02-0116337.831249942512
2021-03-0120872.448651084924
2021-04-0120542.78539694804
2021-05-0122588.555607678652
2021-06-0122352.805908919487
2021-07-0125385.81822530055
2021-08-0124544.5514500952
2021-09-0122788.616315755582
2021-10-0125351.32499977004
2021-11-0120657.302905709315
2021-12-0124613.537901156215
2022-01-0122633.25882796619
2022-02-0123940.506084604986
2022-03-0125265.045944976406
2022-04-0124242.574758317463
2022-05-0126165.549086159477
2022-06-0118761.46324861797
2022-07-0120928.097721607475
2022-08-0120740.27061085203
2022-09-0118066.907659335706
2022-10-0119818.51964274216
2022-11-0122566.112015600134
2022-12-0121644.453029425018
2023-01-0124811.39104279919
2023-02-0124859.497594672404
2023-03-0124317.81598094134
2023-04-0122439.452891452114
2023-05-0120492.379296706127
2023-06-0121993.248525989497
2023-07-0123115.612093784777
2023-08-0121548.699835352334
2023-09-0120866.561807261052
2023-10-0118419.3824332901
2023-11-0120498.17415859525
2023-12-0123007.16539271687
2024-01-0122700.773568071232
2024-02-0121390.766853389996
2024-03-0122669.6836741264
2024-04-0120737.971062483328
2024-05-0121657.330500289743
2024-06-0119193.226450325154
2024-07-0118745.18244616757
2024-08-0118924.455236991456
2024-09-0121083.915119070614
2024-10-0120304.368222081182
2024-11-0121558.909830109365
2024-12-0120085.451217380905
2025-01-0121839.08680335182
2025-02-0124813.046717624657
2025-03-0123927.168704066517
2025-04-0123411.977887542882
2025-05-0124354.424790971054
2025-06-0124445.578888306336
2025-07-0125092.763781193375
2025-08-0125903.95246373612
2025-09-0127863.62758354259
2025-10-0130260.768785010623
2025-11-0134111.684465171034
2025-12-0135809.39503481516
2026-01-0142261.00793804096
2026-02-0151105.16294599741
2026-03-0140260.492839206374
2026-04-0147002.76865623591
Annual Return Matrix
YearAnnual Return
20170.2757971306916658
2018-0.3336523449380564
2019-0.1180576686668533
20200.20712949992754592
20210.5296508437371381
2022-0.12062812276945045
20230.06295896511865107
2024-0.12699148832393137
20250.7828524063142566
20260.31258203637727355
Total Factor Risk
0.4701788535475715
VTI.US Exposure
-0.18316082548671792
VEA.US Exposure
0.3365790845799623
VWO.US Exposure
-0.04100233378341483
QQQ.US Exposure
0.04593332055767271
VTV.US Exposure
0.11210788814772495
IJR.US Exposure
0.12864076322014256
QUAL.US Exposure
0.05355451350002615
SHV.US Exposure
0.26907001034294487
TLT.US Exposure
0.036843330514644695
LQD.US Exposure
-0.029160241833404654
HYG.US Exposure
0.08399408118282564
GLD.US Exposure
0.012490604762842111
USO.US Exposure
-0.00019205206300333276
VNQ.US Exposure
-0.0016817249034155554
BTC-USD.CC Exposure
-0.0004961138720349937
CPER.US Exposure
0.07150794983099432
VIX.INDX Exposure
0.0027129924947026257
UUP.US Exposure
-0.016685617040007684
TIP.US Exposure
-0.006142510982279516
Idiosyncratic Exposure
0.12508688082979558
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.0%

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 →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.29%
Market Cap$34.8B
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
$117
Avg Yield on Cost
1.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$116.671.17%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 →
+2.8%
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 →
+36.2%
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 →
10.2% 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 →
1.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ArcelorMittal SA a high-risk investment?

ArcelorMittal SA (ARRD.XETRA) has an annualized volatility of 47.0% and experienced a maximum drawdown of 70.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ARRD.XETRA?

Over the past 10 years, ARRD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 15.7%. 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.

Run a Full Backtest on ArcelorMittal SA

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest