Arafura Rare EARTHS Ltd

10-Year Study

ARU.AU · Basic Materials · AU · Common Stock

Executive Summary: Arafura Rare EARTHS Ltd has compounded at 22.6% annually over the last 10 years, with a maximum drawdown of 80.8% and an annualized volatility of 128.5%.

1Y CAGR
+105.9%
3Y CAGR
-4.9%
5Y CAGR
+15.9%
10Y CAGR
+22.6%

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 →
80.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +134.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -64.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-14.813.07.714.3————————18.5%
202513.030.80.020.6-19.56.10.011.42.642.5-5.30.0134.8%
2024-21.219.232.3-2.4-5.0-7.9-2.9-2.96.1-14.3-20.0-4.2-30.3%
202318.39.1-17.5-17.2-9.8-17.6-6.6-14.06.1-28.810.8-19.5-64.5%
2022-7.1-2.692.18.221.5-40.622.8-8.61.6-9.254.22.2121.4%
202176.0-4.5-21.49.1-13.9-19.40.020.050.0-2.2-9.15.068.0%
2020-14.3-23.1-13.340.46.8-26.922.810.0-1.322.45.427.637.4%
2019-6.413.713.9-10.478.223.8-19.0-17.615.714.8-4.32.2107.8%
201821.2-8.39.1-12.5-5.7-11.113.6-14.0-13.3-6.9-10.6-21.6-50.8%
201733.32.6-3.8-13.3-12.3-1.821.420.634.1-9.15.0-5.773.7%
2016———-2.0-2.12.150.0-13.916.1-8.3-7.6-6.616.3%

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 128.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.8% of variance. Idiosyncratic stock-specific factors contribute 15.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019795.91836734694
2016-05-019591.836734693878
2016-06-019795.91836734694
2016-07-0114693.877551020407
2016-08-0112653.061224489797
2016-09-0114693.877551020407
2016-10-0113469.38775510204
2016-11-0112448.979591836733
2016-12-0111632.65306122449
2017-01-0115510.204081632652
2017-02-0115918.367346938776
2017-03-0115306.122448979593
2017-04-0113265.306122448981
2017-05-0111632.65306122449
2017-06-0111428.571428571428
2017-07-0113877.551020408164
2017-08-0116734.69387755102
2017-09-0122448.979591836738
2017-10-0120408.163265306124
2017-11-0121428.571428571428
2017-12-0120204.08163265306
2018-01-0124489.79591836735
2018-02-0122448.979591836738
2018-03-0124489.79591836735
2018-04-0121428.571428571428
2018-05-0120204.08163265306
2018-06-0117959.18367346939
2018-07-0120408.163265306124
2018-08-0117551.020408163266
2018-09-0115215.419501133789
2018-10-0114172.335600907028
2018-11-0112675.736961451246
2018-12-019931.972789115645
2019-01-019297.052154195011
2019-02-0110566.893424036281
2019-03-0112040.816326530612
2019-04-0110793.650793650795
2019-05-0119229.02494331066
2019-06-0123809.52380952381
2019-07-0119274.37641723356
2019-08-0115873.015873015875
2019-09-0118367.34693877551
2019-10-0121088.43537414966
2019-11-0120181.40589569161
2019-12-0120634.920634920632
2020-01-0117687.07482993197
2020-02-0113605.442176870747
2020-03-0111791.383219954647
2020-04-0116553.287981859412
2020-05-0117687.07482993197
2020-06-0112925.170068027212
2020-07-0115873.015873015875
2020-08-0117460.31746031746
2020-09-0117233.560090702947
2020-10-0121088.43537414966
2020-11-0122222.222222222223
2020-12-0128344.671201814057
2021-01-0149886.621315192744
2021-02-0147619.04761904762
2021-03-0137414.965986394556
2021-04-0140816.32653061225
2021-05-0135147.39229024943
2021-06-0128344.671201814057
2021-07-0128344.671201814057
2021-08-0134013.60544217687
2021-09-0151020.4081632653
2021-10-0149886.621315192744
2021-11-0145351.47392290249
2021-12-0147619.04761904762
2022-01-0144217.68707482993
2022-02-0143083.90022675737
2022-03-0182766.43990929704
2022-04-0189569.16099773244
2022-05-01108843.53741496598
2022-06-0164625.85034013605
2022-07-0179365.07936507936
2022-08-0172562.358276644
2022-09-0173696.14512471655
2022-10-0166893.42403628117
2022-11-01103174.60317460318
2022-12-01105442.1768707483
2023-01-01124716.55328798186
2023-02-01136054.42176870749
2023-03-01112244.89795918368
2023-04-0192970.52154195012
2023-05-0183900.22675736962
2023-06-0169160.9977324263
2023-07-0164625.85034013605
2023-08-0155555.555555555555
2023-09-0158956.91609977324
2023-10-0141950.11337868481
2023-11-0146485.26077097506
2023-12-0137414.965986394556
2024-01-0129478.45804988662
2024-02-0135147.39229024943
2024-03-0146485.26077097506
2024-04-0145351.47392290249
2024-05-0143083.90022675737
2024-06-0139682.53968253968
2024-07-0138548.75283446712
2024-08-0137414.965986394556
2024-09-0139682.53968253968
2024-10-0134013.60544217687
2024-11-0127210.884353741494
2024-12-0126077.097505668935
2025-01-0129478.45804988662
2025-02-0138548.75283446712
2025-03-0138548.75283446712
2025-04-0146485.26077097506
2025-05-0137414.965986394556
2025-06-0139682.53968253968
2025-07-0139682.53968253968
2025-08-0144217.68707482993
2025-09-0145351.47392290249
2025-10-0164625.85034013605
2025-11-0161224.48979591837
2025-12-0161224.48979591837
2026-01-0152154.19501133787
2026-02-0158956.91609977324
2026-03-0163492.0634920635
2026-04-0172562.358276644
Annual Return Matrix
YearAnnual Return
20170.736842105263158
2018-0.5084175084175084
20191.0776255707762559
20200.37362637362637363
20210.6799999999999999
20221.2142857142857144
2023-0.6451612903225806
2024-0.303030303030303
20251.347826086956522
20260.18518518518518512
Total Factor Risk
1.2847796779053684
VTI.US Exposure
-0.0033136953662187838
VEA.US Exposure
0.0508719369667669
VWO.US Exposure
-0.013620673799811363
QQQ.US Exposure
0.007331763121479727
VTV.US Exposure
-0.0016822802342194043
IJR.US Exposure
-0.00307348532603621
QUAL.US Exposure
-0.0019563538347663265
SHV.US Exposure
0.4381874357727617
TLT.US Exposure
0.00745442194930099
LQD.US Exposure
0.17530869657612197
HYG.US Exposure
0.017861305911600903
GLD.US Exposure
-0.0006594953269891627
USO.US Exposure
0.012549669276045453
VNQ.US Exposure
0.040401012440062445
BTC-USD.CC Exposure
0.01371424228858448
CPER.US Exposure
0.03157080792147505
VIX.INDX Exposure
-0.0019344383933427916
UUP.US Exposure
-0.004038586016762662
TIP.US Exposure
0.07654020233364389
Idiosyncratic Exposure
0.1584875137403031
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
128.5%

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$1.4B
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 →
+21.4%
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 →
+27.7%
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 →
33.3% 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 →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arafura Rare EARTHS Ltd a high-risk investment?

Arafura Rare EARTHS Ltd (ARU.AU) has an annualized volatility of 128.5% and experienced a maximum drawdown of 80.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ARU.AU?

Over the past 10 years, ARU.AU has generated a Compound Annual Growth Rate (CAGR) of 22.6%. It has had a positive return in 70% 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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